# EDGAR Filing Document

**Accession Number:** 0000808303
**File Stem:** 0001099263-26-006574
**Filing Date:** 2026-5
**Character Count:** 169050
**Document Hash:** f21d61621010a84f39939ed515a8ed03
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-26-006574.hdr.sgml**: 20260528

**ACCESSION NUMBER**: 0001099263-26-006574

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260528

**DATE AS OF CHANGE**: 20260528

**PERIOD START**: 20261231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** T. Rowe Price Spectrum Fund, Inc.
- **CENTRAL INDEX KEY:** 0000808303

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04998
- **FILM NUMBER:** 261035192

**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 SPECTRUM FUND INC
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PRICE T ROWE OMNI TRUST
- **DATE OF NAME CHANGE:** 19870726

## Series and Classes Contracts Data

### T. Rowe Price Spectrum Income Fund (Series ID: S000002122)

| Class ID   | Class Name                                 | Ticker Symbol   |
|:---|:---|:---|
| C000005512 | T. Rowe Price Spectrum Income Fund         | RPSIX           |
| C000227147 | T. Rowe Price Spectrum Income Fund-I Class | TSPNX           |

## 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 SPECTRUM FUND, INC.

- **b. Investment Company Act file number:** 811-04998

- **c. CIK number of Registrant:** 0000808303

- **d. LEI of Registrant:** 549300C4CNSW3NCPIM75

- **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 Spectrum Income Fund

- **b. EDGAR series identifier (if any):** S000002122

- **c. LEI of Series:** 549300STXWSR8ZCP7B25

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

- **a. Date of fiscal year-end:** 2026-12-31

- **b. Date as of which information is reported:** 2026-03-31

**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:** $6090715123.93

**Total Liabilities:** $38452861.60

**Net Assets:** $6052262262.33

**Delayed Delivery Securities:** $4290139.07

**Cash Not Reported:** $374135.55

**Currency Risk Metrics (dv01):**

- 

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

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

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

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

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000005512 | 0.54%                | 0.58%                | -1.57%               |
| Class ID C000227147 | 0.46%                | 0.68%                | -1.55%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2016500.30             | $13760058.12                               |
| Month 2  | $133971.30               | $9700040.59                                |
| Month 3  | $75672.61                | $-119888251.29                             |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| 1345T 2025-AOA B 144A                 | 1345T 2025-AOA                                                   | CUSIP: 68271CAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $498410.75    | 0.01%             | 2042-06-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| 1345T 2025-AOA C 144A                 | 1345T 2025-AOA                                                   | CUSIP: 68271CAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1196193.48   | 0.02%             | 2042-06-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| ALC 2026-3A A1 144A                   | ABRY LIQUID CREDIT CLO 2026-3 LTD                                | CUSIP: 00384AAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1055000 | PA      | $1050686.11   | 0.02%             | 2039-04-20      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| AFFRM 2025-X2 B 144A                  | AFFIRM ASSET SECURITIZATION TRUST 2025-X2                        | CUSIP: 00835DAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    800000 | PA      | $799408.72    | 0.01%             | 2030-10-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| AFFRM 2025-X2 C 144A                  | AFFIRM ASSET SECURITIZATION TRUST 2025-X2                        | CUSIP: 00835DAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    850000 | PA      | $851137.05    | 0.01%             | 2030-10-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| AFRMT 2026-1A A 144A                  | AFFIRM MASTER TRUST                                              | CUSIP: 00833BAU2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1270000 | PA      | $1264903.62   | 0.02%             | 2034-02-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| AFRMT 2025-2A B 144A                  | AFFIRM MASTER TRUST                                              | CUSIP: 00833BAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1395000 | PA      | $1398270.72   | 0.02%             | 2033-07-15      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| AFRMT 2026-2A A 144A                  | AFFIRM MASTER TRUST                                              | CUSIP: 00833KAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    900000 | PA      | $898719.33    | 0.01%             | 2035-04-16      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| AFRMT 2025-3A A 144A                  | AFFIRM MASTER TRUST SERIES 2025-3                                | CUSIP: 00833BAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    935000 | PA      | $930948.36    | 0.02%             | 2034-10-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AGL 2021-13A BR 144A                  | AGL CLO 13 LTD                                                   | CUSIP: 00120JAN3<br>LEI: 254900DIJ0G5TXNJMM06 | Long             | ABS-CBDO         | CORP              | KY        |    875000 | PA      | $873494.13    | 0.01%             | 2034-10-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| AIMCO 2024-21A B 144A                 | AIMCO CLO 21 LTD                                                 | CUSIP: 00901WAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    380000 | PA      | $379901.96    | 0.01%             | 2037-04-18      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| ABCLN 2024-A D 144A                   | ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2024-A                 | CUSIP: 02007GZ71<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    414067 | PA      | $419956.63    | 0.01%             | 2032-05-17      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| ABCLN 2024-B C 144A                   | ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2024-B                 | CUSIP: 02007G4D2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    510234 | PA      | $513708.14    | 0.01%             | 2032-09-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| ABCLN 2025-B C 144A                   | ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2025-B                 | CUSIP: 02007G6Q1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    705724 | PA      | $707595.72    | 0.01%             | 2033-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ABCLN 2025-B B 144A                   | ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2025-B                 | CUSIP: 02007G6P3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    705724 | PA      | $706740.95    | 0.01%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMCAR 2022-1 D                        | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2022-1                  | CUSIP: 03066TAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1770000 | PA      | $1759446.73   | 0.03%             | 2028-02-18      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| AMCAR 2022-2 C                        | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2022-2                  | CUSIP: 03065WAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    281237 | PA      | $282340.98    | 0.00%             | 2028-04-18      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| AXIS 2024-1A C 144A                   | AMUR EQUIPMENT FINANCE RECEIVABLES XIII LLC                      | CUSIP: 03237CAD4<br>LEI: 254900O8ABFLU3FOSN14 | Long             | ABS-O            | CORP              | US        |    340000 | PA      | $344952.58    | 0.01%             | 2031-01-21      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AXIS 2024-1A B 144A                   | AMUR EQUIPMENT FINANCE RECEIVABLES XIII LLC                      | CUSIP: 03237CAC6<br>LEI: 254900O8ABFLU3FOSN14 | Long             | ABS-O            | CORP              | US        |    435000 | PA      | $441492.94    | 0.01%             | 2031-01-21      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| AXIS 2024-2A D 144A                   | AMUR EQUIPMENT FINANCE RECEIVABLES XIV LLC                       | CUSIP: 03238BAE3<br>LEI: 254900VBZK8DVZNJFJ70 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101526.23    | 0.00%             | 2031-10-20      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| ANCHC 2026-22A AR4 144A               | ANCHORAGE CAPITAL CLO 2026-22 LTD                                | CUSIP: 03333KAC1<br>LEI: 549300GQXKMJDZ17HU89 | Long             | ABS-CBDO         | CORP              | KY        |   1695000 | PA      | $1692642.26   | 0.03%             | 2039-01-20      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| AOMT 2024-10 A1 144A                  | ANGEL OAK MORTGAGE TRUST 2024-10                                 | CUSIP: 034933AA9<br>LEI: 254900QN92XYN8GJBJ44 | Long             | ABS-MBS          | CORP              | US        |    188808 | PA      | $188938.08    | 0.00%             | 2069-10-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| AOMT 2025-4 A1 144A                   | ANGEL OAK MORTGAGE TRUST 2025-4                                  | CUSIP: 034935AA4<br>LEI: 254900VBIBOATGC48K85 | Long             | ABS-MBS          | CORP              | US        |   1404915 | PA      | $1415315.26   | 0.02%             | 2070-04-25      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| AOMT 2025-5 A1 144A                   | ANGEL OAK MORTGAGE TRUST 2025-5                                  | CUSIP: 03466EAA8<br>LEI: 254900QA46POYH7UR768 | Long             | ABS-MBS          | CORP              | US        |   1354183 | PA      | $1359888.22   | 0.02%             | 2070-04-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| ANTH 2025-1A A1 144A                  | ANTHELION CLO 2025-1 LTD                                         | CUSIP: 03676GAA9<br>LEI: 254900S9YB3JCLS0SX64 | Long             | ABS-CBDO         | CORP              | KY        |    870000 | PA      | $870495.03    | 0.01%             | 2036-07-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| APID 2021-37A B 144A                  | APIDOS CLO XXXVII                                                | CUSIP: 03769HAC1<br>LEI: 549300OGB01ASKLNI660 | Long             | ABS-CBDO         | CORP              | KY        |   1675000 | PA      | $1672904.58   | 0.03%             | 2034-10-22      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| ARBYS 2020-1A A2 144A                 | ARBYS FUNDING LLC                                                | CUSIP: 038779AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2975805 | PA      | $2903209.34   | 0.05%             | 2050-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| ARES 2021-60A CR 144A                 | ARES LX CLO LTD                                                  | CUSIP: 04018FAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1485000 | PA      | $1482912.09   | 0.02%             | 2034-07-18      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| ARIFL 2025-B A3 144A                  | ARI FLEET LEASE TRUST 2025-B                                     | CUSIP: 00193GAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1770000 | PA      | $1782065.56   | 0.03%             | 2034-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ARIFL 2026-A C 144A                   | ARI FLEET LEASE TRUST 2026-A                                     | CUSIP: 04033DAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1030000 | PA      | $1021700.36   | 0.02%             | 2034-11-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| ARIFL 2026-A B 144A                   | ARI FLEET LEASE TRUST 2026-A                                     | CUSIP: 04033DAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1040000 | PA      | $1032146.44   | 0.02%             | 2034-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| XCAP 2023-1A D 144A                   | AUXILIOR TERM FUNDING 2023-1 LLC                                 | CUSIP: 05335JAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2130000 | PA      | $2189943.95   | 0.04%             | 2030-12-16      | Fixed         | 7.27%                 | No            |                  2 | On Loan: No      |
| AESOP 2025-3A C 144A                  | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC                         | CUSIP: 05377RKY9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    940000 | PA      | $925907.05    | 0.02%             | 2030-02-20      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AESOP 2022-1A A 144A                  | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC                         | CUSIP: 05377REZ3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99449.66     | 0.00%             | 2028-08-21      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| AESOP 2025-3A B 144A                  | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC                         | CUSIP: 05377RKX1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    930000 | PA      | $919354.66    | 0.02%             | 2030-02-20      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| AESOP 2021-2A D 144A                  | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC                         | CUSIP: 05377REU4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    875000 | PA      | $865073.74    | 0.01%             | 2028-02-20      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| AESOP 2024-3A B 144A                  | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC                         | CUSIP: 05377RJL9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1730000 | PA      | $1753715.01   | 0.03%             | 2030-12-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| AESOP 2023-1A A 144A                  | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC                         | CUSIP: 05377RGC2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    315000 | PA      | $319262.33    | 0.01%             | 2029-04-20      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BCC 2022-3A BR 144A                   | BAIN CAPITAL CREDIT CLO 2022-3 LTD                               | CUSIP: 05684NAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    450000 | PA      | $449159.40    | 0.01%             | 2035-07-17      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| BAMLL 2018-PARK A 144A                | BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2018-PARK             | CUSIP: 05491YAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2175000 | PA      | $2126791.56   | 0.04%             | 2038-08-10      | Variable      | 4.09%                 | No            |                  2 | On Loan: No      |
| BANK 2024-BNK47 A5                    | BANK 2024-BNK47                                                  | CUSIP: 06540GAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    759000 | PA      | $793647.59    | 0.01%             | 2057-06-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR10 A3                   | BANK5 2024-5YR10                                                 | CUSIP: 06604AAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1222689.12   | 0.02%             | 2057-10-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR12 A3                   | BANK5 2024-5YR12                                                 | CUSIP: 06644XBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2350000 | PA      | $2440279.25   | 0.04%             | 2057-12-15      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR8 AS                    | BANK5 2024-5YR8                                                  | CUSIP: 065923BF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    970000 | PA      | $1007185.14   | 0.02%             | 2057-08-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| BANK5 2025-5YR14 A3                   | BANK5 2025-5YR14                                                 | CUSIP: 06604MAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1650000 | PA      | $1704799.31   | 0.03%             | 2058-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BABSN 2021-3A B1R 144A                | BARINGS CLO LTD 2021-III                                         | CUSIP: 06762TAN1<br>LEI: 549300V1VT2NXKFG0H98 | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1748341.00   | 0.03%             | 2035-01-18      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| BATLN 2016-10A A2R3 144A              | BATTALION CLO X LTD                                              | CUSIP: 07132JBN3<br>LEI: 549300RRK5G3IT4Y7N27 | Long             | ABS-CBDO         | CORP              | KY        |   2100000 | PA      | $2096715.60   | 0.03%             | 2035-01-24      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| BATLN 2021-21A BR 144A                | BATTALION CLO XXI LTD                                            | CUSIP: 07134WAS2<br>LEI: 549300EOF4JL75TYXX49 | Long             | ABS-CBDO         | CORP              | KY        |   1755000 | PA      | $1752676.38   | 0.03%             | 2034-07-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| BVCLN 2024-CAR1 E 144A                | BAYVIEW OPPORTUNITY MASTER FUND VII 2024-CAR1 LLC                | CUSIP: 07336QAE2<br>LEI: 254900S53K9VTUR1UX42 | Long             | ABS-O            | CORP              | US        |    411925 | PA      | $417547.96    | 0.01%             | 2031-12-26      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| BVCLN 2024-CAR1 D 144A                | BAYVIEW OPPORTUNITY MASTER FUND VII 2024-CAR1 LLC                | CUSIP: 07336QAD4<br>LEI: 254900S53K9VTUR1UX42 | Long             | ABS-O            | CORP              | US        |   1235774 | PA      | $1244203.42   | 0.02%             | 2031-12-26      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| BVCLN 2025-EDU1 B 144A                | BAYVIEW OPPORTUNITY MASTER FUND VII 2025-EDU1 LLC                | CUSIP: 07337GAB9<br>LEI: 2549001VJ64UFK8PZA41 | Long             | ABS-O            | CORP              | US        |   1808725 | PA      | $1812032.41   | 0.03%             | 2048-07-27      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| BVCLN 2025-EDU1 A 144A                | BAYVIEW OPPORTUNITY MASTER FUND VII 2025-EDU1 LLC                | CUSIP: 07337GAA1<br>LEI: 2549001VJ64UFK8PZA41 | Long             | ABS-O            | CORP              | US        |    868856 | PA      | $867814.93    | 0.01%             | 2048-07-27      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| BBCMS 2015-SRCH D 144A                | BBCMS TRUST 2015-SRCH                                            | CUSIP: 05547HAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1110000 | PA      | $1029637.33   | 0.02%             | 2035-08-10      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| BMARK 2023-V3 AS                      | BENCHMARK 2023-V3 MORTGAGE TRUST                                 | CUSIP: 08163VAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1350000 | PA      | $1408023.68   | 0.02%             | 2056-07-15      | Variable      | 7.10%                 | No            |                  2 | On Loan: No      |
| BMARK 2024-V5 AM                      | BENCHMARK 2024-V5 MORTGAGE TRUST                                 | CUSIP: 08163XBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1715000 | PA      | $1778341.98   | 0.03%             | 2057-01-10      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| BMARK 2024-V8 A3                      | BENCHMARK 2024-V8 MORTGAGE TRUST                                 | CUSIP: 08190AAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1975000 | PA      | $2053719.95   | 0.03%             | 2057-07-15      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| BMARK 2024-V8 AM                      | BENCHMARK 2024-V8 MORTGAGE TRUST                                 | CUSIP: 08190AAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    185000 | PA      | $193573.75    | 0.00%             | 2057-07-15      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| BMARK 2025-V13 A4                     | BENCHMARK 2025-V13 MORTGAGE TRUST                                | CUSIP: 08164AAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2495000 | PA      | $2585266.36   | 0.04%             | 2058-02-15      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| BMARK 2025-V14 A4                     | BENCHMARK 2025-V14 MORTGAGE TRUST                                | CUSIP: 08164BAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1046053 | PA      | $1080264.37   | 0.02%             | 2057-04-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| BMARK 2026-B42 A5                     | BENCHMARK 2026-B42 MORTGAGE TRUST                                | CUSIP: 08164FAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1065000 | PA      | $1063541.80   | 0.02%             | 2059-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BSP 2021-25A BR 144A                  | BENEFIT STREET PARTNERS CLO XXV LTD                              | CUSIP: 08186YAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    765000 | PA      | $763352.96    | 0.01%             | 2035-01-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| BFLD 2025-5MW C 144A                  | BFLD COMMERCIAL MORTGAGE TRUST 2025-5MW                          | CUSIP: 088921AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1985000 | PA      | $1980406.91   | 0.03%             | 2042-10-10      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| BLUEM 2018-3A BR 144A                 | BLUEMOUNTAIN CLO 2018-3 LTD                                      | CUSIP: 09630AAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2500067.50   | 0.04%             | 2030-10-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C4 A3                       | BMO 2024-5C4 MORTGAGE TRUST                                      | CUSIP: 09660SAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2450000 | PA      | $2567162.19   | 0.04%             | 2057-05-15      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| BMO 2025-5C10 A3                      | BMO 2025-5C10 MORTGAGE TRUST                                     | CUSIP: 05615BAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1750000 | PA      | $1800711.15   | 0.03%             | 2058-05-15      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| BMO 2025-C12 A5                       | BMO 2025-C12 MORTGAGE TRUST                                      | CUSIP: 05615DAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1730000 | PA      | $1823788.84   | 0.03%             | 2058-06-15      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| BMO 2025-C13 B                        | BMO 2025-C13 MORTGAGE TRUST                                      | CUSIP: 05592YAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1050000 | PA      | $1061706.56   | 0.02%             | 2058-10-15      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| BMO 2026-5C14 A3                      | BMO 2026-5C14 MORTGAGE TRUST                                     | CUSIP: 05594WAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1280000 | PA      | $1301570.94   | 0.02%             | 2059-03-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| BLAST 2026-1 C                        | BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2026-1             | CUSIP: 107927AE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1100000 | PA      | $1090781.89   | 0.02%             | 2031-11-17      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| BX 2024-MDHS B 144A                   | BX COMMERCIAL MORTGAGE TRUST 2024-MDHS                           | CUSIP: 12433BAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1540000 | PA      | $1540000.00   | 0.03%             | 2041-05-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| BX 2024-SLCT A 144A                   | BX COMMERCIAL MORTGAGE TRUST 2024-SLCT                           | CUSIP: 12433JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1992519.60   | 0.03%             | 2042-01-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| BX 2026-ALOHA B 144A                  | BX COMMERCIAL MORTGAGE TRUST 2026-ALOHA                          | CUSIP: 12434HAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1100000 | PA      | $1099899.50   | 0.02%             | 2043-04-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| BX 2026-CSMO C 144A                   | BX COMMERCIAL MORTGAGE TRUST 2026-CSMO                           | CUSIP: 12433LAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1060000 | PA      | $1060993.75   | 0.02%             | 2043-02-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| BX 2025-TAIL A 144A                   | BX TRUST 2025-TAIL                                               | CUSIP: 123912AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1725000 | PA      | $1724999.31   | 0.03%             | 2035-06-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| BX 2025-VOLT B 144A                   | BX TRUST 2025-VOLT                                               | CUSIP: 05619PAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1045000 | PA      | $1037162.50   | 0.02%             | 2044-12-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| BX 2025-VOLT A 144A                   | BX TRUST 2025-VOLT                                               | CUSIP: 05619PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1045000 | PA      | $1041734.38   | 0.02%             | 2044-12-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| CF 2019-CF2 B                         | CANTOR COMMERCIAL REAL ESTATE LENDING 2019-CF2                   | CUSIP: 12528YAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    365000 | PA      | $335034.52    | 0.01%             | 2052-11-15      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| CARMX 2022-1 D                        | CARMAX AUTO OWNER TRUST 2022-1                                   | CUSIP: 14317CAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99903.87     | 0.00%             | 2028-07-17      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| CARMX 2022-2 D                        | CARMAX AUTO OWNER TRUST 2022-2                                   | CUSIP: 14317HAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    365000 | PA      | $365195.06    | 0.01%             | 2028-10-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CARMX 2022-2 C                        | CARMAX AUTO OWNER TRUST 2022-2                                   | CUSIP: 14317HAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    165000 | PA      | $165016.24    | 0.00%             | 2027-12-15      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| CARMX 2023-2 D                        | CARMAX AUTO OWNER TRUST 2023-2                                   | CUSIP: 142921AH8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    110000 | PA      | $112239.73    | 0.00%             | 2029-10-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| CARMX 2024-1 B                        | CARMAX AUTO OWNER TRUST 2024-1                                   | CUSIP: 14318WAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     35000 | PA      | $35476.14     | 0.00%             | 2029-08-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| CARMX 2025-2 C                        | CARMAX AUTO OWNER TRUST 2025-2                                   | CUSIP: 14320AAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $507823.10    | 0.01%             | 2031-01-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| CARMX 2025-2 B                        | CARMAX AUTO OWNER TRUST 2025-2                                   | CUSIP: 14320AAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    440000 | PA      | $445923.98    | 0.01%             | 2030-11-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| CARMX 2025-4 C                        | CARMAX AUTO OWNER TRUST 2025-4                                   | CUSIP: 14320HAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1050000 | PA      | $1055725.02   | 0.02%             | 2031-09-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| CARMX 2025-4 B                        | CARMAX AUTO OWNER TRUST 2025-4                                   | CUSIP: 14320HAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1050000 | PA      | $1048586.49   | 0.02%             | 2031-07-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| CMXS 2024-A B                         | CARMAX SELECT RECEIVABLES TRUST 2024-A                           | CUSIP: 14319FAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $151867.43    | 0.00%             | 2030-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CRVNA 2021-N4 A2                      | CARVANA AUTO RECEIVABLES TRUST 2021-N4                           | CUSIP: 14687HAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     82134 | PA      | $80912.95     | 0.00%             | 2028-09-11      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| CRVNA 2021-P3 D                       | CARVANA AUTO RECEIVABLES TRUST 2021-P3                           | CUSIP: 14687JAJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1835000 | PA      | $1787414.78   | 0.03%             | 2028-09-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CRVNA 2023-P4 C 144A                  | CARVANA AUTO RECEIVABLES TRUST 2023-P4                           | CUSIP: 14687NAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     99000 | PA      | $103536.37    | 0.00%             | 2029-12-10      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| CRVNA 2024-N1 E 144A                  | CARVANA AUTO RECEIVABLES TRUST 2024-N1                           | CUSIP: 14687QAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1536587.85   | 0.03%             | 2031-03-10      | Fixed         | 8.28%                 | No            |                  2 | On Loan: No      |
| CRVNA 2024-P4 C                       | CARVANA AUTO RECEIVABLES TRUST 2024-P4                           | CUSIP: 14076LAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2150000 | PA      | $2146107.86   | 0.04%             | 2031-05-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CRVNA 2025-P2 D                       | CARVANA AUTO RECEIVABLES TRUST 2025-P2                           | CUSIP: 14688YAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    850000 | PA      | $862073.06    | 0.01%             | 2033-06-10      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| CRVNA 2025-P2 C                       | CARVANA AUTO RECEIVABLES TRUST 2025-P2                           | CUSIP: 14688YAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1700000 | PA      | $1731887.75   | 0.03%             | 2031-11-10      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| CRVNA 2025-P3 D                       | CARVANA AUTO RECEIVABLES TRUST 2025-P3                           | CUSIP: 14688AAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $990184.30    | 0.02%             | 2033-09-12      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| CRVNA 2025-P3 C                       | CARVANA AUTO RECEIVABLES TRUST 2025-P3                           | CUSIP: 14688AAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $999007.10    | 0.02%             | 2032-01-12      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| CRVNA 2025-P4 D                       | CARVANA AUTO RECEIVABLES TRUST 2025-P4                           | CUSIP: 14689AAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    276000 | PA      | $274814.88    | 0.00%             | 2033-11-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CRVNA 2025-P4 C                       | CARVANA AUTO RECEIVABLES TRUST 2025-P4                           | CUSIP: 14689AAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    335000 | PA      | $334536.36    | 0.01%             | 2032-04-12      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| CCG 2025-2 C 144A                     | CCG RECEIVABLES TRUST 2025-2                                     | CUSIP: 12516XAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    445000 | PA      | $443641.42    | 0.01%             | 2034-08-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| CD 2019-CD8 A4                        | CD 2019-CD8 MORTGAGE TRUST                                       | CUSIP: 12515BAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    340000 | PA      | $318885.66    | 0.01%             | 2057-08-15      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| CENT 2025-CITY A 144A                 | CENT 2025-CITY                                                   | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2105000 | PA      | $2120095.80   | 0.04%             | 2040-07-10      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| CACLN 2025-1 C 144A                   | CHASE AUTO CREDIT LINKED NOTES SERIES 2025-1                     | CUSIP: 46591HCT5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2441086 | PA      | $2449167.12   | 0.04%             | 2033-02-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CHAOT 2025-1A C 144A                  | CHASE AUTO OWNER TRUST 2025-1                                    | CUSIP: 16145NAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1005505.40   | 0.02%             | 2030-12-26      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| CGCMT 2019-GC41 A5                    | CITIGROUP COMMERCIAL MORTGAGE TRUST 2019-GC41                    | CUSIP: 17328FAW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1880000 | PA      | $1768330.07   | 0.03%             | 2056-08-10      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| CLGIX 2022-1CAN A2 144A               | COLOGIX CANADIAN ISSUER LP                                       | CUSIP: 19521DAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |    125000 | PA      | $89254.01     | 0.00%             | 2052-01-25      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| COLT 2024-6 A1 144A                   | COLT 2024-6 MORTGAGE LOAN TRUST                                  | CUSIP: 19688XAA4<br>LEI: 213800U2X2TO1PQH1O75 | Long             | ABS-MBS          | CORP              | US        |   1096868 | PA      | $1098393.69   | 0.02%             | 2069-11-25      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| COLT 2024-INV1 A1 144A                | COLT 2024-INV1 MORTGAGE LOAN TRUST                               | CUSIP: 12672RAA0<br>LEI: 213800D3JCL6LSBI3544 | Long             | ABS-MBS          | CORP              | US        |   1356986 | PA      | $1361009.77   | 0.02%             | 2068-12-25      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| COLT 2025-10 A1F 144A                 | COLT 2025-10 MORTGAGE LOAN TRUST                                 | CUSIP: 12675XAD8<br>LEI: 213800STFGFKQEQSRE63 | Long             | ABS-MBS          | CORP              | US        |   1947921 | PA      | $1947552.57   | 0.03%             | 2070-10-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| COMM 2022-HC A 144A                   | COMM 2022-HC MORTGAGE TRUST                                      | CUSIP: 12659DAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $97065.92     | 0.00%             | 2039-01-10      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| COMM 2022-HC C 144A                   | COMM 2022-HC MORTGAGE TRUST                                      | CUSIP: 12659DAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    260000 | PA      | $247227.66    | 0.00%             | 2039-01-10      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CAS 2023-R04 1M1 144A                 | CONNECTICUT AVENUE SECURITIES TRUST 2023-R04                     | CUSIP: 20754QAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    521642 | PA      | $531379.58    | 0.01%             | 2043-05-25      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| CAS 2023-R05 1M1 144A                 | CONNECTICUT AVENUE SECURITIES TRUST 2023-R05                     | CUSIP: 207942AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1048166 | PA      | $1052735.56   | 0.02%             | 2043-06-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| CAS 2025-R03 2A1 144A                 | CONNECTICUT AVENUE SECURITIES TRUST 2025-R03                     | CUSIP: 20754VAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1137224 | PA      | $1139361.52   | 0.02%             | 2045-03-25      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| CAS 2025-R05 2A1 144A                 | CONNECTICUT AVENUE SECURITIES TRUST 2025-R05                     | CUSIP: 20753CAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    671724 | PA      | $671118.52    | 0.01%             | 2045-07-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| CAS 2026-R02 1M1 144A                 | CONNECTICUT AVENUE SECURITIES TRUST 2026-R02                     | CUSIP: 20753EAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1418512 | PA      | $1410086.52   | 0.02%             | 2046-02-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| CROSS 2025-H4 A1 144A                 | CROSS 2025-H4 MORTGAGE TRUST                                     | CUSIP: 22790AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1430530 | PA      | $1436706.33   | 0.02%             | 2070-06-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| CROSS 2025-H5 A1B 144A                | CROSS 2025-H5 MORTGAGE TRUST                                     | CUSIP: 227920AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    820181 | PA      | $821564.90    | 0.01%             | 2070-07-25      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| CSAIL 2018-C14 A4                     | CSAIL 2018-C14 COMMERCIAL MORTGAGE TRUST                         | CUSIP: 12596GAZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    585000 | PA      | $582999.71    | 0.01%             | 2051-11-15      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| CSAIL 2019-C18 B                      | CSAIL 2019-C18 COMMERCIAL MORTGAGE TRUST                         | CUSIP: 12597DAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    746000 | PA      | $695941.91    | 0.01%             | 2052-12-15      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| CYRUS 2023-1A A2 144A                 | CYRUSONE DATA CENTERS ISSUER I LLC                               | CUSIP: 23284BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    597000 | PA      | $586008.51    | 0.01%             | 2048-04-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DBC 2025-DBC B 144A                   | DBC 2025-DBC MORTGAGE TRUST                                      | CUSIP: 23306HAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1700000 | PA      | $1693628.40   | 0.03%             | 2042-11-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| DBGS 2018-C1 A3                       | DBGS 2018-C1 MORTGAGE TRUST                                      | CUSIP: 23307DAZ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $494471.80    | 0.01%             | 2051-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DBGS 2018-C1 A2                       | DBGS 2018-C1 MORTGAGE TRUST                                      | CUSIP: 23307DAX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20308 | PA      | $20231.07     | 0.00%             | 2051-10-15      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| DRMT 2026-INV2 A1 144A                | DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2026-INV2                   | CUSIP: 24380UAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2115000 | PA      | $2107614.28   | 0.03%             | 2071-02-25      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| DEFT 2024-1 D 144A                    | DELL EQUIPMENT FINANCE TRUST 2024-1                              | CUSIP: 24702GAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    350000 | PA      | $353102.96    | 0.01%             | 2030-09-23      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| DEFT 2024-2 D 144A                    | DELL EQUIPMENT FINANCE TRUST 2024-2                              | CUSIP: 24704EAL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    225000 | PA      | $226200.42    | 0.00%             | 2031-02-24      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| DEFT 2025-1 B 144A                    | DELL EQUIPMENT FINANCE TRUST 2025-1                              | CUSIP: 24703UAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    935000 | PA      | $944237.43    | 0.02%             | 2031-02-24      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| DEFT 2025-1 C 144A                    | DELL EQUIPMENT FINANCE TRUST 2025-1                              | CUSIP: 24703UAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1380000 | PA      | $1394423.07   | 0.02%             | 2031-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DEXT 2025-2 C 144A                    | DEXT ABS 2025-2 LLC                                              | CUSIP: 252153AE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1045000 | PA      | $1039512.18   | 0.02%             | 2036-04-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| DEXT 2025-2 B 144A                    | DEXT ABS 2025-2 LLC                                              | CUSIP: 252153AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    513000 | PA      | $510771.78    | 0.01%             | 2036-04-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| DRIVE 2021-3 D 144A                   | DRIVE AUTO RECEIVABLES TRUST 2021-3                              | CUSIP: 262081AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    473232 | PA      | $469731.88    | 0.01%             | 2029-06-15      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| DRIVE 2024-2 D                        | DRIVE AUTO RECEIVABLES TRUST 2024-2                              | CUSIP: 26207AAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1685000 | PA      | $1689076.86   | 0.03%             | 2032-05-17      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| DRIVE 2025-2 D                        | DRIVE AUTO RECEIVABLES TRUST 2025-2                              | CUSIP: 262103AG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $995033.70    | 0.02%             | 2032-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DRIVE 2025-2 C                        | DRIVE AUTO RECEIVABLES TRUST 2025-2                              | CUSIP: 262103AF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $995449.00    | 0.02%             | 2032-09-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| HONK 2020-2A A2 144A                  | DRIVEN BRANDS FUNDING LLC                                        | CUSIP: 26209XAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1488280 | PA      | $1396000.69   | 0.02%             | 2051-01-20      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-INV2 A1 144A                | EFMT 2025-INV2                                                   | CUSIP: 281914AA9<br>LEI: 254900ZO1GLQXE3JWX68 | Long             | ABS-MBS          | CORP              | US        |   1573985 | PA      | $1577408.82   | 0.03%             | 2070-05-26      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-INV4 A1F 144A               | EFMT 2025-INV4                                                   | CUSIP: 26846DAD6<br>LEI: 254900KQZEY4W9F3MX66 | Long             | ABS-MBS          | CORP              | US        |   1998212 | PA      | $1997937.48   | 0.03%             | 2070-10-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| EFMT 2026-NQM4 A2 144A                | EFMT 2026-NQM4                                                   | CUSIP: 26846KAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1060000 | PA      | $1062157.24   | 0.02%             | 2071-04-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| EHGVT 2023-A B 144A                   | ELARA HGV TIMESHARE ISSUER 2023-A LLC                            | CUSIP: 28415AAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    680260 | PA      | $698969.52    | 0.01%             | 2038-02-25      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| EHGVT 2025-A B 144A                   | ELARA HGV TIMESHARE ISSUER 2025-A LLC                            | CUSIP: 28416VAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    745241 | PA      | $741987.68    | 0.01%             | 2040-01-25      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| EHGVT 2025-A C 144A                   | ELARA HGV TIMESHARE ISSUER 2025-A LLC                            | CUSIP: 28416VAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    745241 | PA      | $742987.57    | 0.01%             | 2040-01-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| EFMT 2020-2 A1 144A                   | ELLINGTON FINANCIAL MORTGAGE TRUST 2020-2                        | CUSIP: 31573WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    394472 | PA      | $375432.59    | 0.01%             | 2065-10-25      | Variable      | 1.18%                 | No            |                  2 | On Loan: No      |
| EMPWR 2023-1A AR 144A                 | EMPOWER CLO 2023-1 LTD                                           | CUSIP: 29244CAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2625000 | PA      | $2634418.50   | 0.04%             | 2038-04-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| EMPWR 2023-1A BR 144A                 | EMPOWER CLO 2023-1 LTD                                           | CUSIP: 29244CAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250778.25    | 0.00%             | 2038-04-25      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| EFF 2024-4 A3 144A                    | ENTERPRISE FLEET FINANCING 2024-4 LLC                            | CUSIP: 29374MAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    331000 | PA      | $332844.20    | 0.01%             | 2028-11-20      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| EFF 2025-2 A4 144A                    | ENTERPRISE FLEET FINANCING 2025-2 LLC                            | CUSIP: 29375TAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1257892.75   | 0.02%             | 2031-12-22      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| EART 2025-4A C                        | EXETER AUTOMOBILE RECEIVABLES TRUST 2025-4                       | CUSIP: 30167KAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1060000 | PA      | $1054620.92   | 0.02%             | 2031-06-16      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| EART 2025-4A B                        | EXETER AUTOMOBILE RECEIVABLES TRUST 2025-4                       | CUSIP: 30167KAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1055000 | PA      | $1053804.16   | 0.02%             | 2030-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| EART 2025-5A B                        | EXETER AUTOMOBILE RECEIVABLES TRUST 2025-5                       | CUSIP: 30166VAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    835000 | PA      | $831938.97    | 0.01%             | 2030-07-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| EART 2026-1A B                        | EXETER AUTOMOBILE RECEIVABLES TRUST 2026-1                       | CUSIP: 30168HAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $496667.25    | 0.01%             | 2030-10-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| EART 2026-1A C                        | EXETER AUTOMOBILE RECEIVABLES TRUST 2026-1                       | CUSIP: 30168HAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    555000 | PA      | $547957.55    | 0.01%             | 2032-05-17      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ESART 2025-1 B                        | EXETER SELECT AUTOMOBILE RECEIVABLES TRUST 2025-1                | CUSIP: 30185AAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1400000 | PA      | $1405860.96   | 0.02%             | 2031-08-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| ESART 2025-1 C                        | EXETER SELECT AUTOMOBILE RECEIVABLES TRUST 2025-1                | CUSIP: 30185AAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1400000 | PA      | $1418014.50   | 0.02%             | 2031-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ESART 2025-2 C                        | EXETER SELECT AUTOMOBILE RECEIVABLES TRUST 2025-2                | CUSIP: 30185EAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1050000 | PA      | $1053551.94   | 0.02%             | 2031-12-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| ESART 2025-2 B                        | EXETER SELECT AUTOMOBILE RECEIVABLES TRUST 2025-2                | CUSIP: 30185EAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1050000 | PA      | $1052189.15   | 0.02%             | 2031-11-17      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ESART 2025-3 C                        | EXETER SELECT AUTOMOBILE RECEIVABLES TRUST 2025-3                | CUSIP: 30185FAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    520000 | PA      | $523223.27    | 0.01%             | 2032-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ESART 2025-3 B                        | EXETER SELECT AUTOMOBILE RECEIVABLES TRUST 2025-3                | CUSIP: 30185FAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    550000 | PA      | $548512.03    | 0.01%             | 2032-03-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| ESA 2025-ESH D 144A                   | EXTENDED STAY AMERICA TRUST 2025-ESH                             | CUSIP: 30227TAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    990000 | PA      | $991237.50    | 0.02%             | 2042-10-15      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| ESA 2025-ESH C 144A                   | EXTENDED STAY AMERICA TRUST 2025-ESH                             | CUSIP: 30227TAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    990000 | PA      | $991546.88    | 0.02%             | 2042-10-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| FIGRE 2026-HF3 A1A 144A               | FIGRE TRUST 2026-HF3                                             | CUSIP: 31684WAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3195000 | PA      | $3187929.80   | 0.05%             | 2056-03-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| FSMT 2019-1INV A11 144A               | FLAGSTAR MORTGAGE TRUST 2019-1                                   | CUSIP: 33852AAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    128951 | PA      | $126702.32    | 0.00%             | 2049-10-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| FORDL 2023-B C                        | FORD CREDIT AUTO LEASE TRUST 2023-B                              | CUSIP: 34529NAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     42125 | PA      | $42149.70     | 0.00%             | 2027-04-15      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| FORDL 2023-B D                        | FORD CREDIT AUTO LEASE TRUST 2023-B                              | CUSIP: 34529NAH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    275000 | PA      | $275767.77    | 0.00%             | 2028-06-15      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| FORDR 2021-1 C 144A                   | FORD CREDIT AUTO OWNER TRUST 2021-REV1                           | CUSIP: 345340AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $399548.24    | 0.01%             | 2033-10-17      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| FORDR 2021-2 C 144A                   | FORD CREDIT AUTO OWNER TRUST 2021-REV2                           | CUSIP: 345285AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $196993.48    | 0.00%             | 2034-05-15      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| FORDR 2021-2 D 144A                   | FORD CREDIT AUTO OWNER TRUST 2021-REV2                           | CUSIP: 345285AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1805000 | PA      | $1778208.93   | 0.03%             | 2034-05-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| FORDR 2023-1 C 144A                   | FORD CREDIT AUTO OWNER TRUST 2023-REV1                           | CUSIP: 34535QAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1700000 | PA      | $1728180.22   | 0.03%             | 2035-08-15      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| FORDR 2023-2 B 144A                   | FORD CREDIT AUTO OWNER TRUST 2023-REV2                           | CUSIP: 34535CAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    340000 | PA      | $350636.63    | 0.01%             | 2036-02-15      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| FORDF 2025-2 B                        | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A                       | CUSIP: 34528QJW5<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |   1045000 | PA      | $1038699.38   | 0.02%             | 2030-09-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| FORDF 2025-1 B                        | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A                       | CUSIP: 34529BAC0<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |   3460000 | PA      | $3477945.64   | 0.06%             | 2030-04-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| FORDF 2023-1 D 144A                   | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A                       | CUSIP: 34528QHZ0<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |   1140000 | PA      | $1142476.88   | 0.02%             | 2028-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FORDF 2024-1 B 144A                   | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A                       | CUSIP: 34528QJC9<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $202386.68    | 0.00%             | 2029-04-15      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| FCBSL 2019-2A BR 144A                 | FORTRESS CREDIT BSL VIII LTD                                     | CUSIP: 34962DAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    455000 | PA      | $455025.94    | 0.01%             | 2032-10-20      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| FCBSL 2023-1A A1R 144A                | FORTRESS CREDIT BSL XVIII LTD                                    | CUSIP: 34965DAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1755000 | PA      | $1755179.01   | 0.03%             | 2036-04-23      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| STACR 2022-DNA6 M1B 144A              | FREDDIE MAC STACR REMIC TRUST 2022-DNA6                          | CUSIP: 35564KH44<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-MBS          | USGSE             | US        |    945000 | PA      | $974531.25    | 0.02%             | 2042-09-25      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| STACR 2024-HQA1 A1 144A               | FREDDIE MAC STACR REMIC TRUST 2024-HQA1                          | CUSIP: 35564NBW2<br>LEI: 529900PGKDI4ZEXFQ523 | Long             | ABS-MBS          | USGSE             | US        |    144744 | PA      | $144933.39    | 0.00%             | 2044-03-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| STACR 2025-DNA3 M1 144A               | FREDDIE MAC STACR REMIC TRUST 2025-DNA3                          | CUSIP: 35564UAR8<br>LEI: 5299009HC4IGFM6RXF30 | Long             | ABS-MBS          | USGSE             | US        |   1046933 | PA      | $1046395.54   | 0.02%             | 2045-09-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| STACR 2025-DNA4 M1 144A               | FREDDIE MAC STACR REMIC TRUST 2025-DNA4                          | CUSIP: 35564UBR7<br>LEI: 529900ZVQVVVNGMGDO97 | Long             | ABS-MBS          | USGSE             | US        |    353600 | PA      | $353587.23    | 0.01%             | 2045-10-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| STACR 2025-HQA1 M1 144A               | FREDDIE MAC STACR REMIC TRUST 2025-HQA1                          | CUSIP: 35564NGZ0<br>LEI: 529900MBUPRSJMB6GN48 | Long             | ABS-MBS          | USGSE             | US        |    434586 | PA      | $434775.01    | 0.01%             | 2045-02-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| FHS 379 C1                            | FREDDIE MAC STRIPS                                               | CUSIP: 3142FRPN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9939992 | PA      | $1011164.53   | 0.02%             | 2051-01-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FREMF 2016-K59 B 144A                 | FREMF 2016-K59 MORTGAGE TRUST                                    | CUSIP: 30295RAS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2383000 | PA      | $2365929.62   | 0.04%             | 2049-11-25      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| FREMF 2017-K71 B 144A                 | FREMF 2017-K71 MORTGAGE TRUST                                    | CUSIP: 35708WAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1550000 | PA      | $1521893.54   | 0.03%             | 2050-11-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| FREMF 2020-K737 B 144A                | FREMF 2020-K737 MORTGAGE TRUST                                   | CUSIP: 30300SAS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    210000 | PA      | $207945.86    | 0.00%             | 2053-01-25      | Variable      | 3.33%                 | No            |                  2 | On Loan: No      |
| GALXY 2016-22A CR4 144A               | GALAXY XXII CLO LTD                                              | CUSIP: 36320TBR3<br>LEI: 54930022KENWLYJ8SJ86 | Long             | ABS-CBDO         | CORP              | KY        |   1700000 | PA      | $1695695.60   | 0.03%             | 2034-04-16      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| GCAT 2023-INV1 A1 144A                | GCAT 2023-INV1 TRUST                                             | CUSIP: 36830QAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    537424 | PA      | $543134.64    | 0.01%             | 2053-08-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| GCAT 2025-NQM1 A1 144A                | GCAT 2025-NQM1 TRUST                                             | CUSIP: 36171GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1294166 | PA      | $1295711.65   | 0.02%             | 2069-11-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| GCAT 2026-NQM2 A1 144A                | GCAT 2026-NQM2 TRUST                                             | CUSIP: 36173JAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1060000 | PA      | $1062183.79   | 0.02%             | 2071-02-25      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| GMALT 2024-1 B                        | GM FINANCIAL AUTOMOBILE LEASING TRUST 2024-1                     | CUSIP: 36269FAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    887000 | PA      | $889487.77    | 0.01%             | 2028-03-20      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| GMALT 2025-2 B                        | GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-2                     | CUSIP: 362962AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1260035.75   | 0.02%             | 2029-04-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GMALT 2025-2 C                        | GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-2                     | CUSIP: 362962AG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1200000 | PA      | $1208634.12   | 0.02%             | 2029-10-22      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| GMCAR 2025-2 C                        | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2025-2        | CUSIP: 362549AG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    710000 | PA      | $715127.48    | 0.01%             | 2032-10-18      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| GFORT 2023-1 B 144A                   | GMF FLOORPLAN OWNER REVOLVING TRUST                              | CUSIP: 361886CT9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    275000 | PA      | $275758.86    | 0.00%             | 2028-06-15      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| GCBSL 2024-76A B 144A                 | GOLUB CAPITAL PARTNERS CLO 76 B LTD                              | CUSIP: 38180BAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    250000 | PA      | $249575.50    | 0.00%             | 2037-10-25      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| GOST 2024-1A BR 144A                  | GOLUB CAPITAL PARTNERS STATIC 2024-1 LTD                         | CUSIP: 381929AQ1<br>LEI: 25490083RWI1EQQYLH43 | Long             | ABS-CBDO         | CORP              | KY        |   2100000 | PA      | $2094750.00   | 0.03%             | 2035-07-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| FOCUS 2017-1A A2II 144A               | GOTO FOODS FUNDING LLC                                           | CUSIP: 34417MAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1040250 | PA      | $1034985.09   | 0.02%             | 2047-04-30      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| GRACE 2020-GRCE B 144A                | GRACE TRUST 2020-GRCE                                            | CUSIP: 38406JAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1700000 | PA      | $1520224.66   | 0.03%             | 2040-12-10      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| GSMS 2019-GC40 A4                     | GS MORTGAGE SECURITIES TRUST 2019-GC40                           | CUSIP: 36257HBP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    440000 | PA      | $418391.91    | 0.01%             | 2052-07-10      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| HLSY 2022-6A A1R 144A                 | HALSEYPOINT CLO 6 LTD                                            | CUSIP: 40639GAN9<br>LEI: 5493001PG85K1980W896 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $999883.00    | 0.02%             | 2038-01-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| HLSY 2023-7A A1R 144A                 | HALSEYPOINT CLO 7 LTD                                            | CUSIP: 40638LAL3<br>LEI: 5493000LI3XMVBCJEF82 | Long             | ABS-CBDO         | CORP              | JE        |   1750000 | PA      | $1751736.00   | 0.03%             | 2038-07-20      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| HARB 2018-1A CR2 144A                 | HARBOR PARK CLO LTD                                              | CUSIP: 41154XBA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2050000 | PA      | $2041847.15   | 0.03%             | 2031-01-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| HNGRY 2020-1A A2 144A                 | HARDEE'S FUNDING LLC                                             | CUSIP: 411707AH5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4169000 | PA      | $4013098.99   | 0.07%             | 2050-12-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| HNGRY 2018-1A A23 144A                | HARDEE'S FUNDING LLC                                             | CUSIP: 411707AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2076625 | PA      | $2051399.41   | 0.03%             | 2048-06-20      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| HILT 2024-ORL B 144A                  | HILT COMMERCIAL MORTGAGE TRUST 2024-ORL                          | CUSIP: 403956AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $349781.25    | 0.01%             | 2037-05-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| HILT 2024-ORL A 144A                  | HILT COMMERCIAL MORTGAGE TRUST 2024-ORL                          | CUSIP: 403956AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1400000 | PA      | $1399125.00   | 0.02%             | 2037-05-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| HGVT 2020-AA B 144A                   | HILTON GRAND VACATIONS TRUST 2020-A                              | CUSIP: 43285HAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     71397 | PA      | $70961.49     | 0.00%             | 2039-02-25      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| HOMES 2025-AFC2 A1B 144A              | HOMES 2025-AFC2 TRUST                                            | CUSIP: 43761YAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    708255 | PA      | $709595.43    | 0.01%             | 2060-06-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| HOMES 2025-NQM2 A1 144A               | HOMES 2025-NQM2 TRUST                                            | CUSIP: 403966AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1452922 | PA      | $1455586.62   | 0.02%             | 2070-02-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| HOMES 2026-AFC1 A1 144A               | HOMES 2026-AFC1 TRUST                                            | CUSIP: 403972AC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2110828 | PA      | $2093344.44   | 0.03%             | 2061-02-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| HPEFS 2023-2A D 144A                  | HPEFS EQUIPMENT TRUST 2023-2                                     | CUSIP: 44328UAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    215000 | PA      | $216456.80    | 0.00%             | 2031-07-21      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| HY 2025-SPRL A 144A                   | HUDSON YARDS 2025-SPRL MORTGAGE TRUST                            | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1534901.40   | 0.03%             | 2040-01-13      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| HACLN 2024-1 B1 144A                  | HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2024-1           | CUSIP: 44644NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    690600 | PA      | $700389.53    | 0.01%             | 2032-05-20      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| HACLN 2024-2 B1 144A                  | HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2024-2           | CUSIP: 44644NAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1438944 | PA      | $1450080.79   | 0.02%             | 2032-10-20      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| HACLN 2025-2 C 144A                   | HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2025-2           | CUSIP: 44644NAQ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    720312 | PA      | $721498.56    | 0.01%             | 2033-09-20      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| HACLN 2025-2 B1 144A                  | HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2025-2           | CUSIP: 44644NAN9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    860373 | PA      | $861836.66    | 0.01%             | 2033-09-20      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| HACLN 2026-1 B1 144A                  | HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2026-1           | CUSIP: 44644NAV1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2135000 | PA      | $2125636.74   | 0.04%             | 2034-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HALST 2025-B B 144A                   | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-B                   | CUSIP: 44935DAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1050000 | PA      | $1057397.67   | 0.02%             | 2029-08-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| HART 2025-B C                         | HYUNDAI AUTO RECEIVABLES TRUST 2025-B                            | CUSIP: 44935XAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1750000 | PA      | $1763447.70   | 0.03%             | 2032-07-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| HART 2026-A C                         | HYUNDAI AUTO RECEIVABLES TRUST 2026-A                            | CUSIP: 448981AG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1060000 | PA      | $1047791.45   | 0.02%             | 2033-06-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| JPMCC 2016-NINE A 144A                | J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2016-NINE | CUSIP: 46646GAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2298000 | PA      | $2282113.24   | 0.04%             | 2038-09-06      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| JPMCC 2016-NINE B 144A                | J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2016-NINE | CUSIP: 46646GAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1193000 | PA      | $1182616.72   | 0.02%             | 2038-09-06      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| JACK 2022-1A A2I 144A                 | JACK IN THE BOX FUNDING LLC                                      | CUSIP: 466365AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2893400 | PA      | $2809328.50   | 0.05%             | 2052-02-26      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| JPMMT 2019-HYB1 B4 144A               | JP MORGAN MORTGAGE TRUST 2019-HYB1                               | CUSIP: 46651FAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1710043 | PA      | $1677134.76   | 0.03%             | 2049-10-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| JPMMT 2025-DSC2 A1 144A               | JP MORGAN MORTGAGE TRUST 2025-DSC2                               | CUSIP: 46659VAA6<br>LEI: 529900SXYOW2J5ABY729 | Long             | ABS-MBS          | CORP              | US        |    843131 | PA      | $841874.89    | 0.01%             | 2065-10-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| JPMMT 2025-HE3 A1 144A                | JP MORGAN MORTGAGE TRUST 2025-HE3                                | CUSIP: 46660CAA5<br>LEI: 529900FDW9QWEZPAFE21 | Long             | ABS-MBS          | CORP              | US        |   1836358 | PA      | $1840218.53   | 0.03%             | 2056-03-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| JPMMT 2025-DSC1 A1 144A               | JP MORGAN MORTGAGE TRUST SERIES 2025-DSC1                        | CUSIP: 46593TAA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1544906 | PA      | $1551589.68   | 0.03%             | 2065-09-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| KKR 26 ARR 144A                       | KKR CLO 26 LTD                                                   | CUSIP: 48253HAW5<br>LEI: 549300S5YSR4S7FFS332 | Long             | ABS-CBDO         | CORP              | KY        |   1100000 | PA      | $1099481.90   | 0.02%             | 2034-10-15      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| KKR 34A BR 144A                       | KKR CLO 34 LTD                                                   | CUSIP: 48253UAL0<br>LEI: 254900DSRKUNUNRNUG13 | Long             | ABS-CBDO         | CORP              | KY        |   1875000 | PA      | $1872631.88   | 0.03%             | 2034-07-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| KKR 2022-43A BR2 144A                 | KKR CLO 43 LTD                                                   | CUSIP: 48255UAX2<br>LEI: 25490088LQLWORRKOM10 | Long             | ABS-CBDO         | CORP              | JE        |   1060000 | PA      | $1060000.00   | 0.02%             | 2038-04-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| MTLRF 2024-1A A4 144A                 | M&T EQUIPMENT 2024-LEAF1 NOTES                                   | CUSIP: 55376YAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     40000 | PA      | $40512.49     | 0.00%             | 2031-08-18      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| MTLRF 2025-1A A3 144A                 | M&T EQUIPMENT 2025-LEAF1 NOTES                                   | CUSIP: 55340QAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1735000 | PA      | $1747063.11   | 0.03%             | 2029-09-17      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| MDPK 2022-60A BR 144A                 | MADISON PARK FUNDING LX LTD                                      | CUSIP: 557910AS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    265000 | PA      | $264704.79    | 0.00%             | 2037-10-25      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| MDPK 2020-45A BRR 144A                | MADISON PARK FUNDING XLV LTD                                     | CUSIP: 55820BAU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    355000 | PA      | $354676.60    | 0.01%             | 2034-07-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| MDPK 2021-39A BR 144A                 | MADISON PARK FUNDING XXXIX LTD                                   | CUSIP: 55821LAL8<br>LEI: 254900K0MU6TXERK4I83 | Long             | ABS-CBDO         | CORP              | KY        |   1300000 | PA      | $1298268.40   | 0.02%             | 2034-10-22      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| MDPK 2019-35A A1R2 144A               | MADISON PARK FUNDING XXXV LTD                                    | CUSIP: 55819MBC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1480000 | PA      | $1476366.60   | 0.02%             | 2039-02-13      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| OMW 2020-1MW A 144A                   | MANHATTAN WEST 2020-1MW MORTGAGE TRUST                           | CUSIP: 563136AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1720000 | PA      | $1657355.02   | 0.03%             | 2039-09-10      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| MP21 2021-3A BR 144A                  | MARBLE POINT CLO XXI LTD                                         | CUSIP: 56606KAS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1700000 | PA      | $1696855.00   | 0.03%             | 2034-10-17      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| MED 2024-MOB A 144A                   | MED COMMERCIAL MORTGAGE TRUST 2024-MOB                           | CUSIP: 55287BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    831608 | PA      | $824877.96    | 0.01%             | 2041-05-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| MMAF 2023-A A4 144A                   | MMAF EQUIPMENT FINANCE LLC 2023-A                                | CUSIP: 55317WAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    649000 | PA      | $659538.53    | 0.01%             | 2038-12-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MSBAM 2016-C32 A4                     | MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2016-C32      | CUSIP: 61691GAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $447398.24    | 0.01%             | 2049-12-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| MSWF 2023-2 A5                        | MSWF COMMERCIAL MORTGAGE TRUST 2023-2                            | CUSIP: 55361AAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    330000 | PA      | $350043.67    | 0.01%             | 2056-12-15      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| MVWOT 2020-1A C 144A                  | MVW 2020-1 LLC                                                   | CUSIP: 55400EAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     35363 | PA      | $35218.22     | 0.00%             | 2037-10-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| MVWOT 2023-2A A 144A                  | MVW 2023-2 LLC                                                   | CUSIP: 55400WAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    378220 | PA      | $388510.52    | 0.01%             | 2040-11-20      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| MVWOT 2023-2A B 144A                  | MVW 2023-2 LLC                                                   | CUSIP: 55400WAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     55122 | PA      | $56147.31     | 0.00%             | 2040-11-20      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| MVWOT 2025-1A C 144A                  | MVW 2025-1 LLC                                                   | CUSIP: 627924AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1822340 | PA      | $1826385.97   | 0.03%             | 2042-09-22      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MVWOT 2025-1A A 144A                  | MVW 2025-1 LLC                                                   | CUSIP: 627924AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    782088 | PA      | $786320.09    | 0.01%             | 2042-09-22      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| NAVEL 2025-A A 144A                   | NAVIENT EDUCATION LOAN TRUST 2025-A                              | CUSIP: 63943EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    732543 | PA      | $733826.16    | 0.01%             | 2055-07-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| NAVEL 2025-A B 144A                   | NAVIENT EDUCATION LOAN TRUST 2025-A                              | CUSIP: 63943EAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    900000 | PA      | $903956.85    | 0.01%             | 2055-07-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| NAVSL 2019-D A2B 144A                 | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-D                 | CUSIP: 63941CAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    279562 | PA      | $279687.75    | 0.00%             | 2059-12-15      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| NAVSL 2021-GA B 144A                  | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-G                 | CUSIP: 63942KAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1750000 | PA      | $1310008.35   | 0.02%             | 2070-04-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| NAVSL 2023-A A 144A                   | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2023-A                 | CUSIP: 638961AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1140456 | PA      | $1153302.23   | 0.02%             | 2071-10-15      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| NAVRL 2026-A A 144A                   | NAVIENT REFINANCE LOAN TRUST 2026-A                              | CUSIP: 63943HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2125000 | PA      | $2101051.68   | 0.03%             | 2056-01-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NAVMT 2024-1 A 144A                   | NAVISTAR FINANCIAL DEALER NOTE MASTER OWNER TRUST                | CUSIP: 63938PBW8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1267000 | PA      | $1268077.84   | 0.02%             | 2029-04-25      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| NAVMT 2025-1 B 144A                   | NAVISTAR FINANCIAL DEALER NOTE MASTER OWNER TRUST II 2025-1      | CUSIP: 63938PCA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1050000 | PA      | $1046867.75   | 0.02%             | 2030-09-25      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| NAVMT 2025-1 C 144A                   | NAVISTAR FINANCIAL DEALER NOTE MASTER OWNER TRUST II 2025-1      | CUSIP: 63938PCB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1045000 | PA      | $1042846.46   | 0.02%             | 2030-09-25      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| NSLT 2021-CA AFX 144A                 | NELNET STUDENT LOAN TRUST 2021-C                                 | CUSIP: 64035GAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1552088 | PA      | $1465142.19   | 0.02%             | 2062-04-20      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| NAROT 2025-A B                        | NISSAN AUTO RECEIVABLES 2025-A OWNER TRUST                       | CUSIP: 65481GAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    815000 | PA      | $821733.53    | 0.01%             | 2031-10-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| NMEF 2024-A A2 144A                   | NMEF FUNDING 2024-A LLC                                          | CUSIP: 62919UAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    205299 | PA      | $206289.37    | 0.00%             | 2031-12-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NMEF 2025-A A2 144A                   | NMEF FUNDING 2025-A LLC                                          | CUSIP: 62919VAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    376348 | PA      | $377385.30    | 0.01%             | 2032-07-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| NMEF 2026-A C 144A                    | NMEF FUNDING 2026-A LLC                                          | CUSIP: 62919FAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    470000 | PA      | $465999.60    | 0.01%             | 2034-02-15      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| NMEF 2026-A B 144A                    | NMEF FUNDING 2026-A LLC                                          | CUSIP: 62919FAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    160000 | PA      | $158420.38    | 0.00%             | 2034-02-15      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| WOODS 2018-12BA BR 144A               | NORTHWOODS CAPITAL XII-B LTD                                     | CUSIP: 66858CAQ0<br>LEI: 549300R06FSYRU75ZW78 | Long             | ABS-CBDO         | CORP              | KY        |   2100000 | PA      | $2099626.20   | 0.03%             | 2031-06-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| NYC 2025-28L B 144A                   | NYC COMMERCIAL MORTGAGE TRUST 2025-28L                           | CUSIP: 67123JAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1675000 | PA      | $1673484.80   | 0.03%             | 2038-11-05      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| NYMT 2026-INV2 A1 144A                | NYMT LOAN TRUST 2026-INV2                                        | CUSIP: 62957XAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2020000 | PA      | $2025900.15   | 0.03%             | 2061-04-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| OBX 2020-EXP1 1A8 144A                | OBX 2020-EXP1 TRUST                                              | CUSIP: 67448TAP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1103827 | PA      | $994290.93    | 0.02%             | 2060-02-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| OBX 2020-EXP2 A8 144A                 | OBX 2020-EXP2 TRUST                                              | CUSIP: 67448VAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     18705 | PA      | $16491.94     | 0.00%             | 2060-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| OBX 2020-EXP3 1A9 144A                | OBX 2020-EXP3 TRUST                                              | CUSIP: 67448WAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    104333 | PA      | $91352.47     | 0.00%             | 2060-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| OBX 2020-EXP3 2A1B 144A               | OBX 2020-EXP3 TRUST                                              | CUSIP: 67448WBC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1984632 | PA      | $1980377.17   | 0.03%             | 2060-01-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM5 A1 144A                 | OBX 2024-NQM5 TRUST                                              | CUSIP: 67448NAA6<br>LEI: 254900RDM4XSF0B1E373 | Long             | ABS-MBS          | CORP              | US        |   1199191 | PA      | $1205492.83   | 0.02%             | 2064-01-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM7 A1 144A                 | OBX 2025-NQM7 TRUST                                              | CUSIP: 67121DAA2<br>LEI: 2549008GB179CC65SK60 | Long             | ABS-MBS          | CORP              | US        |   1209115 | PA      | $1214603.36   | 0.02%             | 2055-05-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| OBX 2026-NQM4 A1 144A                 | OBX 2026-NQM4 TRUST                                              | CUSIP: 67124FAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1720000 | PA      | $1716939.47   | 0.03%             | 2066-02-25      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| OBX 2026-NQM4 A1B 144A                | OBX 2026-NQM4 TRUST                                              | CUSIP: 67124FAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    440000 | PA      | $437834.70    | 0.01%             | 2066-02-25      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| OBX 2026-R1 A1 144A                   | OBX 2026-R1 TRUST                                                | CUSIP: 67124AAC1<br>LEI: 254900URJ5A8AOLJDR76 | Long             | ABS-MBS          | CORP              | US        |   2109970 | PA      | $2092126.39   | 0.03%             | 2063-01-25      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| OCTL 2022-1A C 144A                   | OCTANE RECEIVABLES TRUST 2022-1                                  | CUSIP: 67571EAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    104833 | PA      | $104951.93    | 0.00%             | 2028-07-20      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| OCTL 2024-3A C 144A                   | OCTANE RECEIVABLES TRUST 2024-3                                  | CUSIP: 67571GAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1695000 | PA      | $1711079.79   | 0.03%             | 2031-10-20      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| OCTL 2024-RVM1 C 144A                 | OCTANE RECEIVABLES TRUST 2024-RVM1                               | CUSIP: 67579FAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $252243.78    | 0.00%             | 2046-01-22      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| OCTL 2025-RVM1 C 144A                 | OCTANE RECEIVABLES TRUST 2025-RVM1                               | CUSIP: 67571HAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    545000 | PA      | $544248.50    | 0.01%             | 2046-12-20      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| OCTL 2025-RVM1 B 144A                 | OCTANE RECEIVABLES TRUST 2025-RVM1                               | CUSIP: 67571HAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    505000 | PA      | $503761.94    | 0.01%             | 2046-12-20      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| OZLMF 2012-2A BR4 144A                | OZLM FUNDING II LTD                                              | CUSIP: 67108BCJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1748313.00   | 0.03%             | 2037-07-30      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| PSTAT 2022-4A BR 144A                 | PALMER SQUARE LOAN FUNDING 2022-4 LTD                            | CUSIP: 69702YAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1185000 | PA      | $1183312.56   | 0.02%             | 2031-07-24      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| PSTAT 2024-3A BR 144A                 | PALMER SQUARE LOAN FUNDING 2024-3 LTD                            | CUSIP: 69690EAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2135000 | PA      | $2130183.44   | 0.04%             | 2032-08-08      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| PEAC 2024-1A A2 144A                  | PEAC SOLUTIONS RECEIVABLES 2024-1 LLC                            | CUSIP: 69433BAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    642787 | PA      | $646536.41    | 0.01%             | 2027-06-21      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| PEAC 2025-1A A3 144A                  | PEAC SOLUTIONS RECEIVABLES 2025-1 LLC                            | CUSIP: 69392HAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    110000 | PA      | $111372.83    | 0.00%             | 2032-07-20      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| PEAC 2026-1A C 144A                   | PEAC SOLUTIONS RECEIVABLES 2026-1 LLC                            | CUSIP: 704583AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    560000 | PA      | $558251.68    | 0.01%             | 2033-07-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| PEAC 2026-1A B 144A                   | PEAC SOLUTIONS RECEIVABLES 2026-1 LLC                            | CUSIP: 704583AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    505000 | PA      | $503830.47    | 0.01%             | 2033-07-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PMTLT 2025-INV5 A2 144A               | PMT LOAN TRUST 2025-INV5                                         | CUSIP: 729907AB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    784412 | PA      | $792746.10    | 0.01%             | 2056-05-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| PMTLT 2025-INV7 A1 144A               | PMT LOAN TRUST 2025-INV7                                         | CUSIP: 73015FAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    926276 | PA      | $936117.66    | 0.02%             | 2056-06-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| POST 2022-1A BR 144A                  | POST CLO 2022-1 LTD                                              | CUSIP: 73742YAL9<br>LEI: 5493007CUC7FI0ONIF25 | Long             | ABS-CBDO         | CORP              | KY        |   2125000 | PA      | $2118350.88   | 0.04%             | 2035-04-20      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| PREF 2024-1A C 144A                   | POST ROAD EQUIPMENT FINANCE 2024-1 LLC                           | CUSIP: 737473AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1545000 | PA      | $1560043.36   | 0.03%             | 2030-10-15      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| PREF 2025-1A B 144A                   | POST ROAD EQUIPMENT FINANCE 2025-1 LLC                           | CUSIP: 73747LAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2019967.80   | 0.03%             | 2031-05-15      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| PROG 2021-SFR3 F 144A                 | PROGRESS RESIDENTIAL 2021-SFR3                                   | CUSIP: 74333VAN4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1750000 | PA      | $1743853.65   | 0.03%             | 2026-05-17      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| PROG 2021-SFR8 D 144A                 | PROGRESS RESIDENTIAL 2021-SFR8 TRUST                             | CUSIP: 74333TAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $590915.88    | 0.01%             | 2038-10-17      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| PROG 2021-SFR8 E1 144A                | PROGRESS RESIDENTIAL 2021-SFR8 TRUST                             | CUSIP: 74333TAJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1820000 | PA      | $1793699.00   | 0.03%             | 2038-10-17      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| PROG 2025-SFR2 A 144A                 | PROGRESS RESIDENTIAL 2025-SFR2 TRUST                             | CUSIP: 74334GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1863334 | PA      | $1755731.04   | 0.03%             | 2042-04-17      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| PROG 2025-SFR5 A 144A                 | PROGRESS RESIDENTIAL 2025-SFR5 TRUST                             | CUSIP: 74334RAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1952982 | PA      | $1868502.84   | 0.03%             | 2042-10-17      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PROG 2021-SFR6 E1 144A                | PROGRESS RESIDENTIAL TRUST                                       | CUSIP: 74333HAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2042500 | PA      | $2026501.30   | 0.03%             | 2038-07-17      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| RCKT 2024-CES9 A1A 144A               | RCKT MORTGAGE TRUST 2024-CES9                                    | CUSIP: 749426AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    107547 | PA      | $107973.52    | 0.00%             | 2044-12-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| REG20 2021-2A BR 144A                 | REGATTA XX FUNDING LTD                                           | CUSIP: 75884YAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $997719.00    | 0.02%             | 2038-01-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| ROCC 2024-CNTR B 144A                 | ROCK TRUST 2024-CNTR                                             | CUSIP: 74970WAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2045028.80   | 0.03%             | 2041-11-13      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| ROCKT 2019-2A BR2 144A                | ROCKFORD TOWER CLO 2019-2 LTD                                    | CUSIP: 77341GAU4<br>LEI: 549300IG5M07NI4QKK80 | Long             | ABS-CBDO         | CORP              | KY        |   2100000 | PA      | $2102064.30   | 0.03%             | 2032-08-20      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| SDCP 2021-1 A2 144A                   | SABEY DATA CENTER ISSUER LLC                                     | CUSIP: 78520EAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    860000 | PA      | $854250.73    | 0.01%             | 2046-06-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SBCLN 2023-B E 144A                   | SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2023-B            | CUSIP: 80290CCE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    511701 | PA      | $522012.67    | 0.01%             | 2033-12-15      | Fixed         | 8.41%                 | No            |                  2 | On Loan: No      |
| SBCLN 2023-B D 144A                   | SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2023-B            | CUSIP: 80290CCD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1371003 | PA      | $1390325.69   | 0.02%             | 2033-12-15      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| SBCLN 2024-B A2 144A                  | SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2024-B            | CUSIP: 80280BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    749524 | PA      | $753786.63    | 0.01%             | 2033-01-18      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| SBCLN 2025-A D 144A                   | SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2025-A            | CUSIP: 80290CCT9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    675000 | PA      | $674211.53    | 0.01%             | 2034-01-16      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SBCLN 2025-A C 144A                   | SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2025-A            | CUSIP: 80290CCS1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    715000 | PA      | $715709.07    | 0.01%             | 2034-01-16      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| SBCLN 2025-A B 144A                   | SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2025-A            | CUSIP: 80290CCR3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    430000 | PA      | $429639.62    | 0.01%             | 2034-01-16      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| SDART 2024-2 B                        | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-2                    | CUSIP: 80286YAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2220000 | PA      | $2239783.75   | 0.04%             | 2029-07-16      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| SDART 2025-4 B                        | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-4                    | CUSIP: 802923AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    840000 | PA      | $836449.66    | 0.01%             | 2032-01-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| SDART 2026-1 C                        | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2026-1                    | CUSIP: 80288FAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $740250.68    | 0.01%             | 2032-04-15      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| SAN 2025-CES1 A1A 144A                | SANTANDER MORTGAGE ASSET RECEIVABLE TRUST 2025-CES1              | CUSIP: 802650AB7<br>LEI: 254900WEZWXJLYHMU869 | Long             | ABS-MBS          | CORP              | US        |   1981112 | PA      | $1972083.82   | 0.03%             | 2055-09-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| SAN 2025-NQM2 A1 144A                 | SANTANDER MORTGAGE ASSET RECEIVABLE TRUST 2025-NQM2              | CUSIP: 802638AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1472561 | PA      | $1480924.13   | 0.02%             | 2065-02-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| SCFET 2023-1A C 144A                  | SCF EQUIPMENT LEASING 2023-1 LLC                                 | CUSIP: 784024AE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1685000 | PA      | $1739908.25   | 0.03%             | 2033-08-22      | Fixed         | 6.77%                 | No            |                  2 | On Loan: No      |
| SCFET 2025-1A A3 144A                 | SCF EQUIPMENT LEASING 2025-1 LLC                                 | CUSIP: 78437DAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    160000 | PA      | $162654.30    | 0.00%             | 2033-11-21      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| SCUL 27A BRR 144A                     | SCULPTOR CLO XXVII LTD                                           | CUSIP: 81124UBN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2115000 | PA      | $2108382.17   | 0.03%             | 2037-04-20      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| SEB4P 2026-1A A2 144A                 | SEB FUNDING LLC                                                  | CUSIP: 78433DAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2135000 | PA      | $2121860.79   | 0.04%             | 2056-01-30      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| SSTRT 2026-A B 144A                   | SECURITIZED TERM AUTO RECEIVABLES TRUST                          | CUSIP: 81378WAF0<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | CA        |    780879 | PA      | $778519.18    | 0.01%             | 2033-03-25      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| SSTRT 2026-A D 144A                   | SECURITIZED TERM AUTO RECEIVABLES TRUST                          | CUSIP: 81378WAH6<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | CA        |    390439 | PA      | $389740.38    | 0.01%             | 2033-03-25      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| SSTRT 2025-A C 144A                   | SECURITIZED TERM AUTO RECEIVABLES TRUST                          | CUSIP: 81378RAC8<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | CA        |    101055 | PA      | $101852.10    | 0.00%             | 2031-07-25      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| SSTRT 2026-A C 144A                   | SECURITIZED TERM AUTO RECEIVABLES TRUST                          | CUSIP: 81378WAG8<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | CA        |    757912 | PA      | $756429.11    | 0.01%             | 2033-03-25      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| SSTRT 2025-B C 144A                   | SECURITIZED TERM AUTO RECEIVABLES TRUST 2025-B                   | CUSIP: 81378WAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |    827520 | PA      | $834078.88    | 0.01%             | 2032-12-29      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SSTRT 2025-B B 144A                   | SECURITIZED TERM AUTO RECEIVABLES TRUST 2025-B                   | CUSIP: 81378WAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |    827520 | PA      | $832986.56    | 0.01%             | 2032-12-29      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| SEMT 2024-HYB1 A1A 144A               | SEQUOIA MORTGAGE TRUST 2024-HYB1                                 | CUSIP: 81749EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1385714 | PA      | $1383608.05   | 0.02%             | 2063-11-25      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| SERV 2020-1 A2I 144A                  | SERVICEMASTER FUNDING LLC                                        | CUSIP: 81761TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1528875 | PA      | $1453532.30   | 0.02%             | 2051-01-30      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| SFAST 2023-1A B 144A                  | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2023-1                 | CUSIP: 78398AAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    180000 | PA      | $183081.53    | 0.00%             | 2030-01-22      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| SFAST 2023-1A C 144A                  | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2023-1                 | CUSIP: 78398AAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    470000 | PA      | $479479.67    | 0.01%             | 2031-02-20      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| SFAST 2024-1A A4 144A                 | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-1                 | CUSIP: 78435VAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     30000 | PA      | $30287.19     | 0.00%             | 2031-01-21      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| SFAST 2025-3A C 144A                  | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2025-3                 | CUSIP: 78398KAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    575000 | PA      | $568497.90    | 0.01%             | 2033-11-21      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| SFAST 2025-3A B 144A                  | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2025-3                 | CUSIP: 78398KAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    850000 | PA      | $846153.50    | 0.01%             | 2031-11-20      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| SFAST 2026-1A C 144A                  | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2026-1                 | CUSIP: 81885FAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    850000 | PA      | $835740.06    | 0.01%             | 2033-11-21      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| SHACK 2019-14A BRR 144A               | SHACKLETON 2019-XIV CLO LTD                                      | CUSIP: 81880XAY8<br>LEI: 549300HOHPZON6E4VH77 | Long             | ABS-CBDO         | CORP              | KY        |    350000 | PA      | $349555.50    | 0.01%             | 2034-07-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| SRFC 2022-1A B 144A                   | SIERRA TIMESHARE 2022-1 RECEIVABLES FUNDING LLC                  | CUSIP: 82652TAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    308929 | PA      | $306662.35    | 0.01%             | 2038-10-20      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| SRFC 2022-3A B 144A                   | SIERRA TIMESHARE 2022-3 RECEIVABLES FUNDING LLC                  | CUSIP: 826934AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    101617 | PA      | $102983.53    | 0.00%             | 2039-07-20      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| SRFC 2023-3A C 144A                   | SIERRA TIMESHARE 2023-3 RECEIVABLES FUNDING LLC                  | CUSIP: 826944AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     57378 | PA      | $58908.72     | 0.00%             | 2040-09-20      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| SRFC 2023-3A A 144A                   | SIERRA TIMESHARE 2023-3 RECEIVABLES FUNDING LLC                  | CUSIP: 826944AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     29389 | PA      | $30165.23     | 0.00%             | 2040-09-20      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| SRFC 2024-1A D 144A                   | SIERRA TIMESHARE 2024-1 RECEIVABLES FUNDING LLC                  | CUSIP: 826935AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    655966 | PA      | $669881.09    | 0.01%             | 2043-01-20      | Fixed         | 8.02%                 | No            |                  2 | On Loan: No      |
| SRFC 2025-3A D 144A                   | SIERRA TIMESHARE 2025-3 RECEIVABLES FUNDING LLC                  | CUSIP: 82650FAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    797366 | PA      | $793823.49    | 0.01%             | 2044-08-22      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| SRFC 2025-3A A 144A                   | SIERRA TIMESHARE 2025-3 RECEIVABLES FUNDING LLC                  | CUSIP: 82650FAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    797366 | PA      | $792719.22    | 0.01%             | 2044-08-22      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| SMB 2015-C C 144A                     | SMB PRIVATE EDUCATION LOAN TRUST 2015-C                          | CUSIP: 78448RAF3<br>LEI: 549300GD7VLLBVPDNJ81 | Long             | ABS-O            | CORP              | US        |   1272203 | PA      | $1266399.31   | 0.02%             | 2046-09-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SMB 2019-B A2B 144A                   | SMB PRIVATE EDUCATION LOAN TRUST 2019-B                          | CUSIP: 83192CAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     82670 | PA      | $82714.29     | 0.00%             | 2037-06-15      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| SMB 2021-A A2A1 144A                  | SMB PRIVATE EDUCATION LOAN TRUST 2021-A                          | CUSIP: 78448YAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1485277 | PA      | $1471191.69   | 0.02%             | 2053-01-15      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| SMB 2025-A A1A 144A                   | SMB PRIVATE EDUCATION LOAN TRUST 2025-A                          | CUSIP: 83207EAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1559674 | PA      | $1570197.74   | 0.03%             | 2054-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SMB 2026-A A1A 144A                   | SMB PRIVATE EDUCATION LOAN TRUST 2026-A                          | CUSIP: 78451MAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2135000 | PA      | $2107610.30   | 0.03%             | 2053-12-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| SMRT 2022-MINI C 144A                 | SMRT 2022-MINI                                                   | CUSIP: 78457JAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    241000 | PA      | $240548.13    | 0.00%             | 2039-01-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| SONIC 2021-1A A2I 144A                | SONIC CAPITAL LLC                                                | CUSIP: 83546DAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2249025 | PA      | $2089266.18   | 0.03%             | 2051-08-20      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| SONIC 2020-1A A2I 144A                | SONIC CAPITAL LLC                                                | CUSIP: 83546DAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2152700 | PA      | $2131498.27   | 0.04%             | 2050-01-20      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| SNDPT 2015-2A ARRR 144A               | SOUND POINT CLO IX LTD                                           | CUSIP: 83609GBN4<br>LEI: 549300W2FX6HEXN27U70 | Long             | ABS-CBDO         | CORP              | KY        |    479528 | PA      | $479585.83    | 0.01%             | 2032-07-20      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| SREIT 2021-PALM B 144A                | SREIT TRUST 2021-PALM                                            | CUSIP: 85237AAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $749531.25    | 0.01%             | 2034-10-15      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| SFUEL 2025-AA B 144A                  | STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST 2025-A    | CUSIP: 858928AF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1700000 | PA      | $1706341.68   | 0.03%             | 2029-04-20      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| SFUEL 2025-AA C 144A                  | STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST 2025-A    | CUSIP: 858928AG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    560000 | PA      | $562825.48    | 0.01%             | 2029-08-20      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| SFUEL 2025-AA A4 144A                 | STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST 2025-A    | CUSIP: 858928AE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    650000 | PA      | $653003.65    | 0.01%             | 2029-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SFUEL 2025-BA C 144A                  | STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST 2025-B    | CUSIP: 858933AF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    900000 | PA      | $897522.03    | 0.01%             | 2030-01-22      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| SFUEL 2025-CA C 144A                  | STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST 2025-C    | CUSIP: 85855EAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1050000 | PA      | $1042090.98   | 0.02%             | 2030-08-20      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| SYMP 2023-39A BR 144A                 | SYMPHONY CLO 39 LTD                                              | CUSIP: 87169TAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |    500000 | PA      | $498853.50    | 0.01%             | 2038-01-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| SYMP 2024-43A A1 144A                 | SYMPHONY CLO 43 LTD                                              | CUSIP: 87170BAA4<br>LEI: 254900QCSPTCYRSY3N68 | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1749763.75   | 0.03%             | 2037-04-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| TRP DYNAMIC CREDIT FD-Z               | T ROWE PR DYN CRDT-Z                                             | CUSIP: 77956H153<br>LEI: 549300WMBCO7MBYMNE44 | Long             | EC               | RF                | US        |  34958020 | NS      | $304134777.32 | 5.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TRP DYNAMIC GLOBAL BOND FD-Z          | T ROWE PRICE DYNAMIC GLOBAL BOND FUND                            | CUSIP: 87281D702<br>LEI: 549300RBL73KV0WZZF27 | Long             | EC               | RF                | US        |  40829043 | NS      | $300093464.17 | 4.96%             |  |  |  | No            |                  1 | On Loan: No      |
| TRP EMER MKTS BND FD-Z                | T ROWE PRICE EMERGING MARKETS BOND FUND                          | CUSIP: 87281D801<br>LEI: 515326IHLDOILEO6ED43 | Long             | EC               | RF                | US        |  49352770 | NS      | $474773647.60 | 7.84%             |  |  |  | No            |                  1 | On Loan: No      |
| T ROWE PR EMERG CORP BND-Z            | T ROWE PRICE EMERGING MARKETS CORPORATE BOND FUND                | CUSIP: 77956H146<br>LEI: JPXYPBZPFL7E5KI10Q36 | Long             | EC               | RF                | US        |  12945175 | NS      | $118707250.38 | 1.96%             |  |  |  | No            |                  1 | On Loan: No      |
| TRP EMRG MKTS LOCAL CURR BD FD-Z      | T ROWE PRICE EMERGING MARKETS LOCAL CURRENCY BOND FUND           | CUSIP: 87281D769<br>LEI: 308254AVG0WE2QK20V13 | Long             | EC               | RF                | US        |  49663871 | NS      | $244346247.19 | 4.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TRP FLOATING RATE FD-Z                | T ROWE PRICE FLOATING RATE FUND                                  | CUSIP: 87279B403<br>LEI: 55EVHYN9ZAYVXIDNQB12 | Long             | EC               | RF                | US        |  67898163 | NS      | $615157354.10 | 10.16%            |  |  |  | No            |                  1 | On Loan: No      |
| TRP HIGH YIELD FD-Z                   | T ROWE PRICE HIGH YIELD FUND INC                                 | CUSIP: 741481709<br>LEI: 2F9VPFCSWR3EU5WBPH73 | Long             | EC               | RF                | US        | 136938095 | NS      | $807934762.37 | 13.35%            |  |  |  | No            |                  1 | On Loan: No      |
| T ROWE PR INFL PROT BND-Z             | T ROWE PRICE INFLATION PROTECTED BOND FUND INC                   | CUSIP: 87284N103<br>LEI: QTPF0SBNUVQ114GUHO71 | Long             | EC               | RF                | US        |  11834546 | NS      | $121185748.19 | 2.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRP INTL BOND FD-Z                    | T ROWE PRICE INTERNATIONAL BOND FUND                             | CUSIP: 87281D868<br>LEI: C339HPVTHLLM709WSU55 | Long             | EC               | RF                | US        |  16680721 | NS      | $117432273.40 | 1.94%             |  |  |  | No            |                  1 | On Loan: No      |
| TRP INTL BOND FD (USD HEDGED)-Z       | T ROWE PRICE INTERNATIONAL BOND FUND - USD HEDGED                | CUSIP: 87281D850<br>LEI: 549300A3CV9FBEEC1242 | Long             | EC               | RF                | US        |  39752222 | NS      | $335508753.71 | 5.54%             |  |  |  | No            |                  1 | On Loan: No      |
| TRP LTD DURATION INFL FOCUSED BD FD-Z | T ROWE PRICE LIMITED DURATION INFLATION FOCUSED BOND FUND        | CUSIP: 872798301<br>LEI: 5493009ZRV6DHHWWGU69 | Long             | EC               | RF                | US        |  26077982 | NS      | $122044953.72 | 2.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TRP QM US BOND ETF                    | T ROWE PRICE QM US BOND ETF                                      | CUSIP: 87283Q602<br>LEI: 549300O4W4YA5BX4VR45 | Long             | EC               | RF                | US        |  13725001 | NS      | $584685042.60 | 9.66%             |  |  |  | No            |                  1 | On Loan: No      |
| TRP SHORT TERM BOND-Z                 | T ROWE PRICE SHORT-TERM BOND FUND INC                            | CUSIP: 87284F100<br>LEI: O3EF15Z749ITOPZMGX97 | Long             | EC               | RF                | US        |  26348211 | NS      | $121728735.42 | 2.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TRP TOTAL RETURN ETF                  | T ROWE PRICE TOTAL RETURN ETF                                    | CUSIP: 87283Q800<br>LEI: 549300YYO0GDGZ739W96 | Long             | EC               | RF                | US        |  10500001 | NS      | $422940040.28 | 6.99%             |  |  |  | No            |                  1 | On Loan: No      |
| TRP US HIGH YIELD ETF                 | T ROWE PRICE US HIGH YIELD ETF                                   | CUSIP: 87283Q875<br>LEI: 549300BA4BIBITWKOB05 | Long             | EC               | RF                | US        |  13883501 | NS      | $708127968.51 | 11.70%            |  |  |  | No            |                  1 | On Loan: No      |
| TRP US TREASURY INTERMEDIATE INDEX-Z  | T ROWE PRICE US TREASURY INTERMEDIATE INDEX FUND                 | CUSIP: 87284C107<br>LEI: PLLLPNEGTDFISEIK5Y26 | Long             | EC               | RF                | US        |    102684 | NS      | $521635.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TRP US TREASURY LONG-TERM INDEX FD-Z  | T ROWE PRICE US TREASURY LONG-TERM INDEX FUND                    | CUSIP: 77957T701<br>LEI: 81MQEQSHGI5PN6BWN277 | Long             | EC               | RF                | US        |  21359850 | NS      | $151441339.28 | 2.50%             |  |  |  | No            |                  1 | On Loan: No      |
| TRP US TREASURY MONEY FD-Z            | T ROWE PRICE US TREASURY MONEY FUND INC                          | CUSIP: 77957T800<br>LEI: 5493009ZDCM2JOJCUS84 | Long             | STIV             | RF                | US        |  87341708 | NS      | $87341708.32  | 1.44%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS 2025-TWR A 144A                 | TEXAS COMMERCIAL MORTGAGE TRUST 2025-TWR                         | CUSIP: 88231WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    237000 | PA      | $235666.88    | 0.00%             | 2042-04-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| WINDR 2019-3A BR3 144A                | THL CREDIT WIND RIVER 2019-3 CLO LTD                             | CUSIP: 97314JBE4<br>LEI: 549300QKM4OHZM4I5C40 | Long             | ABS-CBDO         | CORP              | KY        |   2100000 | PA      | $2096619.00   | 0.03%             | 2038-01-15      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| TPMT 2026-1 A1B 144A                  | TOWD POINT MORTGAGE TRUST                                        | CUSIP: 891959AB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1037178 | PA      | $1026480.83   | 0.02%             | 2066-01-25      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| TPMT 2017-1 M1 144A                   | TOWD POINT MORTGAGE TRUST 2017-1                                 | CUSIP: 89173FAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1461266 | PA      | $1443950.83   | 0.02%             | 2056-10-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| TPMT 2017-3 A2 144A                   | TOWD POINT MORTGAGE TRUST 2017-3                                 | CUSIP: 89169DAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    259479 | PA      | $256816.48    | 0.00%             | 2057-07-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| TPMT 2019-HY2 B1 144A                 | TOWD POINT MORTGAGE TRUST 2019-HY2                               | CUSIP: 89177HAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    190000 | PA      | $190493.96    | 0.00%             | 2058-05-25      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| TPMT 2019-HY3 B1 144A                 | TOWD POINT MORTGAGE TRUST 2019-HY3                               | CUSIP: 89177XAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2079836.40   | 0.03%             | 2059-10-25      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| TPMT 2022-4 A1 144A                   | TOWD POINT MORTGAGE TRUST 2022-4                                 | CUSIP: 89180YAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1487940 | PA      | $1416012.68   | 0.02%             | 2062-09-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TPMT 2024-2 A1B 144A                  | TOWD POINT MORTGAGE TRUST 2024-2                                 | CUSIP: 89183AAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1963341 | PA      | $1979516.81   | 0.03%             | 2064-12-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| TPMT 2024-5 A1B 144A                  | TOWD POINT MORTGAGE TRUST 2024-5                                 | CUSIP: 891944AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1567324 | PA      | $1547196.78   | 0.03%             | 2064-10-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| TPMT 2025-1 A1B 144A                  | TOWD POINT MORTGAGE TRUST 2025-1                                 | CUSIP: 89190KAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1610145 | PA      | $1595518.52   | 0.03%             | 2065-06-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| TPMT 2025-CES4 A1A 144A               | TOWD POINT MORTGAGE TRUST 2025-CES4                              | CUSIP: 89170UAA8<br>LEI: 254900V1XGR6BSB30T32 | Long             | ABS-MBS          | CORP              | US        |   1885251 | PA      | $1875644.27   | 0.03%             | 2065-10-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| TRNTS 2017-6A AR4 144A                | TRINITAS CLO VI LTD                                              | CUSIP: 89640YBQ6<br>LEI: 549300IUAXGLQ814UD95 | Long             | ABS-CBDO         | CORP              | KY        |   2100000 | PA      | $2098771.50   | 0.03%             | 2034-01-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| U S TREASURY BILL                     | UNITED STATES TREASURY BILL                                      | CUSIP: 912797QN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9956599.23   | 0.16%             | 2026-05-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UXYM6 US 10YR ULTRA FUT JUN26         | US 10YR ULTRA FUT JUN26                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |       114 | NC      | $-295849.38   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TUM6 US 2YR NOTE (CBT) JUN26          | US 2YR NOTE (CBT) JUN26                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |       -17 | NC      | $27069.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FVM6 US 5YR NOTE (CBT) JUN26          | US 5YR NOTE (CBT) JUN26                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |       140 | NC      | $-198878.89   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FVM6 US 5YR NOTE (CBT) JUN26          | US 5YR NOTE (CBT) JUN26                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |       728 | NC      | $-1034170.24  | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| FVM6 US 5YR NOTE (CBT) JUN26          | US 5YR NOTE (CBT) JUN26                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |       978 | NC      | $-1389311.12  | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| FVM6 US 5YR NOTE (CBT) JUN26          | US 5YR NOTE (CBT) JUN26                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        58 | NC      | $-82392.68    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| USCLN 2026-RVM1 B1 144A               | US BANK NA                                                       | CUSIP: 90355PAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1490000 | PA      | $1483066.43   | 0.02%             | 2046-12-25      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| USCLN 2023-1 B 144A                   | US BANK NA                                                       | CUSIP: 90357PAV6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    372831 | PA      | $375979.72    | 0.01%             | 2032-08-25      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| USCAR 2025-1A C 144A                  | USB AUTO OWNER TRUST 2025-1                                      | CUSIP: 90367VAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1215000 | PA      | $1222658.02   | 0.02%             | 2031-03-17      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| VERD 2024-1A A2 144A                  | VERDANT RECEIVABLES 2024-1 LLC                                   | CUSIP: 92339MAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    533248 | PA      | $541478.45    | 0.01%             | 2031-12-12      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| VZMT 2024-6 C                         | VERIZON MASTER TRUST                                             | CUSIP: 92348KDH3<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |    175000 | PA      | $175077.00    | 0.00%             | 2030-08-20      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| VZMT 2025-5 C                         | VERIZON MASTER TRUST                                             | CUSIP: 92348KEJ8<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   1400000 | PA      | $1406671.14   | 0.02%             | 2031-06-20      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| VZMT 2024-2 C 144A                    | VERIZON MASTER TRUST                                             | CUSIP: 92348KCK7<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |    960000 | PA      | $978551.14    | 0.02%             | 2031-12-22      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| VZMT 2024-5 B 144A                    | VERIZON MASTER TRUST SERIES 2024-5                               | CUSIP: 92348KDC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    125000 | PA      | $127786.76    | 0.00%             | 2032-06-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VZMT 2024-5 A 144A                    | VERIZON MASTER TRUST SERIES 2024-5                               | CUSIP: 92348KDB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    285000 | PA      | $290611.59    | 0.00%             | 2032-06-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VERUS 2025-8 A1F 144A                 | VERUS SECURITIZATION TRUST 2025-8                                | CUSIP: 924930AD2<br>LEI: 213800K8E68XJS6Z1D09 | Long             | ABS-MBS          | CORP              | US        |   1715353 | PA      | $1715119.40   | 0.03%             | 2070-09-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| VOYA 2018-2A C1 144A                  | VOYA CLO 2018-2 LTD                                              | CUSIP: 92917JAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2400000 | PA      | $2397583.20   | 0.04%             | 2031-07-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| WELF 2019-1A A2RR 144A                | WELLFLEET CLO 2019-1 LTD                                         | CUSIP: 94950NAX0<br>LEI: 254900IGQ7EODCWHCM84 | Long             | ABS-CBDO         | CORP              | KY        |   1420000 | PA      | $1419785.58   | 0.02%             | 2032-07-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| WELF 2021-1A BR 144A                  | WELLFLEET CLO 2021-1 LTD                                         | CUSIP: 94950CAQ9<br>LEI: 2549004R1NTM2HJCGO78 | Long             | ABS-CBDO         | CORP              | KY        |   1380000 | PA      | $1378317.78   | 0.02%             | 2034-04-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| WFCM 2019-C52 A5                      | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C52                   | CUSIP: 95002MAX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1395000 | PA      | $1315635.66   | 0.02%             | 2052-08-15      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| WFCM 2019-C54 A4                      | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C54                   | CUSIP: 95001YAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1380000 | PA      | $1310390.45   | 0.02%             | 2052-12-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| WFCM 2024-5C2 A3                      | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2024-5C2                   | CUSIP: 95003UAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1646120 | PA      | $1709574.47   | 0.03%             | 2057-11-15      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| WFCM 2025-5C6 AS                      | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2025-5C6                   | CUSIP: 95004TAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2033940.80   | 0.03%             | 2058-10-15      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| WFLF 2025-2A C 144A                   | WHEELS FLEET LEASE FUNDING 1 LLC                                 | CUSIP: 96328GCN5<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |   1750000 | PA      | $1746868.55   | 0.03%             | 2040-05-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WFLF 2024-2A A1 144A                  | WHEELS FLEET LEASE FUNDING 1 LLC                                 | CUSIP: 96328GBT3<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |    510031 | PA      | $513623.98    | 0.01%             | 2039-06-21      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| WEF 2025-1A A2 144A                   | WINGSPIRE EQUIPMENT FINANCE 2025-1 LLC                           | CUSIP: 97415CAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    650000 | PA      | $649277.92    | 0.01%             | 2033-09-20      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| WEF 2025-1A B 144A                    | WINGSPIRE EQUIPMENT FINANCE 2025-1 LLC                           | CUSIP: 97415CAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    121000 | PA      | $120439.41    | 0.00%             | 2033-09-20      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| WEF 2025-1A C 144A                    | WINGSPIRE EQUIPMENT FINANCE 2025-1 LLC                           | CUSIP: 97415CAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1040000 | PA      | $1034463.46   | 0.02%             | 2033-09-20      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| ZAXBY 2021-1A A2 144A                 | ZAXBYS FUNDING LLC                                               | CUSIP: 98920MAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    630300 | PA      | $597938.82    | 0.01%             | 2051-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** T. ROWE PRICE SPECTRUM FUND, INC.

**Signature:** /s/ Alan Dupski

**Name of Signer:** Alan Dupski

**Title:** Treasurer & Vice President