# EDGAR Filing Document

**Accession Number:** 0000920467
**File Stem:** 0000920467-25-000032
**Filing Date:** 2025-8
**Character Count:** 396213
**Document Hash:** 6d9f740327ca02395f1ef17dd1232c11
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000920467-25-000032.hdr.sgml**: 20250826

**ACCESSION NUMBER**: 0000920467-25-000032

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250826

**DATE AS OF CHANGE**: 20250826

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** T. Rowe Price Fixed Income Series, Inc.
- **CENTRAL INDEX KEY:** 0000920467

**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:** 811-07153
- **FILM NUMBER:** 251256832

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PRICE T ROWE FIXED INCOME SERIES INC
- **DATE OF NAME CHANGE:** 19940317

## Series and Classes Contracts Data

### T. Rowe Price Limited-Term Bond Portfolio (Series ID: S000002129)

| Class ID   | Class Name                                   | Ticker Symbol   |
|:---|:---|:---|
| C000005520 | T. Rowe Price Limited-Term Bond Portfolio    | QAAGWX          |
| C000005521 | T. Rowe Price Limited-Term Bond Portfolio-II | QAAGUX          |

## 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 FIXED INCOME SERIES, INC.

- **b. Investment Company Act file number:** 811-07153

- **c. CIK number of Registrant:** 0000920467

- **d. LEI of Registrant:** 54930067NWU2KV18CE95

- **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 Limited-Term Bond Portfolio

- **b. EDGAR series identifier (if any):** S000002129

- **c. LEI of Series:** MMIDQLKHUPGX6F6S4D55

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-06-30

**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:** $204226178.51

**Total Liabilities:** $5190799.86

**Net Assets:** $199035378.65

**Delayed Delivery Securities:** $2540374.30

**Stand-by Commitments:** $741627.86

**Cash Not Reported:** $242.54

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -705.076563 | **1-Year:** -15099.484230 | **5-Year:** -12162.631906 | **10-Year:** -3247.142400 | **30-Year:** -1.033234

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

- **3-Month:** -18.733144 | **1-Year:** -98.136211 | **5-Year:** -8.633320 | **10-Year:** -29.324801 | **30-Year:** -5.985014

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000005521 | 0.54%                | -0.07%               | 0.75%                |
| Class ID C000005520 | 0.56%                | -0.05%               | 0.77%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $44444.35                | $267440.10                                 |
| Month 2  | $13050.64                | $-471350.64                                |
| Month 3  | $21433.95                | $713903.96                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AES Corp/The                                                                    | AES CORP/THE                                                                    | CUSIP: 00130HCE3<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    403000 | PA      | $395351.87    | 0.20%             | 2026-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                                       | COREBRIDGE GLOBAL FUNDING                                                       | CUSIP: 00138CAX6<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92182.32     | 0.05%             | 2029-01-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                                       | COREBRIDGE GLOBAL FUNDING                                                       | CUSIP: 00138CBB3<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105519.54    | 0.05%             | 2027-08-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| APA Infrastructure Ltd                                                          | APA INFRASTRUCTURE LTD                                                          | CUSIP: 00205GAD9<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |    487000 | PA      | $487810.86    | 0.25%             | 2027-07-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                                                                        | CUSIP: 00206RGL0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     95000 | PA      | $94604.14     | 0.05%             | 2028-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Advance Auto Parts Inc                                                          | ADVANCE AUTO PARTS INC                                                          | CUSIP: 00751YAH9<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    225000 | PA      | $225033.30    | 0.11%             | 2026-03-09      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                       | CUSIP: 00774MBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    155000 | PA      | $158324.13    | 0.08%             | 2027-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                       | CUSIP: 00774MBG9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    422000 | PA      | $435715.00    | 0.22%             | 2027-04-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                                             | AFFIRM MASTER TRUST                                                             | CUSIP: 00833BAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    175000 | PA      | $174977.16    | 0.09%             | 2033-07-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                                             | AFFIRM MASTER TRUST                                                             | CUSIP: 00833BAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    180000 | PA      | $179969.36    | 0.09%             | 2033-07-15      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| ALA Trust 2025-OANA                                                             | ALA TRUST 2025-OANA                                                             | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    195000 | PA      | $196036.21    | 0.10%             | 2040-06-15      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| Alen 2021-ACEN Mortgage Trust                                                   | ALEN 2021-ACEN MORTGAGE TRUST                                                   | CUSIP: 01449NAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    205000 | PA      | $196287.50    | 0.10%             | 2034-04-15      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Alinea CLO 2018-1 Ltd                                                           | ALINEA CLO 2018-1 LTD                                                           | CUSIP: 016269AE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    166623 | PA      | $166143.76    | 0.08%             | 2031-07-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Alinea CLO 2018-1 Ltd                                                           | ALINEA CLO 2018-1 LTD                                                           | CUSIP: 016269AG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249289.43    | 0.13%             | 2031-07-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                              | ALLY FINANCIAL INC                                                              | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    180000 | PA      | $183142.26    | 0.09%             | 2029-05-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2024-B                                | ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2024-B                                | CUSIP: 02007G4B6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    186014 | PA      | $187364.70    | 0.09%             | 2032-09-15      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2024-A                                | ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2024-A                                | CUSIP: 02007GZ55<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    153930 | PA      | $156173.45    | 0.08%             | 2032-05-17      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2024-A                                | ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2024-A                                | CUSIP: 02007GZ63<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    153930 | PA      | $155877.42    | 0.08%             | 2032-05-17      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST 2023-A                                              | ALLY AUTO RECEIVABLES TRUST 2023-A                                              | CUSIP: 02008NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     17569 | PA      | $17629.77     | 0.01%             | 2034-01-17      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST 2023-A                                              | ALLY AUTO RECEIVABLES TRUST 2023-A                                              | CUSIP: 02008NAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     78345 | PA      | $79531.55     | 0.04%             | 2034-01-17      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                | ALTRIA GROUP INC                                                                | CUSIP: 02209SAU7<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    215000 | PA      | $210810.08    | 0.11%             | 2026-09-16      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| American Airlines 2017-2 Class B                                                | AMERICAN AIRLINES 2017-2 CLASS B                                                | CUSIP: 02377DAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    162202 | PA      | $160261.66    | 0.08%             | 2025-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                  | AMERICAN ELECTRIC POWER CO INC                                                  | CUSIP: 025537AY7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    325000 | PA      | $333061.30    | 0.17%             | 2029-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                             | AMERICAN EXPRESS CO                                                             | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    105000 | PA      | $106228.61    | 0.05%             | 2028-02-16      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                             | AMERICAN EXPRESS CO                                                             | CUSIP: 025816DU0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    205000 | PA      | $213097.50    | 0.11%             | 2030-04-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                             | AMERICAN EXPRESS CO                                                             | CUSIP: 025816DV8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    180000 | PA      | $182473.38    | 0.09%             | 2028-07-26      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                             | AMERICAN EXPRESS CO                                                             | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    230000 | PA      | $232375.21    | 0.12%             | 2029-04-25      | Variable      | 4.73%                 | No            |                  2 | On Loan: —       |
| American Honda Finance Corp                                                     | AMERICAN HONDA FINANCE CORP                                                     | CUSIP: 02665WEV9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    335000 | PA      | $347458.32    | 0.17%             | 2028-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                | AMERICAN INTERNATIONAL GROUP INC                                                | CUSIP: 026874DW4<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    215000 | PA      | $218469.03    | 0.11%             | 2030-05-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                             | AMERICAN TOWER CORP                                                             | CUSIP: 03027XAP5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    178000 | PA      | $175126.19    | 0.09%             | 2027-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                             | AMERICAN TOWER CORP                                                             | CUSIP: 03027XBL3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    473000 | PA      | $461691.04    | 0.23%             | 2026-04-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust 2021-2                                 | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2021-2                                 | CUSIP: 03066RAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    235000 | PA      | $230324.44    | 0.12%             | 2027-06-18      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| Americredit Automobile Receivables Trust 2022-1                                 | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2022-1                                 | CUSIP: 03066TAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    420000 | PA      | $413270.51    | 0.21%             | 2028-02-18      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                     | CENCORA INC                                                                     | CUSIP: 03073EAP0<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     61000 | PA      | $59787.75     | 0.03%             | 2027-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                     | CENCORA INC                                                                     | CUSIP: 03073EAV7<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    165000 | PA      | $166881.99    | 0.08%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                     | CENCORA INC                                                                     | CUSIP: 03073EAW5<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91376.01     | 0.05%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                   | AMPHENOL CORP                                                                   | CUSIP: 032095AM3<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    363000 | PA      | $363725.27    | 0.18%             | 2026-03-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                   | AMPHENOL CORP                                                                   | CUSIP: 032095AP6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46274.09     | 0.02%             | 2029-04-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                                              | ANALOG DEVICES INC                                                              | CUSIP: 032654AU9<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    115000 | PA      | $106553.14    | 0.05%             | 2028-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2021-1                                                 | ANGEL OAK MORTGAGE TRUST 2021-1                                                 | CUSIP: 03465CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     86532 | PA      | $74962.01     | 0.04%             | 2066-01-25      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2021-1                                                 | ANGEL OAK MORTGAGE TRUST 2021-1                                                 | CUSIP: 03465CAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     24759 | PA      | $21503.57     | 0.01%             | 2066-01-25      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2021-2                                                 | ANGEL OAK MORTGAGE TRUST 2021-2                                                 | CUSIP: 03465DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     79061 | PA      | $67624.97     | 0.03%             | 2066-04-25      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2021-6                                                 | ANGEL OAK MORTGAGE TRUST 2021-6                                                 | CUSIP: 03465JAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     87761 | PA      | $74159.16     | 0.04%             | 2066-09-25      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2020-3                                                 | ANGEL OAK MORTGAGE TRUST 2020-3                                                 | CUSIP: 03465LAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15597 | PA      | $14906.57     | 0.01%             | 2065-04-25      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2025-5                                                 | ANGEL OAK MORTGAGE TRUST 2025-5                                                 | CUSIP: 03466EAA8<br>LEI: 254900QA46POYH7UR768 | Long             | ABS-MBS          | CORP              | US        |    523005 | PA      | $524623.15    | 0.26%             | 2070-04-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                             | ELEVANCE HEALTH INC                                                             | CUSIP: 036752AV5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85130.56     | 0.04%             | 2025-10-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co                                                            | APPALACHIAN POWER CO                                                            | CUSIP: 037735CW5<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    437000 | PA      | $428660.29    | 0.22%             | 2027-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Aptiv Swiss Holdings Ltd                                                        | APTIV SWISS HOLDINGS LTD                                                        | CUSIP: 03837AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    200000 | PA      | $198787.80    | 0.10%             | 2029-09-13      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Arbys Funding LLC                                                               | ARBYS FUNDING LLC                                                               | CUSIP: 038779AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    509588 | PA      | $486074.83    | 0.24%             | 2050-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust 2024-B                                                    | ARI FLEET LEASE TRUST 2024-B                                                    | CUSIP: 04033HAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    174823 | PA      | $175909.97    | 0.09%             | 2033-04-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Aspen Insurance Holdings Ltd                                                    | ASPEN INSURANCE HOLDINGS LTD                                                    | CUSIP: 04530DAE2<br>LEI: 549300YX6HECG9XQCQ75 | Long             | DBT              | CORP              | BM        |    130000 | PA      | $132209.18    | 0.07%             | 2030-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                           | ATHENE GLOBAL FUNDING                                                           | CUSIP: 04685A3S8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    325000 | PA      | $326573.00    | 0.16%             | 2026-02-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                           | ATHENE GLOBAL FUNDING                                                           | CUSIP: 04685A3X7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    220000 | PA      | $223313.20    | 0.11%             | 2027-07-09      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                           | ATHENE GLOBAL FUNDING                                                           | CUSIP: 04685A4A6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    220000 | PA      | $220841.94    | 0.11%             | 2026-08-27      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Atlassian Corp                                                                  | ATLASSIAN CORP                                                                  | CUSIP: 049468AA9<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |    105000 | PA      | $107719.61    | 0.05%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                    | AUTOZONE INC                                                                    | CUSIP: 053332BM3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    215000 | PA      | $219995.74    | 0.11%             | 2030-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Auxilior Term Funding 2024-1 LLC                                                | AUXILIOR TERM FUNDING 2024-1 LLC                                                | CUSIP: 05335FAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    120000 | PA      | $122549.30    | 0.06%             | 2031-07-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Auxilior Term Funding 2023-1 LLC                                                | AUXILIOR TERM FUNDING 2023-1 LLC                                                | CUSIP: 05335JAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    179147 | PA      | $180590.95    | 0.09%             | 2028-12-15      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                        | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC                                        | CUSIP: 05377RDU5<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    113333 | PA      | $113053.93    | 0.06%             | 2026-08-20      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                        | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC                                        | CUSIP: 05377RFX7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100311.15    | 0.05%             | 2027-04-20      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                        | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC                                        | CUSIP: 05377RGN8<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100651.75    | 0.05%             | 2027-10-20      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                        | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC                                        | CUSIP: 05377RKH6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100855.21    | 0.05%             | 2028-02-20      | Fixed         | 7.32%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd                                                     | AVOLON HOLDINGS FUNDING LTD                                                     | CUSIP: 05401AAM3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     81000 | PA      | $78994.52     | 0.04%             | 2026-02-21      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd                                                     | AVOLON HOLDINGS FUNDING LTD                                                     | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     90000 | PA      | $93215.52     | 0.05%             | 2028-05-04      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd                                                     | AVOLON HOLDINGS FUNDING LTD                                                     | CUSIP: 05401AAU5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    190000 | PA      | $195147.10    | 0.10%             | 2029-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                                                 | BAE SYSTEMS PLC                                                                 | CUSIP: 05523RAH0<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    220000 | PA      | $223092.98    | 0.11%             | 2027-03-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BAT International Finance PLC                                                   | BAT INTERNATIONAL FINANCE PLC                                                   | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    225000 | PA      | $220515.98    | 0.11%             | 2026-03-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| BAT International Finance PLC                                                   | BAT INTERNATIONAL FINANCE PLC                                                   | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    460000 | PA      | $460741.52    | 0.23%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd                                                    | BHP BILLITON FINANCE USA LTD                                                    | CUSIP: 055451BJ6<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    405000 | PA      | $414550.71    | 0.21%             | 2030-02-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BINOM Securitization Trust 2021-INV1                                            | BINOM SECURITIZATION TRUST 2021-INV1                                            | CUSIP: 05552UAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    195544 | PA      | $177677.03    | 0.09%             | 2056-06-25      | Variable      | 2.37%                 | No            |                  2 | On Loan: No      |
| BINOM Securitization Trust 2021-INV1                                            | BINOM SECURITIZATION TRUST 2021-INV1                                            | CUSIP: 05552UAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     61751 | PA      | $56463.64     | 0.03%             | 2056-06-25      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                              | BMW US CAPITAL LLC                                                              | CUSIP: 05565ECQ6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    490000 | PA      | $492676.38    | 0.25%             | 2027-08-13      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                          | BP CAPITAL MARKETS PLC                                                          | CUSIP: 05565QDH8<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    230000 | PA      | $226061.48    | 0.11%             | 2028-11-28      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| BRE Grand Islander Timeshare Issuer 2019-A LLC                                  | BRE GRAND ISLANDER TIMESHARE ISSUER 2019-A LLC                                  | CUSIP: 05588UAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     77775 | PA      | $76633.23     | 0.04%             | 2033-09-26      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| BPR Trust 2021-TY                                                               | BPR TRUST 2021-TY                                                               | CUSIP: 05592AAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $199254.84    | 0.10%             | 2038-09-15      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| BMO 2024-C8 Mortgage Trust                                                      | BMO 2024-C8 MORTGAGE TRUST                                                      | CUSIP: 05593HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    107999 | PA      | $109146.74    | 0.05%             | 2057-03-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2022-AHP                                           | BX COMMERCIAL MORTGAGE TRUST 2022-AHP                                           | CUSIP: 05610FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    190000 | PA      | $189881.25    | 0.10%             | 2039-01-17      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Balboa Bay Loan Funding 2023-1 Ltd                                              | BALBOA BAY LOAN FUNDING 2023-1 LTD                                              | CUSIP: 05765DAR6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250000.00    | 0.13%             | 2036-04-20      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER SA                                                              | CUSIP: 05964HBA2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $203288.80    | 0.10%             | 2028-03-14      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMERICA CORP                                                            | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    190000 | PA      | $184726.93    | 0.09%             | 2027-07-22      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMERICA CORP                                                            | CUSIP: 06051GLE7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200567.40    | 0.10%             | 2027-01-20      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMERICA CORP                                                            | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    390000 | PA      | $391963.65    | 0.20%             | 2029-05-09      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon/The                                                     | BANK OF NEW YORK MELLON/THE                                                     | CUSIP: 06405LAH4<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |    280000 | PA      | $283960.04    | 0.14%             | 2029-04-20      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                | BANK OF NEW YORK MELLON CORP/THE                                                | CUSIP: 06406RBJ5<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    225000 | PA      | $224720.78    | 0.11%             | 2026-07-24      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| BANK 2024-BNK47                                                                 | BANK 2024-BNK47                                                                 | CUSIP: 06540GAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     42488 | PA      | $43469.92     | 0.02%             | 2057-06-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR9                                                                 | BANK5 2024-5YR9                                                                 | CUSIP: 06644VBA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    164736 | PA      | $165986.89    | 0.08%             | 2057-08-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR11                                                                | BANK5 2024-5YR11                                                                | CUSIP: 06644WBL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    165000 | PA      | $172273.56    | 0.09%             | 2057-11-15      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR12                                                                | BANK5 2024-5YR12                                                                | CUSIP: 06644XBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     95000 | PA      | $99661.44     | 0.05%             | 2057-12-15      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR12                                                                | BANK5 2024-5YR12                                                                | CUSIP: 06644XBP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    110000 | PA      | $114842.48    | 0.06%             | 2057-12-15      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                           | BANQUE FEDERATIVE DU CREDIT MUTUEL SA                                           | CUSIP: 06675FAZ0<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $200491.00    | 0.10%             | 2026-01-26      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                                                                    | CUSIP: 06738EBZ7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $199949.20    | 0.10%             | 2026-08-09      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                                                                    | CUSIP: 06738ECC7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    205000 | PA      | $206840.70    | 0.10%             | 2026-11-02      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                                                                    | CUSIP: 06738ECX1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    255000 | PA      | $258100.04    | 0.13%             | 2029-02-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Barings CLO Ltd 2018-IV                                                         | BARINGS CLO LTD 2018-IV                                                         | CUSIP: 06760XAQ7<br>LEI: 549300JWUNSCHZHF6H67 | Long             | ABS-CBDO         | CORP              | KY        |    375000 | PA      | $375185.26    | 0.19%             | 2030-10-15      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| Battalion CLO XII Ltd                                                           | BATTALION CLO XII LTD                                                           | CUSIP: 07133RAY1<br>LEI: 549300JIE0P78OIZGS60 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249193.88    | 0.13%             | 2031-05-17      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Battalion CLO XII Ltd                                                           | BATTALION CLO XII LTD                                                           | CUSIP: 07133RBA2<br>LEI: 549300JIE0P78OIZGS60 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $248452.22    | 0.12%             | 2031-05-17      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Battalion Clo XXI Ltd                                                           | BATTALION CLO XXI LTD                                                           | CUSIP: 07134WAS2<br>LEI: 549300EOF4JL75TYXX49 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250000.00    | 0.13%             | 2034-07-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII 2024-CAR1 LLC                               | BAYVIEW OPPORTUNITY MASTER FUND VII 2024-CAR1 LLC                               | CUSIP: 07336QAA0<br>LEI: 254900S53K9VTUR1UX42 | Long             | ABS-O            | CORP              | US        |    135161 | PA      | $135562.72    | 0.07%             | 2031-12-26      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | BAYVIEW FINANCING TRUST 2024-2F A                                               | CUSIP: 07336XAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230589 | PA      | $230588.99    | 0.12%             | 2029-11-01      | Variable      | 7.08%                 | Yes           |                  3 | On Loan: No      |
| Becton Dickinson & Co                                                           | BECTON DICKINSON & CO                                                           | CUSIP: 075887CE7<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    183000 | PA      | $188245.88    | 0.09%             | 2026-12-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                                           | BECTON DICKINSON & CO                                                           | CUSIP: 075887CQ0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    375000 | PA      | $377789.63    | 0.19%             | 2028-02-13      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V8 Mortgage Trust                                                | BENCHMARK 2024-V8 MORTGAGE TRUST                                                | CUSIP: 08190AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     98514 | PA      | $100274.19    | 0.05%             | 2057-07-15      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V11 Mortgage Trust                                               | BENCHMARK 2024-V11 MORTGAGE TRUST                                               | CUSIP: 081921BC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    140000 | PA      | $146388.28    | 0.07%             | 2057-11-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V6 Mortgage Trust                                                | BENCHMARK 2024-V6 MORTGAGE TRUST                                                | CUSIP: 081927AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     54686 | PA      | $54930.27     | 0.03%             | 2057-03-15      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Blue Owl Asset Leasing Trust 2024-1 LLC                                         | BLUE OWL ASSET LEASING TRUST 2024-1 LLC                                         | CUSIP: 095921AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    191999 | PA      | $192315.47    | 0.10%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Blue Owl Asset Leasing Trust 2024-1 LLC                                         | BLUE OWL ASSET LEASING TRUST 2024-1 LLC                                         | CUSIP: 095921AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100999.98    | 0.05%             | 2030-03-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| BlueMountain CLO 2016-3 Ltd                                                     | BLUEMOUNTAIN CLO 2016-3 LTD                                                     | CUSIP: 09628VAW4<br>LEI: 549300EYIDIF4X8MHI21 | Long             | ABS-CBDO         | CORP              | KY        |    241228 | PA      | $240907.44    | 0.12%             | 2030-11-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| BlueMountain CLO 2018-3 Ltd                                                     | BLUEMOUNTAIN CLO 2018-3 LTD                                                     | CUSIP: 09630AAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    152773 | PA      | $152807.06    | 0.08%             | 2030-10-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP PARIBAS SA                                                                  | CUSIP: 09659W3C6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    475000 | PA      | $476762.25    | 0.24%             | 2029-05-09      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C4 Mortgage Trust                                                     | BMO 2024-5C4 MORTGAGE TRUST                                                     | CUSIP: 09660SAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    275000 | PA      | $291917.78    | 0.15%             | 2057-05-15      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO/THE                                                                   | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    210000 | PA      | $199895.64    | 0.10%             | 2029-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO/THE                                                                   | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    195000 | PA      | $191975.75    | 0.10%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO/THE                                                                   | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    417000 | PA      | $428995.42    | 0.22%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Bowling Green Park CLO LLC                                                      | BOWLING GREEN PARK CLO LLC                                                      | CUSIP: 102875AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    410000 | PA      | $406709.15    | 0.20%             | 2035-04-18      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                  | BP CAPITAL MARKETS AMERICA INC                                                  | CUSIP: 10373QAE0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    155000 | PA      | $154944.98    | 0.08%             | 2028-11-06      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust 2021-HE2                                        | BRAVO RESIDENTIAL FUNDING TRUST 2021-HE2                                        | CUSIP: 10569CAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    135000 | PA      | $134597.31    | 0.07%             | 2069-11-25      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial Global Funding                                            | BRIGHTHOUSE FINANCIAL GLOBAL FUNDING                                            | CUSIP: 10921U2C1<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68078.50     | 0.03%             | 2026-05-24      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                               | BROWN & BROWN INC                                                               | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110958.32    | 0.06%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2024-GPA3                                          | BX COMMERCIAL MORTGAGE TRUST 2024-GPA3                                          | CUSIP: 123910AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150034 | PA      | $150174.90    | 0.08%             | 2039-12-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2024-MDHS                                          | BX COMMERCIAL MORTGAGE TRUST 2024-MDHS                                          | CUSIP: 12433BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    182500 | PA      | $182727.76    | 0.09%             | 2041-05-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2024-MDHS                                          | BX COMMERCIAL MORTGAGE TRUST 2024-MDHS                                          | CUSIP: 12433BAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    182500 | PA      | $182727.76    | 0.09%             | 2041-05-15      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| BX Trust 2025-GW                                                                | BX TRUST 2025-GW                                                                | CUSIP: 12433GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    305000 | PA      | $305762.13    | 0.15%             | 2042-07-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2024-SLCT                                          | BX COMMERCIAL MORTGAGE TRUST 2024-SLCT                                          | CUSIP: 12433JAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100767.47    | 0.05%             | 2042-01-15      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2024-SLCT                                          | BX COMMERCIAL MORTGAGE TRUST 2024-SLCT                                          | CUSIP: 12433JAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    245000 | PA      | $243187.27    | 0.12%             | 2042-01-15      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| CBRE Services Inc                                                               | CBRE SERVICES INC                                                               | CUSIP: 12505BAJ9<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105263.97    | 0.05%             | 2030-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| COMM 2014-CCRE19 Mortgage Trust                                                 | COMM 2014-CCRE19 MORTGAGE TRUST                                                 | CUSIP: 12592GAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     65983 | PA      | $63343.85     | 0.03%             | 2047-08-10      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| CSL Finance PLC                                                                 | CSL FINANCE PLC                                                                 | CUSIP: 12661PAA7<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |     90000 | PA      | $89352.45     | 0.04%             | 2027-04-27      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS HEALTH CORP                                                                 | CUSIP: 126650CU2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    177000 | PA      | $174146.05    | 0.09%             | 2026-06-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS HEALTH CORP                                                                 | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    170000 | PA      | $169336.66    | 0.09%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS HEALTH CORP                                                                 | CUSIP: 126650DF4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    105000 | PA      | $103170.59    | 0.05%             | 2026-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS HEALTH CORP                                                                 | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    545000 | PA      | $510311.30    | 0.26%             | 2027-08-21      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS HEALTH CORP                                                                 | CUSIP: 126650DS6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    623000 | PA      | $622916.52    | 0.31%             | 2026-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COLT 2025-INV2 Mortgage Loan Trust                                              | COLT 2025-INV2 MORTGAGE LOAN TRUST                                              | CUSIP: 12673UAA2<br>LEI: 213800M5KYYIOHI7KW93 | Long             | ABS-MBS          | CORP              | US        |    192456 | PA      | $193531.07    | 0.10%             | 2070-02-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| COLT 2025-4 Mortgage Loan Trust                                                 | COLT 2025-4 MORTGAGE LOAN TRUST                                                 | CUSIP: 12674HAA0<br>LEI: 2138002WIT3BHLQD3E93 | Long             | ABS-MBS          | CORP              | US        |    111903 | PA      | $112973.12    | 0.06%             | 2070-04-25      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems Inc                                                      | CADENCE DESIGN SYSTEMS INC                                                      | CUSIP: 127387AM0<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24008.57     | 0.01%             | 2027-09-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                    | CAIXABANK SA                                                                    | CUSIP: 12803RAB0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    290000 | PA      | $297032.79    | 0.15%             | 2027-09-13      | Variable      | 6.68%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                  | CANADIAN NATURAL RESOURCES LTD                                                  | CUSIP: 136385AX9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    225000 | PA      | $222430.73    | 0.11%             | 2027-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                  | CANADIAN NATURAL RESOURCES LTD                                                  | CUSIP: 136385AZ4<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    485000 | PA      | $484489.78    | 0.24%             | 2025-07-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                     | CANADIAN PACIFIC RAILWAY CO                                                     | CUSIP: 13645RBE3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    135000 | PA      | $130293.77    | 0.07%             | 2026-12-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | CAPITAL ONE FINANCIAL CORP                                                      | CUSIP: 14040HCU7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    205000 | PA      | $205000.21    | 0.10%             | 2026-07-24      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | CAPITAL ONE FINANCIAL CORP                                                      | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    120000 | PA      | $125626.68    | 0.06%             | 2029-06-08      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | CAPITAL ONE FINANCIAL CORP                                                      | CUSIP: 14040HDB8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    115000 | PA      | $118804.32    | 0.06%             | 2027-10-29      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2023-2                                                  | CARMAX AUTO OWNER TRUST 2023-2                                                  | CUSIP: 142921AG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    265000 | PA      | $269163.84    | 0.14%             | 2028-11-15      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2023-2                                                  | CARMAX AUTO OWNER TRUST 2023-2                                                  | CUSIP: 142921AH8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    175000 | PA      | $179478.15    | 0.09%             | 2029-10-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2024-1                                                  | CARMAX AUTO OWNER TRUST 2024-1                                                  | CUSIP: 14318WAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    140000 | PA      | $142238.70    | 0.07%             | 2029-08-15      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2023-4                                                  | CARMAX AUTO OWNER TRUST 2023-4                                                  | CUSIP: 14318XAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    135000 | PA      | $140586.79    | 0.07%             | 2029-05-15      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2023-3                                                  | CARMAX AUTO OWNER TRUST 2023-3                                                  | CUSIP: 14319BAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $103080.08    | 0.05%             | 2030-12-16      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2024-2                                                  | CARMAX AUTO OWNER TRUST 2024-2                                                  | CUSIP: 14319EAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $103319.60    | 0.05%             | 2030-10-15      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| Carmax Select Receivables Trust 2024-A                                          | CARMAX SELECT RECEIVABLES TRUST 2024-A                                          | CUSIP: 14319FAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     65000 | PA      | $66061.90     | 0.03%             | 2030-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Carmax Select Receivables Trust 2024-A                                          | CARMAX SELECT RECEIVABLES TRUST 2024-A                                          | CUSIP: 14319FAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    290000 | PA      | $295066.24    | 0.15%             | 2030-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2024-3                                                  | CARMAX AUTO OWNER TRUST 2024-3                                                  | CUSIP: 14319GAH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     65000 | PA      | $66363.77     | 0.03%             | 2031-01-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2022-N1                                          | CARVANA AUTO RECEIVABLES TRUST 2022-N1                                          | CUSIP: 14686GAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     16800 | PA      | $16529.89     | 0.01%             | 2028-12-11      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2021-P4                                          | CARVANA AUTO RECEIVABLES TRUST 2021-P4                                          | CUSIP: 14687KAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    190000 | PA      | $182980.09    | 0.09%             | 2028-02-10      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2024-N2                                          | CARVANA AUTO RECEIVABLES TRUST 2024-N2                                          | CUSIP: 14687VAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $203026.84    | 0.10%             | 2030-09-10      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                        | CELANESE US HOLDINGS LLC                                                        | CUSIP: 15089QAK0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    225000 | PA      | $216281.25    | 0.11%             | 2026-08-05      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                        | CELANESE US HOLDINGS LLC                                                        | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    138000 | PA      | $142830.00    | 0.07%             | 2027-07-15      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                    | CENTENE CORP                                                                    | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    825000 | PA      | $797260.20    | 0.40%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CUSIP: 161175AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    221000 | PA      | $220973.70    | 0.11%             | 2025-07-23      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CUSIP: 161175CM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $122236.20    | 0.06%             | 2026-11-10      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Chenango Park CLO Ltd                                                           | CHENANGO PARK CLO LTD                                                           | CUSIP: 16409TAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249991.64    | 0.13%             | 2030-04-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Chenango Park CLO Ltd                                                           | CHENANGO PARK CLO LTD                                                           | CUSIP: 16409TAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    325000 | PA      | $325724.53    | 0.16%             | 2030-04-15      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                                            | CHENIERE CORPUS CHRISTI HOLDINGS LLC                                            | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    276000 | PA      | $278137.90    | 0.14%             | 2027-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CIFC Funding 2016-I Ltd                                                         | CIFC FUNDING 2016-I LTD                                                         | CUSIP: 17180TBL5<br>LEI: 54930076OPDXR0U68E20 | Long             | ABS-CBDO         | CORP              | KY        |    377971 | PA      | $377330.35    | 0.19%             | 2031-10-21      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| CIFC Funding 2016-I Ltd                                                         | CIFC FUNDING 2016-I LTD                                                         | CUSIP: 17180TBS0<br>LEI: 54930076OPDXR0U68E20 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $245407.26    | 0.12%             | 2031-10-21      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                                                                   | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    185000 | PA      | $188349.06    | 0.09%             | 2030-02-13      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                                               | CITIGROUP MORTGAGE LOAN TRUST INC                                               | CUSIP: 17328PAQ6<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |     42674 | PA      | $36829.47     | 0.02%             | 2050-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Clarus Capital Funding 2024-1 LLC                                               | CLARUS CAPITAL FUNDING 2024-1 LLC                                               | CUSIP: 18271JAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     85403 | PA      | $85478.73     | 0.04%             | 2032-08-20      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Clarus Capital Funding 2024-1 LLC                                               | CLARUS CAPITAL FUNDING 2024-1 LLC                                               | CUSIP: 18271JAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100003.65    | 0.05%             | 2032-08-20      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| CNO Global Funding                                                              | CNO GLOBAL FUNDING                                                              | CUSIP: 18977W2A7<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    505000 | PA      | $486130.17    | 0.24%             | 2026-10-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CNO Global Funding                                                              | CNO GLOBAL FUNDING                                                              | CUSIP: 18977W2G4<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    108000 | PA      | $108696.71    | 0.05%             | 2027-12-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Europacific Partners PLC                                              | COCA-COLA EUROPACIFIC PARTNERS PLC                                              | CUSIP: 19123MAF0<br>LEI: 549300LTH67W4GWMRF57 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $191424.00    | 0.10%             | 2027-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| COLT 2021-1 Mortgage Loan Trust                                                 | COLT 2021-1 MORTGAGE LOAN TRUST                                                 | CUSIP: 19688EAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     77870 | PA      | $67172.57     | 0.03%             | 2066-06-25      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| COLT 2024-INV4 Mortgage Loan Trust                                              | COLT 2024-INV4 MORTGAGE LOAN TRUST                                              | CUSIP: 19688QAC5<br>LEI: 2138008UGM66WOAUY633 | Long             | ABS-MBS          | CORP              | US        |    261815 | PA      | $263776.49    | 0.13%             | 2069-05-25      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| COLT 2024-6 Mortgage Loan Trust                                                 | COLT 2024-6 MORTGAGE LOAN TRUST                                                 | CUSIP: 19688XAB2<br>LEI: 213800U2X2TO1PQH1O75 | Long             | ABS-MBS          | CORP              | US        |    294700 | PA      | $295546.12    | 0.15%             | 2069-11-25      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Holding Co LLC                                               | COLUMBIA PIPELINES HOLDING CO LLC                                               | CUSIP: 19828AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $40453.16     | 0.02%             | 2026-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                                                                    | CUSIP: 20030NCT6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    115000 | PA      | $114735.04    | 0.06%             | 2028-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R03                                    | CONNECTICUT AVENUE SECURITIES TRUST 2025-R03                                    | CUSIP: 20754VAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    104933 | PA      | $105568.58    | 0.05%             | 2045-03-25      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                             | CONSTELLATION ENERGY GENERATION LLC                                             | CUSIP: 210385AB6<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    145000 | PA      | $149974.81    | 0.08%             | 2028-03-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE                                                                      | CUSIP: 21H052678<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    460000 | PA      | $460603.65    | 0.23%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cox Communications Inc                                                          | COX COMMUNICATIONS INC                                                          | CUSIP: 224044CG0<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118187.16    | 0.06%             | 2026-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Cox Communications Inc                                                          | COX COMMUNICATIONS INC                                                          | CUSIP: 224044CJ4<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98079.50     | 0.05%             | 2027-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                              | CREDIT AGRICOLE SA                                                              | CUSIP: 22535WAP2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    285000 | PA      | $289473.65    | 0.15%             | 2029-01-09      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                              | CREDIT AGRICOLE SA                                                              | CUSIP: 22535WAR8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $254307.75    | 0.13%             | 2031-05-27      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP AG                                                                    | CUSIP: 225401BC1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $205087.20    | 0.10%             | 2027-12-22      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| Cross 2024-H6 Mortgage Trust                                                    | CROSS 2024-H6 MORTGAGE TRUST                                                    | CUSIP: 227919AB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    383514 | PA      | $381984.01    | 0.19%             | 2069-09-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Crown Castle Towers LLC                                                         | CROWN CASTLE TOWERS LLC                                                         | CUSIP: 22822RBH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $78606.53     | 0.04%             | 2028-07-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INC                                                                | CUSIP: 22822VAB7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    320000 | PA      | $318568.64    | 0.16%             | 2026-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INC                                                                | CUSIP: 22822VAL5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39489.76     | 0.02%             | 2029-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INC                                                                | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    255000 | PA      | $245682.05    | 0.12%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INC                                                                | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    265000 | PA      | $257900.39    | 0.13%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INC                                                                | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    140000 | PA      | $141292.06    | 0.07%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INC                                                                | CUSIP: 22822VBB6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    195000 | PA      | $196100.39    | 0.10%             | 2028-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INC                                                                | CUSIP: 22822VBD2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    145000 | PA      | $149642.61    | 0.08%             | 2029-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                | CROWN CASTLE INTL CORP 4/2 144A CP 5.0300 20250722                              | CUSIP: 000000000<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    545000 | PA      | $543332.19    | 0.27%             | 2025-07-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC                                              | CYRUSONE DATA CENTERS ISSUER I LLC                                              | CUSIP: 23284BAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    360000 | PA      | $350561.16    | 0.18%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DLLAA 2023-1 LLC                                                                | DLLAA 2023-1 LLC                                                                | CUSIP: 23292HAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    185000 | PA      | $187231.43    | 0.09%             | 2028-02-22      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                   | DTE ENERGY CO                                                                   | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151571.40    | 0.08%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                   | DTE ENERGY CO                                                                   | CUSIP: 233331BN6<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204026.00    | 0.10%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DLLST 2024-1 LLC                                                                | DLLST 2024-1 LLC                                                                | CUSIP: 23346HAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     70000 | PA      | $70272.42     | 0.04%             | 2027-08-20      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| DLLST 2024-1 LLC                                                                | DLLST 2024-1 LLC                                                                | CUSIP: 23346HAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     20000 | PA      | $20162.49     | 0.01%             | 2030-04-22      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                         | DAIMLER TRUCK FINANCE NORTH AMERICA LLC                                         | CUSIP: 233853AP5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150454.65    | 0.08%             | 2026-01-16      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                         | DAIMLER TRUCK FINANCE NORTH AMERICA LLC                                         | CUSIP: 233853AV2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151024.20    | 0.08%             | 2027-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                         | DAIMLER TRUCK FINANCE NORTH AMERICA LLC                                         | CUSIP: 233853AY6<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    175000 | PA      | $177288.48    | 0.09%             | 2027-09-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                 | DANSKE BANK A/S                                                                 | CUSIP: 23636ABE0<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    200000 | PA      | $200577.60    | 0.10%             | 2026-09-22      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                 | DANSKE BANK A/S                                                                 | CUSIP: 23636ABG5<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    200000 | PA      | $203367.60    | 0.10%             | 2028-03-01      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                 | DANSKE BANK A/S                                                                 | CUSIP: 23636ABJ9<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    200000 | PA      | $199102.00    | 0.10%             | 2030-10-02      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants Inc                                                          | DARDEN RESTAURANTS INC                                                          | CUSIP: 237194AP0<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |    290000 | PA      | $289815.56    | 0.15%             | 2027-10-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust 2021-1                                     | DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2021-1                                     | CUSIP: 24380VAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15512 | PA      | $14755.02     | 0.01%             | 2065-05-25      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust 2021-2                                     | DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2021-2                                     | CUSIP: 24381WAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     38021 | PA      | $33724.53     | 0.02%             | 2066-04-25      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust 2023-3                                             | DELL EQUIPMENT FINANCE TRUST 2023-3                                             | CUSIP: 24702EAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101685.55    | 0.05%             | 2029-10-22      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust 2024-1                                             | DELL EQUIPMENT FINANCE TRUST 2024-1                                             | CUSIP: 24702GAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101610.45    | 0.05%             | 2030-09-23      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                               | DELL INTERNATIONAL LLC / EMC CORP                                               | CUSIP: 24703TAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $273128.49    | 0.14%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust 2025-1                                             | DELL EQUIPMENT FINANCE TRUST 2025-1                                             | CUSIP: 24703UAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101205.24    | 0.05%             | 2031-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust 2024-2                                             | DELL EQUIPMENT FINANCE TRUST 2024-2                                             | CUSIP: 24704EAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100622.82    | 0.05%             | 2030-08-22      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust 2024-2                                             | DELL EQUIPMENT FINANCE TRUST 2024-2                                             | CUSIP: 24704EAL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100692.55    | 0.05%             | 2031-02-24      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc                                                             | DELTA AIR LINES INC                                                             | CUSIP: 247361A24<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    185000 | PA      | $186031.75    | 0.09%             | 2028-07-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Diageo Investment Corp                                                          | DIAGEO INVESTMENT CORP                                                          | CUSIP: 25245BAC1<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205688.60    | 0.10%             | 2030-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                          | DIAMONDBACK ENERGY INC                                                          | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131780.74    | 0.07%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp                                                             | DOLLAR GENERAL CORP                                                             | CUSIP: 256677AE5<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |     97000 | PA      | $95951.33     | 0.05%             | 2027-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp                                                             | DOLLAR GENERAL CORP                                                             | CUSIP: 256677AF2<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    323000 | PA      | $320069.42    | 0.16%             | 2028-05-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp                                                             | DOLLAR GENERAL CORP                                                             | CUSIP: 256677AK1<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    155000 | PA      | $155807.09    | 0.08%             | 2027-11-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp                                                             | DOLLAR GENERAL CORP                                                             | CUSIP: 256677AN5<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    166000 | PA      | $169115.16    | 0.08%             | 2028-07-05      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding LLC                                                       | DRIVEN BRANDS FUNDING LLC                                                       | CUSIP: 26208LAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    182951 | PA      | $182251.98    | 0.09%             | 2049-04-20      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding LLC                                                       | DRIVEN BRANDS FUNDING LLC                                                       | CUSIP: 26208LAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    101428 | PA      | $99875.77     | 0.05%             | 2049-10-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Dryden 86 CLO Ltd                                                               | DRYDEN 86 CLO LTD                                                               | CUSIP: 26245XAL1<br>LEI: 25490017VKY7XEFZL303 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250303.37    | 0.13%             | 2034-07-17      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Dryden 77 CLO Ltd                                                               | DRYDEN 77 CLO LTD                                                               | CUSIP: 26252VAS0<br>LEI: 254900XGNUOV0Y3IBA68 | Long             | ABS-CBDO         | CORP              | KY        |    610000 | PA      | $610357.46    | 0.31%             | 2034-05-20      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                | DUKE ENERGY CORP                                                                | CUSIP: 26441CBS3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    140000 | PA      | $140055.72    | 0.07%             | 2028-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| EFMT 2024-INV2                                                                  | EFMT 2024-INV2                                                                  | CUSIP: 26844LAA6<br>LEI: 254900QTMZ2ZHRYMFA85 | Long             | ABS-MBS          | CORP              | US        |    233399 | PA      | $231792.71    | 0.12%             | 2069-10-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| EFMT 2024-INV2                                                                  | EFMT 2024-INV2                                                                  | CUSIP: 26844LAB4<br>LEI: 254900QTMZ2ZHRYMFA85 | Long             | ABS-MBS          | CORP              | US        |     95265 | PA      | $94737.01     | 0.05%             | 2069-10-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| EFMT 2024-NQM1                                                                  | EFMT 2024-NQM1                                                                  | CUSIP: 26845DAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    418752 | PA      | $420087.95    | 0.21%             | 2069-11-25      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                                        | EQT CORP                                                                        | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    420000 | PA      | $411816.30    | 0.21%             | 2026-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                            | ERAC USA FINANCE LLC                                                            | CUSIP: 26884TAV4<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    345000 | PA      | $347737.23    | 0.17%             | 2028-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                            | ERAC USA FINANCE LLC                                                            | CUSIP: 26884TAY8<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    140000 | PA      | $143019.10    | 0.07%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                                                        | EBAY INC                                                                        | CUSIP: 278642AU7<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    515000 | PA      | $508829.27    | 0.26%             | 2027-06-05      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-INV2                                                                  | EFMT 2025-INV2                                                                  | CUSIP: 281914AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     97470 | PA      | $97599.32     | 0.05%             | 2070-05-26      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Elara HGV Timeshare Issuer 2023-A LLC                                           | ELARA HGV TIMESHARE ISSUER 2023-A LLC                                           | CUSIP: 28415AAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     68080 | PA      | $70218.67     | 0.04%             | 2038-02-25      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Elara HGV Timeshare Issuer 2021-A LLC                                           | ELARA HGV TIMESHARE ISSUER 2021-A LLC                                           | CUSIP: 28416LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     28503 | PA      | $26966.10     | 0.01%             | 2035-08-27      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| Elara HGV Timeshare Issuer 2019-A LLC                                           | ELARA HGV TIMESHARE ISSUER 2019-A LLC                                           | CUSIP: 28416TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    101106 | PA      | $99422.49     | 0.05%             | 2034-01-25      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp                                                   | ELEMENT FLEET MANAGEMENT CORP                                                   | CUSIP: 286181AM4<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    175000 | PA      | $177887.50    | 0.09%             | 2027-03-13      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp                                                   | ELEMENT FLEET MANAGEMENT CORP                                                   | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    185000 | PA      | $186529.40    | 0.09%             | 2030-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | ENBRIDGE INC                                                                    | CUSIP: 29250NBW4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    110000 | PA      | $112052.71    | 0.06%             | 2026-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | ENBRIDGE INC                                                                    | CUSIP: 29250NBX2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     90000 | PA      | $94302.99     | 0.05%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | ENBRIDGE INC                                                                    | CUSIP: 29250NCH6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     90000 | PA      | $90485.01     | 0.05%             | 2028-06-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER LP                                                              | CUSIP: 29273VAR1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    475000 | PA      | $485079.50    | 0.24%             | 2026-12-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER LP                                                              | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    160000 | PA      | $163585.44    | 0.08%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                   | ENEL FINANCE INTERNATIONAL NV                                                   | CUSIP: 29278GAM0<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    265000 | PA      | $256814.15    | 0.13%             | 2026-07-12      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                   | ENEL FINANCE INTERNATIONAL NV                                                   | CUSIP: 29278GAZ1<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $201005.40    | 0.10%             | 2025-10-14      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2024-3 LLC                                           | ENTERPRISE FLEET FINANCING 2024-3 LLC                                           | CUSIP: 29375QAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $51032.12     | 0.03%             | 2031-03-20      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Equitable America Global Funding                                                | EQUITABLE AMERICA GLOBAL FUNDING                                                | CUSIP: 29446Q2A0<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |    235000 | PA      | $236952.62    | 0.12%             | 2028-06-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                                         | EQUITABLE FINANCIAL LIFE GLOBAL FUNDING                                         | CUSIP: 29449WAA5<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34976.41     | 0.02%             | 2025-07-07      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                                         | EQUITABLE FINANCIAL LIFE GLOBAL FUNDING                                         | CUSIP: 29449WAL1<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144614.40    | 0.07%             | 2026-11-12      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                              | ESSEX PORTFOLIO LP                                                              | CUSIP: 29717PAQ0<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    199000 | PA      | $196880.85    | 0.10%             | 2026-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| Exelon Corp                                                                     | EXELON CORP                                                                     | CUSIP: 30161NBM2<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102418.50    | 0.05%             | 2029-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2022-4                                      | EXETER AUTOMOBILE RECEIVABLES TRUST 2022-4                                      | CUSIP: 30166BAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    140000 | PA      | $140822.33    | 0.07%             | 2028-12-15      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2022-5                                      | EXETER AUTOMOBILE RECEIVABLES TRUST 2022-5                                      | CUSIP: 30167FAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    289808 | PA      | $290751.47    | 0.15%             | 2027-12-15      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| Exeter Select Automobile Receivables Trust 2025-1                               | EXETER SELECT AUTOMOBILE RECEIVABLES TRUST 2025-1                               | CUSIP: 30185AAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    135000 | PA      | $135840.06    | 0.07%             | 2031-08-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust 2021-ESH                                            | EXTENDED STAY AMERICA TRUST 2021-ESH                                            | CUSIP: 30227FAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    167257 | PA      | $167361.45    | 0.08%             | 2038-07-15      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| FMC Corp                                                                        | FMC CORP                                                                        | CUSIP: 302491AT2<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    135000 | PA      | $132469.70    | 0.07%             | 2026-10-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FMC Corp                                                                        | FMC CORP                                                                        | CUSIP: 302491AU9<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    219000 | PA      | $203812.79    | 0.10%             | 2029-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31283H6N0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     31665 | PA      | $32858.76     | 0.02%             | 2035-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC NON GOLD POOL                                                       | CUSIP: 3128JM6Y8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       632 | PA      | $642.55       | 0.00%             | 2035-02-01      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC NON GOLD POOL                                                       | CUSIP: 3128JNNV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1128 | PA      | $1148.39      | 0.00%             | 2037-01-01      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC NON GOLD POOL                                                       | CUSIP: 3128JRZ33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4583 | PA      | $4677.18      | 0.00%             | 2038-05-01      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC NON GOLD POOL                                                       | CUSIP: 3128LU7A8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6224 | PA      | $6435.92      | 0.00%             | 2038-02-01      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC NON GOLD POOL                                                       | CUSIP: 3128LUHZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       903 | PA      | $926.20       | 0.00%             | 2037-02-01      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128LXDC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10850 | PA      | $11340.32     | 0.01%             | 2035-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128M76Q4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1880 | PA      | $1929.88      | 0.00%             | 2038-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC NON GOLD POOL                                                       | CUSIP: 3128NC3S1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       897 | PA      | $915.95       | 0.00%             | 2035-07-01      | Variable      | 7.56%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC NON GOLD POOL                                                       | CUSIP: 3128NGEY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       599 | PA      | $620.10       | 0.00%             | 2036-10-01      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC NON GOLD POOL                                                       | CUSIP: 3128QJ2R6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4177 | PA      | $4269.57      | 0.00%             | 2037-04-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC NON GOLD POOL                                                       | CUSIP: 3128QJPK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1932 | PA      | $1985.16      | 0.00%             | 2036-11-01      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC NON GOLD POOL                                                       | CUSIP: 3128QLRA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3223 | PA      | $3335.40      | 0.00%             | 2036-01-01      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC NON GOLD POOL                                                       | CUSIP: 3128QS3L8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2012 | PA      | $2047.58      | 0.00%             | 2036-10-01      | Variable      | 7.61%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC NON GOLD POOL                                                       | CUSIP: 3128QSD29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1310 | PA      | $1342.20      | 0.00%             | 2037-05-01      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC NON GOLD POOL                                                       | CUSIP: 3128QTE91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9723 | PA      | $9904.64      | 0.00%             | 2038-06-01      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31297EJ72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1700 | PA      | $1775.88      | 0.00%             | 2034-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132CWG73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    102646 | PA      | $99014.06     | 0.05%             | 2034-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132DNDB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     86797 | PA      | $72849.36     | 0.04%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132DPED6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    227340 | PA      | $206042.15    | 0.10%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132DUQU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    188180 | PA      | $191412.17    | 0.10%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132DVE92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     84066 | PA      | $85680.57     | 0.04%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132DWDR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1846 | PA      | $1535.43      | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132DWDZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    222384 | PA      | $192532.81    | 0.10%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132DWES8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    868861 | PA      | $832664.13    | 0.42%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132DWGF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    126376 | PA      | $121129.46    | 0.06%             | 2053-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132E0A77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    236909 | PA      | $238765.53    | 0.12%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132E0K50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    313603 | PA      | $320693.86    | 0.16%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31335APZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     71990 | PA      | $66946.72     | 0.03%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31335CHF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     31477 | PA      | $33219.54     | 0.02%             | 2039-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31335CHG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     29286 | PA      | $30655.99     | 0.02%             | 2038-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3133CWHU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     32756 | PA      | $33906.11     | 0.02%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3133KH3Q7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22297 | PA      | $21567.00     | 0.01%             | 2050-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3133KHDK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27570 | PA      | $25974.48     | 0.01%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3133KNLC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    178081 | PA      | $149369.64    | 0.08%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31368HMT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       720 | PA      | $754.75       | 0.00%             | 2036-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31371LA58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     83252 | PA      | $84237.59     | 0.04%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Whole Loan Securities Trust                                         | FREDDIE MAC WHOLE LOAN SECURITIES TRUST                                         | CUSIP: 3137G1BM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     32915 | PA      | $32305.81     | 0.02%             | 2046-12-25      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Whole Loan Securities Trust 2017-SC02                               | FREDDIE MAC WHOLE LOAN SECURITIES TRUST 2017-SC02                               | CUSIP: 3137G1BY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4456 | PA      | $4425.51      | 0.00%             | 2047-05-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES                    | CUSIP: 3137HAZH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    152962 | PA      | $155243.24    | 0.08%             | 2030-06-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31385JJC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15178 | PA      | $15923.71     | 0.01%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138E2GB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16577 | PA      | $16385.40     | 0.01%             | 2027-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138EGQ49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19711 | PA      | $20214.95     | 0.01%             | 2041-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138EK3V5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5506 | PA      | $5442.68      | 0.00%             | 2028-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31402CVW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50025 | PA      | $51844.58     | 0.03%             | 2034-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31402QTS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5346 | PA      | $5583.98      | 0.00%             | 2034-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31402QVG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1886 | PA      | $1967.94      | 0.00%             | 2034-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31402QWA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30142 | PA      | $31008.11     | 0.02%             | 2035-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31402RDF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3422 | PA      | $3575.45      | 0.00%             | 2035-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31402RFT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27768 | PA      | $28146.09     | 0.01%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31402RR92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52399 | PA      | $54078.08     | 0.03%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31403C5R8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20497 | PA      | $21242.92     | 0.01%             | 2036-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31403DDX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1862 | PA      | $1922.05      | 0.00%             | 2036-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31403DE70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       432 | PA      | $453.36       | 0.00%             | 2036-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31403DQ69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3275 | PA      | $3360.77      | 0.00%             | 2036-07-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31403DWK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60193 | PA      | $63094.74     | 0.03%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31403VLM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4596 | PA      | $4680.53      | 0.00%             | 2034-01-01      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31406AUU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       744 | PA      | $762.12       | 0.00%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31407CB71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       591 | PA      | $594.95       | 0.00%             | 2035-07-01      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31408BQC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       446 | PA      | $454.25       | 0.00%             | 2035-12-01      | Variable      | 6.89%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31408DT95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3772 | PA      | $3841.46      | 0.00%             | 2035-12-01      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31408DVP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1575 | PA      | $1588.66      | 0.00%             | 2035-12-01      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31408GJG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       541 | PA      | $549.97       | 0.00%             | 2035-12-01      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140APFF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18933 | PA      | $19555.36     | 0.01%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140AXVY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21801 | PA      | $22517.19     | 0.01%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140M7LH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57362 | PA      | $59561.83     | 0.03%             | 2055-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140MHSH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     79457 | PA      | $66219.54     | 0.03%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140Q9NZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9111 | PA      | $8845.62      | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140Q9XM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    194212 | PA      | $188823.07    | 0.09%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140QCCH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36889 | PA      | $34678.16     | 0.02%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140QCLD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5926 | PA      | $5580.89      | 0.00%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140QCXQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21449 | PA      | $20746.63     | 0.01%             | 2050-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140QM4V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    162953 | PA      | $136497.85    | 0.07%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140QS3D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    157532 | PA      | $155660.84    | 0.08%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140QTBD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     73100 | PA      | $71887.76     | 0.04%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140QTEF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    160902 | PA      | $162290.37    | 0.08%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140QU6N1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    202474 | PA      | $199624.69    | 0.10%             | 2054-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140QUWR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29607 | PA      | $30273.13     | 0.02%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140QUXA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    247388 | PA      | $251926.76    | 0.13%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140QUZY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4152 | PA      | $4237.98      | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140QVAM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     98940 | PA      | $101386.13    | 0.05%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140XNZY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    207953 | PA      | $172655.64    | 0.09%             | 2054-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140XPHC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    222629 | PA      | $224549.39    | 0.11%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140XQ2C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1134462 | PA      | $1113982.95   | 0.56%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140XRDC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    230833 | PA      | $226559.57    | 0.11%             | 2054-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140XRSX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    329645 | PA      | $331414.18    | 0.17%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140Y6U57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    134914 | PA      | $139674.46    | 0.07%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31410GGR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2241 | PA      | $2349.35      | 0.00%             | 2037-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31410KGP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2023 | PA      | $2120.54      | 0.00%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31410KJR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15220 | PA      | $15646.79     | 0.01%             | 2038-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31410KJY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2444 | PA      | $2562.47      | 0.00%             | 2038-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31410LBR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12085 | PA      | $12524.67     | 0.01%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31411DUV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       720 | PA      | $736.81       | 0.00%             | 2036-12-01      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31411ETV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       573 | PA      | $595.97       | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31411HJ35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1527 | PA      | $1560.21      | 0.00%             | 2038-05-01      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31413MUF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1186 | PA      | $1207.99      | 0.00%             | 2037-09-01      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31413VJY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6366 | PA      | $6543.95      | 0.00%             | 2038-04-01      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31414DPA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4036 | PA      | $4158.18      | 0.00%             | 2038-05-01      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31415LL62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4321 | PA      | $4461.21      | 0.00%             | 2038-08-01      | Variable      | 7.34%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31416CA63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13686 | PA      | $14217.58     | 0.01%             | 2032-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31416CKX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     96242 | PA      | $100946.99    | 0.05%             | 2039-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418CS47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38754 | PA      | $35524.92     | 0.02%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418DTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     93450 | PA      | $74564.45     | 0.04%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418E2F6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2183322 | PA      | $2255430.36   | 1.13%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418EAQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49573 | PA      | $44933.75     | 0.02%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418EGJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    100364 | PA      | $93515.64     | 0.05%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418EHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    473867 | PA      | $441533.23    | 0.22%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418EJ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    209340 | PA      | $206171.47    | 0.10%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418EKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    286325 | PA      | $274417.48    | 0.14%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418MKV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7758 | PA      | $7978.28      | 0.00%             | 2039-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31419A3K1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12983 | PA      | $13610.10     | 0.01%             | 2039-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31419AF69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22541 | PA      | $23235.46     | 0.01%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31419AL70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9176 | PA      | $9620.09      | 0.00%             | 2040-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31419AX44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     91664 | PA      | $91342.09     | 0.05%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 31425UTP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23676 | PA      | $24453.82     | 0.01%             | 2054-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 31425VMB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     93730 | PA      | $95674.86     | 0.05%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 31425WYY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     35550 | PA      | $36727.58     | 0.02%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 31425YBE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11593 | PA      | $11973.59     | 0.01%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 31426K3Q7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    162845 | PA      | $165612.79    | 0.08%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 31426LK52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13090 | PA      | $13318.57     | 0.01%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 31426PDW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     50894 | PA      | $51759.66     | 0.03%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 31427M6N6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    466076 | PA      | $467345.58    | 0.23%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 31427MW49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     76204 | PA      | $77483.04     | 0.04%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 31427NWZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    327328 | PA      | $339263.63    | 0.17%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                      | FEDEX CORP                                                                      | CUSIP: 31428XBF2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    459000 | PA      | $454612.88    | 0.23%             | 2026-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust 2019-2                                       | ELLINGTON FINANCIAL MORTGAGE TRUST 2019-2                                       | CUSIP: 31573TAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10617 | PA      | $10086.46     | 0.01%             | 2059-11-25      | Variable      | 3.05%                 | No            |                  2 | On Loan: No      |
| Finance of America HECM Buyout 2024-HB1                                         | FINANCE OF AMERICA HECM BUYOUT 2024-HB1                                         | CUSIP: 31737DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    249610 | PA      | $247882.00    | 0.12%             | 2034-10-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                                    | FIRSTENERGY TRANSMISSION LLC                                                    | CUSIP: 33767BAG4<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80049.28     | 0.04%             | 2030-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes 2020-SFR2 Trust                                                  | FIRSTKEY HOMES 2020-SFR2 TRUST                                                  | CUSIP: 33767JAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    315000 | PA      | $310649.19    | 0.16%             | 2037-10-19      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes 2020-SFR1 Trust                                                  | FIRSTKEY HOMES 2020-SFR1 TRUST                                                  | CUSIP: 33767MAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $496289.60    | 0.25%             | 2037-08-17      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                      | FISERV INC                                                                      | CUSIP: 337738AR9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    184000 | PA      | $183002.17    | 0.09%             | 2028-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                      | FISERV INC                                                                      | CUSIP: 337738BJ6<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    235000 | PA      | $238089.55    | 0.12%             | 2027-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                                                | FIRSTENERGY CORP                                                                | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    340000 | PA      | $336481.00    | 0.17%             | 2027-07-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust 2020-1NV                                                | FLAGSTAR MORTGAGE TRUST 2020-1NV                                                | CUSIP: 33851YAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    114391 | PA      | $109508.20    | 0.06%             | 2050-03-25      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                                        | FMC CORP 4/2 144A CP 5.2500 20250703                                            | CUSIP: 000000000<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    545000 | PA      | $544767.29    | 0.27%             | 2025-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goto Foods Funding LLC                                                          | GOTO FOODS FUNDING LLC                                                          | CUSIP: 34417MAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    510600 | PA      | $507308.31    | 0.25%             | 2047-04-30      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2023-A                                             | FORD CREDIT AUTO OWNER TRUST 2023-A                                             | CUSIP: 344928AF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    410000 | PA      | $413617.31    | 0.21%             | 2029-01-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2023-A                                             | FORD CREDIT AUTO LEASE TRUST 2023-A                                             | CUSIP: 345287AG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     66288 | PA      | $66313.46     | 0.03%             | 2026-12-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                      | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A                                      | CUSIP: 34528QHY3<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    115000 | PA      | $115807.73    | 0.06%             | 2028-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                      | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A                                      | CUSIP: 34528QHZ0<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    135000 | PA      | $136211.03    | 0.07%             | 2028-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                      | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A                                      | CUSIP: 34528QJC9<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    140000 | PA      | $142078.40    | 0.07%             | 2029-04-15      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2023-B                                             | FORD CREDIT AUTO LEASE TRUST 2023-B                                             | CUSIP: 34529NAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    135000 | PA      | $136408.62    | 0.07%             | 2027-04-15      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2020-REV2                                          | FORD CREDIT AUTO OWNER TRUST 2020-REV2                                          | CUSIP: 34532JAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    145000 | PA      | $143601.05    | 0.07%             | 2033-04-15      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CREDIT CO LLC                                                        | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    235000 | PA      | $235109.04    | 0.12%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CREDIT CO LLC                                                        | CUSIP: 345397F81<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198121.60    | 0.10%             | 2026-11-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CREDIT CO LLC                                                        | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201505.80    | 0.10%             | 2028-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Fortress Credit Bsl VII Ltd                                                     | FORTRESS CREDIT BSL VII LTD                                                     | CUSIP: 34956NAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    138645 | PA      | $138616.73    | 0.07%             | 2032-07-23      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Fortress Credit Bsl VII Ltd                                                     | FORTRESS CREDIT BSL VII LTD                                                     | CUSIP: 34956NAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250192.44    | 0.13%             | 2032-07-23      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Fortress Credit Bsl VII Ltd                                                     | FORTRESS CREDIT BSL VII LTD                                                     | CUSIP: 34956NAQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $298863.26    | 0.15%             | 2032-07-23      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Fortinet Inc                                                                    | FORTINET INC                                                                    | CUSIP: 34959EAA7<br>LEI: 549300O0QJWDBAS0QX03 | Long             | DBT              | CORP              | US        |    330000 | PA      | $320975.49    | 0.16%             | 2026-03-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Fortive Corp                                                                    | FORTIVE CORP                                                                    | CUSIP: 34959JAG3<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |    264000 | PA      | $260482.20    | 0.13%             | 2026-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fortress Credit BSL VIII Ltd                                                    | FORTRESS CREDIT BSL VIII LTD                                                    | CUSIP: 34962DAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    234950 | PA      | $234069.84    | 0.12%             | 2032-10-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Fortress Credit BSL VIII Ltd                                                    | FORTRESS CREDIT BSL VIII LTD                                                    | CUSIP: 34962DAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    560000 | PA      | $554792.95    | 0.28%             | 2032-10-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Fortress Credit BSL XV Ltd                                                      | FORTRESS CREDIT BSL XV LTD                                                      | CUSIP: 34964WAN2<br>LEI: 254900VHYDP7XYPMH337 | Long             | ABS-CBDO         | CORP              | JE        |    580000 | PA      | $580576.98    | 0.29%             | 2033-10-18      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Fortress Credit BSL XVIII Ltd                                                   | FORTRESS CREDIT BSL XVIII LTD                                                   | CUSIP: 34965DAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    250000 | PA      | $249525.49    | 0.13%             | 2036-04-23      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Fortitude Group Holdings LLC                                                    | FORTITUDE GROUP HOLDINGS LLC                                                    | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |    510000 | PA      | $523633.32    | 0.26%             | 2030-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                           | FOUNDRY JV HOLDCO LLC                                                           | CUSIP: 350930AB9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208919.60    | 0.10%             | 2030-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                           | FOUNDRY JV HOLDCO LLC                                                           | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205122.60    | 0.10%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2023-HQA3                                         | FREDDIE MAC STACR REMIC TRUST 2023-HQA3                                         | CUSIP: 35564K3F4<br>LEI: 529900ZTXRUUVE8G8W08 | Long             | ABS-MBS          | USGSE             | US        |     90678 | PA      | $91755.72     | 0.05%             | 2043-11-25      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2021-DNA5                                         | FREDDIE MAC STACR REMIC TRUST 2021-DNA5                                         | CUSIP: 35564KHE2<br>LEI: 5493000ISU5NYXNHD479 | Long             | ABS-MBS          | USGSE             | US        |     37071 | PA      | $37234.80     | 0.02%             | 2034-01-25      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2021-DNA7                                         | FREDDIE MAC STACR REMIC TRUST 2021-DNA7                                         | CUSIP: 35564KMH9<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | USGSE             | US        |     90000 | PA      | $90642.86     | 0.05%             | 2041-11-25      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-DNA5                                         | FREDDIE MAC STACR REMIC TRUST 2022-DNA5                                         | CUSIP: 35564KYN3<br>LEI: 5493000IS349P4O9HR58 | Long             | ABS-MBS          | USGSE             | US        |    141455 | PA      | $144630.53    | 0.07%             | 2042-06-25      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2025-DNA1                                         | FREDDIE MAC STACR REMIC TRUST 2025-DNA1                                         | CUSIP: 35564NFY4<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-MBS          | USGSE             | US        |     69750 | PA      | $69641.19     | 0.03%             | 2045-01-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                                                             | FRONTIER ISSUER LLC                                                             | CUSIP: 35910EAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    240000 | PA      | $252429.96    | 0.13%             | 2053-08-20      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                                                             | FRONTIER ISSUER LLC                                                             | CUSIP: 35910EAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     65000 | PA      | $66931.79     | 0.03%             | 2054-06-20      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                                         | GA GLOBAL FUNDING TRUST                                                         | CUSIP: 36143L2R5<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    265000 | PA      | $271932.93    | 0.14%             | 2030-01-13      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                       | GATX CORP                                                                       | CUSIP: 361448AY9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    417000 | PA      | $410169.54    | 0.21%             | 2026-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                       | GATX CORP                                                                       | CUSIP: 361448AZ6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79041.76     | 0.04%             | 2027-03-30      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                       | GATX CORP                                                                       | CUSIP: 361448BP7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    135000 | PA      | $136769.04    | 0.07%             | 2027-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GCAT 2025-NQM1 Trust                                                            | GCAT 2025-NQM1 TRUST                                                            | CUSIP: 36171GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    165345 | PA      | $165583.65    | 0.08%             | 2069-11-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179TG33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    560658 | PA      | $501834.37    | 0.25%             | 2047-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179TLV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     39350 | PA      | $39289.53     | 0.02%             | 2047-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179TUE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     23419 | PA      | $23982.49     | 0.01%             | 2048-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179UPD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6018 | PA      | $6129.71      | 0.00%             | 2049-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179VV31<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24678 | PA      | $23483.40     | 0.01%             | 2050-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179WY85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17488 | PA      | $14243.87     | 0.01%             | 2052-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179XBS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    673968 | PA      | $614783.14    | 0.31%             | 2052-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179XFG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     61720 | PA      | $57682.98     | 0.03%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    244347 | PA      | $228804.16    | 0.11%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                                             | GMF FLOORPLAN OWNER REVOLVING TRUST                                             | CUSIP: 361886DQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    110000 | PA      | $111266.82    | 0.06%             | 2029-11-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                                             | GMF FLOORPLAN OWNER REVOLVING TRUST                                             | CUSIP: 361886DS0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    265000 | PA      | $267498.05    | 0.13%             | 2029-11-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36202EBU2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2123 | PA      | $2142.14      | 0.00%             | 2034-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36202EGC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1522 | PA      | $1534.74      | 0.00%             | 2035-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36202EGN3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1095 | PA      | $1104.72      | 0.00%             | 2036-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36202EH36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1426 | PA      | $1438.05      | 0.00%             | 2036-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36202FCP9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     52427 | PA      | $53070.88     | 0.03%             | 2039-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36202FEJ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2484 | PA      | $2506.51      | 0.00%             | 2040-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36202FQ82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     86829 | PA      | $87736.72     | 0.04%             | 2041-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2022-GR2                                    | GS MORTGAGE-BACKED SECURITIES TRUST 2022-GR2                                    | CUSIP: 36250BAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2616 | PA      | $2598.01      | 0.00%             | 2044-07-25      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Galton Funding Mortgage Trust 2017-1                                            | GALTON FUNDING MORTGAGE TRUST 2017-1                                            | CUSIP: 36417JAS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     27370 | PA      | $24966.73     | 0.01%             | 2057-11-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Galton Funding Mortgage Trust 2020-H1                                           | GALTON FUNDING MORTGAGE TRUST 2020-H1                                           | CUSIP: 36418HAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    380000 | PA      | $309932.56    | 0.16%             | 2060-01-25      | Variable      | 2.83%                 | No            |                  2 | On Loan: No      |
| Galton Funding Mortgage Trust 2019-1                                            | GALTON FUNDING MORTGAGE TRUST 2019-1                                            | CUSIP: 36418WAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8199 | PA      | $7998.08      | 0.00%             | 2059-02-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Galton Funding Mortgage Trust 2019-1                                            | GALTON FUNDING MORTGAGE TRUST 2019-1                                            | CUSIP: 36418WAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12554 | PA      | $11956.83     | 0.01%             | 2059-02-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Galton Funding Mortgage Trust 2019-H1                                           | GALTON FUNDING MORTGAGE TRUST 2019-H1                                           | CUSIP: 36418XAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    230000 | PA      | $221399.91    | 0.11%             | 2059-10-25      | Variable      | 3.34%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                               | GENERAL MOTORS CO                                                               | CUSIP: 37045VBC3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    145000 | PA      | $146718.54    | 0.07%             | 2028-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| General Motors Financial Co Inc                                                 | GENERAL MOTORS FINANCIAL CO INC                                                 | CUSIP: 37045XEF9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    135000 | PA      | $135645.44    | 0.07%             | 2026-04-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GENERAL MOTORS FINANCIAL CO INC                                                 | CUSIP: 37045XEQ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    196000 | PA      | $198648.74    | 0.10%             | 2027-05-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GENERAL MOTORS FINANCIAL CO INC                                                 | CUSIP: 37045XEX0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    317000 | PA      | $321596.50    | 0.16%             | 2027-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GENERAL MOTORS FINANCIAL CO INC                                                 | CUSIP: 37045XFE1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    385000 | PA      | $387784.32    | 0.19%             | 2028-04-04      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2023-1                       | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-1                       | CUSIP: 38013JAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     40000 | PA      | $40332.34     | 0.02%             | 2028-09-18      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GROUP INC/THE                                                     | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    530000 | PA      | $533971.29    | 0.27%             | 2028-04-23      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GROUP INC/THE                                                     | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    295000 | PA      | $301692.67    | 0.15%             | 2031-04-23      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GROUP INC/THE                                                     | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    190000 | PA      | $190135.66    | 0.10%             | 2028-08-23      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GROUP INC/THE                                                     | CUSIP: 38145GAM2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    390000 | PA      | $390473.46    | 0.20%             | 2026-08-10      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners Static 2024-1 Ltd                                        | GOLUB CAPITAL PARTNERS STATIC 2024-1 LTD                                        | CUSIP: 381929AQ1<br>LEI: 25490083RWI1EQQYLH43 | Long             | ABS-CBDO         | CORP              | KY        |    780000 | PA      | $780000.00    | 0.39%             | 2035-07-20      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Gray Oak Pipeline LLC                                                           | GRAY OAK PIPELINE LLC                                                           | CUSIP: 38937LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $104273.30    | 0.05%             | 2025-10-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| HF Sinclair Corp                                                                | HF SINCLAIR CORP                                                                | CUSIP: 403949AR1<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |    285000 | PA      | $291975.66    | 0.15%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HILT COMMERCIAL MORTGAGE TRUST 2024-ORL                                         | HILT COMMERCIAL MORTGAGE TRUST 2024-ORL                                         | CUSIP: 403956AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    240000 | PA      | $239925.00    | 0.12%             | 2037-05-15      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2024-1                                                    | HPEFS EQUIPMENT TRUST 2024-1                                                    | CUSIP: 403963AE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    340000 | PA      | $341141.69    | 0.17%             | 2031-05-20      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| HOMES 2025-NQM2 Trust                                                           | HOMES 2025-NQM2 TRUST                                                           | CUSIP: 403966AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    132412 | PA      | $132638.79    | 0.07%             | 2070-02-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA INC                                                                         | CUSIP: 404119BS7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    185000 | PA      | $184770.05    | 0.09%             | 2026-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA INC                                                                         | CUSIP: 404119CH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    260000 | PA      | $254633.08    | 0.13%             | 2027-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA INC                                                                         | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    525000 | PA      | $539899.50    | 0.27%             | 2028-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA INC 4/2 144A CP 0.0000 20250717                                             | CUSIP: 000000000<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    495000 | PA      | $493859.27    | 0.25%             | 2025-07-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS PLC                                                               | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    260000 | PA      | $264810.78    | 0.13%             | 2028-05-17      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS PLC                                                               | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    290000 | PA      | $293353.27    | 0.15%             | 2028-11-19      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS PLC                                                               | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    245000 | PA      | $246973.48    | 0.12%             | 2029-03-03      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2023-1                                                    | HPEFS EQUIPMENT TRUST 2023-1                                                    | CUSIP: 40443DAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    275000 | PA      | $275369.82    | 0.14%             | 2028-04-20      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2023-1                                                    | HPEFS EQUIPMENT TRUST 2023-1                                                    | CUSIP: 40443DAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100304.26    | 0.05%             | 2028-04-20      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2024-2                                                    | HPEFS EQUIPMENT TRUST 2024-2                                                    | CUSIP: 40444MAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101079.67    | 0.05%             | 2031-10-20      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2024-2                                                    | HPEFS EQUIPMENT TRUST 2024-2                                                    | CUSIP: 40444MAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    105000 | PA      | $106836.01    | 0.05%             | 2032-04-20      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Hardee s Funding LLC                                                            | HARDEE'S FUNDING LLC                                                            | CUSIP: 411707AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    125888 | PA      | $124292.24    | 0.06%             | 2048-06-20      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Hardee s Funding LLC                                                            | HARDEE'S FUNDING LLC                                                            | CUSIP: 411707AH5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    521332 | PA      | $495775.86    | 0.25%             | 2050-12-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Hardee s Funding LLC                                                            | HARDEE'S FUNDING LLC                                                            | CUSIP: 411707AK8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    139200 | PA      | $126908.67    | 0.06%             | 2051-06-20      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON FINL SER                                                        | HARLEY-DAVIDSON FINL SER 4/2 144A CP 5.0000 20250804                            | CUSIP: 000000000<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |    545000 | PA      | $542480.52    | 0.27%             | 2025-08-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Health Care Service Corp A Mutual Legal Reserve Co                              | HEALTH CARE SERVICE CORP A MUTUAL LEGAL RESERVE CO                              | CUSIP: 42218SAK4<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |    145000 | PA      | $147762.25    | 0.07%             | 2029-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Heineken NV                                                                     | HEINEKEN NV                                                                     | CUSIP: 423012AF0<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $982990.00    | 0.49%             | 2028-01-29      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Highmark Inc                                                                    | HIGHMARK INC                                                                    | CUSIP: 431116AD4<br>LEI: 549300B6868ZXXEB2Y57 | Long             | DBT              | CORP              | US        |    115000 | PA      | $111737.68    | 0.06%             | 2026-05-10      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust 2022-1D                                            | HILTON GRAND VACATIONS TRUST 2022-1D                                            | CUSIP: 43283BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     33523 | PA      | $33113.99     | 0.02%             | 2034-06-20      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust 2025-1                                             | HILTON GRAND VACATIONS TRUST 2025-1                                             | CUSIP: 43283CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    120000 | PA      | $121169.02    | 0.06%             | 2042-05-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust 2025-1                                             | HILTON GRAND VACATIONS TRUST 2025-1                                             | CUSIP: 43283CAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    205000 | PA      | $206698.45    | 0.10%             | 2042-05-27      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust 2023-1                                             | HILTON GRAND VACATIONS TRUST 2023-1                                             | CUSIP: 432917AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    175373 | PA      | $179534.42    | 0.09%             | 2038-01-25      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust 2023-1                                             | HILTON GRAND VACATIONS TRUST 2023-1                                             | CUSIP: 432917AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     45552 | PA      | $46957.49     | 0.02%             | 2038-01-25      | Fixed         | 6.94%                 | No            |                  2 | On Loan: No      |
| Amrize Finance US LLC                                                           | AMRIZE FINANCE US LLC                                                           | CUSIP: 43475RAB2<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    280000 | PA      | $282293.76    | 0.14%             | 2028-04-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Amrize Finance US LLC                                                           | AMRIZE FINANCE US LLC                                                           | CUSIP: 43475RAC0<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101349.30    | 0.05%             | 2030-04-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2023-2                                                    | HPEFS EQUIPMENT TRUST 2023-2                                                    | CUSIP: 44328UAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100887.19    | 0.05%             | 2031-01-21      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2023-2                                                    | HPEFS EQUIPMENT TRUST 2023-2                                                    | CUSIP: 44328UAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $203207.50    | 0.10%             | 2031-07-21      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                      | HUMANA INC                                                                      | CUSIP: 444859BU5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87456.42     | 0.04%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                      | HUMANA INC                                                                      | CUSIP: 444859BZ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    245000 | PA      | $254842.88    | 0.13%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries Inc                                               | HUNTINGTON INGALLS INDUSTRIES INC                                               | CUSIP: 446413BA3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82020.16     | 0.04%             | 2030-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes Series 2025-1                          | HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2025-1                          | CUSIP: 446438SX2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    286957 | PA      | $288092.22    | 0.14%             | 2033-03-21      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes Series 2024-1                          | HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2024-1                          | CUSIP: 44644NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    196639 | PA      | $199981.10    | 0.10%             | 2032-05-20      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes Series 2024-2                          | HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2024-2                          | CUSIP: 44644NAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    415415 | PA      | $419316.66    | 0.21%             | 2032-10-20      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Hudson Yards 2025-SPRL Mortgage Trust                                           | HUDSON YARDS 2025-SPRL MORTGAGE TRUST                                           | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $206170.30    | 0.10%             | 2040-01-13      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                         | HYUNDAI CAPITAL AMERICA                                                         | CUSIP: 44891ACB1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120734.52    | 0.06%             | 2026-03-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                         | HYUNDAI CAPITAL AMERICA                                                         | CUSIP: 44891ACD7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    160000 | PA      | $163630.72    | 0.08%             | 2028-03-30      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                         | HYUNDAI CAPITAL AMERICA                                                         | CUSIP: 44891ACQ8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120470.28    | 0.06%             | 2025-11-03      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                         | HYUNDAI CAPITAL AMERICA                                                         | CUSIP: 44891ACT2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100897.10    | 0.05%             | 2027-01-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                         | HYUNDAI CAPITAL AMERICA                                                         | CUSIP: 44891ADL8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    230000 | PA      | $231819.76    | 0.12%             | 2028-01-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                         | HYUNDAI CAPITAL AMERICA                                                         | CUSIP: 44891ADP9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    240000 | PA      | $240564.00    | 0.12%             | 2027-03-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                         | HYUNDAI CAPITAL AMERICA                                                         | CUSIP: 44891ADU8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    205000 | PA      | $206067.44    | 0.10%             | 2027-06-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Hyundai Auto Lease Securitization Trust 2025-B                                  | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-B                                  | CUSIP: 44935DAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    105000 | PA      | $105722.16    | 0.05%             | 2028-04-17      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2025-B                                  | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-B                                  | CUSIP: 44935DAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    215000 | PA      | $217360.33    | 0.11%             | 2029-08-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Icon Investments Six DAC                                                        | ICON INVESTMENTS SIX DAC                                                        | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    400000 | PA      | $408089.20    | 0.21%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                                                     | IMPERIAL BRANDS FINANCE PLC                                                     | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    220000 | PA      | $219723.68    | 0.11%             | 2028-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Imperial Fund Mortgage Trust 2021-NQM2                                          | IMPERIAL FUND MORTGAGE TRUST 2021-NQM2                                          | CUSIP: 452761AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     80788 | PA      | $69016.94     | 0.03%             | 2056-09-01      | Variable      | 1.52%                 | No            |                  2 | On Loan: No      |
| Imperial Fund Mortgage Trust 2022-NQM4                                          | IMPERIAL FUND MORTGAGE TRUST 2022-NQM4                                          | CUSIP: 45276NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    284530 | PA      | $283438.44    | 0.14%             | 2067-06-25      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                    | ING GROEP NV                                                                    | CUSIP: 456837BQ5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    290000 | PA      | $292564.47    | 0.15%             | 2029-03-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                                                                      | CUSIP: 458140AX8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     95000 | PA      | $93005.95     | 0.05%             | 2027-05-11      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                                                                      | CUSIP: 458140BY5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    165000 | PA      | $162658.16    | 0.08%             | 2027-08-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                                                                      | CUSIP: 458140BZ2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    180000 | PA      | $175926.78    | 0.09%             | 2029-08-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                                                                      | CUSIP: 458140CE8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     56000 | PA      | $56667.58     | 0.03%             | 2028-02-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                   | INTERCONTINENTAL EXCHANGE INC                                                   | CUSIP: 45866FBB9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    207000 | PA      | $202629.61    | 0.10%             | 2028-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                            | INTERNATIONAL BUSINESS MACHINES CORP                                            | CUSIP: 459200LF6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    682000 | PA      | $689924.84    | 0.35%             | 2028-02-10      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc                                                                       | IQVIA INC                                                                       | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    125000 | PA      | $130680.25    | 0.07%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Chase Auto Credit Linked Notes Series 2025-1                                    | CHASE AUTO CREDIT LINKED NOTES SERIES 2025-1                                    | CUSIP: 46591HCS7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $250000.00    | 0.13%             | 2033-02-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2019-BKWD                  | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2019-BKWD                  | CUSIP: 46591JAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    355000 | PA      | $301750.00    | 0.15%             | 2029-09-15      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2020-INV1                                              | JP MORGAN MORTGAGE TRUST 2020-INV1                                              | CUSIP: 46591VBH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     78252 | PA      | $70321.03     | 0.04%             | 2050-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust Series 2025-DSC1                                       | JP MORGAN MORTGAGE TRUST SERIES 2025-DSC1                                       | CUSIP: 46593TAA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    282812 | PA      | $284676.02    | 0.14%             | 2065-09-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Jack in the Box Funding LLC                                                     | JACK IN THE BOX FUNDING LLC                                                     | CUSIP: 466365AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    205700 | PA      | $198351.53    | 0.10%             | 2052-02-26      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE & CO                                                             | CUSIP: 46647PCF1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75189.23     | 0.04%             | 2027-04-22      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE & CO                                                             | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    180000 | PA      | $181672.02    | 0.09%             | 2028-01-23      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE & CO                                                             | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202381.60    | 0.10%             | 2028-07-22      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE & CO                                                             | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    220000 | PA      | $225477.34    | 0.11%             | 2031-04-22      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2020-609M                | J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2020-609M                | CUSIP: 46652RAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    255000 | PA      | $252450.00    | 0.13%             | 2033-10-15      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2020-609M                | J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2020-609M                | CUSIP: 46652RAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    210000 | PA      | $207956.20    | 0.10%             | 2033-10-15      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| Jackson National Life Global Funding                                            | JACKSON NATIONAL LIFE GLOBAL FUNDING                                            | CUSIP: 46849LUZ2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302397.30    | 0.15%             | 2026-04-10      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Jackson National Life Global Funding                                            | JACKSON NATIONAL LIFE GLOBAL FUNDING                                            | CUSIP: 46849LVA6<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    185000 | PA      | $188655.60    | 0.09%             | 2027-07-02      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Jackson National Life Global Funding                                            | JACKSON NATIONAL LIFE GLOBAL FUNDING                                            | CUSIP: 46849LVC2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    215000 | PA      | $216511.45    | 0.11%             | 2027-01-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Japan Tobacco Inc                                                               | JAPAN TOBACCO INC                                                               | CUSIP: 471105AC0<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |    430000 | PA      | $435858.32    | 0.22%             | 2028-05-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| KIND Trust 2021-KIND                                                            | KIND TRUST 2021-KIND                                                            | CUSIP: 482606AL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    243004 | PA      | $241041.19    | 0.12%             | 2038-08-15      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| KT Corp                                                                         | KT CORP                                                                         | CUSIP: 48268KAG6<br>LEI: 9884005ACF8449EANY26 | Long             | DBT              | CORP              | KR        |    450000 | PA      | $449671.80    | 0.23%             | 2025-08-08      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KT Corp                                                                         | KT CORP                                                                         | CUSIP: 48268KAH4<br>LEI: 9884005ACF8449EANY26 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $198885.07    | 0.10%             | 2028-02-02      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Keysight Technologies Inc                                                       | KEYSIGHT TECHNOLOGIES INC                                                       | CUSIP: 49338LAH6<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    230000 | PA      | $237133.91    | 0.12%             | 2030-07-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                               | KINDER MORGAN INC                                                               | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    235000 | PA      | $239382.05    | 0.12%             | 2030-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Korea Electric Power Corp                                                       | KOREA ELECTRIC POWER CORP                                                       | CUSIP: 500631AZ9<br>LEI: 988400QG33WS7JEIV602 | Long             | DBT              | NUSS              | KR        |    450000 | PA      | $455018.05    | 0.23%             | 2026-07-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Korea Hydro & Nuclear Power Co Ltd                                              | KOREA HYDRO & NUCLEAR POWER CO LTD                                              | CUSIP: 50064YAQ6<br>LEI: 9884008CRY5MLCN8OQ43 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $199928.64    | 0.10%             | 2027-07-27      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Korea Housing Finance Corp                                                      | KOREA HOUSING FINANCE CORP                                                      | CUSIP: 50065RAK3<br>LEI: 9884002AAOBT56QW9B80 | Long             | DBT              | NUSS              | KR        |    440000 | PA      | $444640.61    | 0.22%             | 2028-02-24      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                   | KROGER CO/THE                                                                   | CUSIP: 501044DE8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    209000 | PA      | $204642.35    | 0.10%             | 2026-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                   | KROGER CO/THE                                                                   | CUSIP: 501044DJ7<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     54000 | PA      | $53439.80     | 0.03%             | 2027-08-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc                                                                | LPL HOLDINGS INC                                                                | CUSIP: 50212YAC8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59785.44     | 0.03%             | 2027-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc                                                                | LPL HOLDINGS INC                                                                | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     90000 | PA      | $95767.83     | 0.05%             | 2028-11-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc                                                                | LPL HOLDINGS INC                                                                | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    343000 | PA      | $349343.44    | 0.18%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc                                                                | LPL HOLDINGS INC                                                                | CUSIP: 50212YAN4<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125680.63    | 0.06%             | 2028-04-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                               | LYB INTERNATIONAL FINANCE III LLC                                               | CUSIP: 50249AAF0<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    177000 | PA      | $175302.22    | 0.09%             | 2025-10-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                        | LLOYDS BANKING GROUP PLC                                                        | CUSIP: 53944YAZ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    220000 | PA      | $223112.12    | 0.11%             | 2028-01-05      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| Lowe s Cos Inc                                                                  | LOWE'S COS INC                                                                  | CUSIP: 548661EG8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78794.32     | 0.04%             | 2027-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Lowe s Cos Inc                                                                  | LOWE'S COS INC                                                                  | CUSIP: 548661EK9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    305000 | PA      | $304843.84    | 0.15%             | 2025-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Lowe s Cos Inc                                                                  | LOWE'S COS INC                                                                  | CUSIP: 548661EP8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175365.58    | 0.09%             | 2026-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| LSTAR Commercial Mortgage Trust 2017-5                                          | LSTAR COMMERCIAL MORTGAGE TRUST 2017-5                                          | CUSIP: 54910TAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    145000 | PA      | $139148.54    | 0.07%             | 2050-03-10      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| MFA 2021-INV1 Trust                                                             | MFA 2021-INV1 TRUST                                                             | CUSIP: 552747AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     18893 | PA      | $18194.83     | 0.01%             | 2056-01-25      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| MFA 2021-NQM2 Trust                                                             | MFA 2021-NQM2 TRUST                                                             | CUSIP: 55283WAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     38022 | PA      | $33579.63     | 0.02%             | 2064-11-25      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| MED Commercial Mortgage Trust 2024-MOB                                          | MED COMMERCIAL MORTGAGE TRUST 2024-MOB                                          | CUSIP: 55287BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    245000 | PA      | $244021.13    | 0.12%             | 2041-05-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC 2021-A                                               | MMAF EQUIPMENT FINANCE LLC 2021-A                                               | CUSIP: 55317JAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $97675.88     | 0.05%             | 2043-11-13      | Fixed         | 1.19%                 | No            |                  2 | On Loan: No      |
| MVW 2021-1W LLC                                                                 | MVW 2021-1W LLC                                                                 | CUSIP: 55389TAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     20282 | PA      | $19347.05     | 0.01%             | 2041-01-22      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| MVW 2020-1 LLC                                                                  | MVW 2020-1 LLC                                                                  | CUSIP: 55400EAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     45975 | PA      | $44566.98     | 0.02%             | 2037-10-20      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| MVW 2020-1 LLC                                                                  | MVW 2020-1 LLC                                                                  | CUSIP: 55400EAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     60780 | PA      | $59326.08     | 0.03%             | 2037-10-20      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| MVW 2023-2 LLC                                                                  | MVW 2023-2 LLC                                                                  | CUSIP: 55400WAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     71199 | PA      | $72834.46     | 0.04%             | 2040-11-20      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| MVW 2023-2 LLC                                                                  | MVW 2023-2 LLC                                                                  | CUSIP: 55400WAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     57419 | PA      | $58589.81     | 0.03%             | 2040-11-20      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| Ma aden Sukuk Ltd                                                               | MA'ADEN SUKUK LTD                                                               | CUSIP: 55407NAA0<br>LEI: 254900QDNU6I6VA8UL14 | Long             | DBT              | NUSS              | KY        |    340000 | PA      | $346263.82    | 0.17%             | 2030-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XXXIII Ltd                                                 | MADISON PARK FUNDING XXXIII LTD                                                 | CUSIP: 55819JAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    484562 | PA      | $485027.26    | 0.24%             | 2032-10-15      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XXIV Ltd                                                   | MADISON PARK FUNDING XXIV LTD                                                   | CUSIP: 55820NBA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250503.20    | 0.13%             | 2029-10-20      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XXIII Ltd                                                  | MADISON PARK FUNDING XXIII LTD                                                  | CUSIP: 55820TAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    156281 | PA      | $156427.76    | 0.08%             | 2031-07-27      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XXIII Ltd                                                  | MADISON PARK FUNDING XXIII LTD                                                  | CUSIP: 55820TAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250225.11    | 0.13%             | 2031-07-27      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XLII Ltd                                                   | MADISON PARK FUNDING XLII LTD                                                   | CUSIP: 55822RAA8<br>LEI: 549300YWZ8HFDYP0MR16 | Long             | ABS-CBDO         | CORP              | KY        |    259163 | PA      | $258811.37    | 0.13%             | 2030-11-21      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Manufacturers & Traders Trust Co                                                | MANUFACTURERS & TRADERS TRUST CO                                                | CUSIP: 564760CC8<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251739.00    | 0.13%             | 2028-07-06      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| Marble Point CLO XV Ltd                                                         | MARBLE POINT CLO XV LTD                                                         | CUSIP: 56606YAW5<br>LEI: 549300CO8XB55W8SS394 | Long             | ABS-CBDO         | CORP              | KY        |    326052 | PA      | $324891.04    | 0.16%             | 2032-07-23      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Marble Point CLO XIV Ltd                                                        | MARBLE POINT CLO XIV LTD                                                        | CUSIP: 56608KAW3<br>LEI: 254900N4UCG37B1HFL93 | Long             | ABS-CBDO         | CORP              | KY        |    489710 | PA      | $489078.57    | 0.25%             | 2032-01-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                                        | MARS INC                                                                        | CUSIP: 571676AT2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    405000 | PA      | $408148.88    | 0.21%             | 2028-04-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                                        | MARS INC                                                                        | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    280000 | PA      | $282234.12    | 0.14%             | 2028-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                                        | MARS INC                                                                        | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    255000 | PA      | $258237.99    | 0.13%             | 2030-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                        | MARSH & MCLENNAN COS INC                                                        | CUSIP: 571748BY7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    365000 | PA      | $367632.02    | 0.18%             | 2027-11-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                   | MARRIOTT INTERNATIONAL INC/MD                                                   | CUSIP: 571903AS2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    365000 | PA      | $360680.96    | 0.18%             | 2026-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                   | MARRIOTT INTERNATIONAL INC/MD                                                   | CUSIP: 571903BM4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90965.79     | 0.05%             | 2026-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                                          | MARVELL TECHNOLOGY INC                                                          | CUSIP: 573874AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $126921.99    | 0.06%             | 2026-04-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                                          | MARVELL TECHNOLOGY INC                                                          | CUSIP: 573874AN4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $403638.40    | 0.20%             | 2028-06-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                                          | MARVELL TECHNOLOGY INC                                                          | CUSIP: 573874AR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $85392.02     | 0.04%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Mattel Inc                                                                      | MATTEL INC                                                                      | CUSIP: 577081BE1<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    329000 | PA      | $324114.35    | 0.16%             | 2026-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| McDonald s Corp                                                                 | MCDONALD'S CORP                                                                 | CUSIP: 58013MFF6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    447000 | PA      | $443062.38    | 0.22%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                         | MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                         | CUSIP: 58769JAF4<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    190000 | PA      | $190476.14    | 0.10%             | 2026-03-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                         | MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                         | CUSIP: 58769JAQ0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    565000 | PA      | $567542.50    | 0.29%             | 2027-01-11      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| METLIFE SECURITIZATION TRUST                                                    | METLIFE SECURITIZATION TRUST                                                    | CUSIP: 59166BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     80536 | PA      | $77071.91     | 0.04%             | 2055-04-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                              | METROPOLITAN LIFE GLOBAL FUNDING I                                              | CUSIP: 59217GFC8<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    335000 | PA      | $334651.94    | 0.17%             | 2025-08-25      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                           | MICRON TECHNOLOGY INC                                                           | CUSIP: 595112CA9<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    535000 | PA      | $549375.99    | 0.28%             | 2028-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MidOcean Credit CLO VI                                                          | MIDOCEAN CREDIT CLO VI                                                          | CUSIP: 59802XBN2<br>LEI: 549300YUUBR2C1GYW366 | Long             | ABS-CBDO         | CORP              | KY        |    128173 | PA      | $128250.78    | 0.06%             | 2033-04-20      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Mohawk Industries Inc                                                           | MOHAWK INDUSTRIES INC                                                           | CUSIP: 608190AM6<br>LEI: 549300JI1115MG3Q6322 | Long             | DBT              | CORP              | US        |    120000 | PA      | $124508.40    | 0.06%             | 2028-09-18      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                                                                  | CUSIP: 61747YEX9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250961.50    | 0.13%             | 2026-10-16      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                                                                  | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    280000 | PA      | $284100.60    | 0.14%             | 2029-04-12      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2014-150E                                        | MORGAN STANLEY CAPITAL I TRUST 2014-150E                                        | CUSIP: 61764BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    340000 | PA      | $301087.34    | 0.15%             | 2032-09-09      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| MVW 2023-1 LLC                                                                  | MVW 2023-1 LLC                                                                  | CUSIP: 62848PAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    149905 | PA      | $151028.10    | 0.08%             | 2040-10-20      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Utah Acquisition Sub Inc                                                        | UTAH ACQUISITION SUB INC                                                        | CUSIP: 62854AAN4<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |    263000 | PA      | $259735.12    | 0.13%             | 2026-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NBN Co Ltd                                                                      | NBN CO LTD                                                                      | CUSIP: 62878U2A9<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |    405000 | PA      | $394923.60    | 0.20%             | 2026-05-05      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                                                  | NRG ENERGY INC                                                                  | CUSIP: 629377CN0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    140000 | PA      | $137468.10    | 0.07%             | 2025-12-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                                          | NXP BV / NXP FUNDING LLC / NXP USA INC                                          | CUSIP: 62954HAV0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    238000 | PA      | $235462.92    | 0.12%             | 2029-06-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                                          | NXP BV / NXP FUNDING LLC / NXP USA INC                                          | CUSIP: 62954HAX6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     55000 | PA      | $53794.35     | 0.03%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                                          | NXP BV / NXP FUNDING LLC / NXP USA INC                                          | CUSIP: 62954HAZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    190000 | PA      | $188435.35    | 0.09%             | 2026-06-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                                          | NXP BV / NXP FUNDING LLC / NXP USA INC                                          | CUSIP: 62954HBE7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     35000 | PA      | $35007.28     | 0.02%             | 2027-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                | NTT FINANCE CORP                                                                | CUSIP: 62954WAJ4<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $199955.20    | 0.10%             | 2025-07-25      | Fixed         | 4.24%                 | No            |                  2 | On Loan: —       |
| Nasdaq Inc                                                                      | NASDAQ INC                                                                      | CUSIP: 63111XAH4<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    105000 | PA      | $107882.57    | 0.05%             | 2028-06-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Nassau 2018-II Ltd                                                              | NASSAU 2018-II LTD                                                              | CUSIP: 63152PAA6<br>LEI: 549300TDGAMJFORBZE92 | Long             | ABS-CBDO         | CORP              | KY        |     98726 | PA      | $98765.56     | 0.05%             | 2031-10-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                               | NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP                               | CUSIP: 63743HFG2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    210000 | PA      | $213102.75    | 0.11%             | 2028-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                               | NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP                               | CUSIP: 63743HFR8<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    157000 | PA      | $159476.05    | 0.08%             | 2027-05-06      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                               | NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP                               | CUSIP: 63743HFT4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    118000 | PA      | $117705.12    | 0.06%             | 2027-09-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Navistar Financial Dealer Note Master Owner Trust II                            | NAVISTAR FINANCIAL DEALER NOTE MASTER OWNER TRUST II                            | CUSIP: 63938PBU2<br>LEI: 549300S28N49H5RT4J50 | Long             | ABS-O            | CORP              | US        |    175000 | PA      | $175217.67    | 0.09%             | 2028-08-25      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Navistar Financial Dealer Note Master Owner Trust                               | NAVISTAR FINANCIAL DEALER NOTE MASTER OWNER TRUST                               | CUSIP: 63938PBX6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25000 | PA      | $25179.03     | 0.01%             | 2029-04-25      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Navistar Financial Dealer Note Master Owner Trust                               | NAVISTAR FINANCIAL DEALER NOTE MASTER OWNER TRUST                               | CUSIP: 63938PBY4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     40000 | PA      | $40253.70     | 0.02%             | 2029-04-25      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2019-D                                | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-D                                | CUSIP: 63941CAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     53493 | PA      | $51903.11     | 0.03%             | 2059-12-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2020-D                                | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-D                                | CUSIP: 63941HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     24814 | PA      | $23503.47     | 0.01%             | 2069-05-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2019-G                                | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-G                                | CUSIP: 63941JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     33910 | PA      | $32706.98     | 0.02%             | 2068-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2020-G                                | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-G                                | CUSIP: 63941UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     32145 | PA      | $29934.95     | 0.02%             | 2069-09-16      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2020-F                                | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-F                                | CUSIP: 63941XAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     68892 | PA      | $64208.04     | 0.03%             | 2069-07-15      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust 2005-4                                                | NELNET STUDENT LOAN TRUST 2005-4                                                | CUSIP: 64031QCJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    142988 | PA      | $139924.70    | 0.07%             | 2032-03-22      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust 2020-1                                                | NELNET STUDENT LOAN TRUST 2020-1                                                | CUSIP: 64034GAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     86216 | PA      | $85679.71     | 0.04%             | 2068-03-26      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust 2021-C                                                | NELNET STUDENT LOAN TRUST 2021-C                                                | CUSIP: 64035GAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    161972 | PA      | $151422.95    | 0.08%             | 2062-04-20      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 32 Ltd                                       | NEUBERGER BERMAN LOAN ADVISERS CLO 32 LTD                                       | CUSIP: 64132DAJ7<br>LEI: 5493007YBEOXQIHH3C54 | Long             | ABS-CBDO         | CORP              | KY        |    347710 | PA      | $348141.32    | 0.17%             | 2032-01-20      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers Clo 43 Ltd                                       | NEUBERGER BERMAN LOAN ADVISERS CLO 43 LTD                                       | CUSIP: 64134AAJ1<br>LEI: 549300N83MM16HCONB28 | Long             | ABS-CBDO         | CORP              | KY        |    670000 | PA      | $668666.18    | 0.34%             | 2036-07-17      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                             | NEXTERA ENERGY CAPITAL HOLDINGS INC                                             | CUSIP: 65339KBS8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130173.16    | 0.07%             | 2025-09-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                             | NEXTERA ENERGY CAPITAL HOLDINGS INC                                             | CUSIP: 65339KBY5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    310000 | PA      | $298952.84    | 0.15%             | 2027-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                    | NISOURCE INC                                                                    | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61394.58     | 0.03%             | 2028-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                           | NORTHROP GRUMMAN CORP                                                           | CUSIP: 666807BN1<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58601.04     | 0.03%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Global Funding                                              | NORTHWESTERN MUTUAL GLOBAL FUNDING                                              | CUSIP: 66815L2K4<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |    215000 | PA      | $215706.71    | 0.11%             | 2027-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                     | NUTRIEN LTD                                                                     | CUSIP: 67077MBA5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    110000 | PA      | $111621.73    | 0.06%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| O Reilly Automotive Inc                                                         | O'REILLY AUTOMOTIVE INC                                                         | CUSIP: 67103HAG2<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    195000 | PA      | $195287.04    | 0.10%             | 2028-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| O Reilly Automotive Inc                                                         | O'REILLY AUTOMOTIVE INC                                                         | CUSIP: 67103HAM9<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    573000 | PA      | $583142.67    | 0.29%             | 2026-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OZLM Funding II Ltd                                                             | OZLM FUNDING II LTD                                                             | CUSIP: 67108BBU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    106556 | PA      | $106556.18    | 0.05%             | 2031-07-30      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| OZLM Funding II Ltd                                                             | OZLM FUNDING II LTD                                                             | CUSIP: 67108BCG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500000.00    | 0.25%             | 2037-07-30      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| OZLM Funding II Ltd                                                             | OZLM FUNDING II LTD                                                             | CUSIP: 67108BCJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    315000 | PA      | $315000.00    | 0.16%             | 2037-07-30      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| OZLM XXI Ltd                                                                    | OZLM XXI LTD                                                                    | CUSIP: 67112AAJ0<br>LEI: 5493002HF6D1C4B1AK86 | Long             | ABS-CBDO         | CORP              | KY        |    120481 | PA      | $120493.98    | 0.06%             | 2031-01-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| OBX 2020-INV1 Trust                                                             | OBX 2020-INV1 TRUST                                                             | CUSIP: 67113CAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     46413 | PA      | $41756.07     | 0.02%             | 2049-12-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| OBX 2019-EXP2 Trust                                                             | OBX 2019-EXP2 TRUST                                                             | CUSIP: 67113KAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9300 | PA      | $9209.44      | 0.00%             | 2059-06-25      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| OBX 2020-EXP1 Trust                                                             | OBX 2020-EXP1 TRUST                                                             | CUSIP: 67448TBF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20803 | PA      | $20548.64     | 0.01%             | 2060-02-25      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM6 Trust                                                             | OBX 2025-NQM6 TRUST                                                             | CUSIP: 67448UAA0<br>LEI: 254900W46UQEWQMYYZ02 | Long             | ABS-MBS          | CORP              | US        |    185471 | PA      | $186206.28    | 0.09%             | 2065-03-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| OBX 2020-EXP2 Trust                                                             | OBX 2020-EXP2 TRUST                                                             | CUSIP: 67448VAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20417 | PA      | $17840.17     | 0.01%             | 2060-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                       | OCCIDENTAL PETROLEUM CORP                                                       | CUSIP: 674599EH4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    160000 | PA      | $161207.04    | 0.08%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                       | OCCIDENTAL PETROLEUM CORP                                                       | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    115000 | PA      | $115484.73    | 0.06%             | 2029-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust 2023-3                                                 | OCTANE RECEIVABLES TRUST 2023-3                                                 | CUSIP: 67571CAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101700.24    | 0.05%             | 2029-07-20      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust 2023-3                                                 | OCTANE RECEIVABLES TRUST 2023-3                                                 | CUSIP: 67571CAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $102532.95    | 0.05%             | 2029-08-20      | Fixed         | 6.74%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust 2022-1                                                 | OCTANE RECEIVABLES TRUST 2022-1                                                 | CUSIP: 67571EAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    137200 | PA      | $137167.70    | 0.07%             | 2028-05-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust 2024-3                                                 | OCTANE RECEIVABLES TRUST 2024-3                                                 | CUSIP: 67571GAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     95138 | PA      | $95405.23     | 0.05%             | 2030-05-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust 2024-3                                                 | OCTANE RECEIVABLES TRUST 2024-3                                                 | CUSIP: 67571GAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101871.35    | 0.05%             | 2031-10-20      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XXI Ltd                                             | OCTAGON INVESTMENT PARTNERS XXI LTD                                             | CUSIP: 67590QBW6<br>LEI: 549300XIS9D4AHDX5A35 | Long             | ABS-CBDO         | CORP              | KY        |    210320 | PA      | $210026.95    | 0.11%             | 2031-02-14      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XXI Ltd                                             | OCTAGON INVESTMENT PARTNERS XXI LTD                                             | CUSIP: 67590QCA3<br>LEI: 549300XIS9D4AHDX5A35 | Long             | ABS-CBDO         | CORP              | KY        |    420000 | PA      | $418391.61    | 0.21%             | 2031-02-14      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XXI Ltd                                             | OCTAGON INVESTMENT PARTNERS XXI LTD                                             | CUSIP: 67590QCC9<br>LEI: 549300XIS9D4AHDX5A35 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $248522.94    | 0.12%             | 2031-02-14      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 39 Ltd                                              | OCTAGON INVESTMENT PARTNERS 39 LTD                                              | CUSIP: 67592CAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    172914 | PA      | $172986.57    | 0.09%             | 2030-10-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc / Omnicom Capital Inc                                         | OMNICOM GROUP INC / OMNICOM CAPITAL INC                                         | CUSIP: 68217FAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $84441.81     | 0.04%             | 2026-04-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ONE 2021-PARK Mortgage Trust                                                    | ONE 2021-PARK MORTGAGE TRUST                                                    | CUSIP: 682413AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    315000 | PA      | $302400.00    | 0.15%             | 2036-03-15      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| ONE 2021-PARK Mortgage Trust                                                    | ONE 2021-PARK MORTGAGE TRUST                                                    | CUSIP: 682413AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    170000 | PA      | $161239.46    | 0.08%             | 2036-03-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                       | ONEOK INC                                                                       | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    245000 | PA      | $248158.05    | 0.12%             | 2026-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                       | ONEOK INC                                                                       | CUSIP: 682680CB7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399270.80    | 0.20%             | 2027-09-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                       | ONEOK INC                                                                       | CUSIP: 682680CL5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    465000 | PA      | $465049.76    | 0.23%             | 2026-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                                                                     | CUSIP: 68389XCC7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    505000 | PA      | $494872.23    | 0.25%             | 2026-03-25      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                                                                     | CUSIP: 68389XCF0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    140000 | PA      | $140487.48    | 0.07%             | 2025-11-10      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                   | OWENS CORNING                                                                   | CUSIP: 690742AF8<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    133000 | PA      | $131414.64    | 0.07%             | 2026-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                   | OWENS CORNING                                                                   | CUSIP: 690742AN1<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    170000 | PA      | $173520.02    | 0.09%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                            | PNC FINANCIAL SERVICES GROUP INC/THE                                            | CUSIP: 693475BL8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    265000 | PA      | $265520.73    | 0.13%             | 2027-01-26      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| Paychex Inc                                                                     | PAYCHEX INC                                                                     | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    495000 | PA      | $506993.36    | 0.25%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PeaceHealth Obligated Group                                                     | PEACEHEALTH OBLIGATED GROUP                                                     | CUSIP: 70462GAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $49338.70     | 0.02%             | 2025-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                                   | PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP                                   | CUSIP: 709599AW4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $78816.80     | 0.04%             | 2026-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                                   | PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP                                   | CUSIP: 709599BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $48668.30     | 0.02%             | 2026-06-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                                   | PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP                                   | CUSIP: 709599BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    530000 | PA      | $533985.60    | 0.27%             | 2026-05-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                                   | PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP                                   | CUSIP: 709599BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $136536.71    | 0.07%             | 2027-01-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS INTERNATIONAL INC                                                 | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     83000 | PA      | $84618.83     | 0.04%             | 2027-11-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Porsche Innovative Lease Owner Trust 2025-1                                     | PORSCHE INNOVATIVE LEASE OWNER TRUST 2025-1                                     | CUSIP: 73329KAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101028.38    | 0.05%             | 2030-11-20      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Post Road Equipment Finance 2024-1 LLC                                          | POST ROAD EQUIPMENT FINANCE 2024-1 LLC                                          | CUSIP: 737473AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     65466 | PA      | $65781.42     | 0.03%             | 2029-11-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Post Road Equipment Finance 2024-1 LLC                                          | POST ROAD EQUIPMENT FINANCE 2024-1 LLC                                          | CUSIP: 737473AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    165000 | PA      | $167482.21    | 0.08%             | 2030-10-15      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2021-SFR8 Trust                                            | PROGRESS RESIDENTIAL 2021-SFR8 TRUST                                            | CUSIP: 74333TAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    240000 | PA      | $232272.86    | 0.12%             | 2038-10-17      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2021-SFR3                                                  | PROGRESS RESIDENTIAL 2021-SFR3                                                  | CUSIP: 74333VAN4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $98601.02     | 0.05%             | 2026-05-17      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                     | PROLOGIS LP                                                                     | CUSIP: 74340XBH3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     95000 | PA      | $94240.00     | 0.05%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                                             | PUBLIC SERVICE ENTERPRISE GROUP INC                                             | CUSIP: 744573BA3<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    345000 | PA      | $350385.45    | 0.18%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ROCK Trust 2024-CNTR                                                            | ROCK TRUST 2024-CNTR                                                            | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $306895.56    | 0.15%             | 2041-11-13      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                        | RTX CORP                                                                        | CUSIP: 75513EBZ3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    150000 | PA      | $160112.25    | 0.08%             | 2028-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                              | REALTY INCOME CORP                                                              | CUSIP: 756109BQ6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64995.26     | 0.03%             | 2026-01-13      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp                                                              | REGAL REXNORD CORP                                                              | CUSIP: 758750AL7<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    576000 | PA      | $578774.59    | 0.29%             | 2026-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp                                                              | REGAL REXNORD CORP                                                              | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    280000 | PA      | $288245.44    | 0.14%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America Inc                                                | REINSURANCE GROUP OF AMERICA INC                                                | CUSIP: 759351AM1<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    214000 | PA      | $212352.63    | 0.11%             | 2026-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                           | REPUBLIC SERVICES INC                                                           | CUSIP: 760759BB5<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    285000 | PA      | $290754.44    | 0.15%             | 2029-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                           | REPUBLIC SERVICES INC                                                           | CUSIP: 760759BL3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96772.80     | 0.05%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| T. Rowe Price Government Reserve Fund                                           | T. Rowe Price Government Reserve Fund                                           | CUSIP: 76105Y109<br>LEI: 5493002Y0IYARJVQ5N24 | Long             | STIV             | RF                | US        |   3859271 | NS      | $3859271.47   | 1.94%             |  |  |  | No            |                  1 | On Loan: No      |
| T. Rowe Price Government Reserve Fund                                           | T. Rowe Price Government Reserve Fund - Collateral                              | CUSIP: 76105YYY8<br>LEI: 5493002Y0IYARJVQ5N24 | Long             | STIV             | RF                | US        |    798580 | NS      | $798580.00    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto Finance USA PLC                                                       | RIO TINTO FINANCE USA PLC                                                       | CUSIP: 76720AAS5<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    195000 | PA      | $198501.81    | 0.10%             | 2030-03-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO 2019-2 Ltd                                                   | ROCKFORD TOWER CLO 2019-2 LTD                                                   | CUSIP: 77341GAS9<br>LEI: 549300IG5M07NI4QKK80 | Long             | ABS-CBDO         | CORP              | KY        |    544202 | PA      | $543926.61    | 0.27%             | 2032-08-20      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                       | ROGERS COMMUNICATIONS INC                                                       | CUSIP: 775109CG4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    410000 | PA      | $402036.16    | 0.20%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                       | ROGERS COMMUNICATIONS INC                                                       | CUSIP: 775109DE8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $506584.00    | 0.25%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Romark CLO II Ltd                                                               | ROMARK CLO II LTD                                                               | CUSIP: 77587EAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    530000 | PA      | $530416.90    | 0.27%             | 2031-07-25      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Ross Stores Inc                                                                 | ROSS STORES INC                                                                 | CUSIP: 778296AF0<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |    375000 | PA      | $363900.75    | 0.18%             | 2026-04-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Leasing 2023-1 LLC                                                | SCF EQUIPMENT LEASING 2023-1 LLC                                                | CUSIP: 784024AC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    154973 | PA      | $156718.78    | 0.08%             | 2032-05-20      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                                                 | SBA TOWER TRUST                                                                 | CUSIP: 78403DAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $147575.38    | 0.07%             | 2026-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                                                 | SBA TOWER TRUST                                                                 | CUSIP: 78403DAR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $104016.14    | 0.05%             | 2028-01-15      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                                                 | SBA TOWER TRUST                                                                 | CUSIP: 78403DAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $172441.50    | 0.09%             | 2026-11-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                                                 | SBA TOWER TRUST                                                                 | CUSIP: 78403DAZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $298624.59    | 0.15%             | 2028-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                                                 | SBA TOWER TRUST                                                                 | CUSIP: 78403DBD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    565000 | PA      | $565162.01    | 0.28%             | 2029-10-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                  | S&P GLOBAL INC                                                                  | CUSIP: 78409VBH6<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    485000 | PA      | $471632.92    | 0.24%             | 2027-03-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| SEB Funding LLC                                                                 | SEB FUNDING LLC                                                                 | CUSIP: 78433DAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    263000 | PA      | $268949.88    | 0.14%             | 2054-04-30      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2024-1                                | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-1                                | CUSIP: 78435VAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     80000 | PA      | $80352.48     | 0.04%             | 2029-05-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2024-1                                | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-1                                | CUSIP: 78435VAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25000 | PA      | $25535.11     | 0.01%             | 2032-01-20      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust 2024-B                                                    | SBNA AUTO LEASE TRUST 2024-B                                                    | CUSIP: 78437VAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    265000 | PA      | $268941.37    | 0.14%             | 2028-12-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2020-PTB                                       | SMB PRIVATE EDUCATION LOAN TRUST 2020-PTB                                       | CUSIP: 78449DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     60285 | PA      | $56748.95     | 0.03%             | 2054-09-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                    | SABINE PASS LIQUEFACTION LLC                                                    | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     82000 | PA      | $81556.46     | 0.04%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                    | SABINE PASS LIQUEFACTION LLC                                                    | CUSIP: 785592AV8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    482000 | PA      | $484251.90    | 0.24%             | 2026-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sammons Financial Group Global Funding                                          | SAMMONS FINANCIAL GROUP GLOBAL FUNDING                                          | CUSIP: 79587J2B8<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |    135000 | PA      | $136924.02    | 0.07%             | 2028-01-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Sands China Ltd                                                                 | SANDS CHINA LTD                                                                 | CUSIP: 80007RAK1<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    300000 | PA      | $298634.49    | 0.15%             | 2026-01-08      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2024-B                           | SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2024-B                           | CUSIP: 80280BAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $250612.05    | 0.13%             | 2033-01-18      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2024-B                           | SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2024-B                           | CUSIP: 80280BAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $250612.95    | 0.13%             | 2033-01-18      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc                                                      | SANTANDER HOLDINGS USA INC                                                      | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    190000 | PA      | $183925.32    | 0.09%             | 2028-01-06      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc                                                      | SANTANDER HOLDINGS USA INC                                                      | CUSIP: 80282KBK1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40463.92     | 0.02%             | 2027-05-31      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2021-4                                   | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2021-4                                   | CUSIP: 80285VAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    124777 | PA      | $123570.43    | 0.06%             | 2027-10-15      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2022-2                                   | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-2                                   | CUSIP: 80286MAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    365000 | PA      | $362472.12    | 0.18%             | 2029-07-16      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2022-5                                   | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-5                                   | CUSIP: 80287HAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    242805 | PA      | $242733.28    | 0.12%             | 2028-10-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2023-B                           | SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2023-B                           | CUSIP: 80290CCA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    135867 | PA      | $137515.83    | 0.07%             | 2033-12-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2023-B                           | SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2023-B                           | CUSIP: 80290CCD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    164894 | PA      | $166977.25    | 0.08%             | 2033-12-15      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2024-A                           | SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2024-A                           | CUSIP: 80290CCJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    211811 | PA      | $213481.83    | 0.11%             | 2032-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2024-A                           | SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2024-A                           | CUSIP: 80290CCK8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    211811 | PA      | $213557.76    | 0.11%             | 2032-06-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Schlumberger Holdings Corp                                                      | SCHLUMBERGER HOLDINGS CORP                                                      | CUSIP: 806851AK7<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |    371000 | PA      | $366851.11    | 0.18%             | 2028-05-17      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Schlumberger Investment SA                                                      | SCHLUMBERGER INVESTMENT SA                                                      | CUSIP: 806854AK1<br>LEI: 529900EZ29I5KXPV2J32 | Long             | DBT              | CORP              | LU        |    201000 | PA      | $202488.20    | 0.10%             | 2028-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                         | CHARLES SCHWAB CORP/THE                                                         | CUSIP: 808513AQ8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    135000 | PA      | $132847.29    | 0.07%             | 2027-03-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                         | CHARLES SCHWAB CORP/THE                                                         | CUSIP: 808513BY0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    413000 | PA      | $401006.07    | 0.20%             | 2027-03-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| SDR Commercial Mortgage Trust 2024-DSNY                                         | SDR COMMERCIAL MORTGAGE TRUST 2024-DSNY                                         | CUSIP: 811304AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    195000 | PA      | $194026.66    | 0.10%             | 2039-05-15      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust                                         | SECURITIZED TERM AUTO RECEIVABLES TRUST                                         | CUSIP: 81378RAB0<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | CA        |     76407 | PA      | $76958.41     | 0.04%             | 2031-07-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust 2025-B                                  | SECURITIZED TERM AUTO RECEIVABLES TRUST 2025-B                                  | CUSIP: 81378WAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |     65000 | PA      | $65000.00     | 0.03%             | 2032-12-29      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust 2025-B                                  | SECURITIZED TERM AUTO RECEIVABLES TRUST 2025-B                                  | CUSIP: 81378WAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |     25000 | PA      | $25000.00     | 0.01%             | 2032-12-29      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                          | SEMPRA                                                                          | CUSIP: 816851BQ1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126095.88    | 0.06%             | 2026-08-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2018-CH3                                                 | SEQUOIA MORTGAGE TRUST 2018-CH3                                                 | CUSIP: 81746WAU2<br>LEI: 549300FECQ7XLTBL1027 | Long             | ABS-MBS          | CORP              | US        |      1364 | PA      | $1348.72      | 0.00%             | 2048-08-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2018-CH2                                                 | SEQUOIA MORTGAGE TRUST 2018-CH2                                                 | CUSIP: 81747EAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     19596 | PA      | $18345.79     | 0.01%             | 2048-06-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                         | SHERWIN-WILLIAMS CO/THE                                                         | CUSIP: 824348BR6<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109930.15    | 0.06%             | 2025-08-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                         | SHERWIN-WILLIAMS CO/THE                                                         | CUSIP: 824348BS4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    225000 | PA      | $226822.95    | 0.11%             | 2028-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Sierra Timeshare 2021-2 Receivables Funding LLC                                 | SIERRA TIMESHARE 2021-2 RECEIVABLES FUNDING LLC                                 | CUSIP: 82652RAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     27747 | PA      | $27190.44     | 0.01%             | 2038-09-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Sierra Timeshare 2021-2 Receivables Funding LLC                                 | SIERRA TIMESHARE 2021-2 RECEIVABLES FUNDING LLC                                 | CUSIP: 82652RAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     57430 | PA      | $56073.39     | 0.03%             | 2038-09-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                                       | SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC                                       | CUSIP: 83007CAA0<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    275000 | PA      | $276703.90    | 0.14%             | 2027-09-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2025-A                                         | SMB PRIVATE EDUCATION LOAN TRUST 2025-A                                         | CUSIP: 83207EAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    157963 | PA      | $159716.82    | 0.08%             | 2054-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                             | SOCIETE GENERALE SA                                                             | CUSIP: 83368RBV3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    270000 | PA      | $273321.27    | 0.14%             | 2028-01-19      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                             | SOCIETE GENERALE SA                                                             | CUSIP: 83368RCH3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    370000 | PA      | $373684.09    | 0.19%             | 2029-05-22      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Solventum Corp                                                                  | SOLVENTUM CORP                                                                  | CUSIP: 83444MAN1<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    505000 | PA      | $512183.63    | 0.26%             | 2027-02-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Solventum Corp                                                                  | SOLVENTUM CORP                                                                  | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    262000 | PA      | $269862.88    | 0.14%             | 2029-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SOUND POINT CLO XXII LTD                                                        | SOUND POINT CLO XXII LTD                                                        | CUSIP: 83611KAY8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249988.46    | 0.13%             | 2032-01-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                      | SOUTHERN CALIFORNIA GAS CO                                                      | CUSIP: 842434CW0<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    185000 | PA      | $180309.33    | 0.09%             | 2027-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                 | SOUTHERN CO/THE                                                                 | CUSIP: 842587DD6<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    180000 | PA      | $182435.40    | 0.09%             | 2027-08-01      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                          | STANDARD CHARTERED PLC                                                          | CUSIP: 853254BF6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $198667.80    | 0.10%             | 2027-02-19      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                          | STANDARD CHARTERED PLC                                                          | CUSIP: 853254DB3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $203921.60    | 0.10%             | 2028-05-14      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                  | STARBUCKS CORP                                                                  | CUSIP: 855244AR0<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198286.00    | 0.10%             | 2028-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                  | STARBUCKS CORP                                                                  | CUSIP: 855244AV1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     85000 | PA      | $81750.20     | 0.04%             | 2027-03-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust 2019-INV1                                   | STARWOOD MORTGAGE RESIDENTIAL TRUST 2019-INV1                                   | CUSIP: 85572JAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     78504 | PA      | $77391.79     | 0.04%             | 2049-09-27      | Variable      | 2.92%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust 2021-2                                      | STARWOOD MORTGAGE RESIDENTIAL TRUST 2021-2                                      | CUSIP: 85573HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     55756 | PA      | $52210.95     | 0.03%             | 2065-05-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust 2021-4                                      | STARWOOD MORTGAGE RESIDENTIAL TRUST 2021-4                                      | CUSIP: 85573PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    188529 | PA      | $165031.05    | 0.08%             | 2056-08-25      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                               | STATE STREET CORP                                                               | CUSIP: 857477DB6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    240000 | PA      | $244022.64    | 0.12%             | 2030-04-24      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Stratus Funding CLO 2025-1 Ltd                                                  | STRATUS FUNDING CLO 2025-1 LTD                                                  | CUSIP: 863163AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250000.00    | 0.13%             | 2033-07-15      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                    | STRYKER CORP                                                                    | CUSIP: 863667BE0<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    190000 | PA      | $189203.14    | 0.10%             | 2029-09-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                    | STRYKER CORP                                                                    | CUSIP: 863667BK6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    420000 | PA      | $425891.76    | 0.21%             | 2028-02-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Sydney Airport Finance Co Pty Ltd                                               | SYDNEY AIRPORT FINANCE CO PTY LTD                                               | CUSIP: 87124VAF6<br>LEI: 549300MJAANHLHOVTO40 | Long             | DBT              | CORP              | AU        |     61000 | PA      | $60548.60     | 0.03%             | 2026-04-28      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                    | SYNOPSYS INC                                                                    | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    510000 | PA      | $515026.05    | 0.26%             | 2028-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                    | SYNOPSYS INC                                                                    | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    325000 | PA      | $329543.18    | 0.17%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Symphony CLO XXIII Ltd                                                          | SYMPHONY CLO XXIII LTD                                                          | CUSIP: 87167NDL6<br>LEI: 54930001DQI1CFLYVB48 | Long             | ABS-CBDO         | CORP              | KY        |    582612 | PA      | $580352.63    | 0.29%             | 2034-01-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Symphony CLO XXVI Ltd                                                           | SYMPHONY CLO XXVI LTD                                                           | CUSIP: 87190GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    206351 | PA      | $206545.16    | 0.10%             | 2033-04-20      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-MOBILE USA INC                                                                | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    195000 | PA      | $192132.92    | 0.10%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TPIC SPV I LLC                                                                  | TPIC SPV I LLC                                                                  | CUSIP: 872660AA3<br>LEI: 98450079E44D2D1B6432 | Long             | ABS-O            | CORP              | US        |    337626 | PA      | $337626.07    | 0.17%             | 2044-11-30      | Fixed         | 7.13%                 | Yes           |                  3 | On Loan: No      |
| TIAA CLO I Ltd                                                                  | TIAA CLO I LTD                                                                  | CUSIP: 87271LAY8<br>LEI: 549300SWQCCOXV4X1761 | Long             | ABS-CBDO         | CORP              | KY        |    262867 | PA      | $263144.11    | 0.13%             | 2031-07-20      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software Inc                                               | TAKE-TWO INTERACTIVE SOFTWARE INC                                               | CUSIP: 874054AJ8<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    340000 | PA      | $340498.44    | 0.17%             | 2026-03-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                            | TARGA RESOURCES CORP                                                            | CUSIP: 87612KAA0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     92000 | PA      | $93188.64     | 0.05%             | 2027-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Terraform Global Operating LP                                                   | TERRAFORM GLOBAL OPERATING LP                                                   | CUSIP: 88104UAC7<br>LEI: 549300LC7QMVR79H5O86 | Long             | DBT              | CORP              | US        |    217000 | PA      | $215915.00    | 0.11%             | 2026-03-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                    | THERMO FISHER SCIENTIFIC INC                                                    | CUSIP: 883556CK6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    195000 | PA      | $180614.85    | 0.09%             | 2028-10-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2018-1                                                | TOWD POINT MORTGAGE TRUST 2018-1                                                | CUSIP: 89176EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     22125 | PA      | $21826.65     | 0.01%             | 2058-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2022-4                                                | TOWD POINT MORTGAGE TRUST 2022-4                                                | CUSIP: 89180YAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    310644 | PA      | $297044.62    | 0.15%             | 2062-09-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Trans-Allegheny Interstate Line Co                                              | TRANS-ALLEGHENY INTERSTATE LINE CO                                              | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $50793.05     | 0.03%             | 2031-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tricon Residential 2024-SFR2 Trust                                              | TRICON RESIDENTIAL 2024-SFR2 TRUST                                              | CUSIP: 89616VAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    139729 | PA      | $140089.32    | 0.07%             | 2040-06-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Tricon Residential 2024-SFR2 Trust                                              | TRICON RESIDENTIAL 2024-SFR2 TRUST                                              | CUSIP: 89616VAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    255000 | PA      | $256596.40    | 0.13%             | 2040-06-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO VI Ltd                                                             | TRINITAS CLO VI LTD                                                             | CUSIP: 89640YBN3<br>LEI: 549300IUAXGLQ814UD95 | Long             | ABS-CBDO         | CORP              | KY        |    580000 | PA      | $579973.15    | 0.29%             | 2034-01-25      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Trinitas Clo VII Ltd                                                            | TRINITAS CLO VII LTD                                                            | CUSIP: 89641CAU5<br>LEI: 549300F3XEPDOX3FOP69 | Long             | ABS-CBDO         | CORP              | KY        |    480000 | PA      | $477589.90    | 0.24%             | 2035-01-25      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Trinitas Clo IX Ltd                                                             | TRINITAS CLO IX LTD                                                             | CUSIP: 89641JAW6<br>LEI: 549300QFERVNPGSISO16 | Long             | ABS-CBDO         | CORP              | KY        |    210521 | PA      | $210604.32    | 0.11%             | 2032-01-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| TRK 2021-INV1 Trust                                                             | TRK 2021-INV1 TRUST                                                             | CUSIP: 89688WAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     40093 | PA      | $35669.49     | 0.02%             | 2056-07-25      | Variable      | 1.41%                 | No            |                  2 | On Loan: No      |
| TX Trust 2024-HOU                                                               | TX TRUST 2024-HOU                                                               | CUSIP: 90216DAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    270000 | PA      | $268431.03    | 0.13%             | 2039-06-15      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP AG                                                                    | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $193463.80    | 0.10%             | 2027-08-10      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                           | UBER TECHNOLOGIES INC                                                           | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    463000 | PA      | $459626.12    | 0.23%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US Bank NA                                                                      | US BANK NA                                                                      | CUSIP: 90357PAV6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     89240 | PA      | $90295.41     | 0.05%             | 2032-08-25      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                      | US BANCORP                                                                      | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    280000 | PA      | $280421.40    | 0.14%             | 2028-07-22      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                      | US BANCORP                                                                      | CUSIP: 91159HJH4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    145000 | PA      | $145494.16    | 0.07%             | 2026-10-21      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CME8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1045000 | PA      | $1051163.87   | 0.53%             | 2026-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CMH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15110000 | PA      | $15180237.93  | 7.63%             | 2027-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4305000 | PA      | $4327870.31   | 2.17%             | 2027-02-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CMV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9930000 | PA      | $9946679.32   | 5.00%             | 2027-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1999843.74   | 1.00%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                  | UNITED STATES TREASURY INFLATION INDEXED BONDS                                  | CUSIP: 91282CNB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1002711 | PA      | $1009526.55   | 0.51%             | 2030-04-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1670000 | PA      | $1673979.29   | 0.84%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                        | RTX CORP                                                                        | CUSIP: 913017AT6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     38000 | PA      | $40458.83     | 0.02%             | 2028-08-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GROUP INC                                                          | CUSIP: 91324PEP3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153771.00    | 0.08%             | 2028-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GROUP INC                                                          | CUSIP: 91324PFN7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    135000 | PA      | $135581.18    | 0.07%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                              | VALERO ENERGY CORP                                                              | CUSIP: 91913YBF6<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91840.14     | 0.05%             | 2030-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Verdant Receivables 2023-1 LLC                                                  | VERDANT RECEIVABLES 2023-1 LLC                                                  | CUSIP: 92339GAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    125842 | PA      | $127879.43    | 0.06%             | 2031-01-13      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| Verdant Receivables 2024-1 LLC                                                  | VERDANT RECEIVABLES 2024-1 LLC                                                  | CUSIP: 92339MAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     84439 | PA      | $85803.47     | 0.04%             | 2031-12-12      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Verdant Receivables 2025-1 LLC                                                  | VERDANT RECEIVABLES 2025-1 LLC                                                  | CUSIP: 92340GAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    180000 | PA      | $180494.30    | 0.09%             | 2028-03-13      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Verdant Receivables 2025-1 LLC                                                  | VERDANT RECEIVABLES 2025-1 LLC                                                  | CUSIP: 92340GAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101560.96    | 0.05%             | 2033-05-12      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMMUNICATIONS INC                                                      | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    446000 | PA      | $422202.78    | 0.21%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2025-3                                               | VERUS SECURITIZATION TRUST 2025-3                                               | CUSIP: 924928AA2<br>LEI: 213800DYYV3EM7TSTN14 | Long             | ABS-MBS          | CORP              | US        |    111602 | PA      | $112173.11    | 0.06%             | 2070-05-25      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2020-1                                               | VERUS SECURITIZATION TRUST 2020-1                                               | CUSIP: 92536PAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    117940 | PA      | $115840.76    | 0.06%             | 2060-01-25      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2019-INV3                                            | VERUS SECURITIZATION TRUST 2019-INV3                                            | CUSIP: 92537MAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     51739 | PA      | $51225.74     | 0.03%             | 2059-11-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-1                                               | VERUS SECURITIZATION TRUST 2021-1                                               | CUSIP: 92537QAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     24900 | PA      | $22193.44     | 0.01%             | 2066-01-25      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-1                                               | VERUS SECURITIZATION TRUST 2021-1                                               | CUSIP: 92537QAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     33202 | PA      | $29747.02     | 0.01%             | 2066-01-25      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-1                                               | VERUS SECURITIZATION TRUST 2021-1                                               | CUSIP: 92537QAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     23716 | PA      | $21174.13     | 0.01%             | 2066-01-25      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-R1                                              | VERUS SECURITIZATION TRUST 2021-R1                                              | CUSIP: 92538BAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9656 | PA      | $9332.94      | 0.00%             | 2063-10-25      | Variable      | 1.06%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2020-5                                               | VERUS SECURITIZATION TRUST 2020-5                                               | CUSIP: 92538CAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     17031 | PA      | $16457.80     | 0.01%             | 2065-05-25      | Variable      | 2.73%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-R2                                              | VERUS SECURITIZATION TRUST 2021-R2                                              | CUSIP: 92538DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     51297 | PA      | $47433.02     | 0.02%             | 2064-02-25      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-2                                               | VERUS SECURITIZATION TRUST 2021-2                                               | CUSIP: 92538FAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     46440 | PA      | $41213.16     | 0.02%             | 2066-02-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2023-6                                               | VERUS SECURITIZATION TRUST 2023-6                                               | CUSIP: 92539XAB0<br>LEI: 984500915DDB7T2ACA27 | Long             | ABS-MBS          | CORP              | US        |     83095 | PA      | $84011.79     | 0.04%             | 2068-09-25      | Variable      | 6.94%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2023-8                                               | VERUS SECURITIZATION TRUST 2023-8                                               | CUSIP: 92540DAB1<br>LEI: 213800DTJD5UKJR53O34 | Long             | ABS-MBS          | CORP              | US        |     61439 | PA      | $62070.77     | 0.03%             | 2068-12-25      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| Viatris Inc                                                                     | VIATRIS INC                                                                     | CUSIP: 92556VAC0<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    203000 | PA      | $193464.48    | 0.10%             | 2027-06-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                        | VISTRA OPERATIONS CO LLC                                                        | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    127000 | PA      | $127492.63    | 0.06%             | 2026-12-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Viterra Finance BV                                                              | VITERRA FINANCE BV                                                              | CUSIP: 92852LAA7<br>LEI: 213800HBZGEIZLKJBI17 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $196021.00    | 0.10%             | 2026-04-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Viterra Finance BV                                                              | VITERRA FINANCE BV                                                              | CUSIP: 92852LAC3<br>LEI: 213800HBZGEIZLKJBI17 | Long             | DBT              | CORP              | NL        |    280000 | PA      | $281123.08    | 0.14%             | 2027-04-21      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                         | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                         | CUSIP: 928668BU5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    280000 | PA      | $280376.32    | 0.14%             | 2025-09-12      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                         | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                         | CUSIP: 928668BV3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    240000 | PA      | $242409.84    | 0.12%             | 2026-09-12      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                         | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                         | CUSIP: 928668CA8<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202782.00    | 0.10%             | 2026-11-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                         | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                         | CUSIP: 928668CL4<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    340000 | PA      | $340234.94    | 0.17%             | 2027-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                         | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                         | CUSIP: 928668CP5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200791.40    | 0.10%             | 2028-03-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| Voya CLO 2018-3 Ltd                                                             | VOYA CLO 2018-3 LTD                                                             | CUSIP: 92917KAU8<br>LEI: 54930068MLVF3BECCK93 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249998.86    | 0.13%             | 2031-10-15      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                            | WASTE MANAGEMENT INC                                                            | CUSIP: 94106LCA5<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    410000 | PA      | $404272.71    | 0.20%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Wellfleet CLO 2018-2 Ltd                                                        | WELLFLEET CLO 2018-2 LTD                                                        | CUSIP: 94949JAJ4<br>LEI: 254900QO5AI38SSR4719 | Long             | ABS-CBDO         | CORP              | KY        |    115566 | PA      | $115564.22    | 0.06%             | 2031-10-20      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO & CO                                                                | CUSIP: 95000U3C5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    275000 | PA      | $275023.93    | 0.14%             | 2026-08-15      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO & CO                                                                | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    365000 | PA      | $367426.89    | 0.18%             | 2028-01-24      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO & CO                                                                | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    770000 | PA      | $780143.98    | 0.39%             | 2029-04-23      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Western Digital Corp                                                            | WESTERN DIGITAL CORP                                                            | CUSIP: 958102AM7<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |    103000 | PA      | $102742.50    | 0.05%             | 2026-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Western Union Co/The                                                            | WESTERN UNION CO/THE                                                            | CUSIP: 959802AZ2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |    676000 | PA      | $658541.62    | 0.33%             | 2026-03-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding 1 LLC                                                | WHEELS FLEET LEASE FUNDING 1 LLC                                                | CUSIP: 96328GBG1<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |    223338 | PA      | $226379.98    | 0.11%             | 2038-08-18      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                            | WILLIAMS COS INC/THE                                                            | CUSIP: 969457CH1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    505000 | PA      | $507317.45    | 0.25%             | 2026-03-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                            | WILLIAMS COS INC/THE                                                            | CUSIP: 969457CL2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    165000 | PA      | $167011.68    | 0.08%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                            | WILLIAMS COS INC/THE                                                            | CUSIP: 969457CR9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    280000 | PA      | $279112.12    | 0.14%             | 2030-06-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| THL Credit Wind River 2019-3 Clo Ltd                                            | THL CREDIT WIND RIVER 2019-3 CLO LTD                                            | CUSIP: 97314JAJ4<br>LEI: 549300QKM4OHZM4I5C40 | Long             | ABS-CBDO         | CORP              | KY        |     76908 | PA      | $76849.55     | 0.04%             | 2031-04-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| THL Credit Wind River 2019-3 Clo Ltd                                            | THL CREDIT WIND RIVER 2019-3 CLO LTD                                            | CUSIP: 97314JAL9<br>LEI: 549300QKM4OHZM4I5C40 | Long             | ABS-CBDO         | CORP              | KY        |    265000 | PA      | $264011.75    | 0.13%             | 2031-04-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| THL Credit Wind River 2019-3 Clo Ltd                                            | THL CREDIT WIND RIVER 2019-3 CLO LTD                                            | CUSIP: 97314JAN5<br>LEI: 549300QKM4OHZM4I5C40 | Long             | ABS-CBDO         | CORP              | KY        |    145000 | PA      | $145036.88    | 0.07%             | 2031-04-15      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| THL Credit Wind River 2015-1 CLO Ltd                                            | THL CREDIT WIND RIVER 2015-1 CLO LTD                                            | CUSIP: 97316XAA0<br>LEI: 549300H4V7OE3OL7II20 | Long             | ABS-CBDO         | CORP              | KY        |     77140 | PA      | $77120.47     | 0.04%             | 2030-10-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| THL Credit Wind River 2018-2 Clo Ltd                                            | THL CREDIT WIND RIVER 2018-2 CLO LTD                                            | CUSIP: 97317EAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     25655 | PA      | $25651.65     | 0.01%             | 2030-07-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd                                                            | WOODSIDE FINANCE LTD                                                            | CUSIP: 980236AN3<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    119000 | PA      | $117829.04    | 0.06%             | 2026-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Workday Inc                                                                     | WORKDAY INC                                                                     | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118338.72    | 0.06%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2022-A                                        | WORLD OMNI AUTO RECEIVABLES TRUST 2022-A                                        | CUSIP: 98164GAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    155000 | PA      | $152661.36    | 0.08%             | 2028-09-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                      | ZOETIS INC                                                                      | CUSIP: 98978VAU7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    260000 | PA      | $260332.28    | 0.13%             | 2025-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Corp Nacional del Cobre de Chile                                                | CORP NACIONAL DEL COBRE DE CHILE                                                | CUSIP: AO5022774<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    525000 | PA      | $515668.09    | 0.26%             | 2027-08-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Tengizchevroil Finance Co International Ltd                                     | TENGIZCHEVROIL FINANCE CO INTERNATIONAL LTD                                     | CUSIP: LW9712917<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |    220000 | PA      | $217263.75    | 0.11%             | 2026-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KSA Sukuk Ltd                                                                   | KSA SUKUK LTD                                                                   | CUSIP: AU4980085<br>LEI: 635400XBJFPNCGN9CK71 | Long             | DBT              | NUSS              | KY        |    300000 | PA      | $299190.75    | 0.15%             | 2029-01-19      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MEGlobal BV                                                                     | MEGLOBAL BV                                                                     | CUSIP: BP2041641<br>LEI: 549300WBVLU2FILR7W19 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $188515.70    | 0.09%             | 2028-04-28      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| POSCO                                                                           | POSCO                                                                           | CUSIP: BY0800403<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |    450000 | PA      | $449881.85    | 0.23%             | 2025-08-04      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| State Bank of India/London                                                      | STATE BANK OF INDIA/LONDON                                                      | CUSIP: BN3609334<br>LEI: 5493001JZ37UBBZF6L49 | Long             | DBT              | CORP              | IN        |    500000 | PA      | $486254.22    | 0.24%             | 2026-07-13      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| LG Energy Solution Ltd                                                          | LG ENERGY SOLUTION LTD                                                          | CUSIP: YX5618112<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |    390000 | PA      | $393858.37    | 0.20%             | 2027-07-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CBOT 5 YEAR US TREASURY NOTE                                                    | US 5YR NOTE (CBT) SEP25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |       -70 | NC      | $-84609.47    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOT 5 YEAR US TREASURY NOTE                                                    | US 5YR NOTE (CBT) SEP25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        -5 | NC      | $-6043.53     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | CDX IG S44 REC 60 08/20/2025 GSIL                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-38817.34    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | CDX IG S44 PAY 70 08/20/2025 GSIL                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |         1 | NC      | $3222.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | CDX IG S44 PAY 80 08/20/2025 GSIL                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-1084.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ULTRA U.S. TREASURY BOND FUTURES                                                | US 2YR NOTE (CBT) SEP25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        11 | NC      | $8554.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ULTRA U.S. TREASURY BOND FUTURES                                                | US 2YR NOTE (CBT) SEP25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |       260 | NC      | $202194.51    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ULTRA U.S. TREASURY BOND FUTURES                                                | US 2YR NOTE (CBT) SEP25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         1 | NC      | $777.67       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOT 10 YEAR US TREASURY NOTE                                                   | US 10YR NOTE (CBT)SEP25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |       -41 | NC      | $-82058.22    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| ULTRA 10-YEAR US TREASURY NOTE FUTURES                                          | US 10YR ULTRA FUT SEP25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |       -23 | NC      | $-58431.27    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| ULTRA U.S. TREASURY BOND FUTURES                                                | US ULTRA BOND CBT SEP25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |       -13 | NC      | $-65885.69    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank Mandiri Persero Tbk PT                                                     | BANK MANDIRI PERSERO TBK PT                                                     | CUSIP: ZL8867026<br>LEI: 549300RSKQN4Z5ZSGH94 | Long             | DBT              | CORP              | ID        |    500000 | PA      | $503519.55    | 0.25%             | 2026-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-04

**Name of Applicant:** T. ROWE PRICE FIXED INCOME SERIES, INC.

**Signature:** /s/ Alan Dupski

**Name of Signer:** Alan Dupski

**Title:** Treasurer & Vice President