# EDGAR Filing Document

**Accession Number:** 0001795351
**File Stem:** 0001099263-26-000817
**Filing Date:** 2026-1
**Character Count:** 240084
**Document Hash:** 55abe1e85d5928e51eeff764208abeac
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-26-000817.hdr.sgml**: 20260127

**ACCESSION NUMBER**: 0001099263-26-000817

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251130

**FILED AS OF DATE**: 20260127

**DATE AS OF CHANGE**: 20260127

**PERIOD START**: 20260531

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23494
- **FILM NUMBER:** 26565007

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Baltimore

  - **State:** MD

  - **Foreign country:** US

  - **Zip / Postal Code:** 21231

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

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

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

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

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

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $743112638.45

**Total Liabilities:** $9599990.32

**Net Assets:** $733512648.13

**Delayed Delivery Securities:** $13739823.43

**Cash Not Reported:** $1887951.45

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -5881.598904 | **1-Year:** -56745.943788 | **5-Year:** -17806.455679 | **10-Year:** -79.624189 | **30-Year:** 0.000000

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

- **3-Month:** -90.465788 | **1-Year:** -468.194964 | **5-Year:** -27.066626 | **10-Year:** 0.000000 | **30-Year:** 0.000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000229340 | 0.42%                | 0.35%                | 0.39%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $178648.18               | $-98459.19                                 |
| Month 2  | $83051.69                | $-515082.06                                |
| Month 3  | $224452.25               | $69817.00                                  |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A                                   | 3 MONTH SOFR FUT  DEC25 XCME 20260317                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         53 | NC      | $-7717.86     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                   | 3 MONTH SOFR FUT  SEP25 XCME 20251216                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         75 | NC      | $-11834.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 7-ELEVEN INC 144A                     | 7 ELEVEN INC SR UNSECURED 144A 02/26 0.95              | CUSIP: 817826AC4<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |    1150000 | PA      | $1142296.15   | 0.16%             | 2026-02-10      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| ABJA INVESTMENT CO                    | ABJA INVESTMENT CO SR UNSECURED REGS 01/28 5.45        | CUSIP: 0039939C8<br>LEI: 254900E6OE5YJ9WCCU19 | Long             | DBT              | CORP              | SG        |    1730000 | PA      | $1761676.30   | 0.24%             | 2028-01-24      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV 144A                 | ABN AMRO BANK NV 144A 09/27 VAR                        | CUSIP: 00084DBA7<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $203276.00    | 0.03%             | 2027-09-18      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV 144A                 | ABN AMRO BANK NV SUBORDINATED 144A 04/26 4.8           | CUSIP: 00084DAL4<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    2200000 | PA      | $2202743.40   | 0.30%             | 2026-04-18      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ABU DHABI NATIONAL ENERG              | ABU DHABI NATIONAL ENERG SR UNSECURED REGS 06/26 4.375 | CUSIP: 00388W9G8<br>LEI: 213800UNJSVQFNUYYW03 | Long             | DBT              | CORP              | AE        |     660000 | PA      | $660372.36    | 0.09%             | 2026-06-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AFFRM 2025-X1 A 144A                  | AFFIRM INC AFFRM 2025 X1 A 144A                        | CUSIP: 00834MAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     336622 | PA      | $337246.66    | 0.05%             | 2030-04-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| AFFRM 2025-X2 A 144A                  | AFFIRM INC AFFRM 2025 X2 A 144A                        | CUSIP: 00835DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2490000 | PA      | $2492388.41   | 0.34%             | 2030-10-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AFFRM 2025-X2 B 144A                  | AFFIRM INC AFFRM 2025 X2 B 144A                        | CUSIP: 00835DAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1955000 | PA      | $1956774.16   | 0.27%             | 2030-10-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| AFRMT 2025-2A A 144A                  | AFFIRM MASTER TRUST AFRMT 2025 2A A 144A               | CUSIP: 00833BAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1695000 | PA      | $1703919.77   | 0.23%             | 2033-07-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| AFRMT 2025-3A A 144A                  | AFFIRM MASTER TRUST AFRMT 2025 3A A 144A               | CUSIP: 00833BAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3150000 | PA      | $3155849.87   | 0.43%             | 2034-10-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AGCO CORP                             | AGCO CORP COMPANY GUAR 03/27 5.45                      | CUSIP: 001084AR3<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |    3974000 | PA      | $4025749.43   | 0.55%             | 2027-03-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| LUNDIN ENERGY FI 144A                 | AKER BP ASA SR UNSECURED 144A 07/26 2                  | CUSIP: 55037AAA6<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |     300000 | PA      | $295621.80    | 0.04%             | 2026-07-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ALINE 2018-1A BR 144A                 | ALINEA CLO LTD ALINE 2018 1A BR 144A                   | CUSIP: 016269AG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $249904.01    | 0.03%             | 2031-07-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| ALLYA 2023-A B 144A                   | ALLY AUTO RECEIVABLES TRUST ALLYA 2023 A B 144A        | CUSIP: 02008NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      17202 | PA      | $17223.14     | 0.00%             | 2034-01-17      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| ABCLN 2024-A A2 144A                  | ALLY BANK AUTO CREDIT LINKED N ABCLN 2024 A A2 144A    | CUSIP: 02007GZ48<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     289492 | PA      | $294456.11    | 0.04%             | 2032-05-17      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| ABCLN 2024-B A2 144A                  | ALLY BANK AUTO CREDIT LINKED N ABCLN 2024 B A2 144A    | CUSIP: 02007G4B6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     362728 | PA      | $366085.08    | 0.05%             | 2032-09-15      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| ABCLN 2024-B B 144A                   | ALLY BANK AUTO CREDIT LINKED N ABCLN 2024 B B 144A     | CUSIP: 02007G4C4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     342778 | PA      | $345522.94    | 0.05%             | 2032-09-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ABCLN 2025-A A2 144A                  | ALLY BANK AUTO CREDIT LINKED N ABCLN 2025 A A2 144A    | CUSIP: 02007G5D1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1320863 | PA      | $1326961.65   | 0.18%             | 2033-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ABCLN 2025-A B 144A                   | ALLY BANK AUTO CREDIT LINKED N ABCLN 2025 A B 144A     | CUSIP: 02007G5E9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     899219 | PA      | $902988.87    | 0.12%             | 2033-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ABCLN 2025-B A2 144A                  | ALLY BANK AUTO CREDIT LINKED N ABCLN 2025 B A2 144A    | CUSIP: 02007G6N8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     745000 | PA      | $745761.24    | 0.10%             | 2033-09-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ABCLN 2025-B B 144A                   | ALLY BANK AUTO CREDIT LINKED N ABCLN 2025 B B 144A     | CUSIP: 02007G6P3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1865000 | PA      | $1868668.46   | 0.25%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                    | ALLY FINANCIAL INC SR UNSECURED 05/29 VAR              | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     640000 | PA      | $654027.52    | 0.09%             | 2029-05-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                           | AMEREN CORP SR UNSECURED 03/28 1.75                    | CUSIP: 023608AK8<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    1129000 | PA      | $1070130.55   | 0.15%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                | AMERICAN HONDA FINANCE SR UNSECURED 07/27 VAR          | CUSIP: 02665WGE5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2206505.40   | 0.30%             | 2027-07-09      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                | AMERICAN HONDA FINANCE SR UNSECURED 10/26 VAR          | CUSIP: 02665WFN6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2504417.50   | 0.34%             | 2026-10-05      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                   | AMERICAN TOWER CORP SR UNSECURED 01/27 3.125           | CUSIP: 03027XAM2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    2150000 | PA      | $2126072.65   | 0.29%             | 2027-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                   | AMERICAN TOWER CORP SR UNSECURED 03/27 3.65            | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1490443.50   | 0.20%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AMCAR 2025-1 A2B 144A                 | AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2025 1 A2B 144A   | CUSIP: 03067FAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2965000 | PA      | $2966426.17   | 0.40%             | 2029-03-19      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| AMCAR 2025-1 A3 144A                  | AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2025 1 A3 144A    | CUSIP: 03067FAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4300000 | PA      | $4310457.17   | 0.59%             | 2030-05-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                         | AMPHENOL CORP SR UNSECURED 11/27 VAR                   | CUSIP: 032095AV3<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    5500000 | PA      | $5505912.50   | 0.75%             | 2027-11-15      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| HOLCIM FINANCE US LLC 144A            | AMRIZE FINANCE US LLC COMPANY GUAR 144A 04/27 4.6      | CUSIP: 43475RAA4<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    1550000 | PA      | $1554293.50   | 0.21%             | 2027-04-07      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC 144A            | AMRIZE FINANCE US LLC COMPANY GUAR 144A 09/26 3.5      | CUSIP: 43475RAL0<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1488750.00   | 0.20%             | 2026-09-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMSR 2021-SFR4 A 144A                 | AMSR TRUST AMSR 2021 SFR4 A 144A                       | CUSIP: 66982FAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1993304 | PA      | $1950201.46   | 0.27%             | 2038-12-17      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| AMSR 2021-SFR4 B 144A                 | AMSR TRUST AMSR 2021 SFR4 B 144A                       | CUSIP: 66982FAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4000000 | PA      | $3920069.60   | 0.53%             | 2038-12-17      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| AOMT 2019-5 A1 144A                   | ANGEL OAK MORTGAGE TRUST AOMT 2019 5 A1 144A           | CUSIP: 03464KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      18824 | PA      | $18631.11     | 0.00%             | 2049-10-25      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| AOMT 2021-5 A1 144A                   | ANGEL OAK MORTGAGE TRUST AOMT 2021 5 A1 144A           | CUSIP: 03465HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      87378 | PA      | $75832.66     | 0.01%             | 2066-07-25      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| AOMT 2022-1 A1 144A                   | ANGEL OAK MORTGAGE TRUST AOMT 2022 1 A1 144A           | CUSIP: 03464BAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      78985 | PA      | $75303.56     | 0.01%             | 2066-12-25      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| AOMT 2023-6 A1 144A                   | ANGEL OAK MORTGAGE TRUST AOMT 2023 6 A1 144A           | CUSIP: 03464UAA4<br>LEI: 254900QAUT3NUZVCSB04 | Long             | ABS-MBS          | CORP              | US        |     629449 | PA      | $635147.43    | 0.09%             | 2067-12-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL                         | ARCELORMITTAL SR UNSECURED 03/26 4.55                  | CUSIP: 03938LBA1<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |     627000 | PA      | $626872.09    | 0.09%             | 2026-03-11      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ARIFL 2023-B A2 144A                  | ARI FLEET LEASE TRUST ARIFL 2023 B A2 144A             | CUSIP: 04033GAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      70207 | PA      | $70750.52     | 0.01%             | 2032-07-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ARIFL 2024-A A2 144A                  | ARI FLEET LEASE TRUST ARIFL 2024 A A2 144A             | CUSIP: 00218KAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     227870 | PA      | $229212.55    | 0.03%             | 2032-11-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ARIFL 2024-B A2 144A                  | ARI FLEET LEASE TRUST ARIFL 2024 B A2 144A             | CUSIP: 04033HAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     208416 | PA      | $209898.22    | 0.03%             | 2033-04-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| ARIFL 2025-A A2 144A                  | ARI FLEET LEASE TRUST ARIFL 2025 A A2 144A             | CUSIP: 04033CAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1430000 | PA      | $1433786.21   | 0.20%             | 2034-01-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS 4/2 144A CP         | ARROW ELECTRONICS INC                                  | CUSIP: 04273LZ24<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3998102.80   | 0.55%             | 2025-12-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING 144A            | ATHENE GLOBAL FUNDING SECURED 144A 01/27 4.95          | CUSIP: 04685A4E8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     750000 | PA      | $755553.75    | 0.10%             | 2027-01-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| XCAP 2023-1A A2 144A                  | AUXILIOR TERM FUNDING LLC XCAP 2023 1A A2 144A         | CUSIP: 05335JAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      48829 | PA      | $49091.09     | 0.01%             | 2028-12-15      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| XCAP 2024-1A A2 144A                  | AUXILIOR TERM FUNDING LLC XCAP 2024 1A A2 144A         | CUSIP: 05335FAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      23087 | PA      | $23148.97     | 0.00%             | 2027-03-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| XCAP 2024-1A A3 144A                  | AUXILIOR TERM FUNDING LLC XCAP 2024 1A A3 144A         | CUSIP: 05335FAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     585000 | PA      | $593923.53    | 0.08%             | 2031-07-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| AESOP 2020-2A B 144A                  | AVIS BUDGET RENTAL CAR FUNDING AESOP 2020 2A B 144A    | CUSIP: 05377REA8<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    1037000 | PA      | $1034045.69   | 0.14%             | 2027-02-20      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| AESOP 2025-3A A 144A                  | AVIS BUDGET RENTAL CAR FUNDING AESOP 2025 3A A 144A    | CUSIP: 05377RKW3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     555000 | PA      | $555155.73    | 0.08%             | 2030-02-20      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| AXIATA SPV2 BHD                       | AXIATA SPV2 BHD SR UNSECURED REGS 03/26 4.357          | CUSIP: 0539919B3<br>LEI: 254900P49KQFQ10AF282 | Long             | DBT              | CORP              | MY        |    1200000 | PA      | $1202640.00   | 0.16%             | 2026-03-24      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| AXIS 2022-1A D 144A                   | AXIS EQUIPMENT FINANCE RECEIVA AXIS 2022 1A D 144A     | CUSIP: 03236VAE1<br>LEI: 549300K5Y88MV8B4M421 | Long             | ABS-O            | CORP              | US        |    3080000 | PA      | $3056565.20   | 0.42%             | 2028-08-21      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| AXIS 2024-1A B 144A                   | AXIS EQUIPMENT FINANCE RECEIVA AXIS 2024 1A B 144A     | CUSIP: 03237CAC6<br>LEI: 254900O8ABFLU3FOSN14 | Long             | ABS-O            | CORP              | US        |     870000 | PA      | $888410.24    | 0.12%             | 2031-01-21      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| AXIS 2024-2A A2 144A                  | AXIS EQUIPMENT FINANCE RECEIVA AXIS 2024 2A A2 144A    | CUSIP: 03238BAB9<br>LEI: 254900VBZK8DVZNJFJ70 | Long             | ABS-O            | CORP              | US        |     342876 | PA      | $347240.94    | 0.05%             | 2031-06-20      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| AXIS 2025-1A A2 144A                  | AXIS EQUIPMENT FINANCE RECEIVA AXIS 2025 1A A2 144A    | CUSIP: 03237FAB1<br>LEI: 254900UXD59DZRJ7U848 | Long             | ABS-O            | CORP              | US        |     984571 | PA      | $994287.21    | 0.14%             | 2031-09-22      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BACARDI MARTINI BV 4/2 144A CP        | BACARDI MARTINI B V                                    | CUSIP: 05634EZB1<br>LEI: 5493002XXBV8B88K2408 | Long             | DBT              | CORP              | US        |    2700000 | PA      | $2695787.46   | 0.37%             | 2025-12-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BACARDI MARTINI BV 4/2 144A CP        | BACARDI MARTINI B V 12/25 ZCP                          | CUSIP: 05634EZJ4<br>LEI: 5493002XXBV8B88K2408 | Long             | DBT              | CORP              | US        |    4900000 | PA      | $4888205.70   | 0.67%             | 2025-12-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                    | BANCO SANTANDER SA 03/28 VAR                           | CUSIP: 05964HBA2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     200000 | PA      | $203543.60    | 0.03%             | 2028-03-14      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                    | BANCO SANTANDER SA 03/28 VAR                           | CUSIP: 05964HBC8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    1200000 | PA      | $1208703.60   | 0.16%             | 2028-03-14      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| BANK MANDIRI PT                       | BANK MANDIRI PT SR UNSECURED REGS 04/26 5.5            | CUSIP: 0609879D8<br>LEI: 549300RSKQN4Z5ZSGH94 | Long             | DBT              | CORP              | ID        |    1360000 | PA      | $1366035.97   | 0.19%             | 2026-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                  | BANK OF AMERICA CORP SR UNSECURED 01/27 VAR            | CUSIP: 06051GLE7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     200000 | PA      | $200249.60    | 0.03%             | 2027-01-20      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH CO                      | BANK OF AMERICA CORP SUBORDINATED 09/26 6.22           | CUSIP: 59022CAB9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2097000 | PA      | $2128610.18   | 0.29%             | 2026-09-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                      | BANK OF MONTREAL SR UNSECURED 09/27 VAR                | CUSIP: 06368L8M1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    3000000 | PA      | $3011250.00   | 0.41%             | 2027-09-10      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                   | BANK OF NOVA SCOTIA SUBORDINATED 12/25 4.5             | CUSIP: 064159HB5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    1885000 | PA      | $1882653.18   | 0.26%             | 2025-12-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL 144A           | BANQUE FED CRED MUTUEL 144A 01/26 4.935                | CUSIP: 06675FAZ0<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |     400000 | PA      | $400476.00    | 0.05%             | 2026-01-26      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL 144A           | BANQUE FED CRED MUTUEL 144A 01/27 5.088                | CUSIP: 06675FBC0<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |     215000 | PA      | $217377.47    | 0.03%             | 2027-01-23      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL 144A           | BANQUE FED CRED MUTUEL 144A 02/28 VAR                  | CUSIP: 06675DCL4<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    3800000 | PA      | $3827299.20   | 0.52%             | 2028-02-16      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL 144A           | BANQUE FED CRED MUTUEL 144A 07/26 5.896                | CUSIP: 06675FBA4<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |     400000 | PA      | $404500.00    | 0.06%             | 2026-07-13      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                          | BARCLAYS PLC SR UNSECURED 01/26 4.375                  | CUSIP: 06738EAN5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $200005.00    | 0.03%             | 2026-01-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                          | BARCLAYS PLC SR UNSECURED 03/28 VAR                    | CUSIP: 06738ECP8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $203754.40    | 0.03%             | 2028-03-12      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                          | BARCLAYS PLC SR UNSECURED 09/28 VAR                    | CUSIP: 06738ECT0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    1000000 | PA      | $1011427.00   | 0.14%             | 2028-09-10      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                          | BARCLAYS PLC SR UNSECURED 11/27 VAR                    | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    2000000 | PA      | $1962552.00   | 0.27%             | 2027-11-24      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                          | BARCLAYS PLC SUBORDINATED 05/26 5.2                    | CUSIP: 06738EAP0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    1650000 | PA      | $1652079.00   | 0.23%             | 2026-05-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                      | BAT CAPITAL CORP COMPANY GUAR 04/27 4.7                | CUSIP: 05526DBP9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    1402000 | PA      | $1409274.98   | 0.19%             | 2027-04-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                      | BAT CAPITAL CORP COMPANY GUAR 08/27 3.557              | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2078139.00   | 0.28%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| BATLN 2015-8A A2R3 144A               | BATTALION CLO LTD BATLN 2015 8A A2R3 144A              | CUSIP: 07132ACL5<br>LEI: 549300WH2OE0BGHQQP83 | Long             | ABS-CBDO         | CORP              | KY        |    4000000 | PA      | $3996593.92   | 0.54%             | 2030-07-18      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| BATLN 2015-9A ARR 144A                | BATTALION CLO LTD BATLN 2015 9A ARR 144A               | CUSIP: 07132EAS4<br>LEI: 549300JMWGEYZEC6GK98 | Long             | ABS-CBDO         | CORP              | KY        |    3435459 | PA      | $3434263.47   | 0.47%             | 2031-07-15      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| BATLN 2018-12A ARR 144A               | BATTALION CLO LTD BATLN 2018 12A ARR 144A              | CUSIP: 07133RAW5<br>LEI: 549300JIE0P78OIZGS60 | Long             | ABS-CBDO         | CORP              | KY        |    1018373 | PA      | $1018027.67   | 0.14%             | 2031-05-17      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| BATLN 2020-15A A1RR 144A              | BATTALION CLO LTD BATLN 2020 15A A1RR 144A             | CUSIP: 07131AAM6<br>LEI: 549300CJP8HGT746II19 | Long             | ABS-CBDO         | CORP              | KY        |    2120038 | PA      | $2114939.27   | 0.29%             | 2033-01-17      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC              | BAXTER INTERNATIONAL INC SR UNSECURED 02/27 1.915      | CUSIP: 071813CL1<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3895460.00   | 0.53%             | 2027-02-01      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC 144A             | BAYER US FINANCE LLC COMPANY GUAR 144A 11/26 6.125     | CUSIP: 07274EAH6<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |     860000 | PA      | $873342.04    | 0.12%             | 2026-11-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BVCLN 2024-CAR1 A 144A                | BAYVIEW OPPORTUNITY MASTER FUN BVCLN 2024 CAR1 A 144A  | CUSIP: 07336QAA0<br>LEI: 254900S53K9VTUR1UX42 | Long             | ABS-O            | CORP              | US        |     103506 | PA      | $103810.66    | 0.01%             | 2031-12-26      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| BINOM 2021-INV1 A1 144A               | BINOM SECURITIZATION TRUST BINOM 2021 INV1 A1 144A     | CUSIP: 05552UAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      46323 | PA      | $42715.52     | 0.01%             | 2056-06-25      | Variable      | 2.03%                 | No            |                  2 | On Loan: No      |
| BLUEM 2015-3A A1R 144A                | BLUEMOUNTAIN CLO LTD BLUEM 2015 3A A1R 144A            | CUSIP: 09628JAL5<br>LEI: 5493009UJ1T6R11V4458 | Long             | ABS-CBDO         | CORP              | KY        |      59276 | PA      | $59276.91     | 0.01%             | 2031-04-20      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| BLUEM 2016-3A A1R2 144A               | BLUEMOUNTAIN CLO LTD BLUEM 2016 3A A1R2 144A           | CUSIP: 09628VAW4<br>LEI: 549300EYIDIF4X8MHI21 | Long             | ABS-CBDO         | CORP              | KY        |     119207 | PA      | $119211.78    | 0.02%             | 2030-11-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| BLUEM 2018-3A A1R 144A                | BLUEMOUNTAIN CLO LTD BLUEM 2018 3A A1R 144A            | CUSIP: 09630AAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1030049 | PA      | $1030477.26   | 0.14%             | 2030-10-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS 144A                      | BNP PARIBAS 144A 09/29 VAR                             | CUSIP: 09659W2R4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    1000000 | PA      | $943441.00    | 0.13%             | 2029-09-15      | Variable      | 2.16%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS 144A                      | BNP PARIBAS SUBORDINATED 144A 03/27 4.625              | CUSIP: 05581KAC5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    1000000 | PA      | $1002479.00   | 0.14%             | 2027-03-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| BNP PARIBAS 144A                      | BNP PARIBAS SUBORDINATED 144A 05/26 4.375              | CUSIP: 05565AAR4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    2000000 | PA      | $2000140.00   | 0.27%             | 2026-05-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BOEING CO                             | BOEING CO SR UNSECURED 02/26 2.196                     | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    2860000 | PA      | $2849217.80   | 0.39%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BOEING CO                             | BOEING CO SR UNSECURED 02/27 2.7                       | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $983258.00    | 0.13%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BOEING CO                             | BOEING CO SR UNSECURED 03/27 2.8                       | CUSIP: 097023BU8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1473676.50   | 0.20%             | 2027-03-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BOEING CO                             | BOEING CO SR UNSECURED 05/26 3.1                       | CUSIP: 097023CH6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $993982.00    | 0.14%             | 2026-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: —       |
| BPCE SA 144A                          | BPCE SA 144A 09/28 4.625                               | CUSIP: 05583JAE2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     424000 | PA      | $428213.71    | 0.06%             | 2028-09-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BPCE SA 144A                          | BPCE SA 144A 10/27 3.5                                 | CUSIP: 05583JAC6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    1000000 | PA      | $986241.00    | 0.13%             | 2027-10-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HGVGI 2019-A A 144A                   | BRE GRAND ISLANDER TIMESHARE I HGVGI 2019 A A 144A     | CUSIP: 05588UAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      51694 | PA      | $51285.08     | 0.01%             | 2033-09-26      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| BRIGHTHSE FIN GLBL FUND 144A          | BRIGHTHSE FIN GLBL FUND SECURED 144A 05/26 1.55        | CUSIP: 10921U2C1<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |     375000 | PA      | $369616.50    | 0.05%             | 2026-05-24      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                | BRIXMOR OPERATING PART SR UNSECURED 03/27 3.9          | CUSIP: 11120VAE3<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    2525000 | PA      | $2516364.50   | 0.34%             | 2027-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                | BRIXMOR OPERATING PART SR UNSECURED 06/26 4.125        | CUSIP: 11120VAC7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1098638.20   | 0.15%             | 2026-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                     | BROWN + BROWN INC SR UNSECURED 06/28 4.7               | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     275000 | PA      | $277644.13    | 0.04%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BX 2021-RISE A 144A                   | BX TRUST BX 2021 RISE A 144A                           | CUSIP: 12434EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1208821 | PA      | $1206562.05   | 0.16%             | 2036-11-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| BX 2025-VOLT A 144A                   | BX TRUST BX 2025 VOLT A 144A                           | CUSIP: 05619PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3775000 | PA      | $3772640.63   | 0.51%             | 2044-12-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA 144A                     | CAIXABANK SA 144A 07/29 VAR                            | CUSIP: 12803RAK0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    3801000 | PA      | $3831978.15   | 0.52%             | 2029-07-03      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA 144A                     | CAIXABANK SA 144A 09/27 VAR                            | CUSIP: 12803RAB0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     550000 | PA      | $560575.40    | 0.08%             | 2027-09-13      | Variable      | 6.68%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURC 4/2 144A CP  | CANADIAN NATURAL RESOU                                 | CUSIP: 13638WZQ8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5981272.80   | 0.82%             | 2025-12-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURC 4/2 144A CP  | CANADIAN NATURAL RESOU                                 | CUSIP: 13638WZK1<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | US        |     800000 | PA      | $797976.48    | 0.11%             | 2025-12-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SVS                | CAPITAL ONE FINANCIAL CO SR UNSECURED 02/27 4.1        | CUSIP: 254709AM0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     201000 | PA      | $200759.00    | 0.03%             | 2027-02-09      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO              | CAPITAL ONE FINANCIAL CO SUBORDINATED 07/26 3.75       | CUSIP: 14040HBK0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    3175000 | PA      | $3163677.95   | 0.43%             | 2026-07-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE NA                        | CAPITAL ONE NA SR UNSECURED 07/26 3.45                 | CUSIP: 25466AAJ0<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |     481000 | PA      | $478674.37    | 0.07%             | 2026-07-27      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CMXS 2025-B A2                        | CARMAX SELECT RECEIVABLES TRUS CMXS 2025 B A2          | CUSIP: 14320BAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1650000 | PA      | $1650781.11   | 0.23%             | 2029-03-15      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| CRVNA 2021-N2 A2                      | CARVANA AUTO RECEIVABLES TRUST CRVNA 2021 N2 A2        | CUSIP: 14686KAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      73242 | PA      | $72267.19     | 0.01%             | 2028-03-10      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| CRVNA 2021-N3 B                       | CARVANA AUTO RECEIVABLES TRUST CRVNA 2021 N3 B         | CUSIP: 14687GAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     278551 | PA      | $270219.43    | 0.04%             | 2028-06-12      | Fixed         | 0.66%                 | No            |                  2 | On Loan: No      |
| CRVNA 2021-N4 A2                      | CARVANA AUTO RECEIVABLES TRUST CRVNA 2021 N4 A2        | CUSIP: 14687HAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      44311 | PA      | $43516.63     | 0.01%             | 2028-09-11      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| CRVNA 2021-N4 B                       | CARVANA AUTO RECEIVABLES TRUST CRVNA 2021 N4 B         | CUSIP: 14687HAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       3729 | PA      | $3623.76      | 0.00%             | 2028-09-11      | Fixed         | 1.24%                 | No            |                  2 | On Loan: No      |
| CRVNA 2021-P3 A4                      | CARVANA AUTO RECEIVABLES TRUST CRVNA 2021 P3 A4        | CUSIP: 14687JAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1305482 | PA      | $1293730.40   | 0.18%             | 2027-06-10      | Fixed         | 1.03%                 | No            |                  2 | On Loan: No      |
| CRVNA 2022-N1 A2 144A                 | CARVANA AUTO RECEIVABLES TRUST CRVNA 2022 N1 A2 144A   | CUSIP: 14686GAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     115279 | PA      | $114087.85    | 0.02%             | 2028-12-11      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| CRVNA 2022-P1 B                       | CARVANA AUTO RECEIVABLES TRUST CRVNA 2022 P1 B         | CUSIP: 14688DAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1750000 | PA      | $1728641.08   | 0.24%             | 2028-02-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CRVNA 2022-P2 B                       | CARVANA AUTO RECEIVABLES TRUST CRVNA 2022 P2 B         | CUSIP: 14686JAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     220000 | PA      | $221772.87    | 0.03%             | 2028-04-10      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| CRVNA 2023-N1 C 144A                  | CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 N1 C 144A    | CUSIP: 14688FAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2090000 | PA      | $2101823.76   | 0.29%             | 2029-07-10      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| CRVNA 2023-P1 B 144A                  | CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P1 B 144A    | CUSIP: 14688EAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     180000 | PA      | $186102.02    | 0.03%             | 2029-04-10      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| CRVNA 2024-N1 A3 144A                 | CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N1 A3 144A   | CUSIP: 14687QAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     159231 | PA      | $159563.53    | 0.02%             | 2028-03-10      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CRVNA 2024-N1 B 144A                  | CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N1 B 144A    | CUSIP: 14687QAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1415000 | PA      | $1428117.19   | 0.19%             | 2030-05-10      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CRVNA 2024-N2 A3 144A                 | CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N2 A3 144A   | CUSIP: 14687VAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     130926 | PA      | $131424.16    | 0.02%             | 2028-07-10      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| CRVNA 2024-N2 B 144A                  | CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N2 B 144A    | CUSIP: 14687VAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2665000 | PA      | $2698528.10   | 0.37%             | 2030-09-10      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| CRVNA 2024-N2 C 144A                  | CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N2 C 144A    | CUSIP: 14687VAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $2042676.00   | 0.28%             | 2030-09-10      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| CRVNA 2024-N3 B 144A                  | CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N3 B 144A    | CUSIP: 14687WAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $1003549.10   | 0.14%             | 2030-12-10      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| CRVNA 2024-P2 A3                      | CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P2 A3        | CUSIP: 14688PAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     251892 | PA      | $253703.91    | 0.03%             | 2029-07-10      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| CRVNA 2024-P4 A2                      | CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P4 A2        | CUSIP: 14076LAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     285023 | PA      | $285222.38    | 0.04%             | 2028-02-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CRVNA 2024-P4 A3                      | CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P4 A3        | CUSIP: 14076LAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     475000 | PA      | $477442.31    | 0.07%             | 2030-01-10      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| CRVNA 2025-N1 A2 144A                 | CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 N1 A2 144A   | CUSIP: 14688XAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     294073 | PA      | $294490.70    | 0.04%             | 2028-05-10      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| CRVNA 2025-N1 A3 144A                 | CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 N1 A3 144A   | CUSIP: 14688XAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $1007190.80   | 0.14%             | 2029-08-10      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| CRVNA 2025-P2 A2                      | CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 P2 A2        | CUSIP: 14688YAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     699839 | PA      | $701135.15    | 0.10%             | 2028-08-10      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| CRVNA 2025-P2 A3                      | CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 P2 A3        | CUSIP: 14688YAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1180000 | PA      | $1188013.97   | 0.16%             | 2030-08-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CRVNA 2025-P4 A2                      | CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 P4 A2        | CUSIP: 14689AAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4090000 | PA      | $4092480.99   | 0.56%             | 2029-03-12      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC              | CELANESE US HOLDINGS LLC COMPANY GUAR 07/27 6.665      | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    1349000 | PA      | $1386097.50   | 0.19%             | 2027-07-15      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC              | CELANESE US HOLDINGS LLC COMPANY GUAR 08/26 1.4        | CUSIP: 15089QAK0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    1452000 | PA      | $1415700.00   | 0.19%             | 2026-08-05      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| CENCOSUD SA 144A                      | CENCOSUD SA COMPANY GUAR 144A 07/27 4.375              | CUSIP: 15132HAH4<br>LEI: 549300NLTGCFV7482429 | Long             | DBT              | CORP              | CL        |    1720000 | PA      | $1721083.60   | 0.23%             | 2027-07-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                          | CENTENE CORP SR UNSECURED 12/27 4.25                   | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    2612000 | PA      | $2574358.47   | 0.35%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CACLN 2025-1 B 144A                   | CHASE AUTO CREDIT LINKED NOTES CACLN 2025 1 B 144A     | CUSIP: 46591HCS7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     922006 | PA      | $927766.32    | 0.13%             | 2033-02-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHPRK 2018-1A A2R 144A                | CHENANGO PARK CLO, LTD. CHPRK 2018 1A A2R 144A         | CUSIP: 16409TAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1565000 | PA      | $1565040.08   | 0.21%             | 2030-04-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                   | CHENIERE ENERGY INC SR UNSECURED 10/28 4.625           | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    1326000 | PA      | $1325761.32   | 0.18%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CIFC 2013-2A A1L2 144A                | CIFC FUNDING LTD CIFC 2013 2A A1L2 144A                | CUSIP: 12549BAY4<br>LEI: 2549009RG3XZEWMXDF59 | Long             | ABS-CBDO         | CORP              | KY        |     265647 | PA      | $265645.46    | 0.04%             | 2030-10-18      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| CIFC 2016-1A AR3 144A                 | CIFC FUNDING LTD CIFC 2016 1A AR3 144A                 | CUSIP: 17180TBL5<br>LEI: 54930076OPDXR0U68E20 | Long             | ABS-CBDO         | CORP              | KY        |    1343372 | PA      | $1343640.17   | 0.18%             | 2031-10-21      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                           | CITIBANK NA SR UNSECURED 05/27 VAR                     | CUSIP: 17325FBQ0<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    2250000 | PA      | $2261162.25   | 0.31%             | 2027-05-29      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                    | CNA FINANCIAL CORP SR UNSECURED 03/26 4.5              | CUSIP: 126117AT7<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1199995.20   | 0.16%             | 2026-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| CNH INDUSTRIAL CAP LLC                | CNH INDUSTRIAL CAP LLC COMPANY GUAR 07/26 1.45         | CUSIP: 12592BAM6<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    1108000 | PA      | $1088864.84   | 0.15%             | 2026-07-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                           | CODELCO INC SR UNSECURED REGS 08/27 3.625              | CUSIP: 21987B9R1<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    1760000 | PA      | $1739951.84   | 0.24%             | 2027-08-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| COLORADO INT GAS CO/ISS 144A          | COLORADO INT GAS CO/ISS COMPANY GUAR 144A 08/26 4.15   | CUSIP: 196500AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     636000 | PA      | $635216.45    | 0.09%             | 2026-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| COLT 2021-4 A1 144A                   | COLT FUNDING LLC COLT 2021 4 A1 144A                   | CUSIP: 19688GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      62135 | PA      | $53504.50     | 0.01%             | 2066-10-25      | Variable      | 1.40%                 | No            |                  2 | On Loan: No      |
| COLT 2025-8 A1 144A                   | COLT FUNDING LLC COLT 2025 8 A1 144A                   | CUSIP: 19689DAA7<br>LEI: 2138009IZ4NQZAKAEN75 | Long             | ABS-MBS          | CORP              | US        |    1161403 | PA      | $1175754.54   | 0.16%             | 2070-08-25      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST 144A           | COMMONWEALTH BANK AUST SUBORDINATED 144A 12/25 4.5     | CUSIP: 2027A0HR3<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |     700000 | PA      | $699846.00    | 0.10%             | 2025-12-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| CONAGRA BRANDS INC                    | CONAGRA BRANDS INC SR UNSECURED 11/28 4.85             | CUSIP: 205887CC4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    1452000 | PA      | $1468706.71   | 0.20%             | 2028-11-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CONAGRA FOODS INC 4/2 144A CP         | CONAGRA FOODS INC.                                     | CUSIP: 20600GZB5<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    5800000 | PA      | $5791139.34   | 0.79%             | 2025-12-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES 144A            | CONTINENTAL RESOURCES COMPANY GUAR 144A 11/26 2.268    | CUSIP: 212015AU5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    3356000 | PA      | $3288349.75   | 0.45%             | 2026-11-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA              | COOPERATIEVE RABOBANK UA COMPANY GUAR 07/26 3.75       | CUSIP: 21684AAF3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    1850000 | PA      | $1843410.30   | 0.25%             | 2026-07-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC              | COREBRIDGE FINANCIAL INC SR UNSECURED 04/27 3.65       | CUSIP: 21871XAD1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    2947000 | PA      | $2925030.12   | 0.40%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC 144A           | COX COMMUNICATIONS INC SR UNSECURED 144A 09/26 3.35    | CUSIP: 224044CG0<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     350000 | PA      | $347522.35    | 0.05%             | 2026-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA 144A               | CREDIT AGRICOLE SA 144A 01/29 VAR                      | CUSIP: 22535WAP2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    3995000 | PA      | $4074652.31   | 0.56%             | 2029-01-09      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| CROSS 2025-H7 A1 144A                 | CROSS MORTGAGE TRUST CROSS 2025 H7 A1 144A             | CUSIP: 22757JAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2822256 | PA      | $2818521.20   | 0.38%             | 2070-09-25      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| XROAD 2024-A A2 144A                  | CROSSROADS ASSET TRUST XROAD 2024 A A2 144A            | CUSIP: 227927AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2806994 | PA      | $2836059.60   | 0.39%             | 2030-08-20      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTL CORP 4/2 144A CP    | CROWN CASTLE 12/25 ZCP                                 | CUSIP: 22823PZJ5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1995063.80   | 0.27%             | 2025-12-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                      | CROWN CASTLE INC SR UNSECURED 01/28 5                  | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    1190000 | PA      | $1204879.76   | 0.16%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTL CORP                | CROWN CASTLE INC SR UNSECURED 02/28 3.8                | CUSIP: 22822VAK7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     650000 | PA      | $642512.65    | 0.09%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTL CORP                | CROWN CASTLE INC SR UNSECURED 03/27 2.9                | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     750000 | PA      | $736215.00    | 0.10%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                      | CROWN CASTLE INC SR UNSECURED 03/27 4                  | CUSIP: 22822VAE1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     773000 | PA      | $769818.33    | 0.10%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTL CORP                | CROWN CASTLE INC SR UNSECURED 07/26 1.05               | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    1265000 | PA      | $1241292.64   | 0.17%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| CRNPT 2018-7A AR 144A                 | CROWN POINT CLO 7, LTD CRNPT 2018 7A AR 144A           | CUSIP: 22846MAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     102863 | PA      | $102894.23    | 0.01%             | 2031-10-20      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| CSAIL 2016-C7 A4                      | CSAIL COMMERCIAL MORTGAGE TRUS CSAIL 2016 C7 A4        | CUSIP: 12637UAV1<br>LEI: 5493006MX7HG5PC85C29 | Long             | ABS-MBS          | CORP              | US        |      67427 | PA      | $67087.88     | 0.01%             | 2049-11-15      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                          | CUBESMART LP COMPANY GUAR 09/26 3.125                  | CUSIP: 22966RAD8<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |     154000 | PA      | $152773.85    | 0.02%             | 2026-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                       | CVS HEALTH CORP SR UNSECURED 04/27 3.625               | CUSIP: 126650DH0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1986068.00   | 0.27%             | 2027-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                       | CVS HEALTH CORP SR UNSECURED 06/26 2.875               | CUSIP: 126650CU2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    1480000 | PA      | $1470184.64   | 0.20%             | 2026-06-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                       | CVS HEALTH CORP SR UNSECURED 08/27 1.3                 | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     400000 | PA      | $381482.00    | 0.05%             | 2027-08-21      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINAN NA 144A          | DAIMLER TRUCK FINAN NA COMPANY GUAR 144A 01/26 5.15    | CUSIP: 233853AP5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |     300000 | PA      | $300269.70    | 0.04%             | 2026-01-16      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| DAIMLER TRUCK FINAN NA 144A           | DAIMLER TRUCK FINAN NA COMPANY GUAR 144A 08/27 4.3     | CUSIP: 233853BG4<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    1055000 | PA      | $1057952.95   | 0.14%             | 2027-08-12      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA 144A           | DAIMLER TRUCK FINAN NA COMPANY GUAR 144A 09/27 5.125   | CUSIP: 233853AY6<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |     200000 | PA      | $202986.20    | 0.03%             | 2027-09-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S 144A                  | DANSKE BANK A/S 144A 04/28 VAR                         | CUSIP: 23636ABC4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    1000000 | PA      | $1001111.00   | 0.14%             | 2028-04-01      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| DEFT 2023-2 A3 144A                   | DELL EQUIPMENT FINANCE TRUST DEFT 2023 2 A3 144A       | CUSIP: 24703GAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      28348 | PA      | $28428.09     | 0.00%             | 2029-01-22      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| DEFT 2023-3 C 144A                    | DELL EQUIPMENT FINANCE TRUST DEFT 2023 3 C 144A        | CUSIP: 24702EAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     440000 | PA      | $443479.83    | 0.06%             | 2029-04-23      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| DEFT 2024-2 A3 144A                   | DELL EQUIPMENT FINANCE TRUST DEFT 2024 2 A3 144A       | CUSIP: 24704EAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     260000 | PA      | $261807.55    | 0.04%             | 2030-08-22      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| DEFT 2024-2 B 144A                    | DELL EQUIPMENT FINANCE TRUST DEFT 2024 2 B 144A        | CUSIP: 24704EAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     105000 | PA      | $105943.24    | 0.01%             | 2030-08-22      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| DEFT 2024-2 C 144A                    | DELL EQUIPMENT FINANCE TRUST DEFT 2024 2 C 144A        | CUSIP: 24704EAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1650000 | PA      | $1663548.48   | 0.23%             | 2030-08-22      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| DEFT 2025-1 A3 144A                   | DELL EQUIPMENT FINANCE TRUST DEFT 2025 1 A3 144A       | CUSIP: 24703UAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     565000 | PA      | $570015.73    | 0.08%             | 2031-02-24      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                   | DELTA AIR LINES INC SR UNSECURED 07/28 4.95            | CUSIP: 247361A24<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |     565000 | PA      | $570734.19    | 0.08%             | 2028-07-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                      | DEUTSCHE BANK NY 07/27 VAR                             | CUSIP: 25160PAN7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    1000000 | PA      | $1016921.00   | 0.14%             | 2027-07-13      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| DLLAA 2023-1A A3 144A                 | DLLAA LLC DLLAA 2023 1A A3 144A                        | CUSIP: 23292HAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     272429 | PA      | $275309.06    | 0.04%             | 2028-02-22      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                   | DOLLAR GENERAL CORP SR UNSECURED 11/27 4.625           | CUSIP: 256677AK1<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    2026000 | PA      | $2041624.51   | 0.28%             | 2027-11-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DP WORLD CRESCENT LTD                 | DP WORLD CRESCENT LTD SR UNSECURED REGS 09/28 4.848    | CUSIP: 2333889B5<br>LEI: 21380096JRTWB8TL9236 | Long             | DBT              | CORP              | KY        |    2000000 | PA      | $2020826.00   | 0.28%             | 2028-09-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DRIVE 2021-3 D 144A                   | DRIVE AUTO RECEIVABLES TRUST DRIVE 2021 3 D 144A       | CUSIP: 262081AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1605563 | PA      | $1588581.42   | 0.22%             | 2029-06-15      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| DRIVE 2024-1 B                        | DRIVE AUTO RECEIVABLES TRUST DRIVE 2024 1 B            | CUSIP: 26208WAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     310000 | PA      | $311334.89    | 0.04%             | 2029-01-16      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| DRIVE 2024-2 A3                       | DRIVE AUTO RECEIVABLES TRUST DRIVE 2024 2 A3           | CUSIP: 26207AAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     335000 | PA      | $335463.87    | 0.05%             | 2028-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DRIVE 2024-2 B                        | DRIVE AUTO RECEIVABLES TRUST DRIVE 2024 2 B            | CUSIP: 26207AAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     265000 | PA      | $265679.22    | 0.04%             | 2029-07-16      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| DRIVE 2025-1 A3                       | DRIVE AUTO RECEIVABLES TRUST DRIVE 2025 1 A3           | CUSIP: 262102AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     710000 | PA      | $713267.49    | 0.10%             | 2032-09-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| DRIVE 2025-1 B                        | DRIVE AUTO RECEIVABLES TRUST DRIVE 2025 1 B            | CUSIP: 262102AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $1007768.70   | 0.14%             | 2032-09-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| DRSLF 2016-45A BRR 144A               | DRYDEN SENIOR LOAN FUND DRSLF 2016 45A BRR 144A        | CUSIP: 26244MBA9<br>LEI: 54930046L20VLJKPVV31 | Long             | ABS-CBDO         | CORP              | KY        |     795000 | PA      | $794608.72    | 0.11%             | 2030-10-15      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| DRSLF 2017-53A AR 144A                | DRYDEN SENIOR LOAN FUND DRSLF 2017 53A AR 144A         | CUSIP: 26243EAP6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1926670 | PA      | $1925897.34   | 0.26%             | 2031-01-15      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| DRSLF 2019-80A ARR 144A               | DRYDEN SENIOR LOAN FUND DRSLF 2019 80A ARR 144A        | CUSIP: 26245JBA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2781780 | PA      | $2780448.07   | 0.38%             | 2033-01-17      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL 4/2 144A CP      | EDISON INTERNATIONAL                                   | CUSIP: 28103AZ56<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1998374.40   | 0.27%             | 2025-12-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EFMT 2023-1 A1 144A                   | ELLINGTON FINANCIAL MORTGAGE T EFMT 2023 1 A1 144A     | CUSIP: 26844QAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     116059 | PA      | $115803.63    | 0.02%             | 2068-02-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| EFMT 2024-INV2 A1 144A                | ELLINGTON FINANCIAL MORTGAGE T EFMT 2024 INV2 A1 144A  | CUSIP: 26844LAA6<br>LEI: 254900QTMZ2ZHRYMFA85 | Long             | ABS-MBS          | CORP              | US        |     821485 | PA      | $822842.67    | 0.11%             | 2069-10-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-INV2 A1 144A                | ELLINGTON FINANCIAL MORTGAGE T EFMT 2025 INV2 A1 144A  | CUSIP: 281914AA9<br>LEI: 254900ZO1GLQXE3JWX68 | Long             | ABS-MBS          | CORP              | US        |    1410990 | PA      | $1416421.48   | 0.19%             | 2070-05-26      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-INV4 A1F 144A               | ELLINGTON FINANCIAL MORTGAGE T EFMT 2025 INV4 A1F 144A | CUSIP: 26846DAD6<br>LEI: 254900KQZEY4W9F3MX66 | Long             | ABS-MBS          | CORP              | US        |    1504556 | PA      | $1504783.11   | 0.21%             | 2070-10-25      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-NQM5 A1 144A                | ELLINGTON FINANCIAL MORTGAGE T EFMT 2025 NQM5 A1 144A  | CUSIP: 28225KAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1573666 | PA      | $1575414.56   | 0.21%             | 2070-11-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| EMAAR SUKUK LTD                       | EMAAR SUKUK LTD SR UNSECURED REGS 09/26 3.635          | CUSIP: 2909959C5<br>LEI: 549300NZHOOO6634T541 | Long             | DBT              | CORP              | KY        |    1295000 | PA      | $1283940.70   | 0.18%             | 2026-09-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| EMD FINANCE LLC 144A                  | EMD FINANCE LLC COMPANY GUAR 144A 08/28 4.125          | CUSIP: 26867LAN0<br>LEI: 529900C8KS5G529A0B76 | Long             | DBT              | CORP              | US        |    1455000 | PA      | $1456027.23   | 0.20%             | 2028-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| EMIRATES NBD BANK PJSC                | EMIRATES NBD BANK PJSC SR UNSECURED REGS 01/26 1.638   | CUSIP: 2918879L3<br>LEI: 54930029BCN8HF3B1286 | Long             | DBT              | CORP              | AE        |     450000 | PA      | $448055.24    | 0.06%             | 2026-01-13      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV 144A             | ENEL FINANCE INTL NV COMPANY GUAR 144A 07/28 2.125     | CUSIP: 29278GAN8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    1000000 | PA      | $949636.00    | 0.13%             | 2028-07-12      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV 144A             | ENEL FINANCE INTL NV COMPANY GUAR 144A 09/28 4.125     | CUSIP: 29278GBF4<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     620000 | PA      | $620217.62    | 0.08%             | 2028-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                    | ENERGY TRANSFER LP SR UNSECURED 07/26 3.9              | CUSIP: 86765BAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     470000 | PA      | $469096.19    | 0.06%             | 2026-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER PARTNERS 4/2 144A CP  | ENERGY TRANSFER PARTNERS                               | CUSIP: 29277EZ15<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1299560.73   | 0.18%             | 2025-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER PARTNERS 4/2 144A CP  | ENERGY TRANSFER PARTNERS                               | CUSIP: 29277EZ15<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2998986.30   | 0.41%             | 2025-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EFF 2022-3 A2 144A                    | ENTERPRISE FLEET FINANCING LLC EFF 2022 3 A2 144A      | CUSIP: 29374FAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      40312 | PA      | $40322.74     | 0.01%             | 2029-07-20      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EFF 2023-2 A2 144A                    | ENTERPRISE FLEET FINANCING LLC EFF 2023 2 A2 144A      | CUSIP: 29375NAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     126475 | PA      | $127190.60    | 0.02%             | 2030-04-22      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| EFF 2023-3 A2 144A                    | ENTERPRISE FLEET FINANCING LLC EFF 2023 3 A2 144A      | CUSIP: 29374LAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     129650 | PA      | $131379.92    | 0.02%             | 2030-03-20      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| EFF 2024-1 A2 144A                    | ENTERPRISE FLEET FINANCING LLC EFF 2024 1 A2 144A      | CUSIP: 29375PAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     278882 | PA      | $280974.37    | 0.04%             | 2030-03-20      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| EFF 2024-2 A2 144A                    | ENTERPRISE FLEET FINANCING LLC EFF 2024 2 A2 144A      | CUSIP: 29375RAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     148140 | PA      | $148755.55    | 0.02%             | 2026-12-20      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| EFF 2024-3 A2 144A                    | ENTERPRISE FLEET FINANCING LLC EFF 2024 3 A2 144A      | CUSIP: 29375QAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      81458 | PA      | $81846.45     | 0.01%             | 2027-04-20      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| EFF 2025-1 A2 144A                    | ENTERPRISE FLEET FINANCING LLC EFF 2025 1 A2 144A      | CUSIP: 29390HAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     479901 | PA      | $481524.61    | 0.07%             | 2027-10-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| EFF 2025-2 A2 144A                    | ENTERPRISE FLEET FINANCING LLC EFF 2025 2 A2 144A      | CUSIP: 29375TAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1010000 | PA      | $1014143.63   | 0.14%             | 2028-02-22      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| EQT CORP 144A                         | EQT CORP SR UNSECURED 144A 05/26 3.125                 | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    1034000 | PA      | $1025333.01   | 0.14%             | 2026-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| EQUATE PETROCHEMICAL BV               | EQUATE PETROCHEMICAL CO COMPANY GUAR REGS 11/26 4.25   | CUSIP: 29441W9A5<br>LEI: 635400J73BDO4TTGXD45 | Long             | DBT              | CORP              | KW        |     520000 | PA      | $518341.20    | 0.07%             | 2026-11-03      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL 144A         | EQUITABLE AMERICA GLOBAL SECURED 144A 09/27 VAR        | CUSIP: 29446Q2D4<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |    1170000 | PA      | $1180780.38   | 0.16%             | 2027-09-15      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                    | ESSEX PORTFOLIO LP COMPANY GUAR 04/26 3.375            | CUSIP: 29717PAQ0<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |     950000 | PA      | $946630.35    | 0.13%             | 2026-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EART 2022-1A D                        | EXETER AUTOMOBILE RECEIVABLES EART 2022 1A D           | CUSIP: 30167JAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      36491 | PA      | $36316.46     | 0.00%             | 2028-06-15      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| EART 2024-1A B                        | EXETER AUTOMOBILE RECEIVABLES EART 2024 1A B           | CUSIP: 30167PAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     256995 | PA      | $257616.29    | 0.04%             | 2028-08-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| EART 2024-2A B                        | EXETER AUTOMOBILE RECEIVABLES EART 2024 2A B           | CUSIP: 30166DAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      60268 | PA      | $60335.86     | 0.01%             | 2028-04-17      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| EART 2024-4A B                        | EXETER AUTOMOBILE RECEIVABLES EART 2024 4A B           | CUSIP: 30166UAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1860000 | PA      | $1867034.52   | 0.25%             | 2030-08-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| EART 2025-3A A3                       | EXETER AUTOMOBILE RECEIVABLES EART 2025 3A A3          | CUSIP: 30166XAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     505000 | PA      | $508115.14    | 0.07%             | 2029-07-16      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| EART 2025-3A B                        | EXETER AUTOMOBILE RECEIVABLES EART 2025 3A B           | CUSIP: 30166XAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     530000 | PA      | $536683.83    | 0.07%             | 2030-02-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| EART 2025-4A B                        | EXETER AUTOMOBILE RECEIVABLES EART 2025 4A B           | CUSIP: 30167KAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     840000 | PA      | $843823.18    | 0.12%             | 2030-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| EART 2025-5A A3                       | EXETER AUTOMOBILE RECEIVABLES EART 2025 5A A3          | CUSIP: 30166VAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     485000 | PA      | $485673.18    | 0.07%             | 2029-11-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| EART 2025-5A B                        | EXETER AUTOMOBILE RECEIVABLES EART 2025 5A B           | CUSIP: 30166VAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1635000 | PA      | $1638069.22   | 0.22%             | 2030-07-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| ESART 2025-1 A3                       | EXETER SELECT AUTOMOBILE RECEI ESART 2025 1 A3         | CUSIP: 30185AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2405000 | PA      | $2425378.29   | 0.33%             | 2030-04-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| CAS 2021-R03 1M1 144A                 | FANNIE MAE   CAS CAS 2021 R03 1M1 144A                 | CUSIP: 20754AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6192 | PA      | $6190.00      | 0.00%             | 2041-12-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| CAS 2022-R05 2M1 144A                 | FANNIE MAE   CAS CAS 2022 R05 2M1 144A                 | CUSIP: 20754DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      24658 | PA      | $24695.22     | 0.00%             | 2042-04-25      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| CAS 2023-R05 1M1 144A                 | FANNIE MAE   CAS CAS 2023 R05 1M1 144A                 | CUSIP: 207942AA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      27249 | PA      | $27474.82     | 0.00%             | 2043-06-25      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| CAS 2024-R02 1M1 144A                 | FANNIE MAE   CAS CAS 2024 R02 1M1 144A                 | CUSIP: 20754GAA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     183662 | PA      | $183882.35    | 0.03%             | 2044-02-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| CAS 2024-R03 2M1 144A                 | FANNIE MAE   CAS CAS 2024 R03 2M1 144A                 | CUSIP: 207941AA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     317043 | PA      | $317075.96    | 0.04%             | 2044-03-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| CAS 2024-R05 2M1 144A                 | FANNIE MAE   CAS CAS 2024 R05 2M1 144A                 | CUSIP: 20754XAB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      39623 | PA      | $39601.03     | 0.01%             | 2044-07-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| CAS 2025-R03 2A1 144A                 | FANNIE MAE   CAS CAS 2025 R03 2A1 144A                 | CUSIP: 20754VAA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     275962 | PA      | $277691.27    | 0.04%             | 2045-03-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| CAS 2025-R04 1A1 144A                 | FANNIE MAE   CAS CAS 2025 R04 1A1 144A                 | CUSIP: 20755TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     972355 | PA      | $973941.70    | 0.13%             | 2045-05-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| CAS 2025-R06 1M1 144A                 | FANNIE MAE   CAS CAS 2025 R06 1M1 144A                 | CUSIP: 20754YAB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     986120 | PA      | $984941.02    | 0.13%             | 2045-09-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FED HM LN PC POOL QX4293 FR 01/55 FIXED 6.5            | CUSIP: 31425YXX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     712572 | PA      | $740893.29    | 0.10%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FED HM LN PC POOL RJ4695 FR 08/55 FIXED 6              | CUSIP: 3142GVGD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4788734 | PA      | $4916808.74   | 0.67%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FED HM LN PC POOL SD6767 FR 10/54 FIXED 6              | CUSIP: 3132DUQU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2041904 | PA      | $2099421.86   | 0.29%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK                      | FIFTH THIRD BANK INC SUBORDINATED 03/26 3.85           | CUSIP: 31677AAB0<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |    3800000 | PA      | $3791358.80   | 0.52%             | 2026-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| FAHB 2024-HB1 A1A 144A                | FINANCE OF AMERICA HECM BUYOUT FAHB 2024 HB1 A1A 144A  | CUSIP: 31737DAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      61003 | PA      | $60970.09     | 0.01%             | 2034-10-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| FIRST ABU DHABI BANK PJS              | FIRST ABU DHABI BANK PJS SR UNSECURED REGS 10/27 5.125 | CUSIP: 6339959H0<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | DBT              | CORP              | AE        |     830000 | PA      | $846307.78    | 0.12%             | 2027-10-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                      | FIRSTENERGY CORP SR UNSECURED 07/27 3.9                | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    1104000 | PA      | $1096554.62   | 0.15%             | 2027-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FISERV INC                            | FISERV INC SR UNSECURED 03/27 5.15                     | CUSIP: 337738BJ6<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     700000 | PA      | $706206.20    | 0.10%             | 2027-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FISERV INC                            | FISERV INC SR UNSECURED 08/28 5.375                    | CUSIP: 337738BG2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    2750000 | PA      | $2817168.75   | 0.38%             | 2028-08-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FNMA POOL MA5072 FN 07/53 FIXED 5.5                    | CUSIP: 31418ET67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6578173 | PA      | $6684691.79   | 0.91%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FNMA POOL MA5498 FN 10/54 FIXED 6                      | CUSIP: 31418FDC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1184300 | PA      | $1213462.48   | 0.17%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FORDL 2023-B B                        | FORD CREDIT AUTO LEASE TRUST FORDL 2023 B B            | CUSIP: 34529NAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     180000 | PA      | $180512.17    | 0.02%             | 2027-02-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| FORDR 2021-1 B 144A                   | FORD CREDIT AUTO OWNER TRUST/F FORDR 2021 1 B 144A     | CUSIP: 345340AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $989220.00    | 0.13%             | 2033-10-17      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| FORDF 2023-1 B 144A                   | FORD CREDIT FLOORPLAN MASTER O FORDF 2023 1 B 144A     | CUSIP: 34528QHX5<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |     900000 | PA      | $904049.55    | 0.12%             | 2028-05-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| FORDF 2023-1 D 144A                   | FORD CREDIT FLOORPLAN MASTER O FORDF 2023 1 D 144A     | CUSIP: 34528QHZ0<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $100817.82    | 0.01%             | 2028-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FORDF 2024-1 B 144A                   | FORD CREDIT FLOORPLAN MASTER O FORDF 2024 1 B 144A     | CUSIP: 34528QJC9<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |     637000 | PA      | $647395.65    | 0.09%             | 2029-04-15      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| FORDF 2024-3 A1 144A                  | FORD CREDIT FLOORPLAN MASTER O FORDF 2024 3 A1 144A    | CUSIP: 34528QJK1<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |     585000 | PA      | $588266.93    | 0.08%             | 2029-09-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FORDF 2024-3 B 144A                   | FORD CREDIT FLOORPLAN MASTER O FORDF 2024 3 B 144A     | CUSIP: 34528QJM7<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |     395000 | PA      | $397299.85    | 0.05%             | 2029-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FORDF 2025-2 B                        | FORD CREDIT FLOORPLAN MASTER O FORDF 2025 2 B          | CUSIP: 34528QJW5<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |     760000 | PA      | $762091.37    | 0.10%             | 2030-09-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC              | FORD MOTOR CREDIT CO LLC SR UNSECURED 06/26 6.95       | CUSIP: 345397D26<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     375000 | PA      | $379159.88    | 0.05%             | 2026-06-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC              | FORD MOTOR CREDIT CO LLC SR UNSECURED 08/26 2.7        | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1950000 | PA      | $1922678.55   | 0.26%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC              | FORD MOTOR CREDIT CO LLC SR UNSECURED 11/26 5.125      | CUSIP: 345397F81<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     550000 | PA      | $551871.10    | 0.08%             | 2026-11-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FORTIVE CORPORATION                   | FORTIVE CORPORATION SR UNSECURED 06/26 3.15            | CUSIP: 34959JAG3<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |     450000 | PA      | $447226.65    | 0.06%             | 2026-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| FCBSL 2019-1A A1R 144A                | FORTRESS CREDIT BSL LIMITED FCBSL 2019 1A A1R 144A     | CUSIP: 34956NAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     267823 | PA      | $267782.32    | 0.04%             | 2032-07-23      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| FCBSL 2019-2A A1AR 144A               | FORTRESS CREDIT BSL LIMITED FCBSL 2019 2A A1AR 144A    | CUSIP: 34962DAN6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    1030433 | PA      | $1030317.81   | 0.14%             | 2032-10-20      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| STACR 2022-DNA2 M1A 144A              | FREDDIE MAC   STACR STACR 2022 DNA2 M1A 144A           | CUSIP: 35564KRE1<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | USGSE             | US        |      56437 | PA      | $56453.76     | 0.01%             | 2042-02-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| STACR 2022-DNA5 M1A 144A              | FREDDIE MAC   STACR STACR 2022 DNA5 M1A 144A           | CUSIP: 35564KYN3<br>LEI: 5493000IS349P4O9HR58 | Long             | ABS-MBS          | USGSE             | US        |      94362 | PA      | $96244.38     | 0.01%             | 2042-06-25      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| STACR 2023-HQA3 A1 144A               | FREDDIE MAC   STACR STACR 2023 HQA3 A1 144A            | CUSIP: 35564K3F4<br>LEI: 529900ZTXRUUVE8G8W08 | Long             | ABS-MBS          | USGSE             | US        |     100593 | PA      | $101593.73    | 0.01%             | 2043-11-25      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| STACR 2024-DNA2 A1 144A               | FREDDIE MAC   STACR STACR 2024 DNA2 A1 144A            | CUSIP: 35564NCW1<br>LEI: 529900GRKKKHILZX4347 | Long             | ABS-MBS          | USGSE             | US        |     258078 | PA      | $259362.07    | 0.04%             | 2044-05-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| STACR 2024-DNA3 A1 144A               | FREDDIE MAC   STACR STACR 2024 DNA3 A1 144A            | CUSIP: 35564NEY5<br>LEI: 529900P3PHNE8PW64Z68 | Long             | ABS-MBS          | USGSE             | US        |     270400 | PA      | $270997.87    | 0.04%             | 2044-10-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| STACR 2024-HQA1 A1 144A               | FREDDIE MAC   STACR STACR 2024 HQA1 A1 144A            | CUSIP: 35564NBW2<br>LEI: 529900PGKDI4ZEXFQ523 | Long             | ABS-MBS          | USGSE             | US        |     397104 | PA      | $398091.67    | 0.05%             | 2044-03-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| STACR 2025-DNA1 A1 144A               | FREDDIE MAC   STACR STACR 2025 DNA1 A1 144A            | CUSIP: 35564NFY4<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-MBS          | USGSE             | US        |     273188 | PA      | $273455.93    | 0.04%             | 2045-01-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| STACR 2025-DNA2 A1 144A               | FREDDIE MAC   STACR STACR 2025 DNA2 A1 144A            | CUSIP: 35564NHY2<br>LEI: 529900XX8WXEM4FBIH80 | Long             | ABS-MBS          | USGSE             | US        |     775000 | PA      | $776997.65    | 0.11%             | 2045-05-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| STACR 2025-DNA3 A1 144A               | FREDDIE MAC   STACR STACR 2025 DNA3 A1 144A            | CUSIP: 35564UAQ0<br>LEI: 5299009HC4IGFM6RXF30 | Long             | ABS-MBS          | USGSE             | US        |     999000 | PA      | $999384.19    | 0.14%             | 2045-09-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| STACR 2025-DNA4 A1 144A               | FREDDIE MAC   STACR STACR 2025 DNA4 A1 144A            | CUSIP: 35564UBQ9<br>LEI: 529900ZVQVVVNGMGDO97 | Long             | ABS-MBS          | USGSE             | US        |    2526563 | PA      | $2526548.62   | 0.34%             | 2045-10-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| STACR 2025-HQA1 M1 144A               | FREDDIE MAC   STACR STACR 2025 HQA1 M1 144A            | CUSIP: 35564NGZ0<br>LEI: 529900MBUPRSJMB6GN48 | Long             | ABS-MBS          | USGSE             | US        |    1365244 | PA      | $1364401.09   | 0.19%             | 2045-02-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                 | FREEPORT INDONESIA PT SR UNSECURED REGS 04/27 4.763    | CUSIP: 3569989G1<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    1700000 | PA      | $1704437.00   | 0.23%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                  | FREEPORT MCMORAN INC COMPANY GUAR 03/28 4.125          | CUSIP: 35671DCE3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    1131000 | PA      | $1128393.05   | 0.15%             | 2028-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                  | FREEPORT MCMORAN INC COMPANY GUAR 08/28 4.375          | CUSIP: 35671DCG8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     707000 | PA      | $706342.49    | 0.10%             | 2028-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                  | FREEPORT MCMORAN INC COMPANY GUAR 09/27 5              | CUSIP: 35671DCC7<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |      44000 | PA      | $43997.71     | 0.01%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| FREEPORT-MCMORAN INC                  | FREEPORT MCMORAN INC COMPANY GUAR 09/29 5.25           | CUSIP: 35671DCD5<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    1864000 | PA      | $1894744.82   | 0.26%             | 2029-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FREMF 2016-K53 B 144A                 | FREMF MORTGAGE TRUST FREMF 2016 K53 B 144A             | CUSIP: 30288LAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1800000 | PA      | $1794300.84   | 0.24%             | 2049-03-25      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| FREMF 2016-K53 C 144A                 | FREMF MORTGAGE TRUST FREMF 2016 K53 C 144A             | CUSIP: 30288LAQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1495169.40   | 0.20%             | 2049-03-25      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| FREMF 2016-K59 B 144A                 | FREMF MORTGAGE TRUST FREMF 2016 K59 B 144A             | CUSIP: 30295RAS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     225000 | PA      | $222858.07    | 0.03%             | 2049-11-25      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| FREMF 2017-K65 B 144A                 | FREMF MORTGAGE TRUST FREMF 2017 K65 B 144A             | CUSIP: 30302XAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1325000 | PA      | $1319229.36   | 0.18%             | 2050-07-25      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| GARTNER INC 144A                      | GARTNER INC COMPANY GUAR 144A 07/28 4.5                | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    1765000 | PA      | $1756003.80   | 0.24%             | 2028-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GATX CORP                             | GATX CORP SR UNSECURED 03/27 5.4                       | CUSIP: 361448BP7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     250000 | PA      | $253460.50    | 0.03%             | 2027-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                | GENERAL MOTORS FINL CO SR UNSECURED 02/27 VAR          | CUSIP: 37045XDQ6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     726000 | PA      | $725987.66    | 0.10%             | 2027-02-26      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                | GENERAL MOTORS FINL CO SR UNSECURED 05/27 VAR          | CUSIP: 37045XES1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1250000 | PA      | $1254962.50   | 0.17%             | 2027-05-08      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                | GENERAL MOTORS FINL CO SR UNSECURED 07/27 5            | CUSIP: 37045XFH4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2530047.50   | 0.34%             | 2027-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GFORT 2023-1 B 144A                   | GENERAL MOTORS GFORT 2023 1 B 144A                     | CUSIP: 361886CT9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     440000 | PA      | $443144.06    | 0.06%             | 2028-06-15      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| GFORT 2024-3A B 144A                  | GENERAL MOTORS GFORT 2024 3A B 144A                    | CUSIP: 361886DM3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1200000 | PA      | $1208005.32   | 0.16%             | 2028-11-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| GMALT 2025-1 A4                       | GM FINANCIAL AUTOMOBILE LEASIN GMALT 2025 1 A4         | CUSIP: 36271VAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     750000 | PA      | $758697.98    | 0.10%             | 2029-02-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GMALT 2025-1 B                        | GM FINANCIAL AUTOMOBILE LEASIN GMALT 2025 1 B          | CUSIP: 36271VAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1235000 | PA      | $1248997.00   | 0.17%             | 2029-02-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| GMALT 2025-2 B                        | GM FINANCIAL AUTOMOBILE LEASIN GMALT 2025 2 B          | CUSIP: 362962AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     700000 | PA      | $707881.93    | 0.10%             | 2029-04-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GOHL CAPITAL LTD                      | GOHL CAPITAL LTD COMPANY GUAR REGS 01/27 4.25          | CUSIP: 3809949A3<br>LEI: 254900TF7OK6KSDZA888 | Long             | DBT              | CORP              | IM        |    2535000 | PA      | $2527749.90   | 0.34%             | 2027-01-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GSMBS 2025-NQM3 A1 144A               | GS MORTGAGE BACKED SECURITIES GSMBS 2025 NQM3 A1 144A  | CUSIP: 36274TAA7<br>LEI: 2549007JKCA9H9HUGZ71 | Long             | ABS-MBS          | CORP              | US        |    1616380 | PA      | $1619989.30   | 0.22%             | 2065-11-25      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| HARLEY DAVIDSON FINL SER 4/2 144A CP  | HARLEY DAVIDSON FND CP                                 | CUSIP: 41282KA65<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |     700000 | PA      | $696783.15    | 0.09%             | 2026-01-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HARLEY DAVIDSON FINL SER 4/2 144A CP  | HARLEY-DAVIDSON FND CP                                 | CUSIP: 41282KAG3<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4971076.50   | 0.68%             | 2026-01-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                               | HCA INC COMPANY GUAR 02/27 4.5                         | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    4350000 | PA      | $4350143.55   | 0.59%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                               | HCA INC COMPANY GUAR 09/26 5.375                       | CUSIP: 404121AH8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     750000 | PA      | $752097.75    | 0.10%             | 2026-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HCA INC 4/2 144A CP                   | HCA INC DISC COML PAPER 01/26 ZCP                      | CUSIP: 40412DAD1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     700000 | PA      | $696131.24    | 0.09%             | 2026-01-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HCA INC 4/2 144A CP                   | HCA INC DISC COML PAPER 01/26 ZCP                      | CUSIP: 40412DA58<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1493061.00   | 0.20%             | 2026-01-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HDFC BANK LTD                         | HDFC BANK LTD SR UNSECURED REGS 02/27 5.196            | CUSIP: 4041499G3<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | DBT              | CORP              | IN        |    1660000 | PA      | $1676219.08   | 0.23%             | 2027-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HDFC BANK LTD                         | HDFC BANK/GANDHINAGAR SR UNSECURED REGS 03/26 5.686    | CUSIP: 4041499C2<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | DBT              | CORP              | IN        |     785000 | PA      | $788465.70    | 0.11%             | 2026-03-02      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP              | HEALTHCARE RLTY HLDGS LP COMPANY GUAR 08/26 3.5        | CUSIP: 42225UAD6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    4295000 | PA      | $4268469.79   | 0.58%             | 2026-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                     | HEALTHPEAK OP LLC COMPANY GUAR 02/27 1.35              | CUSIP: 42250PAC7<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |     585000 | PA      | $566409.29    | 0.08%             | 2027-02-01      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| HCP INC                               | HEALTHPEAK OP LLC COMPANY GUAR 07/26 3.25              | CUSIP: 40414LAQ2<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1490019.00   | 0.20%             | 2026-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HEXCEL CORP                           | HEXCEL CORP SR UNSECURED 02/27 4.2                     | CUSIP: 428291AN8<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |    2048000 | PA      | $2040088.58   | 0.28%             | 2027-02-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HLM 5A-2015 A1R3 144A                 | HIGHBRIDGE LOAN MANAGEMENT LTD HLM 5A 2015 A1R3 144A   | CUSIP: 44331DAQ2<br>LEI: 54930067MZ9NV8B3SZ80 | Long             | ABS-CBDO         | CORP              | KY        |     190909 | PA      | $190883.75    | 0.03%             | 2030-10-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| HIGHMARK INC 144A                     | HIGHMARK INC SR UNSECURED 144A 05/26 1.45              | CUSIP: 431116AD4<br>LEI: 549300B6868ZXXEB2Y57 | Long             | DBT              | CORP              | US        |     701000 | PA      | $690971.49    | 0.09%             | 2026-05-10      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| HOMES 2024-AFC1 A1 144A               | HOME OWNER MORTGAGE ENHANCED S HOMES 2024 AFC1 A1 144A | CUSIP: 403945AC2<br>LEI: 2549009KYOPIDSS2IL61 | Long             | ABS-MBS          | CORP              | US        |     951031 | PA      | $952224.17    | 0.13%             | 2059-08-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| HOMES 2025-NQM4 A1 144A               | HOME OWNER MORTGAGE ENHANCED S HOMES 2025 NQM4 A1 144A | CUSIP: 403958AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1763323 | PA      | $1768715.74   | 0.24%             | 2070-08-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| HPEFS 2023-2A B 144A                  | HPEFS EQUIPMENT TRUST HPEFS 2023 2A B 144A             | CUSIP: 44328UAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     163713 | PA      | $163882.70    | 0.02%             | 2031-01-21      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HPEFS 2023-2A C 144A                  | HPEFS EQUIPMENT TRUST HPEFS 2023 2A C 144A             | CUSIP: 44328UAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     257000 | PA      | $257936.82    | 0.04%             | 2031-01-21      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| HPEFS 2024-2A A2 144A                 | HPEFS EQUIPMENT TRUST HPEFS 2024 2A A2 144A            | CUSIP: 40444MAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      16889 | PA      | $16900.30     | 0.00%             | 2031-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HPEFS 2024-2A B 144A                  | HPEFS EQUIPMENT TRUST HPEFS 2024 2A B 144A             | CUSIP: 40444MAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     330000 | PA      | $333552.02    | 0.05%             | 2031-10-20      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                     | HSBC HOLDINGS PLC SR UNSECURED 05/28 VAR               | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     400000 | PA      | $407955.60    | 0.06%             | 2028-05-17      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| HALST 2024-A A3 144A                  | HYUNDAI AUTO LEASE SECURITIZAT HALST 2024 A A3 144A    | CUSIP: 448988AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     177962 | PA      | $178382.63    | 0.02%             | 2027-03-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| HALST 2024-A B 144A                   | HYUNDAI AUTO LEASE SECURITIZAT HALST 2024 A B 144A     | CUSIP: 448988AF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     165000 | PA      | $165998.51    | 0.02%             | 2028-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HALST 2025-B B 144A                   | HYUNDAI AUTO LEASE SECURITIZAT HALST 2025 B B 144A     | CUSIP: 44935DAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     910000 | PA      | $922491.30    | 0.13%             | 2029-08-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA 144A          | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 01/26 1.3    | CUSIP: 44891ABS5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     900000 | PA      | $897188.40    | 0.12%             | 2026-01-08      | Fixed         | 1.30%                 | No            |                  2 | On Loan: —       |
| HYUNDAI CAPITAL AMERICA 144A          | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 03/27 4.85   | CUSIP: 44891ADP9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     605000 | PA      | $609672.42    | 0.08%             | 2027-03-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA 144A          | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 06/27 VAR    | CUSIP: 44891ADY0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1507924.50   | 0.21%             | 2027-06-23      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA 144A          | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 10/27 2.375  | CUSIP: 44891ABP1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1933666.00   | 0.26%             | 2027-10-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC              | ICON INVESTMENTS SIX DAC SR SECURED 05/27 5.809        | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    2258000 | PA      | $2302055.84   | 0.31%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC 144A          | IMPERIAL BRANDS FIN PLC COMPANY GUAR 144A 06/28 4.5    | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |     585000 | PA      | $590651.69    | 0.08%             | 2028-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC 144A          | IMPERIAL BRANDS FIN PLC COMPANY GUAR 144A 07/26 3.5    | CUSIP: 45262BAB9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |     238000 | PA      | $236672.91    | 0.03%             | 2026-07-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                          | ING GROEP NV SR UNSECURED 04/27 VAR                    | CUSIP: 456837AV5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    1500000 | PA      | $1487326.50   | 0.20%             | 2027-04-01      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                            | INTEL CORP SR UNSECURED 02/26 4.875                    | CUSIP: 458140CD0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     450000 | PA      | $450355.95    | 0.06%             | 2026-02-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                            | INTEL CORP SR UNSECURED 05/26 2.6                      | CUSIP: 458140AU4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     349000 | PA      | $346341.32    | 0.05%             | 2026-05-19      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| INTL FLAVORS & FRAGRANCE 4/2 144A CP  | INTERNAL FLV&FGR INC                                   | CUSIP: 4595A2Z51<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2198263.32   | 0.30%             | 2025-12-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INTL FLAVORS & FRAGRANCE 4/2 144A CP  | INTERNAL FLV&FGR INC                                   | CUSIP: 4595A2ZJ1<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2993222.10   | 0.41%             | 2025-12-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INTL FLAVORS & FRAGRANCE 4/2 144A CP  | INTERNAL FLV&FGR INC                                   | CUSIP: 4595A2ZW2<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1992746.60   | 0.27%             | 2025-12-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                 | JACKSON FINANCIAL INC SR UNSECURED 06/27 5.17          | CUSIP: 46817MAR8<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |     818000 | PA      | $826507.20    | 0.11%             | 2027-06-08      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL 144A         | JACKSON NATL LIFE GLOBAL SECURED 144A 07/27 5.55       | CUSIP: 46849LVA6<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |     545000 | PA      | $556200.30    | 0.08%             | 2027-07-02      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| JAPAN T BILL                          | JAPAN TREASURY DISC BILL BILLS 02/26 0.00000           | CUSIP: TC543LA75<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  571300000 | PA      | $3654947.91   | 0.50%             | 2026-02-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN T-BILL                          | JAPAN TREASURY DISC BILL BILLS 02/26 0.00000           | CUSIP: TC8M51OB0<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 1083050000 | PA      | $6931027.51   | 0.94%             | 2026-02-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMCC 2016-NINE A 144A                | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2016 NINE A 144A  | CUSIP: 46646GAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1930000 | PA      | $1905344.25   | 0.26%             | 2038-09-06      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| JPMMT 2025-DSC2 A1 144A               | JP MORGAN MORTGAGE TRUST JPMMT 2025 DSC2 A1 144A       | CUSIP: 46659VAA6<br>LEI: 529900SXYOW2J5ABY729 | Long             | ABS-MBS          | CORP              | US        |     936718 | PA      | $939875.47    | 0.13%             | 2065-10-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| JPMMT 2025-DSC2 A1B 144A              | JP MORGAN MORTGAGE TRUST JPMMT 2025 DSC2 A1B 144A      | CUSIP: 46659VAC2<br>LEI: 529900SXYOW2J5ABY729 | Long             | ABS-MBS          | CORP              | US        |     473247 | PA      | $474042.31    | 0.06%             | 2065-10-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                  | KEURIG DR PEPPER INC COMPANY GUAR 03/27 5.1            | CUSIP: 49271VAW0<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    1250000 | PA      | $1262027.50   | 0.17%             | 2027-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                  | KEURIG DR PEPPER INC COMPANY GUAR 11/26 VAR            | CUSIP: 49271VAY6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3494869.00   | 0.48%             | 2026-11-15      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                 | KEYSIGHT TECHNOLOGIES SR UNSECURED 04/27 4.6           | CUSIP: 49338LAE3<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1003669.00   | 0.14%             | 2027-04-06      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| KKR 18 A1R2 144A                      | KKR FINANCIAL CLO LTD KKR 18 A1R2 144A                 | CUSIP: 48251JAS2<br>LEI: 54930088PYF0FHKY5C94 | Long             | ABS-CBDO         | CORP              | KY        |    3040000 | PA      | $3033037.55   | 0.41%             | 2035-10-18      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| KKR 40A AR 144A                       | KKR FINANCIAL CLO LTD KKR 40A AR 144A                  | CUSIP: 48254UAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    3735000 | PA      | $3735746.70   | 0.51%             | 2034-10-20      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| KKR 49A X 144A                        | KKR FINANCIAL CLO LTD KKR 49A X 144A                   | CUSIP: 481939AP1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     816667 | PA      | $816770.18    | 0.11%             | 2037-10-20      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| KOREA TOBACCO & GINSENG               | KOREA TOBACCO + GINSENG SR UNSECURED REGS 05/28 5      | CUSIP: TC85DCRS4<br>LEI: 988400ZJV6ISYBLQX875 | Long             | DBT              | CORP              | KR        |    2380000 | PA      | $2429192.36   | 0.33%             | 2028-05-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KT CORP 144A                          | KT CORP SR UNSECURED 144A 01/29 4.375                  | CUSIP: 48268KAJ0<br>LEI: 9884005ACF8449EANY26 | Long             | DBT              | CORP              | KR        |    2460000 | PA      | $2480299.92   | 0.34%             | 2029-01-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KCOT 2023-2A A3 144A                  | KUBOTA CREDIT OWNER TRUST KCOT 2023 2A A3 144A         | CUSIP: 500945AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     432698 | PA      | $435885.51    | 0.06%             | 2028-01-18      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| KCOT 2024-2A A2 144A                  | KUBOTA CREDIT OWNER TRUST KCOT 2024 2A A2 144A         | CUSIP: 50117DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      42894 | PA      | $43053.87     | 0.01%             | 2027-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| KCOT 2024-2A A3 144A                  | KUBOTA CREDIT OWNER TRUST KCOT 2024 2A A3 144A         | CUSIP: 50117DAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     210000 | PA      | $213488.88    | 0.03%             | 2028-11-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| KCOT 2025-1A A2 144A                  | KUBOTA CREDIT OWNER TRUST KCOT 2025 1A A2 144A         | CUSIP: 50117FAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1665699 | PA      | $1671242.34   | 0.23%             | 2027-12-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| LG ELECTRONICS INC 144A               | LG ELECTRONICS INC SR UNSECURED 144A 04/27 5.625       | CUSIP: 50186QAC7<br>LEI: 988400RMQFTGZIOG0609 | Long             | DBT              | CORP              | KR        |    1760000 | PA      | $1793411.84   | 0.24%             | 2027-04-24      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LGENERGYSOLUTION                      | LGENERGYSOLUTION SR UNSECURED REGS 07/27 5.375         | CUSIP: 5019859F4<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |    1700000 | PA      | $1727494.10   | 0.24%             | 2027-07-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC              | LLOYDS BANKING GROUP PLC SUBORDINATED 03/26 4.65       | CUSIP: 53944YAB9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    3350000 | PA      | $3350107.20   | 0.46%             | 2026-03-24      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC              | LLOYDS BANKING GROUP PLC SUBORDINATED 12/25 4.582      | CUSIP: 539439AM1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     900000 | PA      | $899999.10    | 0.12%             | 2025-12-10      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                      | LPL HOLDINGS INC COMPANY GUAR 04/28 4.9                | CUSIP: 50212YAN4<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     780000 | PA      | $790649.34    | 0.11%             | 2028-04-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                      | LPL HOLDINGS INC COMPANY GUAR 05/27 5.7                | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    3680000 | PA      | $3746490.24   | 0.51%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC 144A                 | LPL HOLDINGS INC COMPANY GUAR 144A 11/27 4.625         | CUSIP: 50212YAC8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     900000 | PA      | $899133.30    | 0.12%             | 2027-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LNSTR 2016-4 AS 144A                  | LSTAR COMMERCIAL MORTGAGE TRUS LNSTR 2016 4 AS 144A    | CUSIP: 50219QAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     245648 | PA      | $243707.47    | 0.03%             | 2049-03-10      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| MTLRF 2023-1A A3 144A                 | M+T EQUIPMENT NOTES MTLRF 2023 1A A3 144A              | CUSIP: 551925AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     333775 | PA      | $335813.35    | 0.05%             | 2030-07-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| MTLRF 2023-1A A4 144A                 | M+T EQUIPMENT NOTES MTLRF 2023 1A A4 144A              | CUSIP: 551925AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1593000 | PA      | $1617441.88   | 0.22%             | 2030-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MTLRF 2025-1A A2 144A                 | M+T EQUIPMENT NOTES MTLRF 2025 1A A2 144A              | CUSIP: 55340QAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1060000 | PA      | $1066362.01   | 0.15%             | 2027-12-16      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ATRM 13A AR2 144A                     | MADISON PARK FUNDING LTD ATRM 13A AR2 144A             | CUSIP: 55822RAB6<br>LEI: 549300YWZ8HFDYP0MR16 | Long             | ABS-CBDO         | CORP              | KY        |    2232320 | PA      | $2230981.08   | 0.30%             | 2030-11-21      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| MDPK 2019-35A A1R 144A                | MADISON PARK FUNDING LTD MDPK 2019 35A A1R 144A        | CUSIP: 55819MAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     801853 | PA      | $801961.66    | 0.11%             | 2032-04-20      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| MDPK 2021-52A AR 144A                 | MADISON PARK FUNDING LTD MDPK 2021 52A AR 144A         | CUSIP: 55822BAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3000000 | PA      | $2999881.26   | 0.41%             | 2035-01-22      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| MANUF & TRADERS TRUST CO              | MANUF + TRADERS TRUST CO SR UNSECURED 07/28 VAR        | CUSIP: 564760CC8<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |     780000 | PA      | $786561.36    | 0.11%             | 2028-07-06      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP               | MARATHON PETROLEUM CORP SR UNSECURED 04/28 3.8         | CUSIP: 56585ABD3<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1092179.00   | 0.15%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MP15 2019-1A A1R2 144A                | MARBLE POINT CLO LTD. MP15 2019 1A A1R2 144A           | CUSIP: 56606YAW5<br>LEI: 549300CO8XB55W8SS394 | Long             | ABS-CBDO         | CORP              | KY        |     594284 | PA      | $594402.70    | 0.08%             | 2032-07-23      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC              | MARSH + MCLENNAN COS INC SR UNSECURED 11/27 VAR        | CUSIP: 571748BZ4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    4832000 | PA      | $4849013.47   | 0.66%             | 2027-11-08      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                | MARVELL TECHNOLOGY INC COMPANY GUAR 04/26 1.65         | CUSIP: 573874AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2475132.50   | 0.34%             | 2026-04-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| EQUATE PETROCHEMICAL BV               | MEGLOBAL BV COMPANY GUAR REGS 04/28 2.625              | CUSIP: 29441W9D9<br>LEI: 549300WBVLU2FILR7W19 | Long             | DBT              | CORP              | NL        |    2259000 | PA      | $2159890.89   | 0.29%             | 2028-04-28      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| MFRA 2020-NQM1 A1 144A                | MFRA TRUST MFRA 2020 NQM1 A1 144A                      | CUSIP: 552754AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     266604 | PA      | $259465.27    | 0.04%             | 2065-03-25      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| MFRA 2020-NQM2 A3 144A                | MFRA TRUST MFRA 2020 NQM2 A3 144A                      | CUSIP: 552751AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      55545 | PA      | $54541.81     | 0.01%             | 2065-04-25      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| MFRA 2020-NQM3 A1 144A                | MFRA TRUST MFRA 2020 NQM3 A1 144A                      | CUSIP: 552757AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     216833 | PA      | $206784.51    | 0.03%             | 2065-01-26      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| MFRA 2020-NQM3 A2 144A                | MFRA TRUST MFRA 2020 NQM3 A2 144A                      | CUSIP: 552757AB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      71541 | PA      | $68361.57     | 0.01%             | 2065-01-26      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| MFRA 2023-NQM3 A1 144A                | MFRA TRUST MFRA 2023 NQM3 A1 144A                      | CUSIP: 55286MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     935322 | PA      | $942286.15    | 0.13%             | 2068-07-25      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| MFRA 2023-NQM4 A1 144A                | MFRA TRUST MFRA 2023 NQM4 A1 144A                      | CUSIP: 55286LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1061950 | PA      | $1068789.44   | 0.15%             | 2068-12-25      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| MMAF 2023-A A2 144A                   | MMAF EQUIPMENT FINANCE LLC MMAF 2023 A A2 144A         | CUSIP: 55317WAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       9992 | PA      | $9998.34      | 0.00%             | 2026-11-13      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                | MORGAN STANLEY BANK NA SR UNSECURED 07/28 VAR          | CUSIP: 61690U8D5<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1506328.50   | 0.21%             | 2028-07-14      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| MSRM 2025-DSC2 A1 144A                | MORGAN STANLEY RESIDENTIAL MOR MSRM 2025 DSC2 A1 144A  | CUSIP: 61778XAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     219467 | PA      | $221203.17    | 0.03%             | 2070-07-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                        | MORGAN STANLEY SR UNSECURED 10/29 VAR                  | CUSIP: 61748UAK8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3001128.00   | 0.41%             | 2029-10-18      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| MPLX LP                               | MPLX LP SR UNSECURED 03/27 4.125                       | CUSIP: 55336VAK6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $999001.00    | 0.14%             | 2027-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MVWOT 2020-1A A 144A                  | MVW 2020 1 LLC MVWOT 2020 1A A 144A                    | CUSIP: 55400EAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      38789 | PA      | $38054.13     | 0.01%             | 2037-10-20      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| MVWOT 2021-1WA A 144A                 | MVW OWNER TRUST MVWOT 2021 1WA A 144A                  | CUSIP: 55389TAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      18852 | PA      | $18144.49     | 0.00%             | 2041-01-22      | Fixed         | 1.14%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                  | NATIONAL FUEL GAS CO SR UNSECURED 09/27 3.95           | CUSIP: 636180BN0<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $994422.00    | 0.14%             | 2027-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                  | NATIONAL FUEL GAS CO SR UNSECURED 10/26 5.5            | CUSIP: 636180BS9<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    2708000 | PA      | $2737647.18   | 0.37%             | 2026-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY 144A          | NATIONWIDE BLDG SOCIETY 144A 10/27 VAR                 | CUSIP: 63861VAJ6<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    1460000 | PA      | $1488503.58   | 0.20%             | 2027-10-18      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY 144A          | NATIONWIDE BLDG SOCIETY SUBORDINATED 144A 09/26 4      | CUSIP: 63859WAE9<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    1300000 | PA      | $1294295.60   | 0.18%             | 2026-09-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NAVSL 2019-A A2A 144A                 | NAVIENT STUDENT LOAN TRUST NAVSL 2019 A A2A 144A       | CUSIP: 63941BAB1<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |      15597 | PA      | $15550.11     | 0.00%             | 2043-01-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| NAVSL 2019-D A2B 144A                 | NAVIENT STUDENT LOAN TRUST NAVSL 2019 D A2B 144A       | CUSIP: 63941CAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     169352 | PA      | $169078.15    | 0.02%             | 2059-12-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| NAVSL 2020-FA A 144A                  | NAVIENT STUDENT LOAN TRUST NAVSL 2020 FA A 144A        | CUSIP: 63941XAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      33840 | PA      | $32056.77     | 0.00%             | 2069-07-15      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| NAVSL 2020-GA A 144A                  | NAVIENT STUDENT LOAN TRUST NAVSL 2020 GA A 144A        | CUSIP: 63941UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      39838 | PA      | $37549.02     | 0.01%             | 2069-09-16      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| NAVSL 2020-HA A 144A                  | NAVIENT STUDENT LOAN TRUST NAVSL 2020 HA A 144A        | CUSIP: 63935BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      46170 | PA      | $43618.67     | 0.01%             | 2069-01-15      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| NAVSL 2021-CA A 144A                  | NAVIENT STUDENT LOAN TRUST NAVSL 2021 CA A 144A        | CUSIP: 63942JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      39535 | PA      | $36258.33     | 0.00%             | 2069-10-15      | Fixed         | 1.06%                 | No            |                  2 | On Loan: No      |
| NAVSL 2021-GA A 144A                  | NAVIENT STUDENT LOAN TRUST NAVSL 2021 GA A 144A        | CUSIP: 63942KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      52740 | PA      | $47978.98     | 0.01%             | 2070-04-15      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| NAVMT 2024-1 A 144A                   | NAVISTAR FINANCIAL DEALER NOTE NAVMT 2024 1 A 144A     | CUSIP: 63938PBW8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     105000 | PA      | $105568.50    | 0.01%             | 2029-04-25      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| NAVMT 2025-1 A 144A                   | NAVISTAR FINANCIAL DEALER NOTE NAVMT 2025 1 A 144A     | CUSIP: 63938PBZ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1755000 | PA      | $1760092.66   | 0.24%             | 2030-09-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| NSLT 2021-DA AFL 144A                 | NELNET STUDENT LOAN TRUST NSLT 2021 DA AFL 144A        | CUSIP: 64034YAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      34100 | PA      | $33947.27     | 0.00%             | 2062-04-20      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| NRZT 2025-NQM6 A1 144A                | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2025 NQM6 A1 144A   | CUSIP: 64832KAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3385000 | PA      | $3382847.61   | 0.46%             | 2065-10-25      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| WOODS 2018-14BA AR 144A               | NORTHWOODS CAPITAL LTD WOODS 2018 14BA AR 144A         | CUSIP: 66860CAL7<br>LEI: 549300QQDSTCZ860F679 | Long             | ABS-CBDO         | CORP              | KY        |    2542879 | PA      | $2543185.35   | 0.35%             | 2031-11-13      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE AMERICAS INC 4/2 CP       | NTT FIN AMERS INC 12/25 ZCP                            | CUSIP: 67018BZB3<br>LEI: 5493002G2563PEW0DU90 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3994124.40   | 0.54%             | 2025-12-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP 144A                 | NTT FINANCE CORP SR UNSECURED 144A 07/28 VAR           | CUSIP: 62954WAR6<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    1165000 | PA      | $1173406.64   | 0.16%             | 2028-07-16      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                | NXP BV/NXP FDG/NXP USA COMPANY GUAR 05/27 3.15         | CUSIP: 62954HAX6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     375000 | PA      | $369658.50    | 0.05%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                | NXP BV/NXP FDG/NXP USA COMPANY GUAR 06/26 3.875        | CUSIP: 62954HAZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    2000000 | PA      | $1995690.00   | 0.27%             | 2026-06-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                | NXP BV/NXP FDG/NXP USA COMPANY GUAR 08/28 4.3          | CUSIP: 62954HBF4<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     805000 | PA      | $808847.90    | 0.11%             | 2028-08-19      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR              | OCCIDENTAL PETROLEUM COR SR UNSECURED 07/27 8.5        | CUSIP: 674599DZ5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    1968000 | PA      | $2059020.00   | 0.28%             | 2027-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR              | OCCIDENTAL PETROLEUM COR SR UNSECURED 08/26 3.2        | CUSIP: 674599CR4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     140000 | PA      | $138390.00    | 0.02%             | 2026-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| OCT39 2018-3A AR 144A                 | OCTAGON INVESTMENT PARTNERS 39 OCT39 2018 3A AR 144A   | CUSIP: 67592CAL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     259400 | PA      | $259371.46    | 0.04%             | 2030-10-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| OCT21 2014-1A AAR4 144A               | OCTAGON INVESTMENT PARTNERS XX OCT21 2014 1A AAR4 144A | CUSIP: 67590QBW6<br>LEI: 549300XIS9D4AHDX5A35 | Long             | ABS-O            | CORP              | KY        |     591338 | PA      | $591197.18    | 0.08%             | 2031-02-14      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| OCTL 2023-1A A 144A                   | OCTANE RECEIVABLES TRUST OCTL 2023 1A A 144A           | CUSIP: 67571BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      16690 | PA      | $16704.48     | 0.00%             | 2029-05-21      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| OCTL 2023-1A B 144A                   | OCTANE RECEIVABLES TRUST OCTL 2023 1A B 144A           | CUSIP: 67571BAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     200000 | PA      | $200980.34    | 0.03%             | 2029-07-20      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| OCTL 2023-3A A2 144A                  | OCTANE RECEIVABLES TRUST OCTL 2023 3A A2 144A          | CUSIP: 67571CAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     166991 | PA      | $167914.44    | 0.02%             | 2029-03-20      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| OCTL 2023-3A B 144A                   | OCTANE RECEIVABLES TRUST OCTL 2023 3A B 144A           | CUSIP: 67571CAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     265000 | PA      | $268882.22    | 0.04%             | 2029-07-20      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| OCTL 2023-3A C 144A                   | OCTANE RECEIVABLES TRUST OCTL 2023 3A C 144A           | CUSIP: 67571CAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     755000 | PA      | $774301.27    | 0.11%             | 2029-08-20      | Fixed         | 6.74%                 | No            |                  2 | On Loan: No      |
| OCTL 2024-3A A2 144A                  | OCTANE RECEIVABLES TRUST OCTL 2024 3A A2 144A          | CUSIP: 67571GAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     390887 | PA      | $392844.09    | 0.05%             | 2030-05-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| OCTL 2024-RVM1 A 144A                 | OCTANE RECEIVABLES TRUST OCTL 2024 RVM1 A 144A         | CUSIP: 67579FAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2743669 | PA      | $2782784.45   | 0.38%             | 2046-01-22      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| OCTL 2025-RVM1 A 144A                 | OCTANE RECEIVABLES TRUST OCTL 2025 RVM1 A 144A         | CUSIP: 67571HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2110000 | PA      | $2114221.06   | 0.29%             | 2046-12-20      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| ONP 2021-PARK A 144A                  | ONE PARK MORTGAGE TRUST ONP 2021 PARK A 144A           | CUSIP: 682413AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     115000 | PA      | $113052.83    | 0.02%             | 2036-03-15      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                             | ONEOK INC COMPANY GUAR 07/26 4.85                      | CUSIP: 682680CL5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     342000 | PA      | $346985.68    | 0.05%             | 2026-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                             | ONEOK INC COMPANY GUAR 11/26 5.55                      | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    1221000 | PA      | $1235245.41   | 0.17%             | 2026-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| OBX 2019-EXP3 2A2 144A                | ONSLOW BAY FINANCIAL LLC OBX 2019 EXP3 2A2 144A        | CUSIP: 67113ABC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     274264 | PA      | $274291.78    | 0.04%             | 2059-10-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| OBX 2022-NQM1 A1 144A                 | ONSLOW BAY FINANCIAL LLC OBX 2022 NQM1 A1 144A         | CUSIP: 67114VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     125323 | PA      | $113382.71    | 0.02%             | 2061-11-25      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| OBX 2023-NQM3 A1 144A                 | ONSLOW BAY FINANCIAL LLC OBX 2023 NQM3 A1 144A         | CUSIP: 67117PAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     715078 | PA      | $715307.39    | 0.10%             | 2063-02-25      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM13 A1 144A                | ONSLOW BAY FINANCIAL LLC OBX 2025 NQM13 A1 144A        | CUSIP: 67121UAA4<br>LEI: 254900FPAGVH6E25VL74 | Long             | ABS-MBS          | CORP              | US        |    1334816 | PA      | $1343485.35   | 0.18%             | 2065-05-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM14 A1B 144A               | ONSLOW BAY FINANCIAL LLC OBX 2025 NQM14 A1B 144A       | CUSIP: 673924AB2<br>LEI: 254900T4WKE0IYMYAI09 | Long             | ABS-MBS          | CORP              | US        |     290184 | PA      | $292097.62    | 0.04%             | 2065-07-25      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM14 A1F 144A               | ONSLOW BAY FINANCIAL LLC OBX 2025 NQM14 A1F 144A       | CUSIP: 673924AP1<br>LEI: 254900T4WKE0IYMYAI09 | Long             | ABS-MBS          | CORP              | US        |    1591331 | PA      | $1593222.99   | 0.22%             | 2065-07-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM15 A1 144A                | ONSLOW BAY FINANCIAL LLC OBX 2025 NQM15 A1 144A        | CUSIP: 67122CAC9<br>LEI: 254900Y3YIZHUWMEGC78 | Long             | ABS-MBS          | CORP              | US        |    1845998 | PA      | $1856270.07   | 0.25%             | 2065-07-27      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| OTP BANK NYRT                         | OTP BANK NYRT REGS 05/27 VAR                           | CUSIP: 6899949C7<br>LEI: 529900W3MOO00A18X956 | Long             | DBT              | CORP              | HU        |    1750000 | PA      | $1772973.91   | 0.24%             | 2027-05-25      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC 4/2 CP 144A               | OVINTIV INC                                            | CUSIP: 69047JZK7<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    6100000 | PA      | $6083681.28   | 0.83%             | 2025-12-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NEWFIELD EXPLORATION CO               | OVINTIV INC COMPANY GUAR 01/26 5.375                   | CUSIP: 651290AR9<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1000920.00   | 0.14%             | 2026-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OZLM 2016-15A A1R3 144A               | OZLM LTD OZLM 2016 15A A1R3 144A                       | CUSIP: 67111DBG0<br>LEI: 5493008RJIODIVVGSK16 | Long             | ABS-CBDO         | CORP              | KY        |    2344546 | PA      | $2343815.83   | 0.32%             | 2033-04-20      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| OZLM 2017-21A A1R 144A                | OZLM LTD OZLM 2017 21A A1R 144A                        | CUSIP: 67112AAJ0<br>LEI: 5493002HF6D1C4B1AK86 | Long             | ABS-CBDO         | CORP              | KY        |      23939 | PA      | $23937.29     | 0.00%             | 2031-01-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| OZLM 2018-20A A2 144A                 | OZLM LTD OZLM 2018 20A A2 144A                         | CUSIP: 67112MAC9<br>LEI: 549300ROA1URR67W0G46 | Long             | ABS-CBDO         | CORP              | KY        |    1175174 | PA      | $1176437.57   | 0.16%             | 2031-04-20      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 01/26 3.15         | CUSIP: 694308JP3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     805000 | PA      | $803744.20    | 0.11%             | 2026-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/27 3.3          | CUSIP: 694308HS9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     567000 | PA      | $559721.42    | 0.08%             | 2027-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 06/27 5.45         | CUSIP: 694308KF3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     998000 | PA      | $1011750.44   | 0.14%             | 2027-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 12/27 3.3          | CUSIP: 694308HW0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    2003000 | PA      | $1965329.58   | 0.27%             | 2027-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PEAC 2025-1A A2 144A                  | PEAC SOLUTIONS RECEIVABLES LLC PEAC 2025 1A A2 144A    | CUSIP: 69392HAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1450000 | PA      | $1458807.01   | 0.20%             | 2028-10-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL 144A         | PENSKE TRUCK LEASING/PTL SR UNSECURED 144A 01/27 5.35  | CUSIP: 709599BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      60000 | PA      | $60699.00     | 0.01%             | 2027-01-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL 144A         | PENSKE TRUCK LEASING/PTL SR UNSECURED 144A 06/26 1.7   | CUSIP: 709599BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     570000 | PA      | $562160.79    | 0.08%             | 2026-06-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL 144A         | PENSKE TRUCK LEASING/PTL SR UNSECURED 144A 11/26 3.4   | CUSIP: 709599AW4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3062000 | PA      | $3038342.99   | 0.41%             | 2026-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                | PHILIP MORRIS INTL INC SR UNSECURED 10/28 VAR          | CUSIP: 718172EB1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1999808.00   | 0.27%             | 2028-10-27      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                           | PNC BANK NA SR UNSECURED 07/28 VAR                     | CUSIP: 69353RGA0<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1497343.50   | 0.20%             | 2028-07-21      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| PREF 2024-1A A2 144A                  | POST ROAD EQUIPMENT FINANCE PREF 2024 1A A2 144A       | CUSIP: 737473AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      33420 | PA      | $33564.86     | 0.00%             | 2029-11-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| PREF 2025-1A A2 144A                  | POST ROAD EQUIPMENT FINANCE PREF 2025 1A A2 144A       | CUSIP: 73747LAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1199662 | PA      | $1207987.25   | 0.16%             | 2031-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| INDIGO MERGER SUB INC 144A            | PRA HEALTH SCIENCES INC SR SECURED 144A 07/26 2.875    | CUSIP: 45569KAA1<br>LEI: 549300R1HR1VWWHIAK47 | Long             | DBT              | CORP              | US        |    2250000 | PA      | $2221875.00   | 0.30%             | 2026-07-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PROG 2021-SFR3 D 144A                 | PROGRESS RESIDENTIAL TRUST PROG 2021 SFR3 D 144A       | CUSIP: 74333VAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     660000 | PA      | $651889.06    | 0.09%             | 2026-05-17      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| PROG 2021-SFR6 A 144A                 | PROGRESS RESIDENTIAL TRUST PROG 2021 SFR6 A 144A       | CUSIP: 74333HAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1108823 | PA      | $1091641.41   | 0.15%             | 2038-07-17      | Fixed         | 1.52%                 | No            |                  2 | On Loan: No      |
| PROG 2021-SFR8 A 144A                 | PROGRESS RESIDENTIAL TRUST PROG 2021 SFR8 A 144A       | CUSIP: 74333TAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     436233 | PA      | $428214.21    | 0.06%             | 2038-10-17      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| PROG 2021-SFR8 C 144A                 | PROGRESS RESIDENTIAL TRUST PROG 2021 SFR8 C 144A       | CUSIP: 74333TAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     280000 | PA      | $275174.76    | 0.04%             | 2038-10-17      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                | PT PERTAMINA (PERSERO) SR UNSECURED REGS 02/26 1.4     | CUSIP: 69370RAK3<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |     530000 | PA      | $526750.04    | 0.07%             | 2026-02-09      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.         | PURCHASED USD/ SOLD JPY                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | JP        |          1 | NC      | $-18755.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.         | PURCHASED USD/ SOLD JPY                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | JP        |          1 | NC      | $124096.07    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| QNB FINANCE LTD                       | QNB FINANCE LTD COMPANY GUAR REGS 01/26 1.375          | CUSIP: 7479909E1<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |    1160000 | PA      | $1151253.60   | 0.16%             | 2026-01-26      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                    | REGAL REXNORD CORP COMPANY GUAR 02/26 6.05             | CUSIP: 758750AL7<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    3433000 | PA      | $3440229.90   | 0.47%             | 2026-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                    | REGAL REXNORD CORP COMPANY GUAR 04/28 6.05             | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1138121.60   | 0.16%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC 144A         | ROCKETMTGE CO ISSUER INC COMPANY GUAR 144A 10/26 2.875 | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3436303.50   | 0.47%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN              | ROGERS COMMUNICATIONS IN COMPANY GUAR 02/29 5          | CUSIP: 775109DE8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     575000 | PA      | $586327.50    | 0.08%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN              | ROGERS COMMUNICATIONS IN COMPANY GUAR 03/27 3.2        | CUSIP: 775109CG4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    3000000 | PA      | $2961579.00   | 0.40%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN              | ROGERS COMMUNICATIONS IN COMPANY GUAR 12/25 3.625      | CUSIP: 775109BE0<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     500000 | PA      | $499856.50    | 0.07%             | 2025-12-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ROLLS-ROYCE PLC 144A                  | ROLLS ROYCE PLC COMPANY GUAR 144A 10/27 5.75           | CUSIP: 77578JAC2<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |    3000000 | PA      | $3075372.00   | 0.42%             | 2027-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RMRK 2018-2A A1R 144A                 | ROMARK CLO LTD RMRK 2018 2A A1R 144A                   | CUSIP: 77587EAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     228502 | PA      | $228449.68    | 0.03%             | 2031-07-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| ROSS STORES INC                       | ROSS STORES INC SR UNSECURED 04/26 0.875               | CUSIP: 778296AF0<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |     500000 | PA      | $493796.00    | 0.07%             | 2026-04-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES 144A          | ROYAL CARIBBEAN CRUISES SR UNSECURED 144A 04/28 5.5    | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    1600000 | PA      | $1628000.00   | 0.22%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES 144A          | ROYAL CARIBBEAN CRUISES SR UNSECURED 144A 07/27 5.375  | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    1203000 | PA      | $1212022.50   | 0.17%             | 2027-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES 144A          | ROYAL CARIBBEAN CRUISES SR UNSECURED 144A 08/26 5.5    | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    1750000 | PA      | $1754025.00   | 0.24%             | 2026-08-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SA GLOBAL SUKUK LTD                   | SA GLOBAL SUKUK LTD SR UNSECURED REGS 06/26 1.602      | CUSIP: 78397P9A1<br>LEI: 5493007DFAVKU7UOGR47 | Long             | DBT              | CORP              | KY        |     860000 | PA      | $846641.62    | 0.12%             | 2026-06-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION              | SABINE PASS LIQUEFACTION SR SECURED 03/28 4.2          | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3505810.00   | 0.48%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION              | SABINE PASS LIQUEFACTION SR SECURED 06/26 5.875        | CUSIP: 785592AV8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     312000 | PA      | $312394.68    | 0.04%             | 2026-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                       | SANDS CHINA LTD SR UNSECURED 01/26 3.8                 | CUSIP: 80007RAK1<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    1030000 | PA      | $1027655.72   | 0.14%             | 2026-01-08      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SBCLN 2023-A B 144A                   | SANTANDER BANK AUTO CREDIT LIN SBCLN 2023 A B 144A     | CUSIP: 80290CBU7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      14368 | PA      | $14386.35     | 0.00%             | 2033-06-15      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| SBCLN 2023-B B 144A                   | SANTANDER BANK AUTO CREDIT LIN SBCLN 2023 B B 144A     | CUSIP: 80290CCB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     128710 | PA      | $130463.27    | 0.02%             | 2033-12-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| SBCLN 2024-B A2 144A                  | SANTANDER BANK AUTO CREDIT LIN SBCLN 2024 B A2 144A    | CUSIP: 80280BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     504782 | PA      | $509122.05    | 0.07%             | 2033-01-18      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| SBCLN 2024-B B 144A                   | SANTANDER BANK AUTO CREDIT LIN SBCLN 2024 B B 144A     | CUSIP: 80280BAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     230680 | PA      | $232124.75    | 0.03%             | 2033-01-18      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| SDART 2022-3 C                        | SANTANDER DRIVE AUTO RECEIVABL SDART 2022 3 C          | CUSIP: 80285UAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1351788 | PA      | $1352030.38   | 0.18%             | 2029-08-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| SDART 2023-4 A3                       | SANTANDER DRIVE AUTO RECEIVABL SDART 2023 4 A3         | CUSIP: 802927AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      45851 | PA      | $45927.02     | 0.01%             | 2028-04-17      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| SDART 2023-5 B                        | SANTANDER DRIVE AUTO RECEIVABL SDART 2023 5 B          | CUSIP: 80286PAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     287000 | PA      | $291036.91    | 0.04%             | 2029-12-17      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| SDART 2024-1 B                        | SANTANDER DRIVE AUTO RECEIVABL SDART 2024 1 B          | CUSIP: 80288AAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     785000 | PA      | $788684.24    | 0.11%             | 2028-12-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| SDART 2024-2 B                        | SANTANDER DRIVE AUTO RECEIVABL SDART 2024 2 B          | CUSIP: 80286YAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $1012599.50   | 0.14%             | 2029-07-16      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| SDART 2024-5 A2                       | SANTANDER DRIVE AUTO RECEIVABL SDART 2024 5 A2         | CUSIP: 802920AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      26277 | PA      | $26287.29     | 0.00%             | 2027-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SDART 2024-5 A3                       | SANTANDER DRIVE AUTO RECEIVABL SDART 2024 5 A3         | CUSIP: 802920AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     460000 | PA      | $460748.14    | 0.06%             | 2028-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SDART 2025-1 B                        | SANTANDER DRIVE AUTO RECEIVABL SDART 2025 1 B          | CUSIP: 80288DAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2200000 | PA      | $2216285.06   | 0.30%             | 2031-03-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SDART 2025-4 A2                       | SANTANDER DRIVE AUTO RECEIVABL SDART 2025 4 A2         | CUSIP: 802923AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2760000 | PA      | $2760851.46   | 0.38%             | 2029-01-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| SDART 2025-4 B                        | SANTANDER DRIVE AUTO RECEIVABL SDART 2025 4 B          | CUSIP: 802923AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     850000 | PA      | $851997.16    | 0.12%             | 2032-01-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS              | SANTANDER UK GROUP HLDGS SR UNSECURED 01/28 VAR        | CUSIP: 80281LAR6<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     500000 | PA      | $489998.00    | 0.07%             | 2028-01-11      | Variable      | 2.47%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS              | SANTANDER UK GROUP HLDGS SR UNSECURED 06/27 VAR        | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    1000000 | PA      | $985866.00    | 0.13%             | 2027-06-14      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS              | SANTANDER UK GROUP HLDGS SR UNSECURED 09/29 VAR        | CUSIP: 80281LAX3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     470000 | PA      | $469386.65    | 0.06%             | 2029-09-22      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND 144A         | SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/28 5.125 | CUSIP: 80413TBJ7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    1350000 | PA      | $1378320.30   | 0.19%             | 2028-01-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST 144A                  | SBA TOWER TRUST ASSET BACKED 144A 04/27 1.84           | CUSIP: 78403DAV2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2670000 | PA      | $2581421.17   | 0.35%             | 2027-04-15      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST 144A                  | SBA TOWER TRUST ASSET BACKED 144A 05/51 1.631          | CUSIP: 78403DAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     650000 | PA      | $634244.96    | 0.09%             | 2026-11-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST 144A                  | SBA TOWER TRUST ASSET BACKED 144A 07/50 1.884          | CUSIP: 78403DAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     270000 | PA      | $269059.60    | 0.04%             | 2026-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SBALT 2024-A A4 144A                  | SBNA AUTO LEASE TRUST SBALT 2024 A A4 144A             | CUSIP: 78414SAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     220000 | PA      | $221074.70    | 0.03%             | 2029-01-22      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| SBALT 2024-B A3 144A                  | SBNA AUTO LEASE TRUST SBALT 2024 B A3 144A             | CUSIP: 78437VAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     202936 | PA      | $204049.50    | 0.03%             | 2027-11-22      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| SBALT 2024-B A4 144A                  | SBNA AUTO LEASE TRUST SBALT 2024 B A4 144A             | CUSIP: 78437VAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     225000 | PA      | $227617.31    | 0.03%             | 2028-12-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SBALT 2024-C A3 144A                  | SBNA AUTO LEASE TRUST SBALT 2024 C A3 144A             | CUSIP: 78398DAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     341971 | PA      | $342698.43    | 0.05%             | 2028-02-22      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| SBALT 2024-C A4 144A                  | SBNA AUTO LEASE TRUST SBALT 2024 C A4 144A             | CUSIP: 78398DAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     190000 | PA      | $190713.51    | 0.03%             | 2029-03-20      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| SBALT 2025-A A3 144A                  | SBNA AUTO LEASE TRUST SBALT 2025 A A3 144A             | CUSIP: 78437KAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $2012666.40   | 0.27%             | 2028-04-20      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| SBAT 2024-A A3 144A                   | SBNA AUTO RECEIVABLES TRUST SBAT 2024 A A3 144A        | CUSIP: 78437PAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     126379 | PA      | $126831.68    | 0.02%             | 2028-12-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| SBAT 2025-SF1 B 144A                  | SBNA AUTO RECEIVABLES TRUST SBAT 2025 SF1 B 144A       | CUSIP: 78437XAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     181998 | PA      | $182131.71    | 0.02%             | 2031-03-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SCFET 2023-1A A3 144A                 | SCF EQUIPMENT TRUST LLC SCFET 2023 1A A3 144A          | CUSIP: 784024AC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     233693 | PA      | $236721.16    | 0.03%             | 2032-05-20      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| SCFET 2025-1A A2 144A                 | SCF EQUIPMENT TRUST LLC SCFET 2025 1A A2 144A          | CUSIP: 78437DAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     549783 | PA      | $551470.96    | 0.08%             | 2030-07-22      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| SDR 2024-DSNY A 144A                  | SDR COMMERCIAL MORTGAGE TRUST SDR 2024 DSNY A 144A     | CUSIP: 811304AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     445000 | PA      | $445079.97    | 0.06%             | 2039-05-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| SSTRT 2025-A B 144A                   | SECURITIZED TERM AUTO RECEIVAB SSTRT 2025 A B 144A     | CUSIP: 81378RAB0<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | CA        |     321375 | PA      | $324197.88    | 0.04%             | 2031-07-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| SSTRT 2025-B B 144A                   | SECURITIZED TERM AUTO RECEIVAB SSTRT 2025 B B 144A     | CUSIP: 81378WAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |     697403 | PA      | $702946.62    | 0.10%             | 2032-12-29      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| SEMPRA ENERGY                         | SEMPRA SR UNSECURED 06/27 3.25                         | CUSIP: 816851BA6<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $984780.00    | 0.13%             | 2027-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SFAST 2024-1A A3 144A                 | SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A A3 144A   | CUSIP: 78435VAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     199963 | PA      | $200988.22    | 0.03%             | 2029-05-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SFAST 2025-1A A3 144A                 | SFS AUTO RECEIVABLES SECURITIZ SFAST 2025 1A A3 144A   | CUSIP: 81885BAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1750000 | PA      | $1770817.13   | 0.24%             | 2030-07-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SRFC 2021-1A C 144A                   | SIERRA RECEIVABLES FUNDING CO SRFC 2021 1A C 144A      | CUSIP: 82652QAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     331010 | PA      | $330266.50    | 0.05%             | 2037-11-20      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC 144A                     | SK HYNIX INC SR UNSECURED 144A 09/28 4.25              | CUSIP: 78392BAJ6<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |    1750000 | PA      | $1753085.25   | 0.24%             | 2028-09-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE 144A                 | SOCIETE GENERALE 144A 01/28 VAR                        | CUSIP: 83368RBV3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     425000 | PA      | $430212.63    | 0.06%             | 2028-01-19      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE 144A                 | SOCIETE GENERALE 144A 02/27 VAR                        | CUSIP: 83368RCA8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    1510000 | PA      | $1514486.21   | 0.21%             | 2027-02-19      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE 144A                 | SOCIETE GENERALE 144A 05/29 VAR                        | CUSIP: 83368RCH3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     435000 | PA      | $443770.47    | 0.06%             | 2029-05-22      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE 144A                 | SOCIETE GENERALE COMPANY GUAR 144A 04/29 VAR           | CUSIP: 83368RCC4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    1000000 | PA      | $1023750.00   | 0.14%             | 2029-04-13      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE 144A                 | SOCIETE GENERALE SUBORDINATED 144A 08/26 4.25          | CUSIP: 83368JKF6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     660000 | PA      | $656836.62    | 0.09%             | 2026-08-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                        | SOLVENTUM CORP COMPANY GUAR 02/27 5.45                 | CUSIP: 83444MAN1<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    3563000 | PA      | $3610245.38   | 0.49%             | 2027-02-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS              | SOUTH BOW USA INFRA HLDS COMPANY GUAR 09/27 4.911      | CUSIP: 83007CAB8<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    1865000 | PA      | $1880056.15   | 0.26%             | 2027-09-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                   | SOUTHERN CAL EDISON 1ST MORTGAGE 02/27 4.875           | CUSIP: 842400JA2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1509192.00   | 0.21%             | 2027-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                   | SOUTHERN CAL EDISON 1ST MORTGAGE 06/26 4.9             | CUSIP: 842400HW6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     550000 | PA      | $558949.05    | 0.08%             | 2026-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                   | SOUTHERN CAL EDISON 1ST MORTGAGE 06/27 4.7             | CUSIP: 842400HQ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3016128.00   | 0.41%             | 2027-06-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| STANDARD CHARTERED PLC 144A           | STANDARD CHARTERED PLC SR UNSECURED 144A 01/27 VAR     | CUSIP: 853254CQ1<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $200263.80    | 0.03%             | 2027-01-09      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC 144A           | STANDARD CHARTERED PLC SR UNSECURED 144A 01/29 VAR     | CUSIP: 85325C2D3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     625000 | PA      | $639575.63    | 0.09%             | 2029-01-21      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC 144A           | STANDARD CHARTERED PLC SR UNSECURED 144A 05/28 VAR     | CUSIP: 853254DB3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $203958.80    | 0.03%             | 2028-05-14      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC 144A           | STANDARD CHARTERED PLC SR UNSECURED 144A 07/27 VAR     | CUSIP: 853254CV0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    1288000 | PA      | $1298170.05   | 0.18%             | 2027-07-06      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC 144A           | STANDARD CHARTERED PLC SR UNSECURED 144A 07/27 VAR     | CUSIP: 853254CT5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    1900000 | PA      | $1920440.20   | 0.26%             | 2027-07-06      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC 144A           | STANDARD CHARTERED PLC SUBORDINATED 144A 02/27 4.3     | CUSIP: 853254BF6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     500000 | PA      | $498173.50    | 0.07%             | 2027-02-19      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER 4/2 144A CP    | STANLEY WORKS (THE)                                    | CUSIP: 85462CZV0<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5978451.60   | 0.82%             | 2025-12-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| STATE BANK INDIA/LONDON               | STATE BANK INDIA/LONDON SR UNSECURED REGS 01/27 2.49   | CUSIP: 85628U9D0<br>LEI: 5493001JZ37UBBZF6L49 | Long             | DBT              | CORP              | IN        |    1530000 | PA      | $1500134.40   | 0.20%             | 2027-01-26      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| STATE BANK INDIA/LONDON               | STATE BANK INDIA/LONDON SR UNSECURED REGS 05/28 4.875  | CUSIP: 85628U9F5<br>LEI: 5493001JZ37UBBZF6L49 | Long             | DBT              | CORP              | IN        |     970000 | PA      | $983560.60    | 0.13%             | 2028-05-05      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FIN US INC 144A            | STELLANTIS FIN US INC COMPANY GUAR 144A 01/27 1.711    | CUSIP: 85855CAA8<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    1325000 | PA      | $1284093.28   | 0.18%             | 2027-01-29      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL SER 144A         | STELLANTIS FINANCIAL SER SR UNSECURED 144A 09/28 VAR   | CUSIP: 85855FAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1602913.60   | 0.22%             | 2028-09-15      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| SFUEL 2025-AA A2 144A                 | STELLANTIS FINANCIAL UNDERWRIT SFUEL 2025 AA A2 144A   | CUSIP: 858928AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     606706 | PA      | $608625.49    | 0.08%             | 2027-07-20      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SFUEL 2025-BA B 144A                  | STELLANTIS FINANCIAL UNDERWRIT SFUEL 2025 BA B 144A    | CUSIP: 858933AE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     870000 | PA      | $873611.81    | 0.12%             | 2029-07-20      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| SYMP 2015-16A ARR 144A                | SYMPHONY CLO LTD SYMP 2015 16A ARR 144A                | CUSIP: 87165VAX7<br>LEI: 5493004PWOYFPAFQVT02 | Long             | ABS-CBDO         | CORP              | KY        |     384204 | PA      | $384212.46    | 0.05%             | 2031-10-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| SYMP 2020-23A AR2 144A                | SYMPHONY CLO LTD SYMP 2020 23A AR2 144A                | CUSIP: 87167NDL6<br>LEI: 54930001DQI1CFLYVB48 | Long             | ABS-CBDO         | CORP              | KY        |    1319755 | PA      | $1319221.11   | 0.18%             | 2034-01-15      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| T. Rowe Price Government Reserve Fund | T. Rowe Price Government Reserve Fund                  | CUSIP: 000000000<br>LEI: 5493002Y0IYARJVQ5N24 | Long             | STIV             | RF                | US        |       8154 | NS      | $8153.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGA RESOURCES PARTNERS              | TARGA RESOURCES PARTNERS COMPANY GUAR 01/28 5          | CUSIP: 87612BBG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1199905.20   | 0.16%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TIA 2016-1A ARR 144A                  | TEACHERS INSURANCE AND ANNUITY TIA 2016 1A ARR 144A    | CUSIP: 87271LAY8<br>LEI: 549300SWQCCOXV4X1761 | Long             | ABS-O            | CORP              | KY        |     147728 | PA      | $147732.85    | 0.02%             | 2031-07-20      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| TENGIZCHEVROIL FIN CO IN              | TENGIZCHEVROIL FIN CO IN SR SECURED REGS 08/26 4       | CUSIP: 88034Q9A7<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |    1740000 | PA      | $1729125.00   | 0.24%             | 2026-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| THAIOIL TRSRY CENTER                  | THAIOIL TRSRY CENTER COMPANY GUAR REGS 11/28 4.625     | CUSIP: 88323AAC6<br>LEI: 549300NH03B9E8VGJR89 | Long             | DBT              | CORP              | TH        |    1920000 | PA      | $1921685.76   | 0.26%             | 2028-11-20      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HACLN 2024-1 B1 144A                  | THE HUNTINGTON NATIONAL BANK HACLN 2024 1 B1 144A      | CUSIP: 44644NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     817009 | PA      | $830299.17    | 0.11%             | 2032-05-20      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| HACLN 2024-2 B1 144A                  | THE HUNTINGTON NATIONAL BANK HACLN 2024 2 B1 144A      | CUSIP: 44644NAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     368934 | PA      | $372779.56    | 0.05%             | 2032-10-20      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| HACLN 2025-1 B1 144A                  | THE HUNTINGTON NATIONAL BANK HACLN 2025 1 B 144A       | CUSIP: 446438SX2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1982067 | PA      | $1997937.60   | 0.27%             | 2033-03-21      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| HACLN 2025-2 B1 144A                  | THE HUNTINGTON NATIONAL BANK HACLN 2025 2 B1 144A      | CUSIP: 44644NAN9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2426540 | PA      | $2441660.09   | 0.33%             | 2033-09-20      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| TML HOLDINGS PTE LTD                  | TML HOLDINGS PTE LTD SR UNSECURED REGS 06/26 4.35      | CUSIP: 87499B9C6<br>LEI: 254900EBGMM47QH02V57 | Long             | DBT              | CORP              | SG        |    1720000 | PA      | $1715984.09   | 0.23%             | 2026-06-09      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                 | TORONTO DOMINION BANK SR UNSECURED 06/28 VAR           | CUSIP: 89115KAA8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    5000000 | PA      | $5023750.00   | 0.68%             | 2028-06-02      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| TPMT 2018-2 A1 144A                   | TOWD POINT MORTGAGE TRUST TPMT 2018 2 A1 144A          | CUSIP: 89175VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     206527 | PA      | $204517.30    | 0.03%             | 2058-03-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| TPMT 2019-HY3 M1 144A                 | TOWD POINT MORTGAGE TRUST TPMT 2019 HY3 M1 144A        | CUSIP: 89177XAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1022790.20   | 0.14%             | 2059-10-25      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| U S TREASURY BILL                     | TREASURY BILL 01/26 0.00000                            | CUSIP: 912797RH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3335000 | PA      | $3321605.34   | 0.45%             | 2026-01-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| U S TREASURY BILL                     | TREASURY BILL 03/26 0.00000                            | CUSIP: 912797SZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   11000000 | PA      | $10879513.37  | 1.48%             | 2026-03-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| U S TREASURY BILL                     | TREASURY BILL 12/25 0.00000                            | CUSIP: 912797QS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2510000 | PA      | $2509184.25   | 0.34%             | 2025-12-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GRS - SECURITY LENDING COLLATERAL     | TREASURY RESERVE FUND - Collateral                     | CUSIP: 000000000<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | STIV             | RF                | US        |     706102 | NS      | $706102.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TRNTS 2018-9A ARRR 144A               | TRINITAS CLO LTD TRNTS 2018 9A ARRR 144A               | CUSIP: 89641JAW6<br>LEI: 549300QFERVNPGSISO16 | Long             | ABS-CBDO         | CORP              | KY        |      36458 | PA      | $36457.07     | 0.00%             | 2032-01-20      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| TRNTS 2018-9A BRRR 144A               | TRINITAS CLO LTD TRNTS 2018 9A BRRR 144A               | CUSIP: 89641JAY2<br>LEI: 549300QFERVNPGSISO16 | Long             | ABS-CBDO         | CORP              | KY        |    2475000 | PA      | $2479166.54   | 0.34%             | 2032-01-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| TX 2024-HOU A 144A                    | TX TRUST 24 HOU TX 2024 HOU A 144A                     | CUSIP: 90216DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     300000 | PA      | $299715.45    | 0.04%             | 2039-06-15      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| USCLN 2023-1 B 144A                   | U.S. BANK NATIONAL ASSOCIATION USCLN 2023 1 B 144A     | CUSIP: 90357PAV6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     385033 | PA      | $389133.41    | 0.05%             | 2032-08-25      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG 144A                     | UBS GROUP AG SR UNSECURED 144A 12/27 VAR               | CUSIP: 225401BC1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     300000 | PA      | $306702.00    | 0.04%             | 2027-12-22      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| N/A                                   | US 10YR NOTE (CBT)MAR26 XCBT 20260320                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         -6 | NC      | $-149.21      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                   | US 10YR ULTRA FUT MAR26 XCBT 20260320                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         -9 | NC      | $-3528.41     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                   | US 2YR NOTE (CBT) MAR26 XCBT 20260331                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |       -166 | NC      | $-4029.16     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                   | US 5YR NOTE (CBT) MAR26 XCBT 20260331                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |       -161 | NC      | $-10290.80    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| US BANK NA CINCINNATI                 | US BANK NA CINCINNATI SR UNSECURED 05/28 VAR           | CUSIP: 90331HPT4<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |    2250000 | PA      | $2254707.00   | 0.31%             | 2028-05-15      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| N/A                                   | US LONG BOND(CBT) MAR26 XCBT 20260320                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         -8 | NC      | $-4761.36     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                       | US TREASURY N/B 01/27 4.125                            | CUSIP: 91282CMH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1640000 | PA      | $1649481.25   | 0.22%             | 2027-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | US TREASURY N/B 02/27 4.125                            | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1880000 | PA      | $1892043.75   | 0.26%             | 2027-02-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | US TREASURY N/B 07/26 4.375                            | CUSIP: 91282CLB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     525000 | PA      | $527132.81    | 0.07%             | 2026-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | US TREASURY N/B 10/27 3.5                              | CUSIP: 91282CPE5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7500000 | PA      | $7498535.18   | 1.02%             | 2027-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | US TREASURY N/B 11/25 4.875                            | CUSIP: 91282CJL6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     170000 | PA      | $170000.00    | 0.02%             | 2025-11-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | US TREASURY N/B 12/26 4.25                             | CUSIP: 91282CME8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1625000 | PA      | $1635473.63   | 0.22%             | 2026-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| USCAR 2025-1A A2 144A                 | USB AUTO OWNER TRUST USCAR 2025 1A A2 144A             | CUSIP: 90367VAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1188530 | PA      | $1191201.27   | 0.16%             | 2028-06-15      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB                  | UTAH ACQUISITION SUB COMPANY GUAR 06/26 3.95           | CUSIP: 62854AAN4<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |    4854000 | PA      | $4835496.55   | 0.66%             | 2026-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                    | VALERO ENERGY CORP SR UNSECURED 06/28 4.35             | CUSIP: 91913YAV2<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    1408000 | PA      | $1414274.05   | 0.19%             | 2028-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| VERD 2023-1A A2 144A                  | VERDANT RECEIVABLES LLC VERD 2023 1A A2 144A           | CUSIP: 92339GAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     275130 | PA      | $279915.29    | 0.04%             | 2031-01-13      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| VERD 2024-1A A2 144A                  | VERDANT RECEIVABLES LLC VERD 2024 1A A2 144A           | CUSIP: 92339MAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      71108 | PA      | $72439.72     | 0.01%             | 2031-12-12      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| VERD 2025-1A A2 144A                  | VERDANT RECEIVABLES LLC VERD 2025 1A A2 144A           | CUSIP: 92340GAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1810000 | PA      | $1817375.03   | 0.25%             | 2028-03-13      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| VZMT 2024-6 B                         | VERIZON MASTER TRUST VZMT 2024 6 B                     | CUSIP: 92348KDG5<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |     970000 | PA      | $974105.33    | 0.13%             | 2030-08-20      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| VERUS 2021-2 A1 144A                  | VERUS SECURITIZATION TRUST VERUS 2021 2 A1 144A        | CUSIP: 92538FAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      66751 | PA      | $61031.06     | 0.01%             | 2066-02-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| VERUS 2021-4 A1 144A                  | VERUS SECURITIZATION TRUST VERUS 2021 4 A1 144A        | CUSIP: 92538HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      78647 | PA      | $67168.68     | 0.01%             | 2066-07-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| VERUS 2021-R3  A1 144A                | VERUS SECURITIZATION TRUST VERUS 2021 R3 A1 144A       | CUSIP: 92538EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      42857 | PA      | $40949.59     | 0.01%             | 2064-04-25      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| VERUS 2023-3 A1 144A                  | VERUS SECURITIZATION TRUST VERUS 2023 3 A1 144A        | CUSIP: 92539GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     749945 | PA      | $750205.99    | 0.10%             | 2068-03-25      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| VERUS 2023-8 A1 144A                  | VERUS SECURITIZATION TRUST VERUS 2023 8 A1 144A        | CUSIP: 92540DAA3<br>LEI: 213800DTJD5UKJR53O34 | Long             | ABS-MBS          | CORP              | US        |     129976 | PA      | $131400.04    | 0.02%             | 2068-12-25      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| VERUS 2023-INV1 A1 144A               | VERUS SECURITIZATION TRUST VERUS 2023 INV1 A1 144A     | CUSIP: 92539FAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1211068 | PA      | $1209530.62   | 0.16%             | 2068-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| VERUS 2023-INV3 A1 144A               | VERUS SECURITIZATION TRUST VERUS 2023 INV3 A1 144A     | CUSIP: 92540CAA5<br>LEI: 9845008F97BFO762AF95 | Long             | ABS-MBS          | CORP              | US        |     526106 | PA      | $533626.34    | 0.07%             | 2068-11-25      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| VERUS 2024-1 A1 144A                  | VERUS SECURITIZATION TRUST VERUS 2024 1 A1 144A        | CUSIP: 92540EAA1<br>LEI: 984500A3F1D749452747 | Long             | ABS-MBS          | CORP              | US        |     426645 | PA      | $428548.77    | 0.06%             | 2069-01-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| VERUS 2024-INV1 A1 144A               | VERUS SECURITIZATION TRUST VERUS 2024 INV1 A1 144A     | CUSIP: 92540FAA8<br>LEI: 9845000FE754F4AE7E70 | Long             | ABS-MBS          | CORP              | US        |     340236 | PA      | $343590.16    | 0.05%             | 2069-03-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| VERUS 2025-7 A1B 144A                 | VERUS SECURITIZATION TRUST VERUS 2025 7 A1B 144A       | CUSIP: 924931AB4<br>LEI: 213800OVCAXDOBS94P47 | Long             | ABS-MBS          | CORP              | US        |     623603 | PA      | $625311.90    | 0.09%             | 2070-08-25      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| VSTA 2020-2 A1 144A                   | VISTA POINT SECURITIZATION TRU VSTA 2020 2 A1 144A     | CUSIP: 92838TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      38855 | PA      | $37552.05     | 0.01%             | 2065-04-25      | Variable      | 1.48%                 | No            |                  2 | On Loan: No      |
| VWALT 2024-A A3                       | VOLKSWAGEN AUTO LEASE TRUST VWALT 2024 A A3            | CUSIP: 92866EAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     315000 | PA      | $317092.45    | 0.04%             | 2027-06-21      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA 144A         | VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 03/27 4.95  | CUSIP: 928668CN0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3024633.00   | 0.41%             | 2027-03-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA 144A         | VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 08/26 4.9   | CUSIP: 928668CK6<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     375000 | PA      | $376584.38    | 0.05%             | 2026-08-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA 144A         | VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 08/27 4.85  | CUSIP: 928668CL4<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     275000 | PA      | $277363.35    | 0.04%             | 2027-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA 144A         | VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 11/26 6     | CUSIP: 928668CA8<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     395000 | PA      | $401564.11    | 0.05%             | 2026-11-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC                    | VOYA FINANCIAL INC COMPANY GUAR 06/26 3.65             | CUSIP: 929089AB6<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |     900000 | PA      | $897155.10    | 0.12%             | 2026-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                 | WELLS FARGO + COMPANY SR UNSECURED 04/28 VAR           | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     430000 | PA      | $439239.41    | 0.06%             | 2028-04-22      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| WFCM 2016-LC25 A4                     | WELLS FARGO COMMERCIAL MORTGAG WFCM 2016 LC25 A4       | CUSIP: 95000JAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     650000 | PA      | $643567.73    | 0.09%             | 2059-12-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT 4/2 144A CP  | WESTERN MIDSTREAM OPER LP YRS 12/25 ZCP                | CUSIP: 95866WZ88<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     500000 | PA      | $499372.90    | 0.07%             | 2025-12-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT 4/2 144A CP  | WESTERN MIDSTREAM OPER LP YRS 12/25 ZCP                | CUSIP: 95866WZ88<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    5300000 | PA      | $5293352.74   | 0.72%             | 2025-12-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WESTERN UNION CO/THE                  | WESTERN UNION CO/THE SR UNSECURED 03/26 1.35           | CUSIP: 959802AZ2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |    2134000 | PA      | $2114674.50   | 0.29%             | 2026-03-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| WFLF 2024-1A A1 144A                  | WHEELS FLEET LEASE FUNDING LLC WFLF 2024 1A A1 144A    | CUSIP: 96328GBM8<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |     270599 | PA      | $273641.97    | 0.04%             | 2039-02-18      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| WFLF 2025-3A A1 144A                  | WHEELS FLEET LEASE FUNDING LLC WFLF 2025 3A A1 144A    | CUSIP: 96328GCP0<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |    1685000 | PA      | $1686578.32   | 0.23%             | 2040-09-18      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| WEF 2025-1A A2 144A                   | WINGSPIRE EQUIPMENT FINANCE LL WEF 2025 1A A2 144A     | CUSIP: 97415CAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     455000 | PA      | $455265.36    | 0.06%             | 2033-09-20      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| WOSAT 2023-A C                        | WORLD OMNI SELECT AUTO TRUST WOSAT 2023 A C            | CUSIP: 98163UAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     150000 | PA      | $151890.23    | 0.02%             | 2029-01-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** /s/ Alan Dupski

**Name of Signer:** Alan Dupski

**Title:** Treasurer & Vice President