# EDGAR Filing Document

**Accession Number:** 0000731890
**File Stem:** 0001099263-26-000739
**Filing Date:** 2026-1
**Character Count:** 199667
**Document Hash:** d44bce2dd26e6aa41b94ae5fdd6dc462
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-26-000739.hdr.sgml**: 20260127

**ACCESSION NUMBER**: 0001099263-26-000739

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251130

**FILED AS OF DATE**: 20260127

**DATE AS OF CHANGE**: 20260127

**PERIOD START**: 20260531

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03894
- **FILM NUMBER:** 26564865

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Baltimore

  - **State:** MD

  - **Foreign country:** US

  - **Zip / Postal Code:** 21231

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

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

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

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

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

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2643087148.36

**Total Liabilities:** $31229894.91

**Net Assets:** $2611857253.45

**Delayed Delivery Securities:** $18206754.93

**Cash Not Reported:** $173097.03

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -23255.828856 | **1-Year:** -184793.355654 | **5-Year:** -65431.164785 | **10-Year:** -1370.110420 | **30-Year:** 0.000000

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

- **3-Month:** -326.437031 | **1-Year:** -2224.479054 | **5-Year:** -177.768941 | **10-Year:** 0.000000 | **30-Year:** 0.000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000119983 | 0.37%                | 0.42%                | 0.35%                |
| Class ID C000193195 | 0.38%                | 0.43%                | 0.36%                |
| Class ID C000225825 | 0.40%                | 0.44%                | 0.37%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $466496.98               | $-61142.82                                 |
| Month 2  | $158188.20               | $-1857450.28                               |
| Month 3  | $1038316.91              | $-115022.98                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| SFRZ5 3 MONTH SOFR FUT  DEC25         | 3 MONTH SOFR FUT  DEC25                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        204 | NC      | $-29706.48    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ABJA INVESTMENT CO                    | ABJA INVESTMENT CO PTE LTD                                          | CUSIP: AQ8490791<br>LEI: 254900E6OE5YJ9WCCU19 | Long             | DBT              | CORP              | SG        |    7180000 | PA      | $7327398.29   | 0.28%             | 2028-01-24      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV 144A                 | ABN AMRO BANK NV                                                    | CUSIP: 00084DAL4<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    3200000 | PA      | $3203990.40   | 0.12%             | 2026-04-18      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV 144A                 | ABN AMRO BANK NV                                                    | CUSIP: 00084DBA7<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    4000000 | PA      | $4065520.00   | 0.16%             | 2027-09-18      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| ABU DHABI NATIONAL ENERG              | ABU DHABI NATIONAL ENERGY CO PJSC                                   | CUSIP: LW4546815<br>LEI: 213800UNJSVQFNUYYW03 | Long             | DBT              | CORP              | AE        |    8900000 | PA      | $8905021.20   | 0.34%             | 2026-06-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AFFRM 2025-X1 A 144A                  | AFFIRM ASSET SECURITIZATION TRUST 2025-X1                           | CUSIP: 00834MAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1678680 | PA      | $1681795.71   | 0.06%             | 2030-04-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| AFFRM 2025-X2 A 144A                  | AFFIRM ASSET SECURITIZATION TRUST 2025-X2                           | CUSIP: 00835DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7470000 | PA      | $7477165.22   | 0.29%             | 2030-10-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AFFRM 2025-X2 B 144A                  | AFFIRM ASSET SECURITIZATION TRUST 2025-X2                           | CUSIP: 00835DAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5870000 | PA      | $5875327.03   | 0.22%             | 2030-10-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| AFRMT 2025-2A A 144A                  | AFFIRM MASTER TRUST                                                 | CUSIP: 00833BAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8465000 | PA      | $8509546.22   | 0.33%             | 2033-07-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| AFRMT 2025-3A A 144A                  | AFFIRM MASTER TRUST SERIES 2025-3                                   | CUSIP: 00833BAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9450000 | PA      | $9467549.60   | 0.36%             | 2034-10-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AGCO CORP                             | AGCO CORP                                                           | CUSIP: 001084AR3<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |   14272000 | PA      | $14457849.98  | 0.55%             | 2027-03-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ALLYA 2023-A B 144A                   | ALLY AUTO RECEIVABLES TRUST 2023-A                                  | CUSIP: 02008NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     358107 | PA      | $358549.67    | 0.01%             | 2034-01-17      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| ABCLN 2024-A A2 144A                  | ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2024-A                    | CUSIP: 02007GZ48<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4040510 | PA      | $4109801.56   | 0.16%             | 2032-05-17      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| ABCLN 2024-B B 144A                   | ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2024-B                    | CUSIP: 02007G4C4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1342094 | PA      | $1352841.08   | 0.05%             | 2032-09-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ABCLN 2024-B A2 144A                  | ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2024-B                    | CUSIP: 02007G4B6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1692731 | PA      | $1708396.88   | 0.07%             | 2032-09-15      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| ABCLN 2025-A B 144A                   | ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2025-A                    | CUSIP: 02007G5E9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2095310 | PA      | $2104093.65   | 0.08%             | 2033-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ABCLN 2025-B B 144A                   | ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2025-B                    | CUSIP: 02007G6P3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6065000 | PA      | $6076929.86   | 0.23%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ABCLN 2025-B A2 144A                  | ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2025-B                    | CUSIP: 02007G6N8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2425000 | PA      | $2427477.87   | 0.09%             | 2033-09-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                    | ALLY FINANCIAL INC                                                  | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    3210000 | PA      | $3280356.78   | 0.13%             | 2029-05-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                           | AMEREN CORP                                                         | CUSIP: 023608AK8<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    3389000 | PA      | $3212287.37   | 0.12%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                | AMERICAN HONDA FINANCE CORP                                         | CUSIP: 02665WGE5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    8425000 | PA      | $8449912.73   | 0.32%             | 2027-07-09      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                | AMERICAN HONDA FINANCE CORP                                         | CUSIP: 02665WFN6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     831000 | PA      | $832468.38    | 0.03%             | 2026-10-05      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| AMCAR 2025-1 A2B 144A                 | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2025-1                     | CUSIP: 03067FAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4285000 | PA      | $4287061.09   | 0.16%             | 2029-03-19      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| AMCAR 2025-1 A3 144A                  | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2025-1                     | CUSIP: 03067FAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6215000 | PA      | $6230114.26   | 0.24%             | 2030-05-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                         | AMPHENOL CORP                                                       | CUSIP: 032095AV3<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   19500000 | PA      | $19520962.50  | 0.75%             | 2027-11-15      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| HOLCIM FINANCE US LLC 144A            | AMRIZE FINANCE US LLC                                               | CUSIP: 43475RAA4<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    8450000 | PA      | $8473406.50   | 0.32%             | 2027-04-07      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC 144A            | AMRIZE FINANCE US LLC                                               | CUSIP: 43475RAL0<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $7443750.00   | 0.28%             | 2026-09-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AXIS 2024-2A A2 144A                  | AMUR EQUIPMENT FINANCE RECEIVABLES XIV LLC                          | CUSIP: 03238BAB9<br>LEI: 254900VBZK8DVZNJFJ70 | Long             | ABS-O            | CORP              | US        |    4523752 | PA      | $4581337.19   | 0.18%             | 2031-06-20      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| AXIS 2025-1A A2 144A                  | AMUR EQUIPMENT FINANCE RECEIVABLES XV LLC                           | CUSIP: 03237FAB1<br>LEI: 254900UXD59DZRJ7U848 | Long             | ABS-O            | CORP              | US        |    4762923 | PA      | $4809927.42   | 0.18%             | 2031-09-22      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AOMT 2019-5 A1 144A                   | ANGEL OAK MORTGAGE TRUST 2019-5                                     | CUSIP: 03464KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     322569 | PA      | $319269.59    | 0.01%             | 2049-10-25      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL                         | ARCELORMITTAL SA                                                    | CUSIP: 03938LBA1<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    2800000 | PA      | $2799428.80   | 0.11%             | 2026-03-11      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ARIFL 2023-B A2 144A                  | ARI FLEET LEASE TRUST 2023-B                                        | CUSIP: 04033GAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1462063 | PA      | $1473374.80   | 0.06%             | 2032-07-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ARIFL 2024-B A2 144A                  | ARI FLEET LEASE TRUST 2024-B                                        | CUSIP: 04033HAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2493074 | PA      | $2510807.81   | 0.10%             | 2033-04-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| ARIFL 2025-A A2 144A                  | ARI FLEET LEASE TRUST 2025-A                                        | CUSIP: 04033CAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8570000 | PA      | $8592690.79   | 0.33%             | 2034-01-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS 4/2 144A CP         | ARROW ELECTRONICS INC                                               | CUSIP: 04273LZ24<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |   26000000 | PA      | $25987668.20  | 0.99%             | 2025-12-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING 144A            | ATHENE GLOBAL FUNDING                                               | CUSIP: 04685A4E8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    5750000 | PA      | $5792578.75   | 0.22%             | 2027-01-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP 144A          | AUSTRALIA & NEW ZEALAND BANKING GROUP LTD                           | CUSIP: 052528AK2<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    8355000 | PA      | $8365360.20   | 0.32%             | 2026-05-19      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| XCAP 2023-1A A2 144A                  | AUXILIOR TERM FUNDING 2023-1 LLC                                    | CUSIP: 05335JAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1023016 | PA      | $1028517.57   | 0.04%             | 2028-12-15      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| XCAP 2024-1A A2 144A                  | AUXILIOR TERM FUNDING 2024-1 LLC                                    | CUSIP: 05335FAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     326228 | PA      | $327104.60    | 0.01%             | 2027-03-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| AESOP 2025-3A A 144A                  | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC                            | CUSIP: 05377RKW3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    1120000 | PA      | $1120314.27   | 0.04%             | 2030-02-20      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| AXIATA SPV2 BHD                       | AXIATA SPV2 BHD                                                     | CUSIP: JK4656050<br>LEI: 254900P49KQFQ10AF282 | Long             | DBT              | CORP              | MY        |    8820000 | PA      | $8839404.00   | 0.34%             | 2026-03-24      | Fixed         | 4.36%                 | No            |                  2 | On Loan: —       |
| BACARDI MARTINI BV 4/2 144A CP        | BACARDI MARTINI B V DIS 0.0 11DEC25                                 | CUSIP: 05634EZB1<br>LEI: 5493002XXBV8B88K2408 | Long             | DBT              | CORP              | NL        |    9000000 | PA      | $8985958.20   | 0.34%             | 2025-12-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BACARDI MARTINI BV 4/2 144A CP        | BACARDI MARTINI B V DIS 0.0 18DEC25                                 | CUSIP: 05634EZJ4<br>LEI: 5493002XXBV8B88K2408 | Long             | DBT              | CORP              | NL        |    8100000 | PA      | $8080503.30   | 0.31%             | 2025-12-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                    | BANCO SANTANDER SA                                                  | CUSIP: 05964HBA2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    3800000 | PA      | $3867328.40   | 0.15%             | 2028-03-14      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| BANK MANDIRI PT                       | BANK MANDIRI PERSERO TBK PT                                         | CUSIP: ZL8867026<br>LEI: 549300RSKQN4Z5ZSGH94 | Long             | DBT              | CORP              | ID        |    9000000 | PA      | $9039943.89   | 0.35%             | 2026-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH CO                      | BANK OF AMERICA CORP                                                | CUSIP: 59022CAB9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4567833.00   | 0.17%             | 2026-09-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                      | BANK OF MONTREAL                                                    | CUSIP: 06368L8M1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    3250000 | PA      | $3262187.50   | 0.12%             | 2027-09-10      | Floating      | 5.05%                 | No            |                  2 | On Loan: —       |
| BANK OF NOVA SCOTIA                   | BANK OF NOVA SCOTIA/THE                                             | CUSIP: 064159HB5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   18124000 | PA      | $18101435.62  | 0.69%             | 2025-12-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL 144A           | BANQUE FEDERATIVE DU CREDIT MUTUEL SA                               | CUSIP: 06675DCL4<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    6200000 | PA      | $6244540.80   | 0.24%             | 2028-02-16      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                          | BARCLAYS PLC                                                        | CUSIP: 06738EAN5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     800000 | PA      | $800020.00    | 0.03%             | 2026-01-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                          | BARCLAYS PLC                                                        | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    4000000 | PA      | $3925104.00   | 0.15%             | 2027-11-24      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                          | BARCLAYS PLC                                                        | CUSIP: 06738ECP8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    2035000 | PA      | $2073201.02   | 0.08%             | 2028-03-12      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                          | BARCLAYS PLC                                                        | CUSIP: 06738EAP0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    7805000 | PA      | $7814834.30   | 0.30%             | 2026-05-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                      | BAT CAPITAL CORP                                                    | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   15900000 | PA      | $15734481.00  | 0.60%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                      | BAT CAPITAL CORP                                                    | CUSIP: 05526DBP9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2613491.40   | 0.10%             | 2027-04-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BATLN 2015-9A ARR 144A                | BATTALION CLO IX LTD                                                | CUSIP: 07132EAS4<br>LEI: 549300JMWGEYZEC6GK98 | Long             | ABS-CBDO         | CORP              | KY        |   16318428 | PA      | $16312751.30  | 0.62%             | 2031-07-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| BATLN 2015-8A A2R3 144A               | BATTALION CLO VIII LTD                                              | CUSIP: 07132ACL5<br>LEI: 549300WH2OE0BGHQQP83 | Long             | ABS-CBDO         | CORP              | KY        |    6000000 | PA      | $5994891.00   | 0.23%             | 2030-07-18      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| BATLN 2018-12A ARR 144A               | BATTALION CLO XII LTD                                               | CUSIP: 07133RAW5<br>LEI: 549300JIE0P78OIZGS60 | Long             | ABS-CBDO         | CORP              | KY        |    4889688 | PA      | $4888029.97   | 0.19%             | 2031-05-17      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| BATLN 2020-15A A1RR 144A              | BATTALION CLO XV LTD                                                | CUSIP: 07131AAM6<br>LEI: 549300CJP8HGT746II19 | Long             | ABS-CBDO         | CORP              | KY        |   10176182 | PA      | $10151709.00  | 0.39%             | 2033-01-17      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC              | BAXTER INTERNATIONAL INC                                            | CUSIP: 071813CL1<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   13500000 | PA      | $13147177.50  | 0.50%             | 2027-02-01      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC 144A             | BAYER US FINANCE LLC                                                | CUSIP: 07274EAH6<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |    4227000 | PA      | $4292577.68   | 0.16%             | 2026-11-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BVCLN 2024-CAR1 A 144A                | BAYVIEW OPPORTUNITY MASTER FUND VII 2024-CAR1 LLC                   | CUSIP: 07336QAA0<br>LEI: 254900S53K9VTUR1UX42 | Long             | ABS-O            | CORP              | US        |    1277258 | PA      | $1281022.87   | 0.05%             | 2031-12-26      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| BINOM 2021-INV1 A1 144A               | BINOM SECURITIZATION TRUST 2021-INV1                                | CUSIP: 05552UAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6902170 | PA      | $6364610.57   | 0.24%             | 2056-06-25      | Variable      | 2.03%                 | No            |                  2 | On Loan: No      |
| BLUEM 2016-3A A1R2 144A               | BLUEMOUNTAIN CLO 2016-3 LTD                                         | CUSIP: 09628VAW4<br>LEI: 549300EYIDIF4X8MHI21 | Long             | ABS-CBDO         | CORP              | KY        |    2264936 | PA      | $2265023.67   | 0.09%             | 2030-11-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS 144A                      | BNP PARIBAS SA                                                      | CUSIP: 05565AAR4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    4000000 | PA      | $4000280.00   | 0.15%             | 2026-05-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS 144A                      | BNP PARIBAS SA                                                      | CUSIP: 05581KAC5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     750000 | PA      | $751859.25    | 0.03%             | 2027-03-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| BNP PARIBAS 144A                      | BNP PARIBAS SA                                                      | CUSIP: 09659W2R4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   11000000 | PA      | $10377851.00  | 0.40%             | 2029-09-15      | Variable      | 2.16%                 | No            |                  2 | On Loan: No      |
| BOEING CO                             | BOEING CO/THE                                                       | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    4915000 | PA      | $4896470.45   | 0.19%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BOEING CO                             | BOEING CO/THE                                                       | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $7374435.00   | 0.28%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BOEING CO                             | BOEING CO/THE                                                       | CUSIP: 097023CH6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6957874.00   | 0.27%             | 2026-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BPCE SA 144A                          | BPCE SA                                                             | CUSIP: 05583JAE2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    2000000 | PA      | $2019876.00   | 0.08%             | 2028-09-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BRIGHTHSE FIN GLBL FUND 144A          | BRIGHTHOUSE FINANCIAL GLOBAL FUNDING                                | CUSIP: 10921U2C1<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $985644.00    | 0.04%             | 2026-05-24      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                | BRIXMOR OPERATING PARTNERSHIP LP                                    | CUSIP: 11120VAE3<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |   14023000 | PA      | $13975041.34  | 0.54%             | 2027-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                     | BROWN & BROWN INC                                                   | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    1385000 | PA      | $1398316.78   | 0.05%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP 4/2 144A CP            | BRUNSWICK CORP 4/2 144A CP 4.4500 20251204                          | CUSIP: 11704MZ42<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $24981142.50  | 0.96%             | 2025-12-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BX 2021-RISE A 144A                   | BX TRUST 2021-RISE                                                  | CUSIP: 12434EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3017825 | PA      | $3012186.38   | 0.12%             | 2036-11-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| BX 2025-VOLT A 144A                   | BX TRUST 2025-VOLT                                                  | CUSIP: 05619PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12255000 | PA      | $12247340.63  | 0.47%             | 2044-12-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA 144A                     | CAIXABANK SA                                                        | CUSIP: 12803RAB0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   11450000 | PA      | $11670160.60  | 0.45%             | 2027-09-13      | Variable      | 6.68%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURC 4/2 144A CP  | CANADIAN NATURAL RESOURC 4/2 144A CP 0.0000 20251219                | CUSIP: 13638WZK1<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | US        |    7200000 | PA      | $7181788.32   | 0.27%             | 2025-12-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURC 4/2 144A CP  | CANADIAN NATURAL RESOURCES LTD                                      | CUSIP: 13638WZQ8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   14000000 | PA      | $13956303.20  | 0.53%             | 2025-12-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SVS                | CAPITAL ONE FINANCIAL CORP                                          | CUSIP: 254709AM0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    2639000 | PA      | $2635835.84   | 0.10%             | 2027-02-09      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO              | CAPITAL ONE FINANCIAL CORP                                          | CUSIP: 14040HBK0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    9575000 | PA      | $9540855.55   | 0.37%             | 2026-07-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE NA                        | CAPITAL ONE NA                                                      | CUSIP: 25466AAJ0<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $995165.00    | 0.04%             | 2026-07-27      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CMXS 2025-B A2                        | CARMAX SELECT RECEIVABLES TRUST 2025-B                              | CUSIP: 14320BAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6600000 | PA      | $6603124.44   | 0.25%             | 2029-03-15      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| CRVNA 2021-N4 B                       | CARVANA AUTO RECEIVABLES TRUST 2021-N4                              | CUSIP: 14687HAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     896871 | PA      | $871629.86    | 0.03%             | 2028-09-11      | Fixed         | 1.24%                 | No            |                  2 | On Loan: No      |
| CRVNA 2023-N1 C 144A                  | CARVANA AUTO RECEIVABLES TRUST 2023-N1                              | CUSIP: 14688FAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11169000 | PA      | $11232186.38  | 0.43%             | 2029-07-10      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| CRVNA 2024-N1 A3 144A                 | CARVANA AUTO RECEIVABLES TRUST 2024-N1                              | CUSIP: 14687QAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1615056 | PA      | $1618429.81   | 0.06%             | 2028-03-10      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CRVNA 2024-N2 A3 144A                 | CARVANA AUTO RECEIVABLES TRUST 2024-N2                              | CUSIP: 14687VAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1862065 | PA      | $1869143.56   | 0.07%             | 2028-07-10      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| CRVNA 2024-N2 C 144A                  | CARVANA AUTO RECEIVABLES TRUST 2024-N2                              | CUSIP: 14687VAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7000000 | PA      | $7149366.00   | 0.27%             | 2030-09-10      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| CRVNA 2024-N2 B 144A                  | CARVANA AUTO RECEIVABLES TRUST 2024-N2                              | CUSIP: 14687VAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14825000 | PA      | $15011511.84  | 0.57%             | 2030-09-10      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| CRVNA 2024-N3 B 144A                  | CARVANA AUTO RECEIVABLES TRUST 2024-N3                              | CUSIP: 14687WAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11000000 | PA      | $11039040.10  | 0.42%             | 2030-12-10      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| CRVNA 2024-P2 A3                      | CARVANA AUTO RECEIVABLES TRUST 2024-P2                              | CUSIP: 14688PAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3550256 | PA      | $3575789.10   | 0.14%             | 2029-07-10      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| CRVNA 2025-P2 A2                      | CARVANA AUTO RECEIVABLES TRUST 2025-P2                              | CUSIP: 14688YAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2601289 | PA      | $2606106.12   | 0.10%             | 2028-08-10      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| CRVNA 2025-P2 A3                      | CARVANA AUTO RECEIVABLES TRUST 2025-P2                              | CUSIP: 14688YAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4365000 | PA      | $4394644.90   | 0.17%             | 2030-08-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CRVNA 2025-P4 A2                      | CARVANA AUTO RECEIVABLES TRUST 2025-P4                              | CUSIP: 14689AAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5910000 | PA      | $5913585.01   | 0.23%             | 2029-03-12      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC              | CELANESE US HOLDINGS LLC                                            | CUSIP: 15089QAK0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    5048000 | PA      | $4921800.00   | 0.19%             | 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        |    8860000 | PA      | $9103650.00   | 0.35%             | 2027-07-15      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| CENCOSUD SA 144A                      | CENCOSUD SA                                                         | CUSIP: 15132HAH4<br>LEI: 549300NLTGCFV7482429 | Long             | DBT              | CORP              | CL        |    6010000 | PA      | $6016689.13   | 0.23%             | 2027-07-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                          | CENTENE CORP                                                        | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   15632000 | PA      | $15406727.25  | 0.59%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CACLN 2025-1 B 144A                   | CHASE AUTO CREDIT LINKED NOTES SERIES 2025-1                        | CUSIP: 46591HCS7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4618604 | PA      | $4647461.85   | 0.18%             | 2033-02-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHPRK 2018-1A A2R 144A                | CHENANGO PARK CLO LTD                                               | CUSIP: 16409TAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4700000 | PA      | $4700120.32   | 0.18%             | 2030-04-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                   | CHENIERE ENERGY INC                                                 | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    2650000 | PA      | $2649523.00   | 0.10%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CIFC 2013-2A A1L2 144A                | CIFC FUNDING 2013-II LTD                                            | CUSIP: 12549BAY4<br>LEI: 2549009RG3XZEWMXDF59 | Long             | ABS-CBDO         | CORP              | KY        |    1463629 | PA      | $1463620.85   | 0.06%             | 2030-10-18      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| CIFC 2016-1A AR3 144A                 | CIFC FUNDING 2016-I LTD                                             | CUSIP: 17180TBL5<br>LEI: 54930076OPDXR0U68E20 | Long             | ABS-CBDO         | CORP              | KY        |   10299187 | PA      | $10301240.84  | 0.39%             | 2031-10-21      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                           | CITIBANK NA                                                         | CUSIP: 17325FBQ0<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    6250000 | PA      | $6281006.25   | 0.24%             | 2027-05-29      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| CMLTI 2020-EXP2 A3 144A               | CITIGROUP MORTGAGE LOAN TRUST INC                                   | CUSIP: 17328PAQ6<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |    4525613 | PA      | $3979963.82   | 0.15%             | 2050-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| CMLTI 2020-EXP2 A4 144A               | CITIGROUP MORTGAGE LOAN TRUST INC                                   | CUSIP: 17328PAX1<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |    1094079 | PA      | $957019.93    | 0.04%             | 2050-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                    | CNA FINANCIAL CORP                                                  | CUSIP: 126117AT7<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |   11800000 | PA      | $11799952.80  | 0.45%             | 2026-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COLORADO INT GAS CO/ISS 144A          | COLORADO INTERSTATE GAS CO LLC / COLORADO INTERSTATE ISSUING CORP   | CUSIP: 196500AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1114000 | PA      | $1112627.55   | 0.04%             | 2026-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| COLT 2025-8 A1 144A                   | COLT 2025-8 MORTGAGE LOAN TRUST                                     | CUSIP: 19689DAA7<br>LEI: 2138009IZ4NQZAKAEN75 | Long             | ABS-MBS          | CORP              | US        |    5530028 | PA      | $5598362.62   | 0.21%             | 2070-08-25      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| CONAGRA FOODS INC 4/2 144A CP         | CONAGRA BRANDS INC                                                  | CUSIP: 20600GZB5<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |   18200000 | PA      | $18172195.86  | 0.70%             | 2025-12-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                    | CONAGRA BRANDS INC                                                  | CUSIP: 205887CC4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    7260000 | PA      | $7343533.56   | 0.28%             | 2028-11-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CAS 2023-R05 1M1 144A                 | CONNECTICUT AVENUE SECURITIES TRUST 2023-R05                        | CUSIP: 207942AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2645420 | PA      | $2667354.96   | 0.10%             | 2043-06-25      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| CAS 2024-R02 1M1 144A                 | CONNECTICUT AVENUE SECURITIES TRUST 2024-R02                        | CUSIP: 20754GAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1652956 | PA      | $1654940.93   | 0.06%             | 2044-02-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| CAS 2024-R05 2M1 144A                 | CONNECTICUT AVENUE SECURITIES TRUST 2024-R05                        | CUSIP: 20754XAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     518038 | PA      | $517744.72    | 0.02%             | 2044-07-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| CAS 2025-R04 1A1 144A                 | CONNECTICUT AVENUE SECURITIES TRUST 2025-R04                        | CUSIP: 20755TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3618163 | PA      | $3624066.25   | 0.14%             | 2045-05-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| CAS 2025-R06 1M1 144A                 | CONNECTICUT AVENUE SECURITIES TRUST 2025-R06                        | CUSIP: 20754YAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3519837 | PA      | $3515626.80   | 0.13%             | 2045-09-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES 144A            | CONTINENTAL RESOURCES INC/OK                                        | CUSIP: 212015AU5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    8756000 | PA      | $8579496.55   | 0.33%             | 2026-11-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA              | COOPERATIEVE RABOBANK UA                                            | CUSIP: 21684AAF3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    4320000 | PA      | $4304612.16   | 0.16%             | 2026-07-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC              | COREBRIDGE FINANCIAL INC                                            | CUSIP: 21871XAD1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    9388000 | PA      | $9318012.46   | 0.36%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                           | CORP NACIONAL DEL COBRE DE CHILE                                    | CUSIP: AO5022774<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    9740000 | PA      | $9640234.15   | 0.37%             | 2027-08-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC 144A           | COX COMMUNICATIONS INC                                              | CUSIP: 224044CG0<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $992921.00    | 0.04%             | 2026-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA 144A               | CREDIT AGRICOLE SA                                                  | CUSIP: 22535WAP2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   14910000 | PA      | $15207275.58  | 0.58%             | 2029-01-09      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| CROSS 2025-H7 A1 144A                 | CROSS 2025-H7 MORTGAGE TRUST                                        | CUSIP: 22757JAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11725455 | PA      | $11709938.58  | 0.45%             | 2070-09-25      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| XROAD 2024-A A2 144A                  | CROSSROADS ASSET TRUST 2024-A                                       | CUSIP: 227927AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1817782 | PA      | $1836604.85   | 0.07%             | 2030-08-20      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTL CORP                | CROWN CASTLE INC                                                    | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    6130000 | PA      | $6015117.67   | 0.23%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTL CORP                | CROWN CASTLE INC                                                    | CUSIP: 22822VAK7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    4850000 | PA      | $4794132.85   | 0.18%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                      | CROWN CASTLE INC                                                    | CUSIP: 22822VAE1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3485594.00   | 0.13%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTL CORP                | CROWN CASTLE INC                                                    | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    4250000 | PA      | $4171885.00   | 0.16%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTL CORP 4/2 144A CP    | CROWN CASTLE INTL 0.0 18DEC25 144A                                  | CUSIP: 22823PZJ5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6982723.30   | 0.27%             | 2025-12-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CRNPT 2018-7A AR 144A                 | CROWN POINT CLO 7 LTD                                               | CUSIP: 22846MAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     797185 | PA      | $797429.41    | 0.03%             | 2031-10-20      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                          | CUBESMART LP                                                        | CUSIP: 22966RAD8<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |     946000 | PA      | $938467.95    | 0.04%             | 2026-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                       | CVS HEALTH CORP                                                     | CUSIP: 126650CU2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    8120000 | PA      | $8066148.16   | 0.31%             | 2026-06-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                       | CVS HEALTH CORP                                                     | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    4600000 | PA      | $4387043.00   | 0.17%             | 2027-08-21      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                       | CVS HEALTH CORP                                                     | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    5450000 | PA      | $5466311.85   | 0.21%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA 144A           | DAIMLER TRUCK FINANCE NORTH AMERICA LLC                             | CUSIP: 233853AY6<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2841806.80   | 0.11%             | 2027-09-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S 144A                  | DANSKE BANK A/S                                                     | CUSIP: 23636ABC4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    5628000 | PA      | $5634252.71   | 0.22%             | 2028-04-01      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| DRMT 2021-1 A1 144A                   | DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2021-1                         | CUSIP: 24380VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2259552 | PA      | $2173193.41   | 0.08%             | 2065-05-25      | Variable      | 0.71%                 | No            |                  2 | On Loan: No      |
| DEFT 2023-2 A3 144A                   | DELL EQUIPMENT FINANCE TRUST 2023-2                                 | CUSIP: 24703GAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2547037 | PA      | $2554264.21   | 0.10%             | 2029-01-22      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| DEFT 2024-2 A3 144A                   | DELL EQUIPMENT FINANCE TRUST 2024-2                                 | CUSIP: 24704EAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2900000 | PA      | $2920161.09   | 0.11%             | 2030-08-22      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| DEFT 2025-1 A3 144A                   | DELL EQUIPMENT FINANCE TRUST 2025-1                                 | CUSIP: 24703UAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1925000 | PA      | $1942089.00   | 0.07%             | 2031-02-24      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                   | DELTA AIR LINES INC                                                 | CUSIP: 247361A24<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    2965000 | PA      | $2995091.79   | 0.11%             | 2028-07-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                   | DOLLAR GENERAL CORP                                                 | CUSIP: 256677AK1<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    4051000 | PA      | $4082241.31   | 0.16%             | 2027-11-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DP WORLD CRESCENT LTD                 | DP WORLD CRESCENT LTD                                               | CUSIP: AU4586304<br>LEI: 21380096JRTWB8TL9236 | Long             | DBT              | CORP              | KY        |    7640000 | PA      | $7719555.32   | 0.30%             | 2028-09-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DRIVE 2021-3 D 144A                   | DRIVE AUTO RECEIVABLES TRUST 2021-3                                 | CUSIP: 262081AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8603824 | PA      | $8512821.60   | 0.33%             | 2029-06-15      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| DRIVE 2024-1 B                        | DRIVE AUTO RECEIVABLES TRUST 2024-1                                 | CUSIP: 26208WAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5440000 | PA      | $5463425.18   | 0.21%             | 2029-01-16      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| DRIVE 2024-2 A3                       | DRIVE AUTO RECEIVABLES TRUST 2024-2                                 | CUSIP: 26207AAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1665000 | PA      | $1667305.53   | 0.06%             | 2028-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DRIVE 2024-2 B                        | DRIVE AUTO RECEIVABLES TRUST 2024-2                                 | CUSIP: 26207AAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2650000 | PA      | $2656792.22   | 0.10%             | 2029-07-16      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| DRIVE 2025-1 B                        | DRIVE AUTO RECEIVABLES TRUST 2025-1                                 | CUSIP: 262102AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6000000 | PA      | $6046612.20   | 0.23%             | 2032-09-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| DRIVE 2025-1 A3                       | DRIVE AUTO RECEIVABLES TRUST 2025-1                                 | CUSIP: 262102AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4250000 | PA      | $4269558.93   | 0.16%             | 2032-09-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| DRSLF 2017-53A AR 144A                | DRYDEN 53 CLO LTD                                                   | CUSIP: 26243EAP6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    9901761 | PA      | $9897788.81   | 0.38%             | 2031-01-15      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| DRSLF 2019-80A ARR 144A               | DRYDEN 80 CLO LTD                                                   | CUSIP: 26245JBA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5563560 | PA      | $5560896.24   | 0.21%             | 2033-01-17      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL 4/2 144A CP      | EDISON INTL DISC COML P 0.0 05DEC25                                 | CUSIP: 28103AZ56<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9991872.00   | 0.38%             | 2025-12-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EFMT 2024-INV2 A1 144A                | EFMT 2024-INV2                                                      | CUSIP: 26844LAA6<br>LEI: 254900QTMZ2ZHRYMFA85 | Long             | ABS-MBS          | CORP              | US        |    3272831 | PA      | $3278240.02   | 0.13%             | 2069-10-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-INV2 A1 144A                | EFMT 2025-INV2                                                      | CUSIP: 281914AA9<br>LEI: 254900ZO1GLQXE3JWX68 | Long             | ABS-MBS          | CORP              | US        |    2420863 | PA      | $2430181.34   | 0.09%             | 2070-05-26      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-INV4 A1F 144A               | EFMT 2025-INV4                                                      | CUSIP: 26846DAD6<br>LEI: 254900KQZEY4W9F3MX66 | Long             | ABS-MBS          | CORP              | US        |    6013290 | PA      | $6014198.74   | 0.23%             | 2070-10-25      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-NQM5 A1 144A                | EFMT 2025-NQM5                                                      | CUSIP: 28225KAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2367945 | PA      | $2370576.48   | 0.09%             | 2070-11-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| EMAAR SUKUK LTD                       | EMAAR SUKUK LTD                                                     | CUSIP: LW3641039<br>LEI: 549300NZHOOO6634T541 | Long             | DBT              | NUSS              | KY        |    9561000 | PA      | $9501100.34   | 0.36%             | 2026-09-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV 144A             | ENEL FINANCE INTERNATIONAL NV                                       | CUSIP: 29278GAN8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   12500000 | PA      | $11870450.00  | 0.45%             | 2028-07-12      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV 144A             | ENEL FINANCE INTERNATIONAL NV                                       | CUSIP: 29278GBF4<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    1120000 | PA      | $1120393.12   | 0.04%             | 2028-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER PARTNERS 4/2 144A CP  | ENERGY TRANSFER LP                                                  | CUSIP: 29277EZ15<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   18200000 | PA      | $18193850.22  | 0.70%             | 2025-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                    | ENERGY TRANSFER LP                                                  | CUSIP: 86765BAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    3997000 | PA      | $3989313.77   | 0.15%             | 2026-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EFF 2023-2 A2 144A                    | ENTERPRISE FLEET FINANCING 2023-2 LLC                               | CUSIP: 29375NAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3027486 | PA      | $3044617.33   | 0.12%             | 2030-04-22      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| EFF 2023-3 A2 144A                    | ENTERPRISE FLEET FINANCING 2023-3 LLC                               | CUSIP: 29374LAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4375101 | PA      | $4433474.95   | 0.17%             | 2030-03-20      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| EFF 2024-1 A2 144A                    | ENTERPRISE FLEET FINANCING 2024-1 LLC                               | CUSIP: 29375PAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3879496 | PA      | $3908602.92   | 0.15%             | 2030-03-20      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| EFF 2024-2 A2 144A                    | ENTERPRISE FLEET FINANCING 2024-2 LLC                               | CUSIP: 29375RAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3209696 | PA      | $3223036.49   | 0.12%             | 2026-12-20      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| EFF 2024-3 A2 144A                    | ENTERPRISE FLEET FINANCING 2024-3 LLC                               | CUSIP: 29375QAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1108321 | PA      | $1113607.64   | 0.04%             | 2027-04-20      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| EFF 2025-2 A2 144A                    | ENTERPRISE FLEET FINANCING 2025-2 LLC                               | CUSIP: 29375TAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2365000 | PA      | $2374702.65   | 0.09%             | 2028-02-22      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| EQT CORP 144A                         | EQT CORP                                                            | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1983236.00   | 0.08%             | 2026-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL 144A         | EQUITABLE AMERICA GLOBAL FUNDING                                    | CUSIP: 29446Q2D4<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |    1830000 | PA      | $1846861.62   | 0.07%             | 2027-09-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                    | ESSEX PORTFOLIO LP                                                  | CUSIP: 29717PAQ0<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    1899000 | PA      | $1892264.25   | 0.07%             | 2026-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EART 2025-3A B                        | EXETER AUTOMOBILE RECEIVABLES TRUST                                 | CUSIP: 30166XAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3185000 | PA      | $3225166.04   | 0.12%             | 2030-02-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| EART 2025-3A A3                       | EXETER AUTOMOBILE RECEIVABLES TRUST                                 | CUSIP: 30166XAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3035000 | PA      | $3053721.70   | 0.12%             | 2029-07-16      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| EART 2024-1A C                        | EXETER AUTOMOBILE RECEIVABLES TRUST 2024-1                          | CUSIP: 30167PAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1582000 | PA      | $1597411.84   | 0.06%             | 2030-05-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| EART 2024-2A B                        | EXETER AUTOMOBILE RECEIVABLES TRUST 2024-2                          | CUSIP: 30166DAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2250003 | PA      | $2252538.17   | 0.09%             | 2028-04-17      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| EART 2024-3A C                        | EXETER AUTOMOBILE RECEIVABLES TRUST 2024-3                          | CUSIP: 30165AAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13780000 | PA      | $13958485.45  | 0.53%             | 2029-07-16      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| EART 2024-4A B                        | EXETER AUTOMOBILE RECEIVABLES TRUST 2024-4                          | CUSIP: 30166UAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4645000 | PA      | $4662567.39   | 0.18%             | 2030-08-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| EART 2025-5A A3                       | EXETER AUTOMOBILE RECEIVABLES TRUST 2025-5                          | CUSIP: 30166VAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1750000 | PA      | $1752429.00   | 0.07%             | 2029-11-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| EART 2025-5A B                        | EXETER AUTOMOBILE RECEIVABLES TRUST 2025-5                          | CUSIP: 30166VAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6080000 | PA      | $6091413.38   | 0.23%             | 2030-07-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                                     | CUSIP: 31418FDC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9237537 | PA      | $9465007.36   | 0.36%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                                     | CUSIP: 31418ET67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   23998766 | PA      | $24387373.36  | 0.93%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNR 2014-89 FM                        | FANNIE MAE REMICS                                                   | CUSIP: 3136AL5R8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     106168 | PA      | $104800.44    | 0.00%             | 2045-01-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK                      | FIFTH THIRD BANK NA                                                 | CUSIP: 31677AAB0<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |   21105000 | PA      | $21057007.23  | 0.81%             | 2026-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| FAHB 2024-HB1 A1A 144A                | FINANCE OF AMERICA HECM BUYOUT 2024-HB1                             | CUSIP: 31737DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     624431 | PA      | $624093.44    | 0.02%             | 2034-10-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| FISERV INC                            | FISERV INC                                                          | CUSIP: 337738BG2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   10250000 | PA      | $10500356.25  | 0.40%             | 2028-08-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FISERV INC                            | FISERV INC                                                          | CUSIP: 337738BJ6<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2522165.00   | 0.10%             | 2027-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FORDL 2023-B B                        | FORD CREDIT AUTO LEASE TRUST 2023-B                                 | CUSIP: 34529NAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3685000 | PA      | $3695485.30   | 0.14%             | 2027-02-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| FORDR 2021-1 B 144A                   | FORD CREDIT AUTO OWNER TRUST 2021-REV1                              | CUSIP: 345340AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1600000 | PA      | $1582752.00   | 0.06%             | 2033-10-17      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| FORDF 2023-1 B 144A                   | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A                          | CUSIP: 34528QHX5<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    4495000 | PA      | $4515225.25   | 0.17%             | 2028-05-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| FORDF 2024-1 B 144A                   | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A                          | CUSIP: 34528QJC9<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    3225000 | PA      | $3277631.03   | 0.13%             | 2029-04-15      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| FORDF 2023-1 D 144A                   | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A                          | CUSIP: 34528QHZ0<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |     805000 | PA      | $811583.45    | 0.03%             | 2028-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FORDF 2025-2 B                        | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A                          | CUSIP: 34528QJW5<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    1460000 | PA      | $1464017.63   | 0.06%             | 2030-09-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC              | FORD MOTOR CREDIT CO LLC                                            | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   13650000 | PA      | $13458749.85  | 0.52%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC              | FORD MOTOR CREDIT CO LLC                                            | CUSIP: 345397F81<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    6375000 | PA      | $6396687.75   | 0.24%             | 2026-11-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FORTIVE CORPORATION                   | FORTIVE CORP                                                        | CUSIP: 34959JAG3<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |    1340000 | PA      | $1331741.58   | 0.05%             | 2026-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| FCBSL 2019-1A A1R 144A                | FORTRESS CREDIT BSL VII LTD                                         | CUSIP: 34956NAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2687795 | PA      | $2687386.56   | 0.10%             | 2032-07-23      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| FCBSL 2019-2A A1AR 144A               | FORTRESS CREDIT BSL VIII LTD                                        | CUSIP: 34962DAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7213036 | PA      | $7212225.57   | 0.28%             | 2032-10-20      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                                    | CUSIP: 3132DUQU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   11756020 | PA      | $12087171.04  | 0.46%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                                    | CUSIP: 3142GVGD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8963429 | PA      | $9203155.53   | 0.35%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                                    | CUSIP: 31425YXX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4809858 | PA      | $5001026.31   | 0.19%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHR 4434 FA                           | FREDDIE MAC REMICS                                                  | CUSIP: 3137BGE39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     134943 | PA      | $132665.54    | 0.01%             | 2045-02-15      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| STACR 2022-DNA2 M1A 144A              | FREDDIE MAC STACR REMIC TRUST 2022-DNA2                             | CUSIP: 35564KRE1<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | USGSE             | US        |     939507 | PA      | $939791.36    | 0.04%             | 2042-02-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| STACR 2022-DNA5 M1A 144A              | FREDDIE MAC STACR REMIC TRUST 2022-DNA5                             | CUSIP: 35564KYN3<br>LEI: 5493000IS349P4O9HR58 | Long             | ABS-MBS          | USGSE             | US        |    2938712 | PA      | $2997327.55   | 0.11%             | 2042-06-25      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| STACR 2023-HQA3 A1 144A               | FREDDIE MAC STACR REMIC TRUST 2023-HQA3                             | CUSIP: 35564K3F4<br>LEI: 529900ZTXRUUVE8G8W08 | Long             | ABS-MBS          | USGSE             | US        |    2051229 | PA      | $2071628.00   | 0.08%             | 2043-11-25      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| STACR 2024-DNA2 A1 144A               | FREDDIE MAC STACR REMIC TRUST 2024-DNA2                             | CUSIP: 35564NCW1<br>LEI: 529900GRKKKHILZX4347 | Long             | ABS-MBS          | USGSE             | US        |    3490407 | PA      | $3507766.74   | 0.13%             | 2044-05-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| STACR 2024-DNA3 A1 144A               | FREDDIE MAC STACR REMIC TRUST 2024-DNA3                             | CUSIP: 35564NEY5<br>LEI: 529900P3PHNE8PW64Z68 | Long             | ABS-MBS          | USGSE             | US        |    2979600 | PA      | $2986187.60   | 0.11%             | 2044-10-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| STACR 2024-HQA1 A1 144A               | FREDDIE MAC STACR REMIC TRUST 2024-HQA1                             | CUSIP: 35564NBW2<br>LEI: 529900PGKDI4ZEXFQ523 | Long             | ABS-MBS          | USGSE             | US        |    6605586 | PA      | $6622019.47   | 0.25%             | 2044-03-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| STACR 2025-DNA1 A1 144A               | FREDDIE MAC STACR REMIC TRUST 2025-DNA1                             | CUSIP: 35564NFY4<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-MBS          | USGSE             | US        |     819562 | PA      | $820367.80    | 0.03%             | 2045-01-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| STACR 2025-DNA2 A1 144A               | FREDDIE MAC STACR REMIC TRUST 2025-DNA2                             | CUSIP: 35564NHY2<br>LEI: 529900XX8WXEM4FBIH80 | Long             | ABS-MBS          | USGSE             | US        |    2666000 | PA      | $2672871.35   | 0.10%             | 2045-05-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| STACR 2025-DNA3 A1 144A               | FREDDIE MAC STACR REMIC TRUST 2025-DNA3                             | CUSIP: 35564UAQ0<br>LEI: 5299009HC4IGFM6RXF30 | Long             | ABS-MBS          | USGSE             | US        |    4023750 | PA      | $4025297.53   | 0.15%             | 2045-09-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| STACR 2025-DNA4 A1 144A               | FREDDIE MAC STACR REMIC TRUST 2025-DNA4                             | CUSIP: 35564UBQ9<br>LEI: 529900ZVQVVVNGMGDO97 | Long             | ABS-MBS          | USGSE             | US        |    4692188 | PA      | $4692161.69   | 0.18%             | 2045-10-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                 | FREEPORT INDONESIA PT                                               | CUSIP: BV7716632<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    7100000 | PA      | $7154052.30   | 0.27%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                  | FREEPORT-MCMORAN INC                                                | CUSIP: 35671DCC7<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     883000 | PA      | $882954.08    | 0.03%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| FREEPORT-MCMORAN INC                  | FREEPORT-MCMORAN INC                                                | CUSIP: 35671DCE3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    3822000 | PA      | $3813190.29   | 0.15%             | 2028-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                  | FREEPORT-MCMORAN INC                                                | CUSIP: 35671DCG8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    5600000 | PA      | $5594792.00   | 0.21%             | 2028-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                  | FREEPORT-MCMORAN INC                                                | CUSIP: 35671DCD5<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    4321000 | PA      | $4392270.57   | 0.17%             | 2029-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FREMF 2017-K65 B 144A                 | FREMF 2017-K056 MORTGAGE TRUST                                      | CUSIP: 30302XAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1325000 | PA      | $1319229.36   | 0.05%             | 2050-07-25      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| GFMT 2019-2 A21 144A                  | GALTON FUNDING MORTGAGE TRUST 2019-2                                | CUSIP: 36418AAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     188702 | PA      | $178325.15    | 0.01%             | 2059-06-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| GFMT 2020-H1 A2 144A                  | GALTON FUNDING MORTGAGE TRUST 2020-H1                               | CUSIP: 36418HAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2242123 | PA      | $2152651.15   | 0.08%             | 2060-01-25      | Variable      | 2.41%                 | No            |                  2 | On Loan: No      |
| GARTNER INC 144A                      | GARTNER INC                                                         | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    6430000 | PA      | $6397226.29   | 0.24%             | 2028-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GATX CORP                             | GATX CORP                                                           | CUSIP: 361448BP7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    3230000 | PA      | $3274709.66   | 0.13%             | 2027-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                | GENERAL MOTORS FINANCIAL CO INC                                     | CUSIP: 37045XFH4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   12500000 | PA      | $12650237.50  | 0.48%             | 2027-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                | GENERAL MOTORS FINANCIAL CO INC                                     | CUSIP: 37045XES1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    2250000 | PA      | $2258932.50   | 0.09%             | 2027-05-08      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| GMALT 2025-1 A4                       | GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-1                        | CUSIP: 36271VAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $2023194.60   | 0.08%             | 2029-02-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GMALT 2025-1 B                        | GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-1                        | CUSIP: 36271VAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3290000 | PA      | $3327287.54   | 0.13%             | 2029-02-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| GMALT 2025-2 B                        | GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-2                        | CUSIP: 362962AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4200000 | PA      | $4247291.58   | 0.16%             | 2029-04-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GOHL CAPITAL LTD                      | GOHL CAPITAL LTD                                                    | CUSIP: AM1928143<br>LEI: 254900TF7OK6KSDZA888 | Long             | DBT              | CORP              | IM        |    5040000 | PA      | $4987092.55   | 0.19%             | 2027-01-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HARLEY DAVIDSON FINL SER 4/2 144A CP  | HARLEY-DAVIDSON FINANCIAL SERVICES INC                              | CUSIP: 41282KAG3<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9942153.00   | 0.38%             | 2026-01-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HARLEY DAVIDSON FINL SER 4/2 144A CP  | HARLEY-DAVIDSON FINANCIAL SERVICES INC                              | CUSIP: 41282KA65<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |   23300000 | PA      | $23192924.85  | 0.89%             | 2026-01-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                               | HCA INC                                                             | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   19776000 | PA      | $19776652.61  | 0.76%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA INC 4/2 144A CP                   | HCA INC                                                             | CUSIP: 40412DAD1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2983419.60   | 0.11%             | 2026-01-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HCA INC 4/2 144A CP                   | HCA INC 4/2 144A CP 4.5100 20260105                                 | CUSIP: 40412DA58<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3484013.05   | 0.13%             | 2026-01-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HDFC BANK LTD                         | HDFC BANK LTD/GANDHINAGAR                                           | CUSIP: ZL2067664<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | DBT              | CORP              | IN        |    8500000 | PA      | $8537526.65   | 0.33%             | 2026-03-02      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP              | HEALTHCARE REALTY HOLDINGS LP                                       | CUSIP: 42225UAD6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |   12253000 | PA      | $12177313.22  | 0.47%             | 2026-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                     | HEALTHPEAK OP LLC                                                   | CUSIP: 42250PAC7<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    1365000 | PA      | $1321621.67   | 0.05%             | 2027-02-01      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| HCP INC                               | HEALTHPEAK OP LLC                                                   | CUSIP: 40414LAQ2<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    8500000 | PA      | $8443441.00   | 0.32%             | 2026-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HIGHMARK INC 144A                     | HIGHMARK INC                                                        | CUSIP: 431116AD4<br>LEI: 549300B6868ZXXEB2Y57 | Long             | DBT              | CORP              | US        |   12754000 | PA      | $12571541.28  | 0.48%             | 2026-05-10      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| HGVT 2019-AA A 144A                   | HILTON GRAND VACATIONS TRUST 2019-A                                 | CUSIP: 43284HAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     194936 | PA      | $194008.47    | 0.01%             | 2033-07-25      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| HOMES 2024-AFC1 A1 144A               | HOMES 2024-AFC1 TRUST                                               | CUSIP: 403945AC2<br>LEI: 2549009KYOPIDSS2IL61 | Long             | ABS-MBS          | CORP              | US        |    8710235 | PA      | $8721164.17   | 0.33%             | 2059-08-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| HOMES 2025-NQM4 A1 144A               | HOMES 2025-NQM4 TRUST                                               | CUSIP: 403958AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2352721 | PA      | $2359916.30   | 0.09%             | 2070-08-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| HPEFS 2023-2A B 144A                  | HPEFS EQUIPMENT TRUST 2023-2                                        | CUSIP: 44328UAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     798723 | PA      | $799548.90    | 0.03%             | 2031-01-21      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HPEFS 2024-2A B 144A                  | HPEFS EQUIPMENT TRUST 2024-2                                        | CUSIP: 40444MAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1880000 | PA      | $1900235.76   | 0.07%             | 2031-10-20      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HPEFS 2024-2A A2 144A                 | HPEFS EQUIPMENT TRUST 2024-2                                        | CUSIP: 40444MAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     236442 | PA      | $236603.98    | 0.01%             | 2031-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                     | HSBC HOLDINGS PLC                                                   | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    5600000 | PA      | $5711378.40   | 0.22%             | 2028-05-17      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| HACLN 2024-2 B1 144A                  | HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2024-2              | CUSIP: 44644NAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4061202 | PA      | $4103533.31   | 0.16%             | 2032-10-20      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| HACLN 2025-1 B1 144A                  | HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2025-1              | CUSIP: 446438SX2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6156421 | PA      | $6205715.21   | 0.24%             | 2033-03-21      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| HACLN 2025-2 B1 144A                  | HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2025-2              | CUSIP: 44644NAN9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6305328 | PA      | $6344616.74   | 0.24%             | 2033-09-20      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| HALST 2024-A B 144A                   | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2024-A                      | CUSIP: 448988AF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3335000 | PA      | $3355182.09   | 0.13%             | 2028-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HALST 2024-A A3 144A                  | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2024-A                      | CUSIP: 448988AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3586619 | PA      | $3595096.18   | 0.14%             | 2027-03-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| HALST 2025-B B 144A                   | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-B                      | CUSIP: 44935DAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3095000 | PA      | $3137484.14   | 0.12%             | 2029-08-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA 144A          | HYUNDAI CAPITAL AMERICA                                             | CUSIP: 44891ADP9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    7255000 | PA      | $7311030.37   | 0.28%             | 2027-03-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA 144A          | HYUNDAI CAPITAL AMERICA                                             | CUSIP: 44891ABP1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1450249.50   | 0.06%             | 2027-10-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA 144A          | HYUNDAI CAPITAL AMERICA                                             | CUSIP: 44891ADY0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $7539622.50   | 0.29%             | 2027-06-23      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC              | ICON INVESTMENTS SIX DAC                                            | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |   14074000 | PA      | $14348597.81  | 0.55%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC 144A          | IMPERIAL BRANDS FINANCE PLC                                         | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    2945000 | PA      | $2973451.65   | 0.11%             | 2028-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC 144A          | IMPERIAL BRANDS FINANCE PLC                                         | CUSIP: 45262BAB9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    1262000 | PA      | $1254963.09   | 0.05%             | 2026-07-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| IMPRL 2021-NQM2 A1 144A               | IMPERIAL FUND MORTGAGE TRUST 2021-NQM2                              | CUSIP: 452761AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6369627 | PA      | $5424729.03   | 0.21%             | 2056-09-25      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                          | ING GROEP NV                                                        | CUSIP: 456837BF9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    3845000 | PA      | $3899760.49   | 0.15%             | 2027-09-11      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                            | INTEL CORP                                                          | CUSIP: 458140CD0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    4550000 | PA      | $4553599.05   | 0.17%             | 2026-02-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                            | INTEL CORP                                                          | CUSIP: 458140AU4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    4011000 | PA      | $3980444.20   | 0.15%             | 2026-05-19      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| INTL FLAVORS & FRAGRANCE 4/2 144A CP  | INTERNATIONAL FLAVORS & FRAGRANCES INC                              | CUSIP: 4595A2Z51<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    7800000 | PA      | $7793842.68   | 0.30%             | 2025-12-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INTL FLAVORS & FRAGRANCE 4/2 144A CP  | INTERNATIONAL FLAVORS & FRAGRANCES INC                              | CUSIP: 4595A2ZJ1<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $11972888.40  | 0.46%             | 2025-12-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INTL FLAVORS & FRAGRANCE 4/2 144A CP  | INTERNATIONAL FLAVORS + 0.0 29DEC25                                 | CUSIP: 4595A2ZV4<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5978920.20   | 0.23%             | 2025-12-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMCC 2016-NINE A 144A                | J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2016-NINE    | CUSIP: 46646GAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1535000 | PA      | $1515390.38   | 0.06%             | 2038-09-06      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                 | JACKSON FINANCIAL INC                                               | CUSIP: 46817MAR8<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    1455000 | PA      | $1470132.00   | 0.06%             | 2027-06-08      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL 144A         | JACKSON NATIONAL LIFE GLOBAL FUNDING                                | CUSIP: 46849LVA6<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    7590000 | PA      | $7745982.09   | 0.30%             | 2027-07-02      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL 144A         | JACKSON NATIONAL LIFE GLOBAL FUNDING                                | CUSIP: 46849LVC2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    6215000 | PA      | $6263856.12   | 0.24%             | 2027-01-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JAPAN T BILL                          | JAPAN TREASURY DISCOUNT BILL                                        | CUSIP: DA1846751<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 2030750000 | PA      | $12986516.57  | 0.50%             | 2026-02-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN T-BILL                          | JAPAN TREASURY DISCOUNT BILL                                        | CUSIP: YJ2931428<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 3950750000 | PA      | $25272482.76  | 0.97%             | 2026-02-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMMT 2025-DSC2 A1 144A               | JP MORGAN MORTGAGE TRUST 2025-DSC2                                  | CUSIP: 46659VAA6<br>LEI: 529900SXYOW2J5ABY729 | Long             | ABS-MBS          | CORP              | US        |    2190555 | PA      | $2197937.93   | 0.08%             | 2065-10-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                  | JPY/USD FWD 20260224 CHASGB2L                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | JP        |          1 | NC      | $-64408.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                  | KEURIG DR PEPPER INC                                                | CUSIP: 49271VAY6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6490471.00   | 0.25%             | 2026-11-15      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                  | KEURIG DR PEPPER INC                                                | CUSIP: 49271VAW0<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    6250000 | PA      | $6310137.50   | 0.24%             | 2027-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                 | KEYSIGHT TECHNOLOGIES INC                                           | CUSIP: 49338LAE3<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4014676.00   | 0.15%             | 2027-04-06      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| KKR 18 A1R2 144A                      | KKR CLO 18 LTD                                                      | CUSIP: 48251JAS2<br>LEI: 54930088PYF0FHKY5C94 | Long             | ABS-CBDO         | CORP              | KY        |   12795000 | PA      | $12765695.61  | 0.49%             | 2035-10-18      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| KKR 40A AR 144A                       | KKR CLO 40 LTD                                                      | CUSIP: 48254UAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   13265000 | PA      | $13267651.67  | 0.51%             | 2034-10-20      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| KKR 49A X 144A                        | KKR CLO 49 LTD                                                      | CUSIP: 481939AP1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1850000 | PA      | $1850234.41   | 0.07%             | 2037-10-20      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| KT CORP 144A                          | KT CORP                                                             | CUSIP: 48268KAJ0<br>LEI: 9884005ACF8449EANY26 | Long             | DBT              | CORP              | KR        |    5260000 | PA      | $5312321.75   | 0.20%             | 2029-01-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KOREA TOBACCO & GINSENG               | KT&G CORP                                                           | CUSIP: YQ9995073<br>LEI: 988400ZJV6ISYBLQX875 | Long             | DBT              | CORP              | KR        |    4570000 | PA      | $4664457.60   | 0.18%             | 2028-05-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KCOT 2023-2A A3 144A                  | KUBOTA CREDIT OWNER TRUST 2023-2                                    | CUSIP: 500945AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2105799 | PA      | $2121309.48   | 0.08%             | 2028-01-18      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| KCOT 2024-2A A2 144A                  | KUBOTA CREDIT OWNER TRUST 2024-2                                    | CUSIP: 50117DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     600519 | PA      | $602753.34    | 0.02%             | 2027-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| KCOT 2024-2A A3 144A                  | KUBOTA CREDIT OWNER TRUST 2024-2                                    | CUSIP: 50117DAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2900000 | PA      | $2948179.73   | 0.11%             | 2028-11-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| LG ELECTRONICS INC 144A               | LG ELECTRONICS INC                                                  | CUSIP: 50186QAC7<br>LEI: 988400RMQFTGZIOG0609 | Long             | DBT              | CORP              | KR        |    6740000 | PA      | $6871162.02   | 0.26%             | 2027-04-24      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LGENERGYSOLUTION                      | LG ENERGY SOLUTION LTD                                              | CUSIP: YX5618112<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |    8785000 | PA      | $8928006.53   | 0.34%             | 2027-07-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC              | LLOYDS BANKING GROUP PLC                                            | CUSIP: 53944YAB9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   20150000 | PA      | $20150644.80  | 0.77%             | 2026-03-24      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC              | LLOYDS BANKING GROUP PLC                                            | CUSIP: 539439AM1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    3100000 | PA      | $3099996.90   | 0.12%             | 2025-12-10      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                      | LPL HOLDINGS INC                                                    | CUSIP: 50212YAN4<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    2345000 | PA      | $2377016.29   | 0.09%             | 2028-04-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC 144A                 | LPL HOLDINGS INC                                                    | CUSIP: 50212YAC8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     600000 | PA      | $599422.20    | 0.02%             | 2027-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                      | LPL HOLDINGS INC                                                    | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   13063000 | PA      | $13299022.28  | 0.51%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MTLRF 2023-1A A3 144A                 | M&T EQUIPMENT 2023-LEAF1 NOTES                                      | CUSIP: 551925AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2379587 | PA      | $2394117.38   | 0.09%             | 2030-07-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| MTLRF 2025-1A A2 144A                 | M&T EQUIPMENT 2025-LEAF1 NOTES                                      | CUSIP: 55340QAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6365000 | PA      | $6403202.09   | 0.25%             | 2027-12-16      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MDPK 2021-52A AR 144A                 | MADISON PARK FUNDING LII LTD                                        | CUSIP: 55822BAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6000000 | PA      | $5999762.40   | 0.23%             | 2035-01-22      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| ATRM 13A AR2 144A                     | MADISON PARK FUNDING XLII LTD                                       | CUSIP: 55822RAB6<br>LEI: 549300YWZ8HFDYP0MR16 | Long             | ABS-CBDO         | CORP              | KY        |    4464640 | PA      | $4461962.46   | 0.17%             | 2030-11-21      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| MANUF & TRADERS TRUST CO              | MANUFACTURERS & TRADERS TRUST CO                                    | CUSIP: 564760CC8<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    3980000 | PA      | $4013479.76   | 0.15%             | 2028-07-06      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| MP15 2019-1A A1R2 144A                | MARBLE POINT CLO XV LTD                                             | CUSIP: 56606YAW5<br>LEI: 549300CO8XB55W8SS394 | Long             | ABS-CBDO         | CORP              | KY        |    5494178 | PA      | $5495272.57   | 0.21%             | 2032-07-23      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC              | MARSH & MCLENNAN COS INC                                            | CUSIP: 571748BZ4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    4125000 | PA      | $4139524.13   | 0.16%             | 2027-11-08      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                | MARVELL TECHNOLOGY INC                                              | CUSIP: 573874AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15737000 | PA      | $15580464.06  | 0.60%             | 2026-04-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| EQUATE PETROCHEMICAL BV               | MEGLOBAL BV                                                         | CUSIP: BP2041641<br>LEI: 549300WBVLU2FILR7W19 | Long             | DBT              | CORP              | NL        |   10681000 | PA      | $10235596.96  | 0.39%             | 2028-04-28      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| MFRA 2020-NQM3 A2 144A                | MFA 2020-NQM3 TRUST                                                 | CUSIP: 552757AB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     511004 | PA      | $488296.95    | 0.02%             | 2065-01-26      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| MFRA 2023-NQM3 A1 144A                | MFA 2023-NQM3 TRUST                                                 | CUSIP: 55286MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1553706 | PA      | $1565275.34   | 0.06%             | 2068-07-25      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| MFRA 2023-NQM4 A1 144A                | MFA 2023-NQM4 TRUST                                                 | CUSIP: 55286LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5400429 | PA      | $5435211.38   | 0.21%             | 2068-12-25      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| MMAF 2023-A A2 144A                   | MMAF EQUIPMENT FINANCE LLC 2023-A                                   | CUSIP: 55317WAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     230478 | PA      | $230617.12    | 0.01%             | 2026-11-13      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                | MORGAN STANLEY BANK NA                                              | CUSIP: 61690U8D5<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6527423.50   | 0.25%             | 2028-07-14      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| MSRM 2025-DSC2 A1 144A                | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-DSC2            | CUSIP: 61778XAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1038811 | PA      | $1047028.30   | 0.04%             | 2070-07-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| MVWOT 2020-1A A 144A                  | MVW 2020-1 LLC                                                      | CUSIP: 55400EAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      21696 | PA      | $21284.50     | 0.00%             | 2037-10-20      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| MVWOT 2021-1WA A 144A                 | MVW 2021-1W LLC                                                     | CUSIP: 55389TAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1113969 | PA      | $1072164.76   | 0.04%             | 2041-01-22      | Fixed         | 1.14%                 | No            |                  2 | On Loan: No      |
| NCC 2018-IIA A 144A                   | NASSAU 2018-II LTD                                                  | CUSIP: 63152PAA6<br>LEI: 549300TDGAMJFORBZE92 | Long             | ABS-CBDO         | CORP              | KY        |     414626 | PA      | $414655.95    | 0.02%             | 2031-10-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                  | NATIONAL FUEL GAS CO                                                | CUSIP: 636180BN0<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |   14059000 | PA      | $13980578.90  | 0.54%             | 2027-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY 144A          | NATIONWIDE BUILDING SOCIETY                                         | CUSIP: 63859WAE9<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    3700000 | PA      | $3683764.40   | 0.14%             | 2026-09-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NAVSL 2016-AA A2A 144A                | NAVIENT PRIVATE EDUCATION LOAN TRUST 2016-A                         | CUSIP: 63939NAB9<br>LEI: 549300JSCKIU587G1R13 | Long             | ABS-O            | CORP              | US        |     638167 | PA      | $637636.22    | 0.02%             | 2045-12-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| NAVSL 2020-DA A 144A                  | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-D                    | CUSIP: 63941HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     288853 | PA      | $275543.18    | 0.01%             | 2069-05-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| NAVSL 2020-FA A 144A                  | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-F                    | CUSIP: 63941XAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1194562 | PA      | $1131604.00   | 0.04%             | 2069-07-15      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| NAVSL 2021-CA A 144A                  | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-C                    | CUSIP: 63942JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7188158 | PA      | $6592388.22   | 0.25%             | 2069-10-15      | Fixed         | 1.06%                 | No            |                  2 | On Loan: No      |
| NAVSL 2021-GA A 144A                  | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-G                    | CUSIP: 63942KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7278055 | PA      | $6621098.92   | 0.25%             | 2070-04-15      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| NAVMT 2024-1 A 144A                   | NAVISTAR FINANCIAL DEALER NOTE MASTER OWNER TRUST                   | CUSIP: 63938PBW8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4300000 | PA      | $4324799.39   | 0.17%             | 2029-04-25      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| NAVMT 2025-1 A 144A                   | NAVISTAR FINANCIAL DEALER NOTE MASTER OWNER TRUST II 2025-1         | CUSIP: 63938PBZ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2285000 | PA      | $2291630.61   | 0.09%             | 2030-09-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| NSLT 2021-DA AFL 144A                 | NELNET STUDENT LOAN TRUST 2021-D                                    | CUSIP: 64034YAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2182402 | PA      | $2172623.21   | 0.08%             | 2062-04-20      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| NLT 2021-INV2 A1 144A                 | NLT 2021-INV2 TRUST                                                 | CUSIP: 62917JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12265742 | PA      | $10802276.91  | 0.41%             | 2056-08-25      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| WOODS 2018-14BA AR 144A               | NORTHWOODS CAPITAL XIV-B LTD                                        | CUSIP: 66860CAL7<br>LEI: 549300QQDSTCZ860F679 | Long             | ABS-CBDO         | CORP              | KY        |   14198191 | PA      | $14199899.46  | 0.54%             | 2031-11-13      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| NRZT 2025-NQM6 A1 144A                | NRZT 2025-NQM6                                                      | CUSIP: 64832KAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5925000 | PA      | $5924973.93   | 0.23%             | 2065-10-25      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE AMERICAS INC 4/2 CP       | NTT FINANCE AMERICAS INC                                            | CUSIP: 67018BZB3<br>LEI: 5493002G2563PEW0DU90 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1997062.20   | 0.08%             | 2025-12-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP 144A                 | NTT FINANCE CORP                                                    | CUSIP: 62954WAR6<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    5835000 | PA      | $5877105.36   | 0.23%             | 2028-07-16      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                | NXP BV / NXP FUNDING LLC / NXP USA INC                              | CUSIP: 62954HBF4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    1830000 | PA      | $1838747.40   | 0.07%             | 2028-08-19      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                | NXP BV / NXP FUNDING LLC / NXP USA INC                              | CUSIP: 62954HAX6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    2625000 | PA      | $2587609.50   | 0.10%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| OBX 2019-EXP3 2A1 144A                | OBX 2019-EXP3 TRUST                                                 | CUSIP: 67113ABB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      38311 | PA      | $38260.29     | 0.00%             | 2059-10-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| OBX 2020-EXP3 1A8 144A                | OBX 2020-EXP3 TRUST                                                 | CUSIP: 67448WAP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2831776 | PA      | $2518867.77   | 0.10%             | 2060-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| OBX 2020-INV1 A11 144A                | OBX 2020-INV1 TRUST                                                 | CUSIP: 67113CAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     397762 | PA      | $377220.25    | 0.01%             | 2049-12-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM13 A1 144A                | OBX 2025-NQM13 TRUST                                                | CUSIP: 67121UAA4<br>LEI: 254900FPAGVH6E25VL74 | Long             | ABS-MBS          | CORP              | US        |    7563956 | PA      | $7613083.61   | 0.29%             | 2065-05-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM14 A1F 144A               | OBX 2025-NQM14 TRUST                                                | CUSIP: 673924AP1<br>LEI: 254900T4WKE0IYMYAI09 | Long             | ABS-MBS          | CORP              | US        |    3706866 | PA      | $3711272.18   | 0.14%             | 2065-07-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM15 A1 144A                | OBX 2025-NQM15 TRUST                                                | CUSIP: 67122CAC9<br>LEI: 254900Y3YIZHUWMEGC78 | Long             | ABS-MBS          | CORP              | US        |    5120846 | PA      | $5149341.32   | 0.20%             | 2065-07-27      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR              | OCCIDENTAL PETROLEUM CORP                                           | CUSIP: 674599DZ5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    9294000 | PA      | $9723847.50   | 0.37%             | 2027-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR              | OCCIDENTAL PETROLEUM CORP                                           | CUSIP: 674599CR4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    4740000 | PA      | $4685490.00   | 0.18%             | 2026-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| OCT39 2018-3A AR 144A                 | OCTAGON INVESTMENT PARTNERS 39 LTD                                  | CUSIP: 67592CAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1755586 | PA      | $1755390.76   | 0.07%             | 2030-10-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| OCT21 2014-1A AAR4 144A               | OCTAGON INVESTMENT PARTNERS XXI LTD                                 | CUSIP: 67590QBW6<br>LEI: 549300XIS9D4AHDX5A35 | Long             | ABS-CBDO         | CORP              | KY        |    3551695 | PA      | $3550848.60   | 0.14%             | 2031-02-14      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| OCTL 2023-1A B 144A                   | OCTANE RECEIVABLES TRUST 2023-1                                     | CUSIP: 67571BAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3904000 | PA      | $3923136.24   | 0.15%             | 2029-07-20      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| OCTL 2023-1A A 144A                   | OCTANE RECEIVABLES TRUST 2023-1                                     | CUSIP: 67571BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      70049 | PA      | $70109.45     | 0.00%             | 2029-05-21      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| OCTL 2023-3A A2 144A                  | OCTANE RECEIVABLES TRUST 2023-3                                     | CUSIP: 67571CAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3443626 | PA      | $3462667.49   | 0.13%             | 2029-03-20      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| OCTL 2023-3A B 144A                   | OCTANE RECEIVABLES TRUST 2023-3                                     | CUSIP: 67571CAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5610000 | PA      | $5692185.94   | 0.22%             | 2029-07-20      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| OCTL 2024-3A A2 144A                  | OCTANE RECEIVABLES TRUST 2024-3                                     | CUSIP: 67571GAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3983490 | PA      | $4003438.10   | 0.15%             | 2030-05-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| OCTL 2024-RVM1 A 144A                 | OCTANE RECEIVABLES TRUST 2024-RVM1                                  | CUSIP: 67579FAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2889468 | PA      | $2930661.87   | 0.11%             | 2046-01-22      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| OCTL 2025-RVM1 A 144A                 | OCTANE RECEIVABLES TRUST 2025-RVM1                                  | CUSIP: 67571HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6860000 | PA      | $6873723.43   | 0.26%             | 2046-12-20      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| ONP 2021-PARK A 144A                  | ONE 2021-PARK MORTGAGE TRUST                                        | CUSIP: 682413AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7110000 | PA      | $6989614.19   | 0.27%             | 2036-03-15      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                             | ONEOK INC                                                           | CUSIP: 682680CL5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1014578.00   | 0.04%             | 2026-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                             | ONEOK INC                                                           | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    3665000 | PA      | $3707759.56   | 0.14%             | 2026-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC 4/2 CP 144A               | OVINTIV INC                                                         | CUSIP: 69047JZK7<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |   13900000 | PA      | $13862814.72  | 0.53%             | 2025-12-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NEWFIELD EXPLORATION CO               | OVINTIV INC                                                         | CUSIP: 651290AR9<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $11010120.00  | 0.42%             | 2026-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OZLM 2016-15A A1R3 144A               | OZLM XV LTD                                                         | CUSIP: 67111DBG0<br>LEI: 5493008RJIODIVVGSK16 | Long             | ABS-CBDO         | CORP              | KY        |    5470608 | PA      | $5468903.79   | 0.21%             | 2033-04-20      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| OZLM 2017-21A A1R 144A                | OZLM XXI LTD                                                        | CUSIP: 67112AAJ0<br>LEI: 5493002HF6D1C4B1AK86 | Long             | ABS-CBDO         | CORP              | KY        |     454839 | PA      | $454808.52    | 0.02%             | 2031-01-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                | PACIFIC GAS AND ELECTRIC CO                                         | CUSIP: 694308KF3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    3990000 | PA      | $4044974.22   | 0.15%             | 2027-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                | PACIFIC GAS AND ELECTRIC CO                                         | CUSIP: 694308HW0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   10430000 | PA      | $10233842.99  | 0.39%             | 2027-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                | PACIFIC GAS AND ELECTRIC CO                                         | CUSIP: 694308HS9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1480744.50   | 0.06%             | 2027-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PEAC 2025-1A A2 144A                  | PEAC SOLUTIONS RECEIVABLES 2025-1 LLC                               | CUSIP: 69392HAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3480000 | PA      | $3501136.82   | 0.13%             | 2028-10-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL 144A         | PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP                       | CUSIP: 709599AW4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4961370.00   | 0.19%             | 2026-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL 144A         | PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP                       | CUSIP: 709599BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4239000 | PA      | $4180701.03   | 0.16%             | 2026-06-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                | PERTAMINA PERSERO PT                                                | CUSIP: 69370RAK3<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |    5720000 | PA      | $5686083.83   | 0.22%             | 2026-02-09      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                | PHILIP MORRIS INTERNATIONAL INC                                     | CUSIP: 718172EB1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6499376.00   | 0.25%             | 2028-10-27      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                           | PNC BANK NA                                                         | CUSIP: 69353RGA0<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6488488.50   | 0.25%             | 2028-07-21      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| POSCO                                 | POSCO                                                               | CUSIP: ZM1977655<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |    5500000 | PA      | $5508388.71   | 0.21%             | 2026-01-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PREF 2024-1A A2 144A                  | POST ROAD EQUIPMENT FINANCE 2024-1 LLC                              | CUSIP: 737473AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     355922 | PA      | $357465.21    | 0.01%             | 2029-11-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| PREF 2025-1A A2 144A                  | POST ROAD EQUIPMENT FINANCE 2025-1 LLC                              | CUSIP: 73747LAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5758377 | PA      | $5798338.83   | 0.22%             | 2031-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| INDIGO MERGER SUB INC 144A            | PRA HEALTH SCIENCES INC                                             | CUSIP: 45569KAA1<br>LEI: 549300R1HR1VWWHIAK47 | Long             | DBT              | CORP              | US        |    3530000 | PA      | $3485875.00   | 0.13%             | 2026-07-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PROG 2021-SFR8 A 144A                 | PROGRESS RESIDENTIAL 2021-SFR8 TRUST                                | CUSIP: 74333TAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2296322 | PA      | $2254111.96   | 0.09%             | 2038-10-17      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| PROG 2021-SFR6 A 144A                 | PROGRESS RESIDENTIAL TRUST                                          | CUSIP: 74333HAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4343290 | PA      | $4275989.32   | 0.16%             | 2038-07-17      | Fixed         | 1.52%                 | No            |                  2 | On Loan: No      |
| QNB FINANCE LTD                       | QNB FINANCE LTD                                                     | CUSIP: BN6176547<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |    9555000 | PA      | $9510086.72   | 0.36%             | 2026-01-26      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                    | REGAL REXNORD CORP                                                  | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    4900000 | PA      | $5069814.40   | 0.19%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                    | REGAL REXNORD CORP                                                  | CUSIP: 758750AL7<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   16130000 | PA      | $16163969.78  | 0.62%             | 2026-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC 144A         | ROCKET MORTGAGE LLC / ROCKET MORTGAGE CO-ISSUER INC                 | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   13000000 | PA      | $12763413.00  | 0.49%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN              | ROGERS COMMUNICATIONS INC                                           | CUSIP: 775109DE8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    4425000 | PA      | $4512172.50   | 0.17%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN              | ROGERS COMMUNICATIONS INC                                           | CUSIP: 775109BE0<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    7342000 | PA      | $7339892.85   | 0.28%             | 2025-12-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| RMRK 2018-2A A1R 144A                 | ROMARK CLO II LTD                                                   | CUSIP: 77587EAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3199023 | PA      | $3198295.07   | 0.12%             | 2031-07-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| ROSS STORES INC                       | ROSS STORES INC                                                     | CUSIP: 778296AF0<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6419348.00   | 0.25%             | 2026-04-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES 144A          | ROYAL CARIBBEAN CRUISES LTD                                         | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    5250000 | PA      | $5262075.00   | 0.20%             | 2026-08-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES 144A          | ROYAL CARIBBEAN CRUISES LTD                                         | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   11400000 | PA      | $11599500.00  | 0.44%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES 144A          | ROYAL CARIBBEAN CRUISES LTD                                         | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    3427000 | PA      | $3452702.50   | 0.13%             | 2027-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SA GLOBAL SUKUK LTD                   | SA GLOBAL SUKUK LTD                                                 | CUSIP: BP9911382<br>LEI: 5493007DFAVKU7UOGR47 | Long             | DBT              | NUSS              | KY        |    9450000 | PA      | $9316627.43   | 0.36%             | 2026-06-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION              | SABINE PASS LIQUEFACTION LLC                                        | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6510790.00   | 0.25%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION              | SABINE PASS LIQUEFACTION LLC                                        | CUSIP: 785592AV8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     866000 | PA      | $867095.49    | 0.03%             | 2026-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SBCLN 2023-A B 144A                   | SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2023-A               | CUSIP: 80290CBU7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     116878 | PA      | $117030.05    | 0.00%             | 2033-06-15      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| SBCLN 2023-B B 144A                   | SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2023-B               | CUSIP: 80290CCB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     375833 | PA      | $380952.63    | 0.01%             | 2033-12-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| SDART 2021-1 E                        | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2021-1                       | CUSIP: 80286NAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6255750 | PA      | $6248999.75   | 0.24%             | 2028-12-15      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| SDART 2021-4 E 144A                   | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2021-4                       | CUSIP: 80285VAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10265000 | PA      | $10254273.08  | 0.39%             | 2029-03-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| SDART 2024-1 B                        | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-1                       | CUSIP: 80288AAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14965000 | PA      | $15035235.23  | 0.58%             | 2028-12-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| SDART 2024-5 A2                       | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-5                       | CUSIP: 802920AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     157659 | PA      | $157723.55    | 0.01%             | 2027-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SDART 2025-1 B                        | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-1                       | CUSIP: 80288DAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2200000 | PA      | $2216285.06   | 0.08%             | 2031-03-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SDART 2025-4 A2                       | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-4                       | CUSIP: 802923AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10240000 | PA      | $10243159.04  | 0.39%             | 2029-01-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| SDART 2025-4 B                        | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-4                       | CUSIP: 802923AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2765000 | PA      | $2771496.64   | 0.11%             | 2032-01-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS              | SANTANDER UK GROUP HOLDINGS PLC                                     | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    8000000 | PA      | $7886928.00   | 0.30%             | 2027-06-14      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS              | SANTANDER UK GROUP HOLDINGS PLC                                     | CUSIP: 80281LAX3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    1890000 | PA      | $1887533.55   | 0.07%             | 2029-09-22      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND 144A         | SAUDI GOVERNMENT INTERNATIONAL BOND                                 | CUSIP: 80413TBJ7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    5290000 | PA      | $5408231.08   | 0.21%             | 2028-01-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST 144A                  | SBA TOWER TRUST                                                     | CUSIP: 78403DAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2850000 | PA      | $2780920.22   | 0.11%             | 2026-11-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST 144A                  | SBA TOWER TRUST                                                     | CUSIP: 78403DAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1940000 | PA      | $1933243.06   | 0.07%             | 2026-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SBALT 2024-A A4 144A                  | SBNA AUTO LEASE TRUST 2024-A                                        | CUSIP: 78414SAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3105000 | PA      | $3120167.93   | 0.12%             | 2029-01-22      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| SBALT 2024-B A4 144A                  | SBNA AUTO LEASE TRUST 2024-B                                        | CUSIP: 78437VAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3155000 | PA      | $3191700.54   | 0.12%             | 2028-12-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SBALT 2024-B A3 144A                  | SBNA AUTO LEASE TRUST 2024-B                                        | CUSIP: 78437VAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2832281 | PA      | $2847821.13   | 0.11%             | 2027-11-22      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| SBALT 2024-C A4 144A                  | SBNA AUTO LEASE TRUST 2024-C                                        | CUSIP: 78398DAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1045000 | PA      | $1048924.29   | 0.04%             | 2029-03-20      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| SBALT 2024-C A3 144A                  | SBNA AUTO LEASE TRUST 2024-C                                        | CUSIP: 78398DAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1363198 | PA      | $1366099.20   | 0.05%             | 2028-02-22      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| SBAT 2024-A A3 144A                   | SBNA AUTO RECEIVABLES TRUST 2024-A                                  | CUSIP: 78437PAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2215356 | PA      | $2223284.26   | 0.09%             | 2028-12-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| SBAT 2025-SF1 B 144A                  | SBNA AUTO RECEIVABLES TRUST 2025-SF1                                | CUSIP: 78437XAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     944658 | PA      | $945350.17    | 0.04%             | 2031-03-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SCFET 2025-1A A2 144A                 | SCF EQUIPMENT LEASING 2025-1 LLC                                    | CUSIP: 78437DAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1853720 | PA      | $1859409.89   | 0.07%             | 2030-07-22      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| SDR 2024-DSNY A 144A                  | SDR COMMERCIAL MORTGAGE TRUST 2024-DSNY                             | CUSIP: 811304AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6665000 | PA      | $6666197.70   | 0.26%             | 2039-05-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| SSTRT 2025-A B 144A                   | SECURITIZED TERM AUTO RECEIVABLES TRUST                             | CUSIP: 81378RAB0<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | CA        |    2262607 | PA      | $2282483.80   | 0.09%             | 2031-07-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| SSTRT 2025-B B 144A                   | SECURITIZED TERM AUTO RECEIVABLES TRUST 2025-B                      | CUSIP: 81378WAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |    3280963 | PA      | $3307044.20   | 0.13%             | 2032-12-29      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| SEMT 2018-CH1 A1 144A                 | SEQUOIA MORTGAGE TRUST 2018-CH1                                     | CUSIP: 81747DAA7<br>LEI: 549300ZUG1L9OO3W6B29 | Long             | ABS-MBS          | CORP              | US        |     129283 | PA      | $122342.73    | 0.00%             | 2048-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| SFAST 2024-1A A3 144A                 | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-1                    | CUSIP: 78435VAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3771859 | PA      | $3791189.71   | 0.15%             | 2029-05-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC 144A                     | SK HYNIX INC                                                        | CUSIP: 78392BAJ6<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |    5250000 | PA      | $5263290.38   | 0.20%             | 2028-09-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SMB 2019-A A2A 144A                   | SMB PRIVATE EDUCATION LOAN TRUST 2019-A                             | CUSIP: 78449TAB7<br>LEI: 549300WEYOS38NWU8D22 | Long             | ABS-O            | CORP              | US        |     559610 | PA      | $554930.77    | 0.02%             | 2036-07-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE 144A                 | SOCIETE GENERALE SA                                                 | CUSIP: 83368JKF6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    3240000 | PA      | $3224470.68   | 0.12%             | 2026-08-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE 144A                 | SOCIETE GENERALE SA                                                 | CUSIP: 83368RBV3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    6575000 | PA      | $6655642.38   | 0.25%             | 2028-01-19      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE 144A                 | SOCIETE GENERALE SA                                                 | CUSIP: 83368RCH3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    2455000 | PA      | $2504497.71   | 0.10%             | 2029-05-22      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE 144A                 | SOCIETE GENERALE SA                                                 | CUSIP: 83368RCA8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    5000000 | PA      | $5014855.00   | 0.19%             | 2027-02-19      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                        | SOLVENTUM CORP                                                      | CUSIP: 83444MAN1<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    6760000 | PA      | $6849637.60   | 0.26%             | 2027-02-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS              | SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC                           | CUSIP: 83007CAB8<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    7705000 | PA      | $7767202.47   | 0.30%             | 2027-09-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                   | SOUTHERN CALIFORNIA EDISON CO                                       | CUSIP: 842400JA2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5030640.00   | 0.19%             | 2027-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                   | SOUTHERN CALIFORNIA EDISON CO                                       | CUSIP: 842400HW6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3048813.00   | 0.12%             | 2026-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                   | SOUTHERN CALIFORNIA EDISON CO                                       | CUSIP: 842400HQ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $7037632.00   | 0.27%             | 2027-06-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| STANDARD CHARTERED PLC 144A           | STANDARD CHARTERED PLC                                              | CUSIP: 853254DB3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    1205000 | PA      | $1228851.77   | 0.05%             | 2028-05-14      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC 144A           | STANDARD CHARTERED PLC                                              | CUSIP: 853254CT5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    5800000 | PA      | $5862396.40   | 0.22%             | 2027-07-06      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC 144A           | STANDARD CHARTERED PLC                                              | CUSIP: 853254BF6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    3464000 | PA      | $3451346.01   | 0.13%             | 2027-02-19      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER 4/2 144A CP    | STANLEY BLACK & DECKER INC                                          | CUSIP: 85462CZV0<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |   19000000 | PA      | $18931763.40  | 0.72%             | 2025-12-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| STAR 2020-INV1 A1 144A                | STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-INV                        | CUSIP: 85573EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1204104 | PA      | $1150938.21   | 0.04%             | 2055-11-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| STAR 2021-2 A1 144A                   | STARWOOD MORTGAGE RESIDENTIAL TRUST 2021-2                          | CUSIP: 85573HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1004698 | PA      | $953205.56    | 0.04%             | 2065-05-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FIN US INC 144A            | STELLANTIS FINANCE US INC                                           | CUSIP: 85855CAA8<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    5855000 | PA      | $5674238.59   | 0.22%             | 2027-01-29      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL SER 144A         | STELLANTIS FINANCIAL SERVICES US CORP                               | CUSIP: 85855FAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6400000 | PA      | $6411654.40   | 0.25%             | 2028-09-15      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| SFUEL 2025-AA A2 144A                 | STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST 2025-A       | CUSIP: 858928AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1580854 | PA      | $1585855.11   | 0.06%             | 2027-07-20      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SYMP 2015-16A ARR 144A                | SYMPHONY CLO XVI LTD                                                | CUSIP: 87165VAX7<br>LEI: 5493004PWOYFPAFQVT02 | Long             | ABS-CBDO         | CORP              | KY        |    3800158 | PA      | $3800243.43   | 0.15%             | 2031-10-15      | Floating      | 5.11%                 | 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        |       2639 | NS      | $2638.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGA RESOURCES CORP                  | TARGA RESOURCES CORP                                                | CUSIP: 87612KAA0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    3092000 | PA      | $3140822.68   | 0.12%             | 2027-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                  | TARGA RESOURCES CORP                                                | CUSIP: 87612GAR2<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2307815.40   | 0.09%             | 2029-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS              | TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP | CUSIP: 87612BBG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4064000 | PA      | $4063678.94   | 0.16%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| THAIOIL TRSRY CENTER                  | THAIOIL TREASURY CENTER CO LTD                                      | CUSIP: 88323AAC6<br>LEI: 549300NH03B9E8VGJR89 | Long             | DBT              | CORP              | TH        |    7610000 | PA      | $7622096.78   | 0.29%             | 2028-11-20      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TIA 2016-1A ARR 144A                  | TIAA CLO I LTD                                                      | CUSIP: 87271LAY8<br>LEI: 549300SWQCCOXV4X1761 | Long             | ABS-CBDO         | CORP              | KY        |    2219948 | PA      | $2220013.48   | 0.08%             | 2031-07-20      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| TML HOLDINGS PTE LTD                  | TML HOLDINGS PTE LTD                                                | CUSIP: BP9083935<br>LEI: 254900EBGMM47QH02V57 | Long             | DBT              | CORP              | SG        |    9200000 | PA      | $9178519.56   | 0.35%             | 2026-06-09      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                 | TORONTO-DOMINION BANK/THE                                           | CUSIP: 89115KAA8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    6000000 | PA      | $6028500.00   | 0.23%             | 2028-06-02      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| TPMT 2017-4 A1 144A                   | TOWD POINT MORTGAGE TRUST 2017-4                                    | CUSIP: 89173UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      62947 | PA      | $61781.23     | 0.00%             | 2057-06-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| GRS - SECURITY LENDING COLLATERAL     | TREASURY RESERVE FUND - Collateral                                  | CUSIP: 000000000<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | STIV             | RF                | US        |    3222058 | NS      | $3222057.50   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TRNTS 2018-9A ARRR 144A               | TRINITAS CLO IX LTD                                                 | CUSIP: 89641JAW6<br>LEI: 549300QFERVNPGSISO16 | Long             | ABS-CBDO         | CORP              | KY        |     481951 | PA      | $481940.22    | 0.02%             | 2032-01-20      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| TRNTS 2018-9A BRRR 144A               | TRINITAS CLO IX LTD                                                 | CUSIP: 89641JAY2<br>LEI: 549300QFERVNPGSISO16 | Long             | ABS-CBDO         | CORP              | KY        |    2195000 | PA      | $2198695.28   | 0.08%             | 2032-01-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| TX 2024-HOU A 144A                    | TX TRUST 2024-HOU                                                   | CUSIP: 90216DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2440000 | PA      | $2437685.66   | 0.09%             | 2039-06-15      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG 144A                     | UBS GROUP AG                                                        | CUSIP: 225401BC1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    5700000 | PA      | $5827338.00   | 0.22%             | 2027-12-22      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| U S TREASURY BILL                     | UNITED STATES TREASURY BILL                                         | CUSIP: 912797QS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   12860000 | PA      | $12855820.50  | 0.49%             | 2025-12-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| U S TREASURY BILL                     | UNITED STATES TREASURY BILL                                         | CUSIP: 912797SZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   13000000 | PA      | $12857606.71  | 0.49%             | 2026-03-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| U S TREASURY BILL                     | UNITED STATES TREASURY BILL                                         | CUSIP: 912797RH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   12925000 | PA      | $12873088.16  | 0.49%             | 2026-01-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 91282CLB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5575000 | PA      | $5597648.44   | 0.21%             | 2026-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 91282CLS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   11800000 | PA      | $11847015.57  | 0.45%             | 2026-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 91282CPE5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   26500000 | PA      | $26494824.29  | 1.01%             | 2027-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 91282CJL6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3330000 | PA      | $3330000.00   | 0.13%             | 2025-11-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   12025000 | PA      | $12102035.16  | 0.46%             | 2027-02-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 91282CME8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    8285000 | PA      | $8338399.39   | 0.32%             | 2026-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TYH6 US 10YR NOTE (CBT)MAR26          | US 10YR NOTE (CBT)MAR26                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |       -110 | NC      | $-2735.70     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UXYH6 US 10YR ULTRA FUT MAR26         | US 10YR ULTRA FUT MAR26                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        -14 | NC      | $-4387.58     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UXYH6 US 10YR ULTRA FUT MAR26         | US 10YR ULTRA FUT MAR26                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        -75 | NC      | $-23504.87    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TUH6 US 2YR NOTE (CBT) MAR26          | US 2YR NOTE (CBT) MAR26                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |       -330 | NC      | $-8009.48     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FVH6 US 5YR NOTE (CBT) MAR26          | US 5YR NOTE (CBT) MAR26                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |       -533 | NC      | $-34069.36    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| USCLN 2023-1 B 144A                   | US BANK NA                                                          | CUSIP: 90357PAV6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1210271 | PA      | $1223160.05   | 0.05%             | 2032-08-25      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| US BANK NA CINCINNATI                 | US BANK NA/CINCINNATI OH                                            | CUSIP: 90331HPT4<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |   11750000 | PA      | $11774581.00  | 0.45%             | 2028-05-15      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| USH6 US LONG BOND(CBT) MAR26          | US LONG BOND(CBT) MAR26                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        -53 | NC      | $-31544.01    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| WNH6 US ULTRA BOND CBT MAR26          | US ULTRA BOND CBT MAR26                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        -13 | NC      | $-10174.71    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JP MORGAN CHASE BANK                  | USD/JPY FWD 20260202 CHASGB2L                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $453457.62    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB                  | UTAH ACQUISITION SUB INC                                            | CUSIP: 62854AAN4<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |   15400000 | PA      | $15341295.20  | 0.59%             | 2026-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| VERD 2023-1A A2 144A                  | VERDANT RECEIVABLES 2023-1 LLC                                      | CUSIP: 92339GAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2462177 | PA      | $2505004.41   | 0.10%             | 2031-01-13      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| VERD 2024-1A A2 144A                  | VERDANT RECEIVABLES 2024-1 LLC                                      | CUSIP: 92339MAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     504867 | PA      | $514321.97    | 0.02%             | 2031-12-12      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| VERD 2025-1A A2 144A                  | VERDANT RECEIVABLES 2025-1 LLC                                      | CUSIP: 92340GAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8760000 | PA      | $8795693.50   | 0.34%             | 2028-03-13      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| VZMT 2024-6 B                         | VERIZON MASTER TRUST                                                | CUSIP: 92348KDG5<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |    2295000 | PA      | $2304713.13   | 0.09%             | 2030-08-20      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| VERUS 2021-1 A1 144A                  | VERUS SECURITIZATION TRUST 2021-1                                   | CUSIP: 92537QAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3410224 | PA      | $3081134.58   | 0.12%             | 2066-01-25      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| VERUS 2021-2 A1 144A                  | VERUS SECURITIZATION TRUST 2021-2                                   | CUSIP: 92538FAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2981988 | PA      | $2726468.73   | 0.10%             | 2066-02-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| VERUS 2021-R1 A1 144A                 | VERUS SECURITIZATION TRUST 2021-R1                                  | CUSIP: 92538BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     662277 | PA      | $640787.15    | 0.02%             | 2063-10-25      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| VERUS 2021-R3  A1 144A                | VERUS SECURITIZATION TRUST 2021-R3                                  | CUSIP: 92538EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4369764 | PA      | $4175252.67   | 0.16%             | 2064-04-25      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| VERUS 2023-3 A1 144A                  | VERUS SECURITIZATION TRUST 2023-3                                   | CUSIP: 92539GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5051024 | PA      | $5052781.06   | 0.19%             | 2068-03-25      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| VERUS 2023-8 A1 144A                  | VERUS SECURITIZATION TRUST 2023-8                                   | CUSIP: 92540DAA3<br>LEI: 213800DTJD5UKJR53O34 | Long             | ABS-MBS          | CORP              | US        |    1299763 | PA      | $1314000.49   | 0.05%             | 2068-12-25      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| VERUS 2023-INV1 A1 144A               | VERUS SECURITIZATION TRUST 2023-INV1                                | CUSIP: 92539FAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1427636 | PA      | $1425823.15   | 0.05%             | 2068-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| VERUS 2023-INV3 A1 144A               | VERUS SECURITIZATION TRUST 2023-INV3                                | CUSIP: 92540CAA5<br>LEI: 9845008F97BFO762AF95 | Long             | ABS-MBS          | CORP              | US        |    2890165 | PA      | $2931479.77   | 0.11%             | 2068-11-25      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| VERUS 2024-1 A1 144A                  | VERUS SECURITIZATION TRUST 2024-1                                   | CUSIP: 92540EAA1<br>LEI: 984500A3F1D749452747 | Long             | ABS-MBS          | CORP              | US        |    5590143 | PA      | $5615087.67   | 0.21%             | 2069-01-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| VERUS 2024-INV1 A1 144A               | VERUS SECURITIZATION TRUST 2024-INV1                                | CUSIP: 92540FAA8<br>LEI: 9845000FE754F4AE7E70 | Long             | ABS-MBS          | CORP              | US        |    1878695 | PA      | $1897215.32   | 0.07%             | 2069-03-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| VERUS 2025-7 A1B 144A                 | VERUS SECURITIZATION TRUST 2025-7                                   | CUSIP: 924931AB4<br>LEI: 213800OVCAXDOBS94P47 | Long             | ABS-MBS          | CORP              | US        |    2494412 | PA      | $2501247.53   | 0.10%             | 2070-08-25      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| VSTA 2020-2 A1 144A                   | VISTA POINT SECURITIZATION TRUST 2020-2                             | CUSIP: 92838TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1262782 | PA      | $1220441.70   | 0.05%             | 2065-04-25      | Variable      | 1.48%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA 144A         | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                             | CUSIP: 928668CN0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $6049266.00   | 0.23%             | 2027-03-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA 144A         | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                             | CUSIP: 928668CL4<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    1880000 | PA      | $1896156.72   | 0.07%             | 2027-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA 144A         | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                             | CUSIP: 928668CA8<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    5925000 | PA      | $6023461.65   | 0.23%             | 2026-11-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC                    | VOYA FINANCIAL INC                                                  | CUSIP: 929089AB6<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |   17754000 | PA      | $17697879.61  | 0.68%             | 2026-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                 | WELLS FARGO & CO                                                    | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    6480000 | PA      | $6619235.76   | 0.25%             | 2028-04-22      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT 4/2 144A CP  | WESTERN MIDSTREAM OPERAT 4/2 144A CP 4.3200 20251208                | CUSIP: 95866WZ88<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   23500000 | PA      | $23470526.30  | 0.90%             | 2025-12-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT 4/2 144A CP  | WESTERN MIDSTREAM OPERATING LP                                      | CUSIP: 95866WZ39<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2998123.20   | 0.11%             | 2025-12-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WESTERN UNION CO/THE                  | WESTERN UNION CO/THE                                                | CUSIP: 959802AZ2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |    9635000 | PA      | $9547745.44   | 0.37%             | 2026-03-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| WFLF 2025-3A A1 144A                  | WHEELS FLEET LEASE FUNDING 1 LLC                                    | CUSIP: 96328GCP0<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |    2525000 | PA      | $2527367.19   | 0.10%             | 2040-09-18      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| WEF 2025-1A A2 144A                   | WINGSPIRE EQUIPMENT FINANCE 2025-1 LLC                              | CUSIP: 97415CAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1175000 | PA      | $1175685.26   | 0.05%             | 2033-09-20      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** /s/ Alan Dupski

**Name of Signer:** Alan Dupski

**Title:** Treasurer & Vice President