# EDGAR Filing Document

**Accession Number:** 0000731890
**File Stem:** 0000731890-25-000073
**Filing Date:** 2025-7
**Character Count:** 220330
**Document Hash:** 8ad8302e94c18a5cee20f9031d5698c6
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000731890-25-000073.hdr.sgml**: 20250729

**ACCESSION NUMBER**: 0000731890-25-000073

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250531

**FILED AS OF DATE**: 20250729

**DATE AS OF CHANGE**: 20250729

**PERIOD START**: 20250531

**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:** 251161450

**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:** 2025-05-31

- **b. Date as of which information is reported:** 2025-05-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2513115780.99

**Total Liabilities:** $12455527.05

**Net Assets:** $2500660253.94

**Cash Not Reported:** $8125.25

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -19744.090821 | **1-Year:** -186608.293900 | **5-Year:** -82968.822043 | **10-Year:** -3149.479376 | **30-Year:** 0.000000

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

- **3-Month:** -661.715073 | **1-Year:** -1956.624358 | **5-Year:** -469.577116 | **10-Year:** 0.000000 | **30-Year:** 0.000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000119983 | 0.39%                | 0.39%                | 0.42%                |
| Class ID C000225825 | 0.22%                | 0.42%                | 0.44%                |
| Class ID C000193195 | 0.40%                | 0.20%                | 0.62%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $356481.43               | $-1386259.70                               |
| Month 2  | $528701.12               | $1775324.95                                |
| Month 3  | $2570265.64              | $-4942830.28                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ABN AMRO Bank NV                                                                | ABN AMRO BANK NV                                                                | CUSIP: 00080QAF2<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    1900000 | PA      | $1899982.90   | 0.08%             | 2025-07-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                | ABN AMRO BANK NV                                                                | CUSIP: 00084DAL4<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    3200000 | PA      | $3192051.20   | 0.13%             | 2026-04-18      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                | ABN AMRO BANK NV                                                                | CUSIP: 00084DBA7<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    4000000 | PA      | $4075060.00   | 0.16%             | 2027-09-18      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| AGCO Corp                                                                       | AGCO CORP                                                                       | CUSIP: 001084AR3<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |    3094000 | PA      | $3113535.52   | 0.12%             | 2027-03-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                                       | COREBRIDGE GLOBAL FUNDING                                                       | CUSIP: 00138CBB3<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    1520000 | PA      | $1524218.00   | 0.06%             | 2027-08-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Advance Auto Parts Inc                                                          | ADVANCE AUTO PARTS INC                                                          | CUSIP: 00751YAH9<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    3070000 | PA      | $3093157.01   | 0.12%             | 2026-03-09      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust 2025-X1                                       | AFFIRM ASSET SECURITIZATION TRUST 2025-X1                                       | CUSIP: 00834MAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3790000 | PA      | $3789265.88   | 0.15%             | 2030-04-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                              | ALLY FINANCIAL INC                                                              | CUSIP: 02005NBF6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    5500000 | PA      | $5506050.00   | 0.22%             | 2025-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                              | ALLY FINANCIAL INC                                                              | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    3210000 | PA      | $3234562.92   | 0.13%             | 2029-05-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2024-B                                | ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2024-B                                | CUSIP: 02007G4B6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2167256 | PA      | $2175765.24   | 0.09%             | 2032-09-15      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2024-B                                | ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2024-B                                | CUSIP: 02007G4C4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1718325 | PA      | $1723910.29   | 0.07%             | 2032-09-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2024-A                                | ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2024-A                                | CUSIP: 02007GZ48<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5240046 | PA      | $5305206.71   | 0.21%             | 2032-05-17      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2024-A                                | ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2024-A                                | CUSIP: 02007GZ55<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     170069 | PA      | $171939.17    | 0.01%             | 2032-05-17      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST 2023-A                                              | ALLY AUTO RECEIVABLES TRUST 2023-A                                              | CUSIP: 02008NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1808328 | PA      | $1815044.25   | 0.07%             | 2034-01-17      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                                                     | AMEREN CORP                                                                     | CUSIP: 023608AK8<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    3389000 | PA      | $3128196.12   | 0.13%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                             | AMERICAN TOWER CORP                                                             | CUSIP: 03027XBL3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   12295000 | PA      | $11960317.81  | 0.48%             | 2026-04-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Amur Equipment Finance Receivables XV LLC                                       | AMUR EQUIPMENT FINANCE RECEIVABLES XV LLC                                       | CUSIP: 03237FAB1<br>LEI: 254900UXD59DZRJ7U848 | Long             | ABS-O            | CORP              | US        |    4765000 | PA      | $4776436.95   | 0.19%             | 2031-09-22      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Amur Equipment Finance Receivables XIV LLC                                      | AMUR EQUIPMENT FINANCE RECEIVABLES XIV LLC                                      | CUSIP: 03238BAB9<br>LEI: 254900VBZK8DVZNJFJ70 | Long             | ABS-O            | CORP              | US        |    5568925 | PA      | $5606658.23   | 0.22%             | 2031-06-20      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2019-5                                                 | ANGEL OAK MORTGAGE TRUST 2019-5                                                 | CUSIP: 03464KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     431815 | PA      | $425168.08    | 0.02%             | 2049-10-25      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2021-2                                                 | ANGEL OAK MORTGAGE TRUST 2021-2                                                 | CUSIP: 03465DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3793317 | PA      | $3220930.67   | 0.13%             | 2066-04-25      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co                                                            | APPALACHIAN POWER CO                                                            | CUSIP: 037735CU9<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2498840.00   | 0.10%             | 2025-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                                | ARCELORMITTAL SA                                                                | CUSIP: 03938LBA1<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    2800000 | PA      | $2793392.00   | 0.11%             | 2026-03-11      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ARES XLV CLO Ltd                                                                | ARES XLV CLO LTD                                                                | CUSIP: 04016QAE6<br>LEI: 549300VFCO6SQG8OL714 | Long             | ABS-CBDO         | CORP              | KY        |    4367261 | PA      | $4366325.61   | 0.17%             | 2030-10-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| ARES XLV CLO Ltd                                                                | ARES XLV CLO LTD                                                                | CUSIP: 04016QAG1<br>LEI: 549300VFCO6SQG8OL714 | Long             | ABS-CBDO         | CORP              | KY        |   11400000 | PA      | $11353403.64  | 0.45%             | 2030-10-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust 2025-A                                                    | ARI FLEET LEASE TRUST 2025-A                                                    | CUSIP: 04033CAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8570000 | PA      | $8530928.51   | 0.34%             | 2034-01-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust 2023-B                                                    | ARI FLEET LEASE TRUST 2023-B                                                    | CUSIP: 04033GAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2374008 | PA      | $2391821.26   | 0.10%             | 2032-07-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust 2024-B                                                    | ARI FLEET LEASE TRUST 2024-B                                                    | CUSIP: 04033HAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3821856 | PA      | $3841940.87   | 0.15%             | 2033-04-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC                                                           | ARROW ELECTRONICS 4/2 144A CP 4.7900 20250606                                   | CUSIP: 000000000<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |   13500000 | PA      | $13487426.10  | 0.54%             | 2025-06-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                           | ATHENE GLOBAL FUNDING                                                           | CUSIP: 04685A4E8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    5750000 | PA      | $5764702.75   | 0.23%             | 2027-01-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd                                       | AUSTRALIA & NEW ZEALAND BANKING GROUP LTD                                       | CUSIP: 052528AK2<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    8355000 | PA      | $8335031.55   | 0.33%             | 2026-05-19      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Auxilior Term Funding 2024-1 LLC                                                | AUXILIOR TERM FUNDING 2024-1 LLC                                                | CUSIP: 05335FAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1070618 | PA      | $1076049.15   | 0.04%             | 2027-03-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Auxilior Term Funding 2023-1 LLC                                                | AUXILIOR TERM FUNDING 2023-1 LLC                                                | CUSIP: 05335JAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2206242 | PA      | $2224024.27   | 0.09%             | 2028-12-15      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                | BAT CAPITAL CORP                                                                | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   15900000 | PA      | $15525523.20  | 0.62%             | 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      | $2608975.20   | 0.10%             | 2027-04-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BINOM Securitization Trust 2021-INV1                                            | BINOM SECURITIZATION TRUST 2021-INV1                                            | CUSIP: 05552UAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7799941 | PA      | $6998332.00   | 0.28%             | 2056-06-25      | Variable      | 2.03%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP PARIBAS SA                                                                  | CUSIP: 05565AAR4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    4000000 | PA      | $3980400.00   | 0.16%             | 2026-05-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                              | BMW US CAPITAL LLC                                                              | CUSIP: 05565ECQ6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    2275000 | PA      | $2272279.10   | 0.09%             | 2027-08-13      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP PARIBAS SA                                                                  | CUSIP: 05581KAA9<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   11650000 | PA      | $11623904.00  | 0.46%             | 2025-09-28      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP PARIBAS SA                                                                  | CUSIP: 05581KAC5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     750000 | PA      | $745609.50    | 0.03%             | 2027-03-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE SA                                                                         | CUSIP: 05583JAH5<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    8050000 | PA      | $7968695.00   | 0.32%             | 2026-10-06      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| BACARDI-MARTINI BV                                                              | BACARDI MARTINI BV 4/2 144A CP 0.0000 20250605                                  | CUSIP: 000000000<br>LEI: 5493002XXBV8B88K2408 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2997597.90   | 0.12%             | 2025-06-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BACARDI-MARTINI BV                                                              | BACARDI MARTINI BV 4/2 144A CP 4.9300 20250626                                  | CUSIP: 000000000<br>LEI: 5493002XXBV8B88K2408 | Long             | DBT              | CORP              | US        |   19800000 | PA      | $19728124.02  | 0.79%             | 2025-06-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                              | BANCO BILBAO VIZCAYA ARGENTARIA SA                                              | CUSIP: 05946KAK7<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |   11200000 | PA      | $11218524.80  | 0.45%             | 2026-09-14      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER SA                                                              | CUSIP: 05964HBA2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    3800000 | PA      | $3849783.80   | 0.15%             | 2028-03-14      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Bank of Ireland Group PLC                                                       | BANK OF IRELAND GROUP PLC                                                       | CUSIP: 06279JAC3<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |    4500000 | PA      | $4511911.50   | 0.18%             | 2026-09-16      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                         | BANK OF NOVA SCOTIA/THE                                                         | CUSIP: 064159HB5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   18124000 | PA      | $18056016.88  | 0.72%             | 2025-12-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                                                                    | CUSIP: 06738EAN5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     800000 | PA      | $798042.40    | 0.03%             | 2026-01-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                                                                    | CUSIP: 06738EAP0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    7805000 | PA      | $7825472.52   | 0.31%             | 2026-05-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                                                                    | CUSIP: 06738EBZ7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    8300000 | PA      | $8311578.50   | 0.33%             | 2026-08-09      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                                                                    | CUSIP: 06738ECP8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    2035000 | PA      | $2064037.42   | 0.08%             | 2028-03-12      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Battalion Clo XV Ltd                                                            | BATTALION CLO XV LTD                                                            | CUSIP: 07131AAM6<br>LEI: 549300CJP8HGT746II19 | Long             | ABS-CBDO         | CORP              | KY        |   11322480 | PA      | $11281000.09  | 0.45%             | 2033-01-17      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Battalion CLO XII Ltd                                                           | BATTALION CLO XII LTD                                                           | CUSIP: 07133RAW5<br>LEI: 549300JIE0P78OIZGS60 | Long             | ABS-CBDO         | CORP              | KY        |    8165919 | PA      | $8150123.85   | 0.33%             | 2031-05-17      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                                                         | BAYER US FINANCE II LLC                                                         | CUSIP: 07274NAJ2<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   15160000 | PA      | $15088308.36  | 0.60%             | 2025-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII 2024-CAR1 LLC                               | BAYVIEW OPPORTUNITY MASTER FUND VII 2024-CAR1 LLC                               | CUSIP: 07336QAA0<br>LEI: 254900S53K9VTUR1UX42 | Long             | ABS-O            | CORP              | US        |    1753287 | PA      | $1758668.63   | 0.07%             | 2031-12-26      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| BlueMountain CLO 2016-3 Ltd                                                     | BLUEMOUNTAIN CLO 2016-3 LTD                                                     | CUSIP: 09628VAW4<br>LEI: 549300EYIDIF4X8MHI21 | Long             | ABS-CBDO         | CORP              | KY        |    5445537 | PA      | $5437915.99   | 0.22%             | 2030-11-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP PARIBAS SA                                                                  | CUSIP: 09659W2L7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    1685000 | PA      | $1683874.42   | 0.07%             | 2026-06-09      | Variable      | 2.22%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO/THE                                                                   | CUSIP: 097023CH6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6893257.00   | 0.28%             | 2026-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO/THE                                                                   | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $7261807.50   | 0.29%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial Global Funding                                            | BRIGHTHOUSE FINANCIAL GLOBAL FUNDING                                            | CUSIP: 10921U2C1<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $968852.00    | 0.04%             | 2026-05-24      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                | BRIXMOR OPERATING PARTNERSHIP LP                                                | CUSIP: 11120VAE3<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |   14023000 | PA      | $13819596.39  | 0.55%             | 2027-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP                                                                  | BRUNSWICK CORP 4/2 144A CP 0.0000 20250605                                      | CUSIP: 000000000<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |   22000000 | PA      | $21981929.20  | 0.88%             | 2025-06-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BX Trust 2021-RISE                                                              | BX TRUST 2021-RISE                                                              | CUSIP: 12434EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3017825 | PA      | $3008394.19   | 0.12%             | 2036-11-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| CAMB Commercial Mortgage Trust 2019-LIFE                                        | CAMB COMMERCIAL MORTGAGE TRUST 2019-LIFE                                        | CUSIP: 12482HAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9750000 | PA      | $9743906.25   | 0.39%             | 2037-12-15      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| CAMB Commercial Mortgage Trust 2019-LIFE                                        | CAMB COMMERCIAL MORTGAGE TRUST 2019-LIFE                                        | CUSIP: 12482HAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1727000 | PA      | $1725920.63   | 0.07%             | 2037-12-15      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| CIFC Funding 2013-II Ltd                                                        | CIFC FUNDING 2013-II LTD                                                        | CUSIP: 12549BAY4<br>LEI: 2549009RG3XZEWMXDF59 | Long             | ABS-CBDO         | CORP              | KY        |    2159771 | PA      | $2164527.92   | 0.09%             | 2030-10-18      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| COLT 2020-3 Mortgage Loan Trust                                                 | COLT 2020-3 MORTGAGE LOAN TRUST                                                 | CUSIP: 12597QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     395228 | PA      | $384894.40    | 0.02%             | 2065-04-27      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corp                                                              | CNA FINANCIAL CORP                                                              | CUSIP: 126117AT7<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |   11800000 | PA      | $11772140.20  | 0.47%             | 2026-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS HEALTH CORP                                                                 | CUSIP: 126650CU2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    8120000 | PA      | $7976340.96   | 0.32%             | 2026-06-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS HEALTH CORP                                                                 | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   11950000 | PA      | $11812849.85  | 0.47%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS HEALTH CORP                                                                 | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    4600000 | PA      | $4275405.60   | 0.17%             | 2027-08-21      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                    | CAIXABANK SA                                                                    | CUSIP: 12803RAB0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   11450000 | PA      | $11697961.20  | 0.47%             | 2027-09-13      | Variable      | 6.68%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                            | CANADIAN NATURAL RESOURC 4/2 144A CP 0.0000 20250625                            | CUSIP: 000000000<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2790401.60   | 0.11%             | 2025-06-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | CAPITAL ONE FINANCIAL CORP                                                      | CUSIP: 14040HBJ3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    6900000 | PA      | $6882743.10   | 0.28%             | 2025-10-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | CAPITAL ONE FINANCIAL CORP                                                      | CUSIP: 14040HBK0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    9575000 | PA      | $9448791.93   | 0.38%             | 2026-07-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2023-3                                                  | CARMAX AUTO OWNER TRUST 2023-3                                                  | CUSIP: 14319BAH5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      84525 | PA      | $84536.79     | 0.00%             | 2026-11-16      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2023-N3                                          | CARVANA AUTO RECEIVABLES TRUST 2023-N3                                          | CUSIP: 14686RAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     615138 | PA      | $616534.22    | 0.02%             | 2027-09-10      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2021-N4                                          | CARVANA AUTO RECEIVABLES TRUST 2021-N4                                          | CUSIP: 14687HAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1192350 | PA      | $1148686.85   | 0.05%             | 2028-09-11      | Fixed         | 1.24%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2024-N1                                          | CARVANA AUTO RECEIVABLES TRUST 2024-N1                                          | CUSIP: 14687QAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2840000 | PA      | $2850171.74   | 0.11%             | 2028-03-10      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2024-N2                                          | CARVANA AUTO RECEIVABLES TRUST 2024-N2                                          | CUSIP: 14687VAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1920000 | PA      | $1933874.30   | 0.08%             | 2028-07-10      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2024-N2                                          | CARVANA AUTO RECEIVABLES TRUST 2024-N2                                          | CUSIP: 14687VAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14825000 | PA      | $15023697.99  | 0.60%             | 2030-09-10      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2024-N3                                          | CARVANA AUTO RECEIVABLES TRUST 2024-N3                                          | CUSIP: 14687WAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11000000 | PA      | $10957103.30  | 0.44%             | 2030-12-10      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2023-N1                                          | CARVANA AUTO RECEIVABLES TRUST 2023-N1                                          | CUSIP: 14688FAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11169000 | PA      | $11262877.68  | 0.45%             | 2029-07-10      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2024-P2                                          | CARVANA AUTO RECEIVABLES TRUST 2024-P2                                          | CUSIP: 14688PAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2039707 | PA      | $2043946.41   | 0.08%             | 2027-11-10      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2024-P2                                          | CARVANA AUTO RECEIVABLES TRUST 2024-P2                                          | CUSIP: 14688PAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3735000 | PA      | $3769407.57   | 0.15%             | 2029-07-10      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                        | CELANESE US HOLDINGS LLC                                                        | CUSIP: 15089QAK0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    4298000 | PA      | $4109962.50   | 0.16%             | 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      | $9037200.00   | 0.36%             | 2027-07-15      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Cencosud SA                                                                     | CENCOSUD SA                                                                     | CUSIP: 15132HAH4<br>LEI: 549300NLTGCFV7482429 | Long             | DBT              | CORP              | CL        |    6010000 | PA      | $5925029.42   | 0.24%             | 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      | $15280280.00  | 0.61%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CUSIP: 161175AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11394000 | PA      | $11392302.29  | 0.46%             | 2025-07-23      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Chenango Park CLO Ltd                                                           | CHENANGO PARK CLO LTD                                                           | CUSIP: 16409TAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4700000 | PA      | $4699776.99   | 0.19%             | 2030-04-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Chicago Transit Authority Capital Grant Receipts Revenue                        | CHICAGO TRANSIT AUTHORITY CAPITAL GRANT RECEIPTS REVENUE                        | CUSIP: 167723GN9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     100000 | PA      | $100000.00    | 0.00%             | 2025-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CIFC Funding 2016-I Ltd                                                         | CIFC FUNDING 2016-I LTD                                                         | CUSIP: 17180TBL5<br>LEI: 54930076OPDXR0U68E20 | Long             | ABS-CBDO         | CORP              | KY        |   11290051 | PA      | $11270826.39  | 0.45%             | 2031-10-21      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                                                                   | CUSIP: 172967HB0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3003657.00   | 0.12%             | 2025-09-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                                                                   | CUSIP: 172967JT9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   17400000 | PA      | $17378284.80  | 0.69%             | 2025-06-10      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                     | CITIBANK NA                                                                     | CUSIP: 17325FBQ0<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    6250000 | PA      | $6254937.50   | 0.25%             | 2027-05-29      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                                               | CITIGROUP MORTGAGE LOAN TRUST INC                                               | CUSIP: 17328PAQ6<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |    4726965 | PA      | $4040076.20   | 0.16%             | 2050-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                                               | CITIGROUP MORTGAGE LOAN TRUST INC                                               | CUSIP: 17328PAX1<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |    1142757 | PA      | $968994.44    | 0.04%             | 2050-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| CNO Global Funding                                                              | CNO GLOBAL FUNDING                                                              | CUSIP: 18977W2A7<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    4895000 | PA      | $4692405.74   | 0.19%             | 2026-10-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Colorado Interstate Gas Co LLC / Colorado Interstate Issuing Corp               | COLORADO INTERSTATE GAS CO LLC / COLORADO INTERSTATE ISSUING CORP               | CUSIP: 196500AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1114000 | PA      | $1103733.38   | 0.04%             | 2026-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                              | CONAGRA FOODS INC 4/2 144A CP 0.0000 20250602                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9000000 | PA      | $8996477.40   | 0.36%             | 2025-06-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                              | CONAGRA FOODS INC 4/2 144A CP 4.9000 20250605                                   | CUSIP: 000000000<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |   21000000 | PA      | $20983500.30  | 0.84%             | 2025-06-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2024-R02                                    | CONNECTICUT AVENUE SECURITIES TRUST 2024-R02                                    | CUSIP: 20754GAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2251307 | PA      | $2249914.27   | 0.09%             | 2044-02-25      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2024-R05                                    | CONNECTICUT AVENUE SECURITIES TRUST 2024-R05                                    | CUSIP: 20754XAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     949602 | PA      | $949014.52    | 0.04%             | 2044-07-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2023-R05                                    | CONNECTICUT AVENUE SECURITIES TRUST 2023-R05                                    | CUSIP: 207942AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3424054 | PA      | $3461357.94   | 0.14%             | 2043-06-25      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Continental Resources Inc/OK                                                    | CONTINENTAL RESOURCES INC/OK                                                    | CUSIP: 212015AU5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    5556000 | PA      | $5330870.88   | 0.21%             | 2026-11-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                        | COOPERATIEVE RABOBANK UA                                                        | CUSIP: 21684AAC0<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    4965000 | PA      | $4964995.04   | 0.20%             | 2025-08-04      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                        | COOPERATIEVE RABOBANK UA                                                        | CUSIP: 21684AAF3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    4320000 | PA      | $4273175.52   | 0.17%             | 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      | $9229108.10   | 0.37%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Cox Communications Inc                                                          | COX COMMUNICATIONS INC                                                          | CUSIP: 224044CG0<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $981292.00    | 0.04%             | 2026-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                              | CREDIT AGRICOLE SA                                                              | CUSIP: 22535WAP2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   11185000 | PA      | $11305171.64  | 0.45%             | 2029-01-09      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP AG                                                                    | CUSIP: 225401BC1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    5700000 | PA      | $5830683.90   | 0.23%             | 2027-12-22      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| Crossroads Asset Trust 2024-A                                                   | CROSSROADS ASSET TRUST 2024-A                                                   | CUSIP: 227927AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2589991 | PA      | $2618766.12   | 0.10%             | 2030-08-20      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INC                                                                | CUSIP: 22822VAE1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3458766.50   | 0.14%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INC                                                                | CUSIP: 22822VAK7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    4850000 | PA      | $4738328.75   | 0.19%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INC                                                                | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    6130000 | PA      | $5878375.76   | 0.24%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INC                                                                | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    4250000 | PA      | $4120328.25   | 0.16%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                            | CROWN CASTLE INTL CORP 4/2 144A CP 0.0000 20250617                              | CUSIP: 000000000<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    5100000 | PA      | $5087301.51   | 0.20%             | 2025-06-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Crown Point CLO 7 Ltd                                                           | CROWN POINT CLO 7 LTD                                                           | CUSIP: 22846MAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2367378 | PA      | $2367757.77   | 0.09%             | 2031-10-20      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                                    | CUBESMART LP                                                                    | CUSIP: 22966RAC0<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |    4075000 | PA      | $4053879.28   | 0.16%             | 2025-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                                    | CUBESMART LP                                                                    | CUSIP: 22966RAD8<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |     946000 | PA      | $925170.03    | 0.04%             | 2026-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| DCP Midstream Operating LP                                                      | DCP MIDSTREAM OPERATING LP                                                      | CUSIP: 23311VAG2<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |   10562000 | PA      | $10562707.65  | 0.42%             | 2025-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                         | DAIMLER TRUCK FINANCE NORTH AMERICA LLC                                         | CUSIP: 233853AY6<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2826672.80   | 0.11%             | 2027-09-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                 | DANSKE BANK A/S                                                                 | CUSIP: 23636ABC4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    5628000 | PA      | $5584236.67   | 0.22%             | 2028-04-01      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust 2021-1                                     | DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2021-1                                     | CUSIP: 24380VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2934449 | PA      | $2784240.49   | 0.11%             | 2065-05-25      | Variable      | 0.71%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust 2023-2                                             | DELL EQUIPMENT FINANCE TRUST 2023-2                                             | CUSIP: 24703GAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6485275 | PA      | $6509972.31   | 0.26%             | 2029-01-22      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust 2025-1                                             | DELL EQUIPMENT FINANCE TRUST 2025-1                                             | CUSIP: 24703UAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1925000 | PA      | $1935128.58   | 0.08%             | 2031-02-24      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust 2024-2                                             | DELL EQUIPMENT FINANCE TRUST 2024-2                                             | CUSIP: 24704EAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2900000 | PA      | $2909646.27   | 0.12%             | 2030-08-22      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Capital One NA                                                                  | CAPITAL ONE NA                                                                  | CUSIP: 25466AAJ0<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $985170.00    | 0.04%             | 2026-07-27      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | CAPITAL ONE FINANCIAL CORP                                                      | CUSIP: 254709AM0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    2639000 | PA      | $2619376.40   | 0.10%             | 2027-02-09      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                    | DISCOVERY COMMUNICATIONS LLC                                                    | CUSIP: 25470DBE8<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2198559.00   | 0.09%             | 2025-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2024-2                                             | DRIVE AUTO RECEIVABLES TRUST 2024-2                                             | CUSIP: 26207AAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1665000 | PA      | $1661989.51   | 0.07%             | 2028-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2024-2                                             | DRIVE AUTO RECEIVABLES TRUST 2024-2                                             | CUSIP: 26207AAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2650000 | PA      | $2643837.69   | 0.11%             | 2029-07-16      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2021-3                                             | DRIVE AUTO RECEIVABLES TRUST 2021-3                                             | CUSIP: 262081AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13999335 | PA      | $13742085.52  | 0.55%             | 2029-06-15      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2024-1                                             | DRIVE AUTO RECEIVABLES TRUST 2024-1                                             | CUSIP: 26208WAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5440000 | PA      | $5459666.14   | 0.22%             | 2029-01-16      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                                                    | DRIVE AUTO RECEIVABLES TRUST                                                    | CUSIP: 262102AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4250000 | PA      | $4255493.98   | 0.17%             | 2032-09-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                                                    | DRIVE AUTO RECEIVABLES TRUST                                                    | CUSIP: 262102AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6000000 | PA      | $6009384.00   | 0.24%             | 2032-09-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Dryden 77 CLO Ltd                                                               | DRYDEN 77 CLO LTD                                                               | CUSIP: 26252VAS0<br>LEI: 254900XGNUOV0Y3IBA68 | Long             | ABS-CBDO         | CORP              | KY        |    6000000 | PA      | $5997001.14   | 0.24%             | 2034-05-20      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| EFMT 2024-INV2                                                                  | EFMT 2024-INV2                                                                  | CUSIP: 26844LAA6<br>LEI: 254900QTMZ2ZHRYMFA85 | Long             | ABS-MBS          | CORP              | US        |    3598135 | PA      | $3561068.81   | 0.14%             | 2069-10-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| EFMT 2024-NQM1                                                                  | EFMT 2024-NQM1                                                                  | CUSIP: 26845DAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5811043 | PA      | $5803772.07   | 0.23%             | 2069-11-25      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                                        | EQT CORP                                                                        | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1963928.00   | 0.08%             | 2026-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                            | EDISON INTERNATIONAL 4/2 144A CP 0.0000 20250602                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8600000 | PA      | $8596721.68   | 0.34%             | 2025-06-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-INV2                                                                  | EFMT 2025-INV2                                                                  | CUSIP: 281914AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2542920 | PA      | $2542118.79   | 0.10%             | 2070-05-26      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                   | ENEL FINANCE INTERNATIONAL NV                                                   | CUSIP: 29278GAN8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   12500000 | PA      | $11580525.00  | 0.46%             | 2028-07-12      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER LP                                                              | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3546567.50   | 0.14%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                       | ONEOK INC                                                                       | CUSIP: 29336UAF4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1000478.00   | 0.04%             | 2026-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2023-3 LLC                                           | ENTERPRISE FLEET FINANCING 2023-3 LLC                                           | CUSIP: 29374LAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6089928 | PA      | $6179037.12   | 0.25%             | 2030-03-20      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2023-2 LLC                                           | ENTERPRISE FLEET FINANCING 2023-2 LLC                                           | CUSIP: 29375NAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4736819 | PA      | $4761729.54   | 0.19%             | 2030-04-22      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2024-1 LLC                                           | ENTERPRISE FLEET FINANCING 2024-1 LLC                                           | CUSIP: 29375PAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5268376 | PA      | $5299234.18   | 0.21%             | 2030-03-20      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2024-3 LLC                                           | ENTERPRISE FLEET FINANCING 2024-3 LLC                                           | CUSIP: 29375QAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1907911 | PA      | $1914025.78   | 0.08%             | 2027-04-20      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2024-2 LLC                                           | ENTERPRISE FLEET FINANCING 2024-2 LLC                                           | CUSIP: 29375RAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6220935 | PA      | $6248148.95   | 0.25%             | 2026-12-20      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2025-2 LLC                                           | ENTERPRISE FLEET FINANCING 2025-2 LLC                                           | CUSIP: 29375TAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2365000 | PA      | $2362645.88   | 0.09%             | 2028-02-22      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                              | ESSEX PORTFOLIO LP                                                              | CUSIP: 29717PAQ0<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    1899000 | PA      | $1877218.47   | 0.08%             | 2026-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2024-2                                      | EXETER AUTOMOBILE RECEIVABLES TRUST 2024-2                                      | CUSIP: 30166DAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9018183 | PA      | $9037764.53   | 0.36%             | 2028-04-17      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2021-2                                      | EXETER AUTOMOBILE RECEIVABLES TRUST 2021-2                                      | CUSIP: 30166RAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12000000 | PA      | $11862728.40  | 0.47%             | 2028-02-15      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2023-4                                      | EXETER AUTOMOBILE RECEIVABLES TRUST 2023-4                                      | CUSIP: 30166TAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1297779 | PA      | $1300215.74   | 0.05%             | 2027-10-15      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2024-4                                      | EXETER AUTOMOBILE RECEIVABLES TRUST 2024-4                                      | CUSIP: 30166UAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4645000 | PA      | $4669719.30   | 0.19%             | 2030-08-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                             | EXETER AUTOMOBILE RECEIVABLES TRUST                                             | CUSIP: 30166XAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3035000 | PA      | $3039127.90   | 0.12%             | 2029-07-16      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                             | EXETER AUTOMOBILE RECEIVABLES TRUST                                             | CUSIP: 30166XAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3185000 | PA      | $3193840.29   | 0.13%             | 2030-02-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2023-3                                      | EXETER AUTOMOBILE RECEIVABLES TRUST 2023-3                                      | CUSIP: 301989AD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3031838 | PA      | $3035752.81   | 0.12%             | 2027-09-15      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| FMC Corp                                                                        | FMC CORP                                                                        | CUSIP: 302491AT2<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |   20803000 | PA      | $20308679.11  | 0.81%             | 2026-10-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FREMF 2015-K51 Mortgage Trust                                                   | FREMF 2015-K51 MORTGAGE TRUST                                                   | CUSIP: 30293XAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3566000 | PA      | $3541349.31   | 0.14%             | 2048-10-25      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| FREMF 2018-K733 Mortgage Trust                                                  | FREMF 2018-K733 MORTGAGE TRUST                                                  | CUSIP: 30297MAS9<br>LEI: 549300KQ08QVSM4XK212 | Long             | ABS-MBS          | CORP              | US        |    2895000 | PA      | $2879138.87   | 0.12%             | 2025-09-25      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132DUQU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12486590 | PA      | $12626747.62  | 0.50%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132DVCA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10178152 | PA      | $10486172.78  | 0.42%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                               | FANNIE MAE REMICS                                                               | CUSIP: 3136AL5R8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     112610 | PA      | $110158.46    | 0.00%             | 2045-01-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                              | FREDDIE MAC REMICS                                                              | CUSIP: 3137BGE39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     142457 | PA      | $138745.14    | 0.01%             | 2045-02-15      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140XRVV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5074303 | PA      | $5230687.22   | 0.21%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418FDC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10531108 | PA      | $10638406.45  | 0.43%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 31425YXX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5461116 | PA      | $5628438.48   | 0.23%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 31427MW49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9425034 | PA      | $9522168.29   | 0.38%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3142GQYK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10276920 | PA      | $10601414.66  | 0.42%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bank NA                                                             | FIFTH THIRD BANK NA                                                             | CUSIP: 31677AAB0<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |   21105000 | PA      | $20920732.25  | 0.84%             | 2026-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Finance of America HECM Buyout 2024-HB1                                         | FINANCE OF AMERICA HECM BUYOUT 2024-HB1                                         | CUSIP: 31737DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8236610 | PA      | $8171546.46   | 0.33%             | 2034-10-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                                        | FMC CORP 4/2 144A CP 5.2500 20250623                                            | CUSIP: 000000000<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    3800000 | PA      | $3786662.38   | 0.15%             | 2025-06-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2023-A                                             | FORD CREDIT AUTO LEASE TRUST 2023-A                                             | CUSIP: 345287AF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1188465 | PA      | $1188676.29   | 0.05%             | 2026-06-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                      | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A                                      | CUSIP: 34528QHX5<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    4495000 | PA      | $4509240.16   | 0.18%             | 2028-05-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                      | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A                                      | CUSIP: 34528QHZ0<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |     805000 | PA      | $812171.18    | 0.03%             | 2028-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                      | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A                                      | CUSIP: 34528QJC9<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    3225000 | PA      | $3266150.03   | 0.13%             | 2029-04-15      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2023-B                                             | FORD CREDIT AUTO LEASE TRUST 2023-B                                             | CUSIP: 34529NAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3685000 | PA      | $3718024.23   | 0.15%             | 2027-02-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2021-REV1                                          | FORD CREDIT AUTO OWNER TRUST 2021-REV1                                          | CUSIP: 345340AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1600000 | PA      | $1554400.00   | 0.06%             | 2033-10-17      | Fixed         | 1.61%                 | 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      | $13190186.10  | 0.53%             | 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      | $6298257.75   | 0.25%             | 2026-11-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CREDIT CO LLC                                                        | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    2610000 | PA      | $2613520.89   | 0.10%             | 2028-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Fortress Credit Bsl VII Ltd                                                     | FORTRESS CREDIT BSL VII LTD                                                     | CUSIP: 34956NAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4675121 | PA      | $4674113.42   | 0.19%             | 2032-07-23      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Fortive Corp                                                                    | FORTIVE CORP                                                                    | CUSIP: 34959JAG3<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |    1340000 | PA      | $1319500.68   | 0.05%             | 2026-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fortress Credit BSL VIII Ltd                                                    | FORTRESS CREDIT BSL VIII LTD                                                    | CUSIP: 34962DAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   10679551 | PA      | $10639594.49  | 0.43%             | 2032-10-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2023-HQA3                                         | FREDDIE MAC STACR REMIC TRUST 2023-HQA3                                         | CUSIP: 35564K3F4<br>LEI: 529900ZTXRUUVE8G8W08 | Long             | ABS-MBS          | USGSE             | US        |    2141987 | PA      | $2166547.16   | 0.09%             | 2043-11-25      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-DNA2                                         | FREDDIE MAC STACR REMIC TRUST 2022-DNA2                                         | CUSIP: 35564KRE1<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | USGSE             | US        |    1534911 | PA      | $1535378.80   | 0.06%             | 2042-02-25      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-DNA5                                         | FREDDIE MAC STACR REMIC TRUST 2022-DNA5                                         | CUSIP: 35564KYN3<br>LEI: 5493000IS349P4O9HR58 | Long             | ABS-MBS          | USGSE             | US        |    3841350 | PA      | $3928971.07   | 0.16%             | 2042-06-25      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2024-HQA1                                         | FREDDIE MAC STACR REMIC TRUST 2024-HQA1                                         | CUSIP: 35564NBW2<br>LEI: 529900PGKDI4ZEXFQ523 | Long             | ABS-MBS          | USGSE             | US        |    7014069 | PA      | $7031604.32   | 0.28%             | 2044-03-25      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2024-DNA2                                         | FREDDIE MAC STACR REMIC TRUST 2024-DNA2                                         | CUSIP: 35564NCW1<br>LEI: 529900GRKKKHILZX4347 | Long             | ABS-MBS          | USGSE             | US        |    3700815 | PA      | $3717000.47   | 0.15%             | 2044-05-25      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2024-DNA3                                         | FREDDIE MAC STACR REMIC TRUST 2024-DNA3                                         | CUSIP: 35564NEY5<br>LEI: 529900P3PHNE8PW64Z68 | Long             | ABS-MBS          | USGSE             | US        |    4011000 | PA      | $4009756.99   | 0.16%             | 2044-10-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2025-DNA1                                         | FREDDIE MAC STACR REMIC TRUST 2025-DNA1                                         | CUSIP: 35564NFY4<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-MBS          | USGSE             | US        |    1133438 | PA      | $1131622.30   | 0.05%             | 2045-01-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2025-DNA2                                         | FREDDIE MAC STACR REMIC TRUST 2025-DNA2                                         | CUSIP: 35564NHY2<br>LEI: 529900XX8WXEM4FBIH80 | Long             | ABS-MBS          | USGSE             | US        |    3440000 | PA      | $3440027.52   | 0.14%             | 2045-05-25      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                            | FREEPORT-MCMORAN INC                                                            | CUSIP: 35671DCC7<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     883000 | PA      | $881212.81    | 0.04%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                            | FREEPORT-MCMORAN INC                                                            | CUSIP: 35671DCD5<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    2274000 | PA      | $2276660.58   | 0.09%             | 2029-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                            | FREEPORT-MCMORAN INC                                                            | CUSIP: 35671DCG8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    4600000 | PA      | $4545227.80   | 0.18%             | 2028-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GAIF Bond Issuer Pty Ltd                                                        | GAIF BOND ISSUER PTY LTD                                                        | CUSIP: 361435AA8<br>LEI: 2138007UNQRHCRSBNZ86 | Long             | DBT              | CORP              | AU        |   11694000 | PA      | $11481964.39  | 0.46%             | 2026-09-30      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                       | GATX CORP                                                                       | CUSIP: 361448BP7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    3230000 | PA      | $3261528.03   | 0.13%             | 2027-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2023-2                                    | GM FINANCIAL AUTOMOBILE LEASING TRUST 2023-2                                    | CUSIP: 362548AF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3920000 | PA      | $3928744.34   | 0.16%             | 2027-05-20      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2025-1                                    | GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-1                                    | CUSIP: 36271VAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $2005474.00   | 0.08%             | 2029-02-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2025-1                                    | GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-1                                    | CUSIP: 36271VAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3290000 | PA      | $3296764.24   | 0.13%             | 2029-02-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Gm Financial Automobile Leasing Trust 2025-2                                    | GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-2                                    | CUSIP: 362962AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4200000 | PA      | $4199394.36   | 0.17%             | 2029-04-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Galton Funding Mortgage Trust 2019-2                                            | GALTON FUNDING MORTGAGE TRUST 2019-2                                            | CUSIP: 36418AAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     197182 | PA      | $182918.20    | 0.01%             | 2059-06-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Galton Funding Mortgage Trust 2020-H1                                           | GALTON FUNDING MORTGAGE TRUST 2020-H1                                           | CUSIP: 36418HAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2492601 | PA      | $2363587.61   | 0.09%             | 2060-01-25      | Variable      | 2.41%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                               | GENERAL MOTORS CO                                                               | CUSIP: 37045VBC3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1914747.80   | 0.08%             | 2028-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GENERAL MOTORS FINANCIAL CO INC                                                 | CUSIP: 37045XDZ6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    5500000 | PA      | $5523699.50   | 0.22%             | 2025-10-10      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GENERAL MOTORS FINANCIAL CO INC                                                 | CUSIP: 37045XFH4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   12500000 | PA      | $12513925.00  | 0.50%             | 2027-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HOMES 2024-AFC1 Trust                                                           | HOMES 2024-AFC1 TRUST                                                           | CUSIP: 403945AC2<br>LEI: 2549009KYOPIDSS2IL61 | Long             | ABS-MBS          | CORP              | US        |   10328400 | PA      | $10257939.37  | 0.41%             | 2059-08-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA INC                                                                         | CUSIP: 404119BS7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     523000 | PA      | $524123.40    | 0.02%             | 2026-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA INC                                                                         | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   10880000 | PA      | $10890760.32  | 0.44%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA INC                                                                         | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    8555000 | PA      | $8641345.62   | 0.35%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                               | HEALTHPEAK OP LLC                                                               | CUSIP: 40414LAQ2<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    8500000 | PA      | $8369465.50   | 0.33%             | 2026-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS PLC                                                               | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    5600000 | PA      | $5687920.00   | 0.23%             | 2028-05-17      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS PLC                                                               | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    7410000 | PA      | $7417876.83   | 0.30%             | 2029-03-03      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                                                           | HPEFS EQUIPMENT TRUST                                                           | CUSIP: 40441RAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1219843 | PA      | $1218129.60   | 0.05%             | 2029-11-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Hpefs Equipment Trust 2022-2                                                    | HPEFS EQUIPMENT TRUST 2022-2                                                    | CUSIP: 40441TAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     702233 | PA      | $702088.57    | 0.03%             | 2029-09-20      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Hpefs Equipment Trust 2022-2                                                    | HPEFS EQUIPMENT TRUST 2022-2                                                    | CUSIP: 40441TAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     625000 | PA      | $624965.94    | 0.02%             | 2030-03-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2024-2                                                    | HPEFS EQUIPMENT TRUST 2024-2                                                    | CUSIP: 40444MAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3977115 | PA      | $3985574.77   | 0.16%             | 2031-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2024-2                                                    | HPEFS EQUIPMENT TRUST 2024-2                                                    | CUSIP: 40444MAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1880000 | PA      | $1896384.01   | 0.08%             | 2031-10-20      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON FINL SER                                                        | HARLEY-DAVIDSON FINL SER 4/2 144A CP 5.1500 20250602                            | CUSIP: 000000000<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1499416.50   | 0.06%             | 2025-06-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON FINL SER                                                        | HARLEY-DAVIDSON FINL SER 4/2 144A CP 5.0900 20250613                            | CUSIP: 000000000<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4990818.50   | 0.20%             | 2025-06-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON FINL SER                                                        | HARLEY-DAVIDSON FINL SER 4/2 144A CP 0.0000 20250702                            | CUSIP: 000000000<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3484750.85   | 0.14%             | 2025-07-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Holdings LP                                                   | HEALTHCARE REALTY HOLDINGS LP                                                   | CUSIP: 42225UAD6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    6253000 | PA      | $6140320.94   | 0.25%             | 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        |     500000 | PA      | $475130.50    | 0.02%             | 2027-02-01      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Highmark Inc                                                                    | HIGHMARK INC                                                                    | CUSIP: 431116AD4<br>LEI: 549300B6868ZXXEB2Y57 | Long             | DBT              | CORP              | US        |   12754000 | PA      | $12356445.07  | 0.49%             | 2026-05-10      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust 2019-A                                             | HILTON GRAND VACATIONS TRUST 2019-A                                             | CUSIP: 43284HAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     250840 | PA      | $245761.84    | 0.01%             | 2033-07-25      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Holcim Finance US LLC                                                           | HOLCIM FINANCE US LLC                                                           | CUSIP: 43475RAA4<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |   12600000 | PA      | $12611365.20  | 0.50%             | 2027-04-07      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2023-2                                                    | HPEFS EQUIPMENT TRUST 2023-2                                                    | CUSIP: 44328UAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2415000 | PA      | $2429273.13   | 0.10%             | 2031-01-21      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes Series 2025-1                          | HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2025-1                          | CUSIP: 446438SX2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7613716 | PA      | $7594506.70   | 0.30%             | 2033-03-21      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes Series 2024-2                          | HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2024-2                          | CUSIP: 44644NAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5330525 | PA      | $5360634.31   | 0.21%             | 2032-10-20      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                         | HYUNDAI CAPITAL AMERICA                                                         | CUSIP: 44891ABP1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6124716.00   | 0.24%             | 2027-10-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                         | HYUNDAI CAPITAL AMERICA                                                         | CUSIP: 44891ADP9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    7255000 | PA      | $7245757.13   | 0.29%             | 2027-03-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2024-A                                  | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2024-A                                  | CUSIP: 448988AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5240000 | PA      | $5254800.90   | 0.21%             | 2027-03-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2024-A                                  | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2024-A                                  | CUSIP: 448988AF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3335000 | PA      | $3352050.19   | 0.13%             | 2028-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2025-B                                  | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-B                                  | CUSIP: 44935DAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3095000 | PA      | $3110996.82   | 0.12%             | 2029-08-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Icon Investments Six DAC                                                        | ICON INVESTMENTS SIX DAC                                                        | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    9574000 | PA      | $9730075.35   | 0.39%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                                                     | IMPERIAL BRANDS FINANCE PLC                                                     | CUSIP: 45262BAB9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    5050000 | PA      | $4974760.05   | 0.20%             | 2026-07-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Imperial Fund Mortgage Trust 2021-NQM2                                          | IMPERIAL FUND MORTGAGE TRUST 2021-NQM2                                          | CUSIP: 452761AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6723145 | PA      | $5660332.44   | 0.23%             | 2056-09-25      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                                                     | IMPERIAL BRANDS FINANCE PLC                                                     | CUSIP: 453140AF2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    1500000 | PA      | $1497204.00   | 0.06%             | 2025-07-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PRA Health Sciences Inc                                                         | PRA HEALTH SCIENCES INC                                                         | CUSIP: 45569KAA1<br>LEI: 549300R1HR1VWWHIAK47 | Long             | DBT              | CORP              | US        |    3530000 | PA      | $3424100.00   | 0.14%             | 2026-07-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                    | ING GROEP NV                                                                    | CUSIP: 456837AM5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   10282000 | PA      | $10252696.30  | 0.41%             | 2028-10-02      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                    | ING GROEP NV                                                                    | CUSIP: 456837BF9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    3845000 | PA      | $3911933.76   | 0.16%             | 2027-09-11      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                                                                      | CUSIP: 458140AU4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    4011000 | PA      | $3935577.16   | 0.16%             | 2026-05-19      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                                                                      | CUSIP: 458140AX8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2918436.00   | 0.12%             | 2027-05-11      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                                                                      | CUSIP: 458140BY5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5880750.00   | 0.24%             | 2027-08-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                                                                      | CUSIP: 458140CD0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    4550000 | PA      | $4547897.90   | 0.18%             | 2026-02-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances Inc                                          | INTERNATIONAL FLAVORS & FRAGRANCES INC                                          | CUSIP: 459506AN1<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    5380000 | PA      | $5313212.68   | 0.21%             | 2025-10-01      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                                        | INTL FLAVORS & FRAGRANCE 4/2 144A CP 5.0500 20250616                            | CUSIP: 000000000<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9978208.00   | 0.40%             | 2025-06-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                             | INTESA SANPAOLO SPA                                                             | CUSIP: 46115HBU0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    3877000 | PA      | $3909749.02   | 0.16%             | 2025-11-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2020-609M                | J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2020-609M                | CUSIP: 46652RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9870000 | PA      | $9821676.48   | 0.39%             | 2033-10-15      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| Jackson National Life Global Funding                                            | JACKSON NATIONAL LIFE GLOBAL FUNDING                                            | CUSIP: 46849LVA6<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    7590000 | PA      | $7707751.26   | 0.31%             | 2027-07-02      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Jackson National Life Global Funding                                            | JACKSON NATIONAL LIFE GLOBAL FUNDING                                            | CUSIP: 46849LVC2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    6215000 | PA      | $6239039.62   | 0.25%             | 2027-01-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| KKR CLO 49 Ltd                                                                  | KKR CLO 49 LTD                                                                  | CUSIP: 481939AP1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2312500 | PA      | $2310989.45   | 0.09%             | 2037-10-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                                | KILROY REALTY LP                                                                | CUSIP: 49427RAL6<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    9169000 | PA      | $9142199.01   | 0.37%             | 2025-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Kubota Credit Owner Trust 2023-2                                                | KUBOTA CREDIT OWNER TRUST 2023-2                                                | CUSIP: 500945AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2555000 | PA      | $2574774.17   | 0.10%             | 2028-01-18      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Kubota Credit Owner Trust 2024-2                                                | KUBOTA CREDIT OWNER TRUST 2024-2                                                | CUSIP: 50117DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1201910 | PA      | $1207618.42   | 0.05%             | 2027-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Kubota Credit Owner Trust 2024-2                                                | KUBOTA CREDIT OWNER TRUST 2024-2                                                | CUSIP: 50117DAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2900000 | PA      | $2947808.53   | 0.12%             | 2028-11-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| LG Electronics Inc                                                              | LG ELECTRONICS INC                                                              | CUSIP: 50186QAC7<br>LEI: 988400RMQFTGZIOG0609 | Long             | DBT              | CORP              | KR        |    6740000 | PA      | $6840125.60   | 0.27%             | 2027-04-24      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc                                                                | LPL HOLDINGS INC                                                                | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   13063000 | PA      | $13275012.49  | 0.53%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc                                                                | LPL HOLDINGS INC                                                                | CUSIP: 50212YAN4<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    2345000 | PA      | $2350599.86   | 0.09%             | 2028-04-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                        | LLOYDS BANKING GROUP PLC                                                        | CUSIP: 539439AM1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    3100000 | PA      | $3092287.20   | 0.12%             | 2025-12-10      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                        | LLOYDS BANKING GROUP PLC                                                        | CUSIP: 53944YAB9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   20150000 | PA      | $20101357.90  | 0.80%             | 2026-03-24      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| M&T Equipment 2023-LEAF1 Notes                                                  | M&T EQUIPMENT 2023-LEAF1 NOTES                                                  | CUSIP: 551925AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      10861 | PA      | $10866.22     | 0.00%             | 2030-07-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| M&T Equipment 2023-LEAF1 Notes                                                  | M&T EQUIPMENT 2023-LEAF1 NOTES                                                  | CUSIP: 551925AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4135000 | PA      | $4155821.38   | 0.17%             | 2030-07-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| MFA 2020-NQM3 Trust                                                             | MFA 2020-NQM3 TRUST                                                             | CUSIP: 552757AB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     640702 | PA      | $604546.26    | 0.02%             | 2065-01-26      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| MFA 2023-NQM4 Trust                                                             | MFA 2023-NQM4 TRUST                                                             | CUSIP: 55286LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6053739 | PA      | $6076744.83   | 0.24%             | 2068-12-25      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| MFA 2023-NQM3 Trust                                                             | MFA 2023-NQM3 TRUST                                                             | CUSIP: 55286MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1726059 | PA      | $1737620.64   | 0.07%             | 2068-07-25      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC 2023-A                                               | MMAF EQUIPMENT FINANCE LLC 2023-A                                               | CUSIP: 55317WAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2153592 | PA      | $2160620.19   | 0.09%             | 2026-11-13      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| M&T Equipment 2025-LEAF1 Notes                                                  | M&T EQUIPMENT 2025-LEAF1 NOTES                                                  | CUSIP: 55340QAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6365000 | PA      | $6374009.02   | 0.25%             | 2027-12-16      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MVW 2021-1W LLC                                                                 | MVW 2021-1W LLC                                                                 | CUSIP: 55389TAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1358802 | PA      | $1296430.45   | 0.05%             | 2041-01-22      | Fixed         | 1.14%                 | No            |                  2 | On Loan: No      |
| MVW 2020-1 LLC                                                                  | MVW 2020-1 LLC                                                                  | CUSIP: 55400EAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      26459 | PA      | $25560.50     | 0.00%             | 2037-10-20      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XLII Ltd                                                   | MADISON PARK FUNDING XLII LTD                                                   | CUSIP: 55822RAA8<br>LEI: 549300YWZ8HFDYP0MR16 | Long             | ABS-CBDO         | CORP              | KY        |    5984802 | PA      | $5986697.89   | 0.24%             | 2030-11-21      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Marble Point CLO XV Ltd                                                         | MARBLE POINT CLO XV LTD                                                         | CUSIP: 56606YAW5<br>LEI: 549300CO8XB55W8SS394 | Long             | ABS-CBDO         | CORP              | KY        |    6235182 | PA      | $6212781.83   | 0.25%             | 2032-07-23      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Marble Point CLO XIV Ltd                                                        | MARBLE POINT CLO XIV LTD                                                        | CUSIP: 56608KAW3<br>LEI: 254900N4UCG37B1HFL93 | Long             | ABS-CBDO         | CORP              | KY        |   11173552 | PA      | $11158372.02  | 0.45%             | 2032-01-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                                          | MARVELL TECHNOLOGY INC                                                          | CUSIP: 573874AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15737000 | PA      | $15281571.22  | 0.61%             | 2026-04-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Mattel Inc                                                                      | MATTEL INC                                                                      | CUSIP: 577081BE1<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    7624000 | PA      | $7481766.66   | 0.30%             | 2026-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                         | MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                         | CUSIP: 58769JBB2<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   11300000 | PA      | $11320227.00  | 0.45%             | 2026-11-13      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMERICA CORP                                                            | CUSIP: 59022CAB9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4579213.50   | 0.18%             | 2026-09-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| Orbia Advance Corp SAB de CV                                                    | ORBIA ADVANCE CORP SAB DE CV                                                    | CUSIP: 59284BAF5<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |    1620000 | PA      | $1594014.71   | 0.06%             | 2027-10-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC 2020-B                                               | MMAF EQUIPMENT FINANCE LLC 2020-B                                               | CUSIP: 60700KAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2650000 | PA      | $2636645.86   | 0.11%             | 2042-04-14      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| Utah Acquisition Sub Inc                                                        | UTAH ACQUISITION SUB INC                                                        | CUSIP: 62854AAN4<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3944468.00   | 0.16%             | 2026-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NLT 2021-INV2 Trust                                                             | NLT 2021-INV2 TRUST                                                             | CUSIP: 62917JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13198988 | PA      | $11303289.76  | 0.45%             | 2056-08-25      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| Nassau 2018-II Ltd                                                              | NASSAU 2018-II LTD                                                              | CUSIP: 63152PAA6<br>LEI: 549300TDGAMJFORBZE92 | Long             | ABS-CBDO         | CORP              | KY        |    1200303 | PA      | $1200934.11   | 0.05%             | 2031-10-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Navistar Financial Dealer Note Master Owner Trust II                            | NAVISTAR FINANCIAL DEALER NOTE MASTER OWNER TRUST II                            | CUSIP: 63938PBU2<br>LEI: 549300S28N49H5RT4J50 | Long             | ABS-O            | CORP              | US        |    5575000 | PA      | $5592803.21   | 0.22%             | 2028-08-25      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Navistar Financial Dealer Note Master Owner Trust II                            | NAVISTAR FINANCIAL DEALER NOTE MASTER OWNER TRUST II                            | CUSIP: 63938PBV0<br>LEI: 549300S28N49H5RT4J50 | Long             | ABS-O            | CORP              | US        |    1948000 | PA      | $1954579.56   | 0.08%             | 2028-08-25      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Navistar Financial Dealer Note Master Owner Trust                               | NAVISTAR FINANCIAL DEALER NOTE MASTER OWNER TRUST                               | CUSIP: 63938PBW8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4300000 | PA      | $4332112.40   | 0.17%             | 2029-04-25      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Loan Trust 2016-A                                     | NAVIENT PRIVATE EDUCATION LOAN TRUST 2016-A                                     | CUSIP: 63939NAB9<br>LEI: 549300JSCKIU587G1R13 | Long             | ABS-O            | CORP              | US        |    1936628 | PA      | $1928063.41   | 0.08%             | 2045-12-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2020-D                                | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-D                                | CUSIP: 63941HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     338294 | PA      | $317256.25    | 0.01%             | 2069-05-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2020-F                                | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-F                                | CUSIP: 63941XAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1403866 | PA      | $1302206.37   | 0.05%             | 2069-07-15      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2021-C                                | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-C                                | CUSIP: 63942JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8070497 | PA      | $7223851.51   | 0.29%             | 2069-10-15      | Fixed         | 1.06%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2021-G                                | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-G                                | CUSIP: 63942KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8014508 | PA      | $7199178.33   | 0.29%             | 2070-04-15      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust 2021-D                                                | NELNET STUDENT LOAN TRUST 2021-D                                                | CUSIP: 64034YAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2559538 | PA      | $2509536.20   | 0.10%             | 2062-04-20      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                     | OVINTIV INC                                                                     | CUSIP: 651290AR9<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $11000341.00  | 0.44%             | 2026-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co Ltd                                                             | NISSAN MOTOR CO LTD                                                             | CUSIP: 654744AB7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |   15305000 | PA      | $15187809.62  | 0.61%             | 2025-09-17      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Northwoods Capital XIV-B Ltd                                                    | NORTHWOODS CAPITAL XIV-B LTD                                                    | CUSIP: 66860CAL7<br>LEI: 549300QQDSTCZ860F679 | Long             | ABS-CBDO         | CORP              | KY        |   16935687 | PA      | $16893607.46  | 0.68%             | 2031-11-13      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| OZLM Funding II Ltd                                                             | OZLM FUNDING II LTD                                                             | CUSIP: 67108BBU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1240314 | PA      | $1240803.77   | 0.05%             | 2031-07-30      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| OZLM XV Ltd                                                                     | OZLM XV LTD                                                                     | CUSIP: 67111DBA3<br>LEI: 5493008RJIODIVVGSK16 | Long             | ABS-CBDO         | CORP              | KY        |    2275000 | PA      | $2272637.25   | 0.09%             | 2033-04-20      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| OZLM XXI Ltd                                                                    | OZLM XXI LTD                                                                    | CUSIP: 67112AAJ0<br>LEI: 5493002HF6D1C4B1AK86 | Long             | ABS-CBDO         | CORP              | KY        |    1173915 | PA      | $1174081.81   | 0.05%             | 2031-01-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| OBX 2019-EXP3 Trust                                                             | OBX 2019-EXP3 TRUST                                                             | CUSIP: 67113ABB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      57670 | PA      | $57734.88     | 0.00%             | 2059-10-25      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| OBX 2020-INV1 Trust                                                             | OBX 2020-INV1 TRUST                                                             | CUSIP: 67113CAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     421951 | PA      | $400256.99    | 0.02%             | 2049-12-25      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| OBX 2020-EXP3 Trust                                                             | OBX 2020-EXP3 TRUST                                                             | CUSIP: 67448WAP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2967462 | PA      | $2562093.80   | 0.10%             | 2060-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                       | OCCIDENTAL PETROLEUM CORP                                                       | CUSIP: 674599CH6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    4155000 | PA      | $4082287.50   | 0.16%             | 2026-04-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                       | OCCIDENTAL PETROLEUM CORP                                                       | CUSIP: 674599CR4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    4740000 | PA      | $4645200.00   | 0.19%             | 2026-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                       | OCCIDENTAL PETROLEUM CORP                                                       | CUSIP: 674599DZ5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    9294000 | PA      | $9816787.50   | 0.39%             | 2027-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust 2023-1                                                 | OCTANE RECEIVABLES TRUST 2023-1                                                 | CUSIP: 67571BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     591442 | PA      | $592810.41    | 0.02%             | 2029-05-21      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust 2023-1                                                 | OCTANE RECEIVABLES TRUST 2023-1                                                 | CUSIP: 67571BAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3904000 | PA      | $3926226.25   | 0.16%             | 2029-07-20      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust 2023-3                                                 | OCTANE RECEIVABLES TRUST 2023-3                                                 | CUSIP: 67571CAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7414205 | PA      | $7465282.47   | 0.30%             | 2029-03-20      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust 2023-3                                                 | OCTANE RECEIVABLES TRUST 2023-3                                                 | CUSIP: 67571CAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5610000 | PA      | $5694134.29   | 0.23%             | 2029-07-20      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust 2024-3                                                 | OCTANE RECEIVABLES TRUST 2024-3                                                 | CUSIP: 67571GAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5605000 | PA      | $5609304.08   | 0.22%             | 2030-05-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust 2023-2                                                 | OCTANE RECEIVABLES TRUST 2023-2                                                 | CUSIP: 67571QAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1611830 | PA      | $1615591.05   | 0.06%             | 2031-06-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XXI Ltd                                             | OCTAGON INVESTMENT PARTNERS XXI LTD                                             | CUSIP: 67590QBW6<br>LEI: 549300XIS9D4AHDX5A35 | Long             | ABS-CBDO         | CORP              | KY        |   10055265 | PA      | $10040422.42  | 0.40%             | 2031-02-14      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 39 Ltd                                              | OCTAGON INVESTMENT PARTNERS 39 LTD                                              | CUSIP: 67592CAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4012304 | PA      | $4013861.79   | 0.16%             | 2030-10-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| ONE 2021-PARK Mortgage Trust                                                    | ONE 2021-PARK MORTGAGE TRUST                                                    | CUSIP: 682413AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7110000 | PA      | $6976687.50   | 0.28%             | 2036-03-15      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                       | ONEOK INC                                                                       | CUSIP: 682680AS2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3461591.00   | 0.14%             | 2027-07-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                       | ONEOK INC                                                                       | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    3665000 | PA      | $3706102.98   | 0.15%             | 2026-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                     | OVINTIV INC 4/2 CP 0.0000 20250617                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4987750.00   | 0.20%             | 2025-06-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                     | OVINTIV INC 4/2 CP 0.0000 20250620                                              | CUSIP: 000000000<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    7100000 | PA      | $7079448.34   | 0.28%             | 2025-06-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                     | OVINTIV INC 4/2 CP 5.1000 20250630                                              | CUSIP: 000000000<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1493583.45   | 0.06%             | 2025-06-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                   | OWENS CORNING                                                                   | CUSIP: 690742AN1<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    2360000 | PA      | $2394295.52   | 0.10%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                            | PNC FINANCIAL SERVICES GROUP INC/THE                                            | CUSIP: 693475BQ7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    4980000 | PA      | $4980278.88   | 0.20%             | 2026-06-12      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| Pertamina Persero PT                                                            | PERTAMINA PERSERO PT                                                            | CUSIP: 69370RAK3<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |    5720000 | PA      | $5585104.55   | 0.22%             | 2026-02-09      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| PEAC Solutions Receivables 2025-1 LLC                                           | PEAC SOLUTIONS RECEIVABLES 2025-1 LLC                                           | CUSIP: 69392HAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3480000 | PA      | $3484836.16   | 0.14%             | 2028-10-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS AND ELECTRIC CO                                                     | CUSIP: 694308HW0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    6430000 | PA      | $6178959.94   | 0.25%             | 2027-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS AND ELECTRIC CO                                                     | CUSIP: 694308KE6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    9900000 | PA      | $9880200.00   | 0.40%             | 2025-06-08      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                                   | PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP                                   | CUSIP: 709599BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4239000 | PA      | $4109642.68   | 0.16%             | 2026-06-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Post Road Equipment Finance 2024-1 LLC                                          | POST ROAD EQUIPMENT FINANCE 2024-1 LLC                                          | CUSIP: 737473AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     743635 | PA      | $747029.62    | 0.03%             | 2029-11-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Post Road Equipment Finance 2025-1 LLC                                          | POST ROAD EQUIPMENT FINANCE 2025-1 LLC                                          | CUSIP: 73747LAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6000000 | PA      | $6019314.00   | 0.24%             | 2031-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2021-SFR8 Trust                                            | PROGRESS RESIDENTIAL 2021-SFR8 TRUST                                            | CUSIP: 74333TAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2306034 | PA      | $2232723.50   | 0.09%             | 2038-10-17      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                                             | QUANTA SERVICES CP 4/2 144A 4.9000 20250606                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4995323.50   | 0.20%             | 2025-06-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp                                                              | REGAL REXNORD CORP                                                              | CUSIP: 758750AL7<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   15026000 | PA      | $15078170.27  | 0.60%             | 2026-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp                                                              | REGAL REXNORD CORP                                                              | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    4400000 | PA      | $4508209.20   | 0.18%             | 2028-04-15      | Fixed         | 6.05%                 | 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        |       3929 | NS      | $3928.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| T. Rowe Price Government Reserve Fund                                           | T. Rowe Price Government Reserve Fund - Collateral                              | CUSIP: 76105YYY8<br>LEI: 5493002Y0IYARJVQ5N24 | Long             | STIV             | RF                | US        |    1697400 | NS      | $1697400.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Communications Inc                                                       | ROGERS COMMUNICATIONS INC                                                       | CUSIP: 775109BE0<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    7342000 | PA      | $7294724.86   | 0.29%             | 2025-12-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                       | ROGERS COMMUNICATIONS INC                                                       | CUSIP: 775109DE8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    4425000 | PA      | $4461917.78   | 0.18%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Romark CLO II Ltd                                                               | ROMARK CLO II LTD                                                               | CUSIP: 77587EAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6720293 | PA      | $6723033.08   | 0.27%             | 2031-07-25      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Ross Stores Inc                                                                 | ROSS STORES INC                                                                 | CUSIP: 778296AF0<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6305357.50   | 0.25%             | 2026-04-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                                                     | ROYAL CARIBBEAN CRUISES LTD                                                     | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   11400000 | PA      | $11400000.00  | 0.46%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                                                     | ROYAL CARIBBEAN CRUISES LTD                                                     | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    3250000 | PA      | $3250000.00   | 0.13%             | 2026-08-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust 2024-C                                                    | SBNA AUTO LEASE TRUST 2024-C                                                    | CUSIP: 78398DAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1455000 | PA      | $1453706.80   | 0.06%             | 2028-02-22      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust 2024-C                                                    | SBNA AUTO LEASE TRUST 2024-C                                                    | CUSIP: 78398DAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1045000 | PA      | $1040024.44   | 0.04%             | 2029-03-20      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                                                 | SBA TOWER TRUST                                                                 | CUSIP: 78403DAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1940000 | PA      | $1902881.82   | 0.08%             | 2026-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                                                 | SBA TOWER TRUST                                                                 | CUSIP: 78403DAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2850000 | PA      | $2708831.29   | 0.11%             | 2026-11-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust 2024-A                                                    | SBNA AUTO LEASE TRUST 2024-A                                                    | CUSIP: 78414SAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3105000 | PA      | $3124585.41   | 0.12%             | 2029-01-22      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| SG Residential Mortgage Trust 2019-3                                            | SG RESIDENTIAL MORTGAGE TRUST 2019-3                                            | CUSIP: 78432BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5220 | PA      | $5194.08      | 0.00%             | 2059-09-25      | Variable      | 2.70%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2024-1                                | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-1                                | CUSIP: 78435VAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4810000 | PA      | $4825950.92   | 0.19%             | 2029-05-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust 2016-1 LLC                                                  | SCF EQUIPMENT TRUST 2016-1 LLC                                                  | CUSIP: 78437DAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3220000 | PA      | $3223651.80   | 0.13%             | 2030-07-22      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust 2024-A                                              | SBNA AUTO RECEIVABLES TRUST 2024-A                                              | CUSIP: 78437PAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4100055 | PA      | $4111746.88   | 0.16%             | 2028-12-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust 2024-B                                                    | SBNA AUTO LEASE TRUST 2024-B                                                    | CUSIP: 78437VAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3210000 | PA      | $3236814.74   | 0.13%             | 2027-11-22      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust 2024-B                                                    | SBNA AUTO LEASE TRUST 2024-B                                                    | CUSIP: 78437VAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3155000 | PA      | $3200152.47   | 0.13%             | 2028-12-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2019-A                                         | SMB PRIVATE EDUCATION LOAN TRUST 2019-A                                         | CUSIP: 78449TAB7<br>LEI: 549300WEYOS38NWU8D22 | Long             | ABS-O            | CORP              | US        |     762247 | PA      | $749073.07    | 0.03%             | 2036-07-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                    | SABINE PASS LIQUEFACTION LLC                                                    | CUSIP: 785592AV8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    2597000 | PA      | $2613402.65   | 0.10%             | 2026-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc                                                      | SANTANDER HOLDINGS USA INC                                                      | CUSIP: 80282KAZ9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    5750000 | PA      | $5635322.00   | 0.23%             | 2026-10-05      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc                                                      | SANTANDER HOLDINGS USA INC                                                      | CUSIP: 80282KBB1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    5500000 | PA      | $5497706.50   | 0.22%             | 2025-06-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc                                                      | SANTANDER HOLDINGS USA INC                                                      | CUSIP: 80282KBE5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    2475000 | PA      | $2482214.63   | 0.10%             | 2026-09-09      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2021-4                                   | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2021-4                                   | CUSIP: 80285VAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10265000 | PA      | $10201748.10  | 0.41%             | 2029-03-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-3                                   | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-3                                   | CUSIP: 80285XAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1114631 | PA      | $1115965.32   | 0.04%             | 2027-10-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2021-1                                   | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2021-1                                   | CUSIP: 80286NAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11661645 | PA      | $11539200.01  | 0.46%             | 2028-12-15      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2020-4                                   | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2020-4                                   | CUSIP: 80286WAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5194250 | PA      | $5155092.65   | 0.21%             | 2028-04-17      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2021-3                                   | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2021-3                                   | CUSIP: 80287EAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7625000 | PA      | $7562844.43   | 0.30%             | 2028-10-16      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-1                                   | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-1                                   | CUSIP: 80287GAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1410459 | PA      | $1410736.27   | 0.06%             | 2028-02-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-1                                   | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-1                                   | CUSIP: 80288AAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14965000 | PA      | $15024707.36  | 0.60%             | 2028-12-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-1                                   | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-1                                   | CUSIP: 80288DAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2200000 | PA      | $2211405.24   | 0.09%             | 2031-03-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2023-A                           | SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2023-A                           | CUSIP: 80290CBU7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     662107 | PA      | $664167.72    | 0.03%             | 2033-06-15      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2023-B                           | SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2023-B                           | CUSIP: 80290CCB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     504752 | PA      | $507161.29    | 0.02%             | 2033-12-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2022-6                                   | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-6                                   | CUSIP: 802918AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     879229 | PA      | $879213.03    | 0.04%             | 2027-06-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-5                                   | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-5                                   | CUSIP: 802920AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1721026 | PA      | $1720939.43   | 0.07%             | 2027-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bond                                             | SAUDI GOVERNMENT INTERNATIONAL BOND                                             | CUSIP: 80413TBJ7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    5290000 | PA      | $5375245.02   | 0.21%             | 2028-01-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SDR Commercial Mortgage Trust 2024-DSNY                                         | SDR COMMERCIAL MORTGAGE TRUST 2024-DSNY                                         | CUSIP: 811304AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6665000 | PA      | $6617095.31   | 0.26%             | 2039-05-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust                                         | SECURITIZED TERM AUTO RECEIVABLES TRUST                                         | CUSIP: 81378RAB0<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | CA        |    2918170 | PA      | $2931183.50   | 0.12%             | 2031-07-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2018-CH1                                                 | SEQUOIA MORTGAGE TRUST 2018-CH1                                                 | CUSIP: 81747DAA7<br>LEI: 549300ZUG1L9OO3W6B29 | Long             | ABS-MBS          | CORP              | US        |     135130 | PA      | $125492.62    | 0.01%             | 2048-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Sierra Timeshare 2020-2 Receivables Funding LLC                                 | SIERRA TIMESHARE 2020-2 RECEIVABLES FUNDING LLC                                 | CUSIP: 826525AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      61233 | PA      | $60821.57     | 0.00%             | 2037-07-20      | Fixed         | 1.33%                 | No            |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                                       | SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC                                       | CUSIP: 83007CAA0<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    7705000 | PA      | $7711942.21   | 0.31%             | 2027-09-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                             | SOCIETE GENERALE SA                                                             | CUSIP: 83368JKF6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    3240000 | PA      | $3208866.84   | 0.13%             | 2026-08-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                             | SOCIETE GENERALE SA                                                             | CUSIP: 83368RBV3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   10375000 | PA      | $10448081.50  | 0.42%             | 2028-01-19      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                             | SOCIETE GENERALE SA                                                             | CUSIP: 83368RCH3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    2455000 | PA      | $2466457.49   | 0.10%             | 2029-05-22      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Solventum Corp                                                                  | SOLVENTUM CORP                                                                  | CUSIP: 83444MAN1<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |   18005000 | PA      | $18225435.22  | 0.73%             | 2027-02-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                   | SOUTHERN CALIFORNIA EDISON CO                                                   | CUSIP: 842400HW6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2998644.00   | 0.12%             | 2026-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co                                                  | SOUTHWESTERN ELECTRIC POWER CO                                                  | CUSIP: 845437BP6<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    3700000 | PA      | $3606660.10   | 0.14%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Spectra Energy Partners LP                                                      | SPECTRA ENERGY PARTNERS LP                                                      | CUSIP: 84756NAH2<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    3855000 | PA      | $3786500.51   | 0.15%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Sprint LLC                                                                      | SPRINT LLC                                                                      | CUSIP: 85207UAK1<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |    5741000 | PA      | $5791233.75   | 0.23%             | 2026-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                          | STANDARD CHARTERED PLC                                                          | CUSIP: 853254BF6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    3464000 | PA      | $3425875.22   | 0.14%             | 2027-02-19      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                          | STANDARD CHARTERED PLC                                                          | CUSIP: 853254CT5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    5800000 | PA      | $5880388.00   | 0.24%             | 2027-07-06      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                          | STANDARD CHARTERED PLC                                                          | CUSIP: 853254DB3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    1205000 | PA      | $1223312.39   | 0.05%             | 2028-05-14      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust 2020-INV                                    | STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-INV                                    | CUSIP: 85573EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1629977 | PA      | $1533451.43   | 0.06%             | 2055-11-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust 2021-2                                      | STARWOOD MORTGAGE RESIDENTIAL TRUST 2021-2                                      | CUSIP: 85573HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1385749 | PA      | $1292618.48   | 0.05%             | 2065-05-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| Stellantis Finance US Inc                                                       | STELLANTIS FINANCE US INC                                                       | CUSIP: 85855CAM2<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    6240000 | PA      | $6258164.64   | 0.25%             | 2028-03-17      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust 2025-A                   | STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST 2025-A                   | CUSIP: 858928AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1850000 | PA      | $1850532.80   | 0.07%             | 2027-07-20      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER LP                                                              | CUSIP: 86765BAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    3997000 | PA      | $3962326.03   | 0.16%             | 2026-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Symphony CLO XVI Ltd                                                            | SYMPHONY CLO XVI LTD                                                            | CUSIP: 87165VAX7<br>LEI: 5493004PWOYFPAFQVT02 | Long             | ABS-CBDO         | CORP              | KY        |    7126881 | PA      | $7141648.89   | 0.29%             | 2031-10-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-MOBILE USA INC                                                                | CUSIP: 87264AAV7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    6475000 | PA      | $6458812.50   | 0.26%             | 2028-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| TIAA CLO I Ltd                                                                  | TIAA CLO I LTD                                                                  | CUSIP: 87271LAY8<br>LEI: 549300SWQCCOXV4X1761 | Long             | ABS-CBDO         | CORP              | KY        |    5138694 | PA      | $5141468.81   | 0.21%             | 2031-07-20      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp             | TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP             | CUSIP: 87612BBG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2964000 | PA      | $2959059.01   | 0.12%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                            | TARGA RESOURCES CORP                                                            | CUSIP: 87612KAA0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    3092000 | PA      | $3122434.56   | 0.12%             | 2027-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                            | TARGA RESOURCES CORP 4/2 144A CP 4.7500 20250606                                | CUSIP: 000000000<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   13000000 | PA      | $12987613.60  | 0.52%             | 2025-06-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                            | TARGA RESOURCES CORP 4/2 144A CP 0.0000 20250620                                | CUSIP: 000000000<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6979867.30   | 0.28%             | 2025-06-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2017-4                                                | TOWD POINT MORTGAGE TRUST 2017-4                                                | CUSIP: 89173UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      78994 | PA      | $76784.81     | 0.00%             | 2057-06-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Trinitas Clo IX Ltd                                                             | TRINITAS CLO IX LTD                                                             | CUSIP: 89641JAW6<br>LEI: 549300QFERVNPGSISO16 | Long             | ABS-CBDO         | CORP              | KY        |    2713578 | PA      | $2714594.46   | 0.11%             | 2032-01-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Trinitas Clo IX Ltd                                                             | TRINITAS CLO IX LTD                                                             | CUSIP: 89641JAY2<br>LEI: 549300QFERVNPGSISO16 | Long             | ABS-CBDO         | CORP              | KY        |    2195000 | PA      | $2191114.76   | 0.09%             | 2032-01-20      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| TX Trust 2024-HOU                                                               | TX TRUST 2024-HOU                                                               | CUSIP: 90216DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2440000 | PA      | $2424750.00   | 0.10%             | 2039-06-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| US Bank NA/Cincinnati OH                                                        | US BANK NA/CINCINNATI OH                                                        | CUSIP: 90331HPT4<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |   11750000 | PA      | $11753290.00  | 0.47%             | 2028-05-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| US Bank NA                                                                      | US BANK NA                                                                      | CUSIP: 90357PAV6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1984089 | PA      | $2007664.88   | 0.08%             | 2032-08-25      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                   | UNICREDIT SPA                                                                   | CUSIP: 904678AU3<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   14585000 | PA      | $14475729.18  | 0.58%             | 2026-09-22      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                                                     | UNITED STATES TREASURY BILL                                                     | CUSIP: 912797NW3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   12470000 | PA      | $12434876.13  | 0.50%             | 2025-06-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                                                     | UNITED STATES TREASURY BILL                                                     | CUSIP: 912797PR2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   12445000 | PA      | $12433343.14  | 0.50%             | 2025-06-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CJL6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3330000 | PA      | $3337674.62   | 0.13%             | 2025-11-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CLB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5575000 | PA      | $5590897.45   | 0.22%             | 2026-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CLS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   11800000 | PA      | $11814289.09  | 0.47%             | 2026-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CME8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    8285000 | PA      | $8316715.97   | 0.33%             | 2026-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   12025000 | PA      | $12059290.01  | 0.48%             | 2027-02-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GROUP INC                                                          | CUSIP: 91324PEG3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    4334000 | PA      | $4267967.18   | 0.17%             | 2027-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GROUP INC                                                          | CUSIP: 91324PEP3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    2655000 | PA      | $2702840.45   | 0.11%             | 2028-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GROUP INC                                                          | CUSIP: 91324PEY4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1113000 | PA      | $1113918.23   | 0.04%             | 2027-04-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Verdant Receivables 2023-1 LLC                                                  | VERDANT RECEIVABLES 2023-1 LLC                                                  | CUSIP: 92339GAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3278760 | PA      | $3328273.36   | 0.13%             | 2031-01-13      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| Verdant Receivables 2024-1 LLC                                                  | VERDANT RECEIVABLES 2024-1 LLC                                                  | CUSIP: 92339MAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     618568 | PA      | $627116.23    | 0.03%             | 2031-12-12      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Verdant Receivables 2025-1 LLC                                                  | VERDANT RECEIVABLES 2025-1 LLC                                                  | CUSIP: 92340GAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8760000 | PA      | $8759187.95   | 0.35%             | 2028-03-13      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2019-INV3                                            | VERUS SECURITIZATION TRUST 2019-INV3                                            | CUSIP: 92537MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     297507 | PA      | $294177.08    | 0.01%             | 2059-11-25      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-1                                               | VERUS SECURITIZATION TRUST 2021-1                                               | CUSIP: 92537QAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3716416 | PA      | $3280257.73   | 0.13%             | 2066-01-25      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-R1                                              | VERUS SECURITIZATION TRUST 2021-R1                                              | CUSIP: 92538BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     968732 | PA      | $931237.26    | 0.04%             | 2063-10-25      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-R3                                              | VERUS SECURITIZATION TRUST 2021-R3                                              | CUSIP: 92538EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5155507 | PA      | $4876368.52   | 0.20%             | 2064-04-25      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-2                                               | VERUS SECURITIZATION TRUST 2021-2                                               | CUSIP: 92538FAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3242538 | PA      | $2858514.76   | 0.11%             | 2066-02-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2020-4                                               | VERUS SECURITIZATION TRUST 2020-4                                               | CUSIP: 92538LAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     410390 | PA      | $400996.06    | 0.02%             | 2065-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2023-INV1                                            | VERUS SECURITIZATION TRUST 2023-INV1                                            | CUSIP: 92539FAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1629837 | PA      | $1628607.49   | 0.07%             | 2068-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2023-3                                               | VERUS SECURITIZATION TRUST 2023-3                                               | CUSIP: 92539GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5828711 | PA      | $5828802.63   | 0.23%             | 2068-03-25      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2023-INV3                                            | VERUS SECURITIZATION TRUST 2023-INV3                                            | CUSIP: 92540CAA5<br>LEI: 9845008F97BFO762AF95 | Long             | ABS-MBS          | CORP              | US        |    3362364 | PA      | $3404880.13   | 0.14%             | 2068-11-25      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2023-8                                               | VERUS SECURITIZATION TRUST 2023-8                                               | CUSIP: 92540DAA3<br>LEI: 213800DTJD5UKJR53O34 | Long             | ABS-MBS          | CORP              | US        |    1612368 | PA      | $1623564.69   | 0.06%             | 2068-12-25      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2024-1                                               | VERUS SECURITIZATION TRUST 2024-1                                               | CUSIP: 92540EAA1<br>LEI: 984500A3F1D749452747 | Long             | ABS-MBS          | CORP              | US        |    6822995 | PA      | $6830249.35   | 0.27%             | 2069-01-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2024-INV1                                            | VERUS SECURITIZATION TRUST 2024-INV1                                            | CUSIP: 92540FAA8<br>LEI: 9845000FE754F4AE7E70 | Long             | ABS-MBS          | CORP              | US        |    2147618 | PA      | $2161045.95   | 0.09%             | 2069-03-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Trust 2020-2                                         | VISTA POINT SECURITIZATION TRUST 2020-2                                         | CUSIP: 92838TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1460277 | PA      | $1398751.00   | 0.06%             | 2065-04-25      | Variable      | 1.48%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                         | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                         | CUSIP: 928668AT9<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    4520000 | PA      | $4511036.84   | 0.18%             | 2025-11-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                         | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                         | CUSIP: 928668CA8<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    5925000 | PA      | $5999465.40   | 0.24%             | 2026-11-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                         | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                         | CUSIP: 928668CL4<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    1880000 | PA      | $1870784.24   | 0.07%             | 2027-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                         | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                         | CUSIP: 928668CN0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5998620.00   | 0.24%             | 2027-03-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Voya Financial Inc                                                              | VOYA FINANCIAL INC                                                              | CUSIP: 929089AB6<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |   17754000 | PA      | $17523641.85  | 0.70%             | 2026-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Voya CLO 2018-3 Ltd                                                             | VOYA CLO 2018-3 LTD                                                             | CUSIP: 92917KAQ7<br>LEI: 54930068MLVF3BECCK93 | Long             | ABS-CBDO         | CORP              | KY        |    2727279 | PA      | $2728332.91   | 0.11%             | 2031-10-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| WPP CP LLC                                                                      | WPP LLC 4/2 144A CP 4.7200 20250620                                             | CUSIP: 000000000<br>LEI: 549300QW2DOKKBOQBP57 | Long             | DBT              | CORP              | US        |    4900000 | PA      | $4886769.51   | 0.20%             | 2025-06-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO & CO                                                                | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    6480000 | PA      | $6595428.24   | 0.26%             | 2028-04-22      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                  | WESTERN MIDSTREAM OPERATING LP                                                  | CUSIP: 958254AE4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    1622000 | PA      | $1621724.26   | 0.06%             | 2025-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Western Union Co/The                                                            | WESTERN UNION CO/THE                                                            | CUSIP: 959802AZ2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |    9635000 | PA      | $9349871.45   | 0.37%             | 2026-03-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| THL Credit Wind River 2019-3 Clo Ltd                                            | THL CREDIT WIND RIVER 2019-3 CLO LTD                                            | CUSIP: 97314JAJ4<br>LEI: 549300QKM4OHZM4I5C40 | Long             | ABS-CBDO         | CORP              | KY        |    3545715 | PA      | $3537380.32   | 0.14%             | 2031-04-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| THL Credit Wind River 2015-1 CLO Ltd                                            | THL CREDIT WIND RIVER 2015-1 CLO LTD                                            | CUSIP: 97316XAA0<br>LEI: 549300H4V7OE3OL7II20 | Long             | ABS-CBDO         | CORP              | KY        |    1245264 | PA      | $1244826.13   | 0.05%             | 2030-10-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| THL Credit Wind River 2018-2 Clo Ltd                                            | THL CREDIT WIND RIVER 2018-2 CLO LTD                                            | CUSIP: 97317EAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     887938 | PA      | $887607.73    | 0.04%             | 2030-07-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                 | XCEL ENERGY INC                                                                 | CUSIP: 98389BBD1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $6021630.00   | 0.24%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Hongkong Land Finance Cayman Islands Co Ltd/The                                 | HONGKONG LAND FINANCE CAYMAN ISLANDS CO LTD/THE                                 | CUSIP: EI4218265<br>LEI: 254900OHTMO343QAXN81 | Long             | DBT              | CORP              | KY        |    4920000 | PA      | $4914391.20   | 0.20%             | 2025-10-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Corp Nacional del Cobre de Chile                                                | CORP NACIONAL DEL COBRE DE CHILE                                                | CUSIP: AO5022774<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    9740000 | PA      | $9533512.00   | 0.38%             | 2027-08-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ABJA Investment Co Pte Ltd                                                      | ABJA INVESTMENT CO PTE LTD                                                      | CUSIP: AQ8490791<br>LEI: 254900E6OE5YJ9WCCU19 | Long             | DBT              | CORP              | SG        |    7180000 | PA      | $7240941.33   | 0.29%             | 2028-01-24      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Emaar Sukuk Ltd                                                                 | EMAAR SUKUK LTD                                                                 | CUSIP: LW3641039<br>LEI: 549300NZHOOO6634T541 | Long             | DBT              | NUSS              | KY        |    9561000 | PA      | $9430033.42   | 0.38%             | 2026-09-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi National Energy Co PJSC                                               | ABU DHABI NATIONAL ENERGY CO PJSC                                               | CUSIP: LW4546815<br>LEI: 213800UNJSVQFNUYYW03 | Long             | DBT              | CORP              | AE        |    8900000 | PA      | $8878666.70   | 0.36%             | 2026-06-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| QNB Finance Ltd                                                                 | QNB FINANCE LTD                                                                 | CUSIP: BN6176547<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |    9555000 | PA      | $9351490.44   | 0.37%             | 2026-01-26      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| GS Caltex Corp                                                                  | GS CALTEX CORP                                                                  | CUSIP: BK5366509<br>LEI: 988400KLBPXB4WMBUX18 | Long             | DBT              | CORP              | KR        |    9450000 | PA      | $9407074.89   | 0.38%             | 2025-07-27      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| SA Global Sukuk Ltd                                                             | SA GLOBAL SUKUK LTD                                                             | CUSIP: BP9911382<br>LEI: 5493007DFAVKU7UOGR47 | Long             | DBT              | NUSS              | KY        |    9450000 | PA      | $9168720.75   | 0.37%             | 2026-06-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Freeport Indonesia PT                                                           | FREEPORT INDONESIA PT                                                           | CUSIP: BV7716632<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    7100000 | PA      | $7081378.12   | 0.28%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| TML Holdings Pte Ltd                                                            | TML HOLDINGS PTE LTD                                                            | CUSIP: BP9083935<br>LEI: 254900EBGMM47QH02V57 | Long             | DBT              | CORP              | SG        |    9200000 | PA      | $9099267.54   | 0.36%             | 2026-06-09      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| LG Chem Ltd                                                                     | LG CHEM LTD                                                                     | CUSIP: BX5347808<br>LEI: 988400IES4EIG7O06940 | Long             | DBT              | CORP              | KR        |    7610000 | PA      | $7603129.46   | 0.30%             | 2025-07-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LG Energy Solution Ltd                                                          | LG ENERGY SOLUTION LTD                                                          | CUSIP: YX5618112<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |    8785000 | PA      | $8831206.99   | 0.35%             | 2027-07-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| POSCO                                                                           | POSCO                                                                           | CUSIP: ZM1977655<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |    5500000 | PA      | $5528889.58   | 0.22%             | 2026-01-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Japan Treasury Discount Bill                                                    | JAPAN TREASURY DISCOUNT BILL                                                    | CUSIP: YP9693886<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 5337000000 | PA      | $37064842.82  | 1.48%             | 2025-08-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HDFC Bank Ltd/Gandhinagar                                                       | HDFC BANK LTD/GANDHINAGAR                                                       | CUSIP: ZL2067664<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | DBT              | CORP              | IN        |    8500000 | PA      | $8552755.76   | 0.34%             | 2026-03-02      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| KT&G Corp                                                                       | KT&G CORP                                                                       | CUSIP: YQ9995073<br>LEI: 988400ZJV6ISYBLQX875 | Long             | DBT              | CORP              | KR        |    4570000 | PA      | $4614716.12   | 0.18%             | 2028-05-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Axiata SPV2 Bhd                                                                 | AXIATA SPV2 BHD                                                                 | CUSIP: JK4656050<br>LEI: 254900P49KQFQ10AF282 | Long             | DBT              | CORP              | MY        |    8820000 | PA      | $8796565.26   | 0.35%             | 2026-03-24      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| CBOT 5 YEAR US TREASURY NOTE                                                    | US 5YR NOTE (CBT) SEP25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |       -683 | NC      | $-267763.32   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | USD/JPY FWD 20250804 CHASGB2L                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $322160.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| THREE-MONTH SOFR FUTURES                                                        | 3 MONTH SOFR FUT  SEP25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |       -298 | NC      | $111018.38    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THREE-MONTH SOFR FUTURES                                                        | 3 MONTH SOFR FUT  SEP25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |       -198 | NC      | $73763.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THREE-MONTH SOFR FUTURES                                                        | 3 MONTH SOFR FUT  SEP25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |       -198 | NC      | $73763.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THREE-MONTH SOFR FUTURES                                                        | 3 MONTH SOFR FUT  DEC26                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |       -244 | NC      | $-26242.81    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ULTRA U.S. TREASURY BOND FUTURES                                                | US 2YR NOTE (CBT) SEP25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |       -804 | NC      | $-177015.88   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOT 10 YEAR US TREASURY NOTE                                                   | US 10YR NOTE (CBT)SEP25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |       -117 | NC      | $-73291.14    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOT US TREASURE BOND FUTURES                                                   | US LONG BOND(CBT) SEP25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |       -102 | NC      | $-149160.72   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ULTRA 10-YEAR US TREASURY NOTE FUTURES                                          | US 10YR ULTRA FUT SEP25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |       -108 | NC      | $-88747.92    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ULTRA U.S. TREASURY BOND FUTURES                                                | US ULTRA BOND CBT SEP25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        -13 | NC      | $-26073.19    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank Mandiri Persero Tbk PT                                                     | BANK MANDIRI PERSERO TBK PT                                                     | CUSIP: ZL8867026<br>LEI: 549300RSKQN4Z5ZSGH94 | Long             | DBT              | CORP              | ID        |    9000000 | PA      | $9056101.41   | 0.36%             | 2026-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-03

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

**Signature:** /s/ Alan Dupski

**Name of Signer:** Alan Dupski

**Title:** Treasurer & Vice President