# EDGAR Filing Document

**Accession Number:** 0000731890
**File Stem:** 0001099263-26-000738
**Filing Date:** 2026-1
**Character Count:** 381850
**Document Hash:** 77f715fa3b64dbc7053a17aa99d59a14
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-26-000738.hdr.sgml**: 20260127

**ACCESSION NUMBER**: 0001099263-26-000738

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251130

**FILED AS OF DATE**: 20260127

**DATE AS OF CHANGE**: 20260127

**PERIOD START**: 20260531

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03894
- **FILM NUMBER:** 26564864

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

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

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

## Series and Classes Contracts Data

### T. Rowe Price Short-Term Bond Fund, Inc. (Series ID: S000002141)

| Class ID   | Class Name                                       | Ticker Symbol   |
|:---|:---|:---|
| C000005536 | T. Rowe Price Short-Term Bond Fund, Inc.         | PRWBX           |
| C000005537 | T. Rowe Price Short-Term Bond Fund-Advisor Class | PASHX           |
| C000166333 | T. Rowe Price Short-Term Bond Fund-I Class       | TBSIX           |
| C000225824 | T. Rowe Price Short-Term Bond Fund-Z Class       | TRZOX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Baltimore

  - **State:** MD

  - **Foreign country:** US

  - **Zip / Postal Code:** 21231

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

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

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

- **b. EDGAR series identifier (if any):** S000002141

- **c. LEI of Series:** O3EF15Z749ITOPZMGX97

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $4851420161.12

**Total Liabilities:** $117162856.71

**Net Assets:** $4734257304.41

**Delayed Delivery Securities:** $21788115.15

**Stand-by Commitments:** $44155864.83

**Cash Not Reported:** $37339.18

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -18535.439862 | **1-Year:** -339184.386950 | **5-Year:** -381994.182313 | **10-Year:** -58794.792909 | **30-Year:** 0.000000

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

- **3-Month:** -144.870718 | **1-Year:** -1564.134581 | **5-Year:** -1375.472752 | **10-Year:** -255.331197 | **30-Year:** -52.111545

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000005536 | 0.33%                | 0.39%                | 0.32%                |
| Class ID C000005537 | 0.30%                | 0.35%                | 0.29%                |
| Class ID C000166333 | 0.34%                | 0.40%                | 0.54%                |
| Class ID C000225824 | 0.37%                | 0.43%                | 0.35%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $4150715.70              | $-1872023.35                               |
| Month 2  | $359820.55               | $110614.85                                 |
| Month 3  | $1459230.02              | $3169213.60                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ABU DHABI DEVELOPMENT HO              | ABU DHABI DEVELOPMENTAL HOLDING CO PJSC                      | CUSIP: YO0773797<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |   9080000 | PA      | $9193527.42   | 0.19%             | 2030-05-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA              | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST    | CUSIP: 00774MBG9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |  11189000 | PA      | $11510683.75  | 0.24%             | 2027-04-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA              | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST    | CUSIP: 00774MBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2160000 | PA      | $2202325.20   | 0.05%             | 2027-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                          | AES CORP/THE                                                 | CUSIP: 00130HCE3<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   9631000 | PA      | $9592630.10   | 0.20%             | 2026-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| AFFRM 2025-X2 A 144A                  | AFFIRM ASSET SECURITIZATION TRUST 2025-X2                    | CUSIP: 00835DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5870000 | PA      | $5875630.50   | 0.12%             | 2030-10-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AFRMT 2025-2A A 144A                  | AFFIRM MASTER TRUST                                          | CUSIP: 00833BAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3990000 | PA      | $4010996.98   | 0.08%             | 2033-07-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| AFRMT 2025-2A B 144A                  | AFFIRM MASTER TRUST                                          | CUSIP: 00833BAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4190000 | PA      | $4216528.57   | 0.09%             | 2033-07-15      | Fixed         | 5.06%                 | 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        |   3425000 | PA      | $3431360.57   | 0.07%             | 2034-10-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ALINE 2018-1A AR 144A                 | ALINEA CLO 2018-1 LTD                                        | CUSIP: 016269AE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     63471 | PA      | $63464.22     | 0.00%             | 2031-07-20      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| ALINE 2018-1A BR 144A                 | ALINEA CLO 2018-1 LTD                                        | CUSIP: 016269AG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    600000 | PA      | $599769.60    | 0.01%             | 2031-07-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| ALLYA 2023-A C 144A                   | ALLY AUTO RECEIVABLES TRUST 2023-A                           | CUSIP: 02008NAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1947065 | PA      | $1966370.73   | 0.04%             | 2034-01-17      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| ALLYA 2023-A B 144A                   | ALLY AUTO RECEIVABLES TRUST 2023-A                           | CUSIP: 02008NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    101490 | PA      | $101615.33    | 0.00%             | 2034-01-17      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| ABCLN 2024-A C 144A                   | ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2024-A             | CUSIP: 02007GZ63<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    136086 | PA      | $138148.51    | 0.00%             | 2032-05-17      | Fixed         | 6.02%                 | 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        |   1027729 | PA      | $1033936.40   | 0.02%             | 2032-09-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| ABCLN 2024-B A2 144A                  | ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2024-B             | CUSIP: 02007G4B6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1577867 | PA      | $1592469.95   | 0.03%             | 2032-09-15      | Fixed         | 4.97%                 | 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        |   3225000 | PA      | $3230376.72   | 0.07%             | 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        |   2585000 | PA      | $2590084.70   | 0.05%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                           | AMEREN CORP                                                  | CUSIP: 023608AL6<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |   3752000 | PA      | $3649844.30   | 0.08%             | 2027-03-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER               | AMERICAN ELECTRIC POWER CO INC                               | CUSIP: 025537AY7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   8040000 | PA      | $8287133.52   | 0.18%             | 2029-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| AMERICAN EXPRESS CO                   | AMERICAN EXPRESS CO                                          | CUSIP: 025816DV8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   4305000 | PA      | $4374775.44   | 0.09%             | 2028-07-26      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                   | AMERICAN EXPRESS CO                                          | CUSIP: 025816DU0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   5175000 | PA      | $5415016.50   | 0.11%             | 2030-04-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                   | AMERICAN EXPRESS CO                                          | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2625000 | PA      | $2656723.13   | 0.06%             | 2028-02-16      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                   | AMERICAN EXPRESS CO                                          | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   5340000 | PA      | $5429829.48   | 0.11%             | 2029-04-25      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                | AMERICAN HONDA FINANCE CORP                                  | CUSIP: 02665WEV9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   8055000 | PA      | $8405932.19   | 0.18%             | 2028-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                   | AMERICAN TOWER CORP                                          | CUSIP: 03027XAP5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   4480000 | PA      | $4437229.44   | 0.09%             | 2027-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                   | AMERICAN TOWER CORP                                          | CUSIP: 03027XBL3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |  11099000 | PA      | $10986578.23  | 0.23%             | 2026-04-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: —       |
| AMCAR 2021-2 D                        | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2021-2              | CUSIP: 03066RAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8770000 | PA      | $8732980.08   | 0.18%             | 2027-06-18      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                         | AMPHENOL CORP                                                | CUSIP: 032095AM3<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   9211000 | PA      | $9228556.17   | 0.19%             | 2026-03-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HOLCIM FINANCE US LLC 144A            | AMRIZE FINANCE US LLC                                        | CUSIP: 43475RAC0<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |   2415000 | PA      | $2469453.42   | 0.05%             | 2030-04-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HOLCIM FINANCE US LLC 144A            | AMRIZE FINANCE US LLC                                        | CUSIP: 43475RAB2<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |   6565000 | PA      | $6593682.49   | 0.14%             | 2028-04-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AXIS 2022-1A E 144A                   | AMUR EQUIPMENT FINANCE RECEIVABLES X LLC                     | CUSIP: 03236VAF8<br>LEI: 549300K5Y88MV8B4M421 | Long             | ABS-O            | CORP              | US        |   4900000 | PA      | $4897840.57   | 0.10%             | 2028-12-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| AOMT 2021-1 A1 144A                   | ANGEL OAK MORTGAGE TRUST 2021-1                              | CUSIP: 03465CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2934031 | PA      | $2626315.37   | 0.06%             | 2066-01-25      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| AOMT 2021-2 A2 144A                   | ANGEL OAK MORTGAGE TRUST 2021-2                              | CUSIP: 03465DAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    812661 | PA      | $728958.23    | 0.02%             | 2066-04-25      | Variable      | 1.19%                 | 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        |  10972540 | PA      | $11055137.67  | 0.23%             | 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        |   7045000 | PA      | $7050063.95   | 0.15%             | 2036-07-20      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                  | APPALACHIAN POWER CO                                         | CUSIP: 037735CW5<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |  10708000 | PA      | $10578272.58  | 0.22%             | 2027-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| APTARGROUP INC                        | APTARGROUP INC                                               | CUSIP: 038336AB9<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | DBT              | CORP              | US        |   2330000 | PA      | $2344576.48   | 0.05%             | 2031-03-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ARBYS 2020-1A A2 144A                 | ARBYS FUNDING LLC                                            | CUSIP: 038779AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12017142 | PA      | $11651861.02  | 0.25%             | 2050-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| ARIFL 2024-B A2 144A                  | ARI FLEET LEASE TRUST 2024-B                                 | CUSIP: 04033HAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2954754 | PA      | $2975772.22   | 0.06%             | 2033-04-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| ASPEN INSURANCE HLDG LTD              | ASPEN INSURANCE HOLDINGS LTD                                 | CUSIP: 04530DAE2<br>LEI: 549300YX6HECG9XQCQ75 | Long             | DBT              | CORP              | BM        |   3015000 | PA      | $3161488.84   | 0.07%             | 2030-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                              | AT&T INC                                                     | CUSIP: 00206RGL0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2395000 | PA      | $2395330.51   | 0.05%             | 2028-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING 144A            | ATHENE GLOBAL FUNDING                                        | CUSIP: 04685A4A6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   5285000 | PA      | $5304332.53   | 0.11%             | 2026-08-27      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING 144A            | ATHENE GLOBAL FUNDING                                        | CUSIP: 04685A3X7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   5190000 | PA      | $5267362.14   | 0.11%             | 2027-07-09      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING 144A            | ATHENE GLOBAL FUNDING                                        | CUSIP: 04685A3S8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   6780000 | PA      | $6796014.36   | 0.14%             | 2026-02-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| ATLASSIAN CORPORATION                 | ATLASSIAN CORP                                               | CUSIP: 049468AA9<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |   2605000 | PA      | $2667139.67   | 0.06%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                          | AUTOZONE INC                                                 | CUSIP: 053332BM3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |   5080000 | PA      | $5254391.32   | 0.11%             | 2030-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| XCAP 2023-1A A2 144A                  | AUXILIOR TERM FUNDING 2023-1 LLC                             | CUSIP: 05335JAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1643495 | PA      | $1652333.24   | 0.03%             | 2028-12-15      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| XCAP 2024-1A A3 144A                  | AUXILIOR TERM FUNDING 2024-1 LLC                             | CUSIP: 05335FAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2955000 | PA      | $3000075.27   | 0.06%             | 2031-07-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| AESOP 2022-5A C 144A                  | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC                     | CUSIP: 05377RFX7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1720833 | PA      | $1726444.45   | 0.04%             | 2027-04-20      | Fixed         | 6.24%                 | 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        |   1100000 | PA      | $1098098.76   | 0.02%             | 2030-02-20      | Fixed         | 4.46%                 | 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        |    160000 | PA      | $160731.12    | 0.00%             | 2030-02-20      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AESOP 2023-2A C 144A                  | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC                     | CUSIP: 05377RGN8<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1455000 | PA      | $1467481.57   | 0.03%             | 2027-10-20      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD 144A         | AVOLON HOLDINGS FUNDING LTD                                  | CUSIP: 05401AAM3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   3687000 | PA      | $3664645.72   | 0.08%             | 2026-02-21      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD 144A         | AVOLON HOLDINGS FUNDING LTD                                  | CUSIP: 05401AAU5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   4810000 | PA      | $4981394.73   | 0.11%             | 2029-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD 144A         | AVOLON HOLDINGS FUNDING LTD                                  | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   2200000 | PA      | $2293640.80   | 0.05%             | 2028-05-04      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD 144A                      | BACARDI LTD                                                  | CUSIP: 067316AF6<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |  11428000 | PA      | $11527693.19  | 0.24%             | 2028-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BACARDI MARTINI BV 4/2 144A CP        | BACARDI MARTINI B V DIS 0.0 11DEC25                          | CUSIP: 05634EZB1<br>LEI: 5493002XXBV8B88K2408 | Long             | DBT              | CORP              | NL        |   5155000 | PA      | $5146957.17   | 0.11%             | 2025-12-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC 144A                  | BAE SYSTEMS PLC                                              | CUSIP: 05523RAH0<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |   5475000 | PA      | $5539813.05   | 0.12%             | 2027-03-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| BOBA 2023-1A ARR 144A                 | BALBOA BAY LOAN FUNDING 2023-1 LTD                           | CUSIP: 05765DAR6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4305000 | PA      | $4306005.65   | 0.09%             | 2036-04-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                    | BANCO SANTANDER SA                                           | CUSIP: 05964HBA2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   4000000 | PA      | $4070872.00   | 0.09%             | 2028-03-14      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HK 144A              | BANGKOK BANK PCL/HONG KONG                                   | CUSIP: 059895AY8<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |   7100000 | PA      | $7135505.61   | 0.15%             | 2030-11-26      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| BANK 2024-BNK47 A1                    | BANK 2024-BNK47                                              | CUSIP: 06540GAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    923672 | PA      | $943733.36    | 0.02%             | 2057-06-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                  | BANK OF AMERICA CORP                                         | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5125000 | PA      | $5046126.25   | 0.11%             | 2027-07-22      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                  | BANK OF AMERICA CORP                                         | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   9115000 | PA      | $9232519.70   | 0.20%             | 2029-05-09      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                  | BANK OF AMERICA CORP                                         | CUSIP: 06051GLE7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3965000 | PA      | $3969948.32   | 0.08%             | 2027-01-20      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                | BANK OF NEW YORK MELLON/THE                                  | CUSIP: 06405LAH4<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |   6635000 | PA      | $6735546.79   | 0.14%             | 2029-04-20      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR11 AS                   | BANK5 2024-5YR11                                             | CUSIP: 06644WBL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3815000 | PA      | $4011283.28   | 0.08%             | 2057-11-15      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR12 A3                   | BANK5 2024-5YR12                                             | CUSIP: 06644XBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6435000 | PA      | $6791199.13   | 0.14%             | 2057-12-15      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR12 AS                   | BANK5 2024-5YR12                                             | CUSIP: 06644XBP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2725000 | PA      | $2865851.98   | 0.06%             | 2057-12-15      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR9 A1                    | BANK5 2024-5YR9                                              | CUSIP: 06644VBA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3483584 | PA      | $3520433.46   | 0.07%             | 2057-08-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL 144A           | BANQUE FEDERATIVE DU CREDIT MUTUEL SA                        | CUSIP: 06675FAZ0<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   4965000 | PA      | $4970908.35   | 0.10%             | 2026-01-26      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                          | BARCLAYS PLC                                                 | CUSIP: 06738ECX1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   6705000 | PA      | $6825046.32   | 0.14%             | 2029-02-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                          | BARCLAYS PLC                                                 | CUSIP: 06738EDD4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   3745000 | PA      | $3766780.92   | 0.08%             | 2029-11-11      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                  | BAT INTERNATIONAL FINANCE PLC                                | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   7140000 | PA      | $7080081.12   | 0.15%             | 2026-03-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                  | BAT INTERNATIONAL FINANCE PLC                                | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |  13155000 | PA      | $13236797.79  | 0.28%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BATLN 2018-12A BRR 144A               | BATTALION CLO XII LTD                                        | CUSIP: 07133RAY1<br>LEI: 549300JIE0P78OIZGS60 | Long             | ABS-CBDO         | CORP              | KY        |   5600000 | PA      | $5593767.76   | 0.12%             | 2031-05-17      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| BATLN 2018-12A CRR 144A               | BATTALION CLO XII LTD                                        | CUSIP: 07133RBA2<br>LEI: 549300JIE0P78OIZGS60 | Long             | ABS-CBDO         | CORP              | KY        |   6065000 | PA      | $6066824.96   | 0.13%             | 2031-05-17      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| BATLN 2020-15A A1RR 144A              | BATTALION CLO XV LTD                                         | CUSIP: 07131AAM6<br>LEI: 549300CJP8HGT746II19 | Long             | ABS-CBDO         | CORP              | KY        |  15845163 | PA      | $15807056.89  | 0.33%             | 2033-01-17      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| BATLN 2020-15A CR 144A                | BATTALION CLO XV LTD                                         | CUSIP: 07131AAT1<br>LEI: 549300CJP8HGT746II19 | Long             | ABS-CBDO         | CORP              | KY        |   4035000 | PA      | $4038084.76   | 0.09%             | 2033-01-17      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| BATLN 2021-21A BR 144A                | BATTALION CLO XXI LTD                                        | CUSIP: 07134WAS2<br>LEI: 549300EOF4JL75TYXX49 | Long             | ABS-CBDO         | CORP              | KY        |   3540000 | PA      | $3542196.92   | 0.07%             | 2034-07-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| BAYVIEW FINANCING TRUST 2024-2F A PP  | BAYVIEW FINANCING TRUST 2024-2F A                            | CUSIP: 07336XAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5232932 | PA      | $5258834.89   | 0.11%             | 2029-11-01      | Variable      | 6.95%                 | Yes           |                  3 | On Loan: No      |
| BVCLN 2024-CAR1 A 144A                | BAYVIEW OPPORTUNITY MASTER FUND VII 2024-CAR1 LLC            | CUSIP: 07336QAA0<br>LEI: 254900S53K9VTUR1UX42 | Long             | ABS-O            | CORP              | US        |   1316590 | PA      | $1320470.89   | 0.03%             | 2031-12-26      | Floating      | 5.17%                 | 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        |   5714809 | PA      | $5725269.36   | 0.12%             | 2048-07-27      | Floating      | 5.77%                 | 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        |   1881125 | PA      | $1887725.11   | 0.04%             | 2048-07-27      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND CO               | BECTON DICKINSON & CO                                        | CUSIP: 075887CQ0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |  10060000 | PA      | $10177158.76  | 0.21%             | 2028-02-13      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| BMARK 2024-V11 AM                     | BENCHMARK 2024-V11 MORTGAGE TRUST                            | CUSIP: 081921BC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3235000 | PA      | $3394172.68   | 0.07%             | 2057-11-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| BMARK 2024-V6 A1                      | BENCHMARK 2024-V6 MORTGAGE TRUST                             | CUSIP: 081927AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    727232 | PA      | $731064.06    | 0.02%             | 2057-03-15      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| BMARK 2024-V8 A1                      | BENCHMARK 2024-V8 MORTGAGE TRUST                             | CUSIP: 08190AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2199967 | PA      | $2236790.28   | 0.05%             | 2057-07-15      | Fixed         | 5.51%                 | 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        |   1820000 | PA      | $1836456.26   | 0.04%             | 2042-10-10      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| BINOM 2021-INV1 A3 144A               | BINOM SECURITIZATION TRUST 2021-INV1                         | CUSIP: 05552UAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1612560 | PA      | $1503542.83   | 0.03%             | 2056-06-25      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| OWLEF 2024-1A B 144A                  | BLUE OWL ASSET LEASING TRUST 2024-1 LLC                      | CUSIP: 095921AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1330000 | PA      | $1345337.83   | 0.03%             | 2030-03-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| OWLEF 2024-1A A2 144A                 | BLUE OWL ASSET LEASING TRUST 2024-1 LLC                      | CUSIP: 095921AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2761696 | PA      | $2771828.56   | 0.06%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BLUEM 2016-3A A1R2 144A               | BLUEMOUNTAIN CLO 2016-3 LTD                                  | CUSIP: 09628VAW4<br>LEI: 549300EYIDIF4X8MHI21 | Long             | ABS-CBDO         | CORP              | KY        |   2471562 | PA      | $2471657.42   | 0.05%             | 2030-11-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| BLUEM 2018-3A A1R 144A                | BLUEMOUNTAIN CLO 2018-3 LTD                                  | CUSIP: 09630AAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2267824 | PA      | $2268767.46   | 0.05%             | 2030-10-25      | Floating      | 5.05%                 | 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        |   6350000 | PA      | $6763681.55   | 0.14%             | 2057-05-15      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| BMO 2024-C8 A1                        | BMO 2024-C8 MORTGAGE TRUST                                   | CUSIP: 05593HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1722846 | PA      | $1738065.19   | 0.04%             | 2057-03-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC 144A               | BMW US CAPITAL LLC                                           | CUSIP: 05565ECQ6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |  11810000 | PA      | $11924698.72  | 0.25%             | 2027-08-13      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS 144A                      | BNP PARIBAS SA                                               | CUSIP: 09659W3C6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |  11255000 | PA      | $11380493.25  | 0.24%             | 2029-05-09      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| BOEING CO                             | BOEING CO/THE                                                | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   4995000 | PA      | $4831938.23   | 0.10%             | 2029-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BOEING CO                             | BOEING CO/THE                                                | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   3925000 | PA      | $3910202.75   | 0.08%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                         | BOEING CO/THE                                                | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   9763000 | PA      | $10041772.70  | 0.21%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC 144A          | BOOZ ALLEN HAMILTON INC                                      | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1253070.08   | 0.03%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| BOOZ ALLEN HAMILTON INC 144A          | BOOZ ALLEN HAMILTON INC                                      | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |  11780000 | PA      | $11593864.22  | 0.24%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CLVR 2019-1A ARR 144A                 | BOWLING GREEN PARK CLO LLC                                   | CUSIP: 102875AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9730000 | PA      | $9727041.11   | 0.21%             | 2035-04-18      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                | BP CAPITAL MARKETS AMERICA INC                               | CUSIP: 10373QAE0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   3769000 | PA      | $3798899.48   | 0.08%             | 2028-11-06      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                | BP CAPITAL MARKETS PLC                                       | CUSIP: 05565QDH8<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |   5544000 | PA      | $5503916.88   | 0.12%             | 2028-11-28      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| BPR 2021-TY  B 144A                   | BPR TRUST 2021-TY                                            | CUSIP: 05592AAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6525000 | PA      | $6508794.51   | 0.14%             | 2038-09-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| HGVGI 2019-A A 144A                   | BRE GRAND ISLANDER TIMESHARE ISSUER 2019-A LLC               | CUSIP: 05588UAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1240654 | PA      | $1230841.04   | 0.03%             | 2033-09-26      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| BRIGHTHSE FIN GLBL FUND 144A          | BRIGHTHOUSE FINANCIAL GLOBAL FUNDING                         | CUSIP: 10921U2C1<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |   1680000 | PA      | $1655881.92   | 0.03%             | 2026-05-24      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                     | BROWN & BROWN INC                                            | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   2575000 | PA      | $2599758.63   | 0.05%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                | BUNGE LTD FINANCE CORP                                       | CUSIP: 120568BM1<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   7230000 | PA      | $7301446.86   | 0.15%             | 2027-04-21      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                | BUNGE LTD FINANCE CORP                                       | CUSIP: 120568BL3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   1515000 | PA      | $1502081.60   | 0.03%             | 2026-04-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BX 2024-GPA3 B 144A                   | BX COMMERCIAL MORTGAGE TRUST 2024-GPA3                       | CUSIP: 123910AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3170503 | PA      | $3173468.88   | 0.07%             | 2039-12-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| BX 2024-MDHS A 144A                   | BX COMMERCIAL MORTGAGE TRUST 2024-MDHS                       | CUSIP: 12433BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4575756 | PA      | $4578610.12   | 0.10%             | 2041-05-15      | Floating      | 5.60%                 | 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        |   4495158 | PA      | $4497960.26   | 0.10%             | 2041-05-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| BX 2024-SLCT B 144A                   | BX COMMERCIAL MORTGAGE TRUST 2024-SLCT                       | CUSIP: 12433JAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2275000 | PA      | $2274289.29   | 0.05%             | 2042-01-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| BX 2024-SLCT C 144A                   | BX COMMERCIAL MORTGAGE TRUST 2024-SLCT                       | CUSIP: 12433JAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5925000 | PA      | $5919707.79   | 0.13%             | 2042-01-15      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| BX 2021-VIEW A 144A                   | BX TRUST 2021-VIEW                                           | CUSIP: 05606GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3785000 | PA      | $3780268.75   | 0.08%             | 2036-06-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| BX 2025-GW A 144A                     | BX TRUST 2025-GW                                             | CUSIP: 12433GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1415000 | PA      | $1417649.45   | 0.03%             | 2042-07-15      | Floating      | 5.56%                 | 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        |   4015000 | PA      | $4020018.75   | 0.08%             | 2044-12-15      | Floating      | 6.10%                 | 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        |   5340000 | PA      | $5336662.50   | 0.11%             | 2044-12-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA 144A                     | CAIXABANK SA                                                 | CUSIP: 12803RAB0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   6125000 | PA      | $6242771.50   | 0.13%             | 2027-09-13      | Variable      | 6.68%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES               | CANADIAN NATURAL RESOURCES LTD                               | CUSIP: 136385AX9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   5283000 | PA      | $5256695.94   | 0.11%             | 2027-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CANYC 2019-2A AR2 144A                | CANYON CAPITAL CLO 2019-2 LTD                                | CUSIP: 13887WAS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6460000 | PA      | $6445178.18   | 0.14%             | 2034-10-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO              | CAPITAL ONE FINANCIAL CORP                                   | CUSIP: 14040HDB8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   2860000 | PA      | $2933556.34   | 0.06%             | 2027-10-29      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO              | CAPITAL ONE FINANCIAL CORP                                   | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3148347.00   | 0.07%             | 2029-06-08      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| CARMX 2023-3 D                        | CARMAX AUTO OWNER TRUST 2023-3                               | CUSIP: 14319BAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2515000 | PA      | $2572982.82   | 0.05%             | 2030-12-16      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| CARMX 2023-3 C                        | CARMAX AUTO OWNER TRUST 2023-3                               | CUSIP: 14319BAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5070000 | PA      | $5151902.30   | 0.11%             | 2029-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| CARMX 2023-4 C                        | CARMAX AUTO OWNER TRUST 2023-4                               | CUSIP: 14318XAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8020000 | PA      | $8325181.85   | 0.18%             | 2029-05-15      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| CARMX 2024-1 C                        | CARMAX AUTO OWNER TRUST 2024-1                               | CUSIP: 14318WAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3605000 | PA      | $3671594.80   | 0.08%             | 2029-08-15      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| CARMX 2024-2 D                        | CARMAX AUTO OWNER TRUST 2024-2                               | CUSIP: 14319EAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $412374.92    | 0.01%             | 2030-10-15      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| CARMX 2024-3 D                        | CARMAX AUTO OWNER TRUST 2024-3                               | CUSIP: 14319GAH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1525000 | PA      | $1553176.21   | 0.03%             | 2031-01-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| CMXS 2024-A C                         | CARMAX SELECT RECEIVABLES TRUST 2024-A                       | CUSIP: 14319FAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6990000 | PA      | $7155509.92   | 0.15%             | 2030-01-15      | Fixed         | 5.62%                 | 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        |   1640000 | PA      | $1663851.67   | 0.04%             | 2030-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CRVNA 2022-N1 C 144A                  | CARVANA AUTO RECEIVABLES TRUST 2022-N1                       | CUSIP: 14686GAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    154475 | PA      | $152583.12    | 0.00%             | 2028-12-11      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| CRVNA 2022-P1 A4                      | CARVANA AUTO RECEIVABLES TRUST 2022-P1                       | CUSIP: 14688DAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9475515 | PA      | $9447933.07   | 0.20%             | 2028-02-10      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| CRVNA 2024-N2 B 144A                  | CARVANA AUTO RECEIVABLES TRUST 2024-N2                       | CUSIP: 14687VAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4955000 | PA      | $5017338.36   | 0.11%             | 2030-09-10      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| CRVNA 2024-N2 C 144A                  | CARVANA AUTO RECEIVABLES TRUST 2024-N2                       | CUSIP: 14687VAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10490000 | PA      | $10713835.62  | 0.23%             | 2030-09-10      | Fixed         | 5.82%                 | 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        |   3895000 | PA      | $3903181.06   | 0.08%             | 2032-04-12      | Fixed         | 5.04%                 | 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        |   4715000 | PA      | $4729045.04   | 0.10%             | 2033-11-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                     | CBRE SERVICES INC                                            | CUSIP: 12505BAJ9<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |   2485000 | PA      | $2525647.15   | 0.05%             | 2030-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC              | CELANESE US HOLDINGS LLC                                     | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   3274000 | PA      | $3364035.00   | 0.07%             | 2027-07-15      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC              | CELANESE US HOLDINGS LLC                                     | CUSIP: 15089QAK0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   5220000 | PA      | $5089500.00   | 0.11%             | 2026-08-05      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                           | CENCORA INC                                                  | CUSIP: 03073EAV7<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |   3970000 | PA      | $4015242.12   | 0.08%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AMERISOURCEBERGEN CORP                | CENCORA INC                                                  | CUSIP: 03073EAP0<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |   1454000 | PA      | $1436198.68   | 0.03%             | 2027-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CENT 2025-CITY A 144A                 | CENT 2025-CITY                                               | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5365000 | PA      | $5459576.90   | 0.12%             | 2040-07-10      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                          | CENTENE CORP                                                 | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |  12025000 | PA      | $11559392.00  | 0.24%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                   | CHARLES SCHWAB CORP/THE                                      | CUSIP: 808513CK9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |  11655000 | PA      | $11663799.53  | 0.25%             | 2031-11-14      | Variable      | 4.34%                 | 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        |   4172611 | PA      | $4201003.94   | 0.09%             | 2033-02-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CACLN 2025-1 B 144A                   | CHASE AUTO CREDIT LINKED NOTES SERIES 2025-1                 | CUSIP: 46591HCS7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3653715 | PA      | $3676543.64   | 0.08%             | 2033-02-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHPRK 2018-1A BR 144A                 | CHENANGO PARK CLO LTD                                        | CUSIP: 16409TAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7815000 | PA      | $7823235.45   | 0.17%             | 2030-04-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| CHPRK 2018-1A A2R 144A                | CHENANGO PARK CLO LTD                                        | CUSIP: 16409TAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3710000 | PA      | $3710094.98   | 0.08%             | 2030-04-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD              | CHENIERE CORPUS CHRISTI HOLDINGS LLC                         | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |   6487000 | PA      | $6554348.03   | 0.14%             | 2027-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                   | CHENIERE ENERGY INC                                          | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |   1093000 | PA      | $1092803.26   | 0.02%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CIFC 2016-1A D1R3 144A                | CIFC FUNDING 2016-I LTD                                      | CUSIP: 17180TBS0<br>LEI: 54930076OPDXR0U68E20 | Long             | ABS-CBDO         | CORP              | KY        |   3685000 | PA      | $3657107.50   | 0.08%             | 2031-10-21      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| CIFC 2016-1A AR3 144A                 | CIFC FUNDING 2016-I LTD                                      | CUSIP: 17180TBL5<br>LEI: 54930076OPDXR0U68E20 | Long             | ABS-CBDO         | CORP              | KY        |   8378165 | PA      | $8379835.49   | 0.18%             | 2031-10-21      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                         | CITIGROUP INC                                                | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4635000 | PA      | $4770953.82   | 0.10%             | 2030-02-13      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| CMLTI 2020-EXP2 A3 144A               | CITIGROUP MORTGAGE LOAN TRUST INC                            | CUSIP: 17328PAQ6<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |   3121545 | PA      | $2745182.80   | 0.06%             | 2050-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| CK HUTCHISON INTL 25 144A             | CK HUTCHISON INTERNATIONAL 25 LTD                            | CUSIP: 178909AA5<br>LEI: 25490034BP1Z4Y4HOG05 | Long             | DBT              | CORP              | KY        |   6720000 | PA      | $6740455.68   | 0.14%             | 2030-09-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| CLARUS 2024-1A A2 144A                | CLARUS CAPITAL FUNDING 2024-1 LLC                            | CUSIP: 18271JAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    352405 | PA      | $353502.29    | 0.01%             | 2032-08-20      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| CLARUS 2024-1A B 144A                 | CLARUS CAPITAL FUNDING 2024-1 LLC                            | CUSIP: 18271JAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    990000 | PA      | $993311.45    | 0.02%             | 2032-08-20      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING 144A               | CNO GLOBAL FUNDING                                           | CUSIP: 18977W2G4<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   2586000 | PA      | $2617849.18   | 0.06%             | 2027-12-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING 144A               | CNO GLOBAL FUNDING                                           | CUSIP: 18977W2A7<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |  10627000 | PA      | $10417935.03  | 0.22%             | 2026-10-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| COCA-COLA EUROPEAN PARTN 144A         | COCA-COLA EUROPACIFIC PARTNERS PLC                           | CUSIP: 19123MAF0<br>LEI: 549300LTH67W4GWMRF57 | Long             | DBT              | CORP              | GB        |   1091000 | PA      | $1059978.51   | 0.02%             | 2027-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| COLT 2021-1 A3 144A                   | COLT 2021-1 MORTGAGE LOAN TRUST                              | CUSIP: 19688EAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1787334 | PA      | $1563230.28   | 0.03%             | 2066-06-25      | Variable      | 1.37%                 | No            |                  2 | On Loan: No      |
| COLT 2024-6 A2 144A                   | COLT 2024-6 MORTGAGE LOAN TRUST                              | CUSIP: 19688XAB2<br>LEI: 213800U2X2TO1PQH1O75 | Long             | ABS-MBS          | CORP              | US        |   5914553 | PA      | $5936092.35   | 0.13%             | 2069-11-25      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| COLT 2024-INV4 A3 144A                | COLT 2024-INV4 MORTGAGE LOAN TRUST                           | CUSIP: 19688QAC5<br>LEI: 2138008UGM66WOAUY633 | Long             | ABS-MBS          | CORP              | US        |   5843488 | PA      | $5903113.27   | 0.12%             | 2069-05-25      | Variable      | 6.11%                 | 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        |   4333966 | PA      | $4342427.51   | 0.09%             | 2070-10-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| COLT 2025-4 A1 144A                   | COLT 2025-4 MORTGAGE LOAN TRUST                              | CUSIP: 12674HAA0<br>LEI: 2138002WIT3BHLQD3E93 | Long             | ABS-MBS          | CORP              | US        |   2330847 | PA      | $2363172.36   | 0.05%             | 2070-04-25      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| COLT 2025-INV2 A1 144A                | COLT 2025-INV2 MORTGAGE LOAN TRUST                           | CUSIP: 12673UAA2<br>LEI: 213800M5KYYIOHI7KW93 | Long             | ABS-MBS          | CORP              | US        |   4665930 | PA      | $4720189.56   | 0.10%             | 2070-02-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO 144A         | COLUMBIA PIPELINES HOLDING CO LLC                            | CUSIP: 19828AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1070119.82   | 0.02%             | 2026-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                          | COMCAST CORP                                                 | CUSIP: 20030NCT6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2785000 | PA      | $2798081.15   | 0.06%             | 2028-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| COMM 2014-CR15 B                      | COMM 2014-CCRE15 MORTGAGE TRUST                              | CUSIP: 12591RBD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3198342 | PA      | $3150725.26   | 0.07%             | 2047-02-10      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| CONAGRA FOODS INC 4/2 144A CP         | CONAGRA BRANDS INC                                           | CUSIP: 20600GZF6<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |  10285000 | PA      | $10264273.67  | 0.22%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CONAGRA FOODS INC 4/2 144A CP         | CONAGRA BRANDS INC                                           | CUSIP: 20600GZC3<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |  13385000 | PA      | $13362970.97  | 0.28%             | 2025-12-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CAS 2025-R01 1M1 144A                 | CONNECTICUT AVENUE SECURITIES SERIES 2025-R01                | CUSIP: 20755JAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3762126 | PA      | $3764485.20   | 0.08%             | 2045-01-25      | Floating      | 5.17%                 | 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        |   1904905 | PA      | $1916842.04   | 0.04%             | 2045-03-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| CAS 2025-R06 1M1 144A                 | CONNECTICUT AVENUE SECURITIES TRUST 2025-R06                 | CUSIP: 20754YAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3302796 | PA      | $3298845.52   | 0.07%             | 2045-09-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC              | CONSTELLATION ENERGY GENERATION LLC                          | CUSIP: 210385AB6<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   2022000 | PA      | $2087253.98   | 0.04%             | 2028-03-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING 144A          | COREBRIDGE GLOBAL FUNDING                                    | CUSIP: 00138CBG2<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   4710000 | PA      | $4722217.74   | 0.10%             | 2028-08-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING 144A          | COREBRIDGE GLOBAL FUNDING                                    | CUSIP: 00138CBB3<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   2475000 | PA      | $2499413.40   | 0.05%             | 2027-08-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING 144A          | COREBRIDGE GLOBAL FUNDING                                    | CUSIP: 00138CAX6<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2358532.70   | 0.05%             | 2029-01-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                           | CORP NACIONAL DEL COBRE DE CHILE                             | CUSIP: ZR7485918<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |  10190000 | PA      | $9673311.97   | 0.20%             | 2029-09-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC 144A           | COX COMMUNICATIONS INC                                       | CUSIP: 224044CJ4<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   2570000 | PA      | $2537952.10   | 0.05%             | 2027-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC 144A           | COX COMMUNICATIONS INC                                       | CUSIP: 224044CG0<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   2825000 | PA      | $2805001.83   | 0.06%             | 2026-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA 144A               | CREDIT AGRICOLE SA                                           | CUSIP: 22535WAP2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   4530000 | PA      | $4620319.14   | 0.10%             | 2029-01-09      | Variable      | 5.23%                 | No            |                  2 | On Loan: —       |
| CROSS 2024-H6 A2 144A                 | CROSS 2024-H6 MORTGAGE TRUST                                 | CUSIP: 227919AB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3692852 | PA      | $3695643.81   | 0.08%             | 2069-09-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTL CORP                | CROWN CASTLE INC                                             | CUSIP: 22822VAB7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   4475000 | PA      | $4474677.80   | 0.09%             | 2026-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| CROWN CASTLE INC                      | CROWN CASTLE INC                                             | CUSIP: 22822VBB6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   4700000 | PA      | $4750308.80   | 0.10%             | 2028-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                      | CROWN CASTLE INC                                             | CUSIP: 22822VBD2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   3540000 | PA      | $3674258.04   | 0.08%             | 2029-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                      | CROWN CASTLE INC                                             | CUSIP: 22822VAL5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    945000 | PA      | $942876.59    | 0.02%             | 2029-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                      | CROWN CASTLE INC                                             | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   3330000 | PA      | $3371638.32   | 0.07%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTL CORP                | CROWN CASTLE INC                                             | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   9140000 | PA      | $8968707.26   | 0.19%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: —       |
| CROWN CASTLE INTL CORP                | CROWN CASTLE INC                                             | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   7465000 | PA      | $7327793.30   | 0.15%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTL CORP 4/2 144A CP    | CROWN CASTLE INTL 0.0 18DEC25 144A                           | CUSIP: 22823PZJ5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |  12865000 | PA      | $12833247.89  | 0.27%             | 2025-12-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE TOWERS LLC 144A          | CROWN CASTLE TOWERS LLC                                      | CUSIP: 22822RBH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2075000 | PA      | $2065205.65   | 0.04%             | 2028-07-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| CSL FINANCE PLC 144A                  | CSL FINANCE PLC                                              | CUSIP: 12661PAA7<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |   2575000 | PA      | $2570805.33   | 0.05%             | 2027-04-27      | Fixed         | 3.85%                 | No            |                  2 | On Loan: —       |
| CVS HEALTH CORP                       | CVS HEALTH CORP                                              | CUSIP: 126650DS6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |  13414000 | PA      | $13431156.51  | 0.28%             | 2026-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| CVS HEALTH CORP                       | CVS HEALTH CORP                                              | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   4105000 | PA      | $4117286.27   | 0.09%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                       | CVS HEALTH CORP                                              | CUSIP: 126650CU2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   4883000 | PA      | $4850615.94   | 0.10%             | 2026-06-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                       | CVS HEALTH CORP                                              | CUSIP: 126650DF4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2945000 | PA      | $2918324.19   | 0.06%             | 2026-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                       | CVS HEALTH CORP                                              | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |  13114000 | PA      | $12506887.37  | 0.26%             | 2027-08-21      | Fixed         | 1.30%                 | No            |                  2 | On Loan: —       |
| CYRUS 2024-2A A2 144A                 | CYRUSONE DATA CENTERS ISSUER I LLC                           | CUSIP: 23284BAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9325000 | PA      | $9139979.88   | 0.19%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA 144A           | DAIMLER TRUCK FINANCE NORTH AMERICA LLC                      | CUSIP: 233853AY6<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   4210000 | PA      | $4272859.51   | 0.09%             | 2027-09-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA 144A           | DAIMLER TRUCK FINANCE NORTH AMERICA LLC                      | CUSIP: 233853AV2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   2215000 | PA      | $2235902.96   | 0.05%             | 2027-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA 144A           | DAIMLER TRUCK FINANCE NORTH AMERICA LLC                      | CUSIP: 233853BG4<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   5380000 | PA      | $5395058.62   | 0.11%             | 2027-08-12      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S 144A                  | DANSKE BANK A/S                                              | CUSIP: 23636ABG5<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   4760000 | PA      | $4830452.76   | 0.10%             | 2028-03-01      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S 144A                  | DANSKE BANK A/S                                              | CUSIP: 23636ABJ9<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   4555000 | PA      | $4592059.48   | 0.10%             | 2030-10-02      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC                | DARDEN RESTAURANTS INC                                       | CUSIP: 237194AP0<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |   6645000 | PA      | $6669008.39   | 0.14%             | 2027-10-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: —       |
| DBC 2025-DBC A 144A                   | DBC 2025-DBC MORTGAGE TRUST                                  | CUSIP: 23306HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7165000 | PA      | $7164997.85   | 0.15%             | 2042-11-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| DRMT 2021-2 A3 144A                   | DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2021-2                  | CUSIP: 24381WAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1235415 | PA      | $1105740.45   | 0.02%             | 2066-04-25      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| DEFT 2023-3 D 144A                    | DELL EQUIPMENT FINANCE TRUST 2023-3                          | CUSIP: 24702EAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    820000 | PA      | $827516.45    | 0.02%             | 2029-10-22      | Fixed         | 6.75%                 | 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        |   1185000 | PA      | $1204769.83   | 0.03%             | 2030-09-23      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| DEFT 2024-2 B 144A                    | DELL EQUIPMENT FINANCE TRUST 2024-2                          | CUSIP: 24704EAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    635000 | PA      | $640704.33    | 0.01%             | 2030-08-22      | Fixed         | 4.82%                 | 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        |   1470000 | PA      | $1482167.19   | 0.03%             | 2031-02-24      | Fixed         | 5.29%                 | 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        |    510000 | PA      | $518023.27    | 0.01%             | 2031-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP               | DELL INTERNATIONAL LLC / EMC CORP                            | CUSIP: 24703TAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6465000 | PA      | $6551398.26   | 0.14%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                   | DELTA AIR LINES INC                                          | CUSIP: 247361A24<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   4275000 | PA      | $4318386.98   | 0.09%             | 2028-07-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                | DIAMONDBACK ENERGY INC                                       | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   5417000 | PA      | $5490931.22   | 0.12%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DLLAA 2023-1A A3 144A                 | DLLAA 2023-1 LLC                                             | CUSIP: 23292HAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3948131 | PA      | $3989863.53   | 0.08%             | 2028-02-22      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| DLLST 2024-1A A3 144A                 | DLLST 2024-1 LLC                                             | CUSIP: 23346HAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1329214 | PA      | $1334639.90   | 0.03%             | 2027-08-20      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| DLLST 2024-1A A4 144A                 | DLLST 2024-1 LLC                                             | CUSIP: 23346HAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    465000 | PA      | $469214.53    | 0.01%             | 2030-04-22      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                   | DOLLAR GENERAL CORP                                          | CUSIP: 256677AF2<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |   7688000 | PA      | $7674538.31   | 0.16%             | 2028-05-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                   | DOLLAR GENERAL CORP                                          | CUSIP: 256677AN5<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |   4099000 | PA      | $4196539.80   | 0.09%             | 2028-07-05      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| DOLLAR GENERAL CORP                   | DOLLAR GENERAL CORP                                          | CUSIP: 256677AK1<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6046272.00   | 0.13%             | 2027-11-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DP WORLD CRESCENT LTD                 | DP WORLD CRESCENT LTD                                        | CUSIP: AU4586304<br>LEI: 21380096JRTWB8TL9236 | Long             | DBT              | CORP              | KY        |   5580000 | PA      | $5638104.54   | 0.12%             | 2028-09-26      | Fixed         | 4.85%                 | 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        |   2100000 | PA      | $2098604.97   | 0.04%             | 2032-09-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| HONK 2019-2A A2 144A                  | DRIVEN BRANDS FUNDING LLC                                    | CUSIP: 26208LAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4686246 | PA      | $4650283.17   | 0.10%             | 2049-10-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| DRSLF 2020-86A A1R2 144A              | DRYDEN 86 CLO LTD                                            | CUSIP: 26245XAY3<br>LEI: 25490017VKY7XEFZL303 | Long             | ABS-CBDO         | CORP              | KY        |   9455000 | PA      | $9452618.29   | 0.20%             | 2034-07-17      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                         | DTE ENERGY CO                                                | CUSIP: 233331BN6<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   4880000 | PA      | $5035564.64   | 0.11%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                         | DTE ENERGY CO                                                | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   3625000 | PA      | $3666832.50   | 0.08%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                         | DTE ENERGY CO                                                | CUSIP: 233331BJ5<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   5080000 | PA      | $5164134.96   | 0.11%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                      | DUKE ENERGY CORP                                             | CUSIP: 26441CBS3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   3243000 | PA      | $3255394.75   | 0.07%             | 2028-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL 144A         | EAGLE FUNDING LUXCO SARL                                     | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |   8100000 | PA      | $8233164.00   | 0.17%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL 4/2 144A CP      | EDISON INTERNATIONAL                                         | CUSIP: 28103AZ15<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |  10155000 | PA      | $10151477.23  | 0.21%             | 2025-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EFMT 2024-INV2 A2 144A                | EFMT 2024-INV2                                               | CUSIP: 26844LAB4<br>LEI: 254900QTMZ2ZHRYMFA85 | Long             | ABS-MBS          | CORP              | US        |   2739740 | PA      | $2748138.38   | 0.06%             | 2069-10-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| EFMT 2024-INV2 A1 144A                | EFMT 2024-INV2                                               | CUSIP: 26844LAA6<br>LEI: 254900QTMZ2ZHRYMFA85 | Long             | ABS-MBS          | CORP              | US        |   4872105 | PA      | $4880157.03   | 0.10%             | 2069-10-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-INV2 A1 144A                | EFMT 2025-INV2                                               | CUSIP: 281914AA9<br>LEI: 254900ZO1GLQXE3JWX68 | Long             | ABS-MBS          | CORP              | US        |   2265135 | PA      | $2273853.89   | 0.05%             | 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        |   2244501 | PA      | $2244840.38   | 0.05%             | 2070-10-25      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-NQM5 A1 144A                | EFMT 2025-NQM5                                               | CUSIP: 28225KAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2968619 | PA      | $2971917.68   | 0.06%             | 2070-11-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| EHGVT 2019-A A 144A                   | ELARA HGV TIMESHARE ISSUER 2019-A LLC                        | CUSIP: 28416TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    843735 | PA      | $837413.33    | 0.02%             | 2034-01-25      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| EHGVT 2023-A A 144A                   | ELARA HGV TIMESHARE ISSUER 2023-A LLC                        | CUSIP: 28415AAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1137767 | PA      | $1178194.10   | 0.02%             | 2038-02-25      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| EHGVT 2023-A C 144A                   | ELARA HGV TIMESHARE ISSUER 2023-A LLC                        | CUSIP: 28415AAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1544468 | PA      | $1598970.73   | 0.03%             | 2038-02-25      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT 144A         | ELEMENT FLEET MANAGEMENT CORP                                | CUSIP: 286181AM4<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   4310000 | PA      | $4386653.35   | 0.09%             | 2027-03-13      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT 144A         | ELEMENT FLEET MANAGEMENT CORP                                | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   4460000 | PA      | $4573515.92   | 0.10%             | 2030-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| EFMT 2019-2 A3 144A                   | ELLINGTON FINANCIAL MORTGAGE TRUST 2019-2                    | CUSIP: 31573TAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    255359 | PA      | $247982.23    | 0.01%             | 2059-11-25      | Variable      | 3.05%                 | No            |                  2 | On Loan: No      |
| EFMT 2021-3 A3 144A                   | ELLINGTON FINANCIAL MORTGAGE TRUST 2021-3                    | CUSIP: 31573JAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1774464 | PA      | $1500717.47   | 0.03%             | 2066-09-25      | Variable      | 1.55%                 | No            |                  2 | On Loan: No      |
| EMAAR SUKUK LTD                       | EMAAR SUKUK LTD                                              | CUSIP: ZR5449254<br>LEI: 549300NZHOOO6634T541 | Long             | DBT              | NUSS              | KY        |   4000000 | PA      | $3930172.00   | 0.08%             | 2029-09-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EMD FINANCE LLC 144A                  | EMD FINANCE LLC                                              | CUSIP: 26867LAN0<br>LEI: 529900C8KS5G529A0B76 | Long             | DBT              | CORP              | US        |  12285000 | PA      | $12293673.21  | 0.26%             | 2028-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                          | ENBRIDGE INC                                                 | CUSIP: 29250NBW4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   2765000 | PA      | $2808720.18   | 0.06%             | 2026-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                          | ENBRIDGE INC                                                 | CUSIP: 29250NBX2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   2270000 | PA      | $2386934.51   | 0.05%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                          | ENBRIDGE INC                                                 | CUSIP: 29250NCH6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   2140000 | PA      | $2163546.42   | 0.05%             | 2028-06-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV 144A             | ENEL FINANCE INTERNATIONAL NV                                | CUSIP: 29278GAM0<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   9605000 | PA      | $9450935.80   | 0.20%             | 2026-07-12      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV 144A             | ENEL FINANCE INTERNATIONAL NV                                | CUSIP: 29278GBF4<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   2355000 | PA      | $2355826.61   | 0.05%             | 2028-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                    | ENERGY TRANSFER LP                                           | CUSIP: 29273VAR1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |  10455000 | PA      | $10617794.81  | 0.22%             | 2026-12-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                    | ENERGY TRANSFER LP                                           | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3905000 | PA      | $4014675.83   | 0.08%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EFF 2023-2 A2 144A                    | ENTERPRISE FLEET FINANCING 2023-2 LLC                        | CUSIP: 29375NAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3697801 | PA      | $3718725.82   | 0.08%             | 2030-04-22      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| EFF 2024-3 A4 144A                    | ENTERPRISE FLEET FINANCING 2024-3 LLC                        | CUSIP: 29375QAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1235000 | PA      | $1265015.07   | 0.03%             | 2031-03-20      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                     | EOG RESOURCES INC                                            | CUSIP: 26875PBB6<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |   3865000 | PA      | $3881074.54   | 0.08%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| EQT CORP 144A                         | EQT CORP                                                     | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   1885000 | PA      | $1869199.93   | 0.04%             | 2026-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| EQUATE PETROCHEMICAL BV               | EQUATE PETROCHEMICAL CO KSC                                  | CUSIP: AL0164361<br>LEI: 635400J73BDO4TTGXD45 | Long             | DBT              | CORP              | KW        |  12000000 | PA      | $11978835.00  | 0.25%             | 2026-11-03      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL 144A         | EQUITABLE AMERICA GLOBAL FUNDING                             | CUSIP: 29446Q2A0<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |   5545000 | PA      | $5633204.32   | 0.12%             | 2028-06-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL 144A         | EQUITABLE AMERICA GLOBAL FUNDING                             | CUSIP: 29446Q2C6<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |   1810000 | PA      | $1809784.61   | 0.04%             | 2027-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE 144A         | EQUITABLE FINANCIAL LIFE GLOBAL FUNDING                      | CUSIP: 29449WAP2<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3500000.00   | 0.07%             | 2025-12-02      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC 144A             | ERAC USA FINANCE LLC                                         | CUSIP: 26884TAY8<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |   3460000 | PA      | $3552129.42   | 0.08%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| ERAC USA FINANCE LLC 144A             | ERAC USA FINANCE LLC                                         | CUSIP: 26884TAV4<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |   8895000 | PA      | $9000005.48   | 0.19%             | 2028-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                           | EXELON CORP                                                  | CUSIP: 30161NBM2<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   2470000 | PA      | $2539893.59   | 0.05%             | 2029-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| EART 2022-4A D                        | EXETER AUTOMOBILE RECEIVABLES TRUST 2022-4                   | CUSIP: 30166BAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3478825 | PA      | $3504397.92   | 0.07%             | 2028-12-15      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| EART 2022-5A C                        | EXETER AUTOMOBILE RECEIVABLES TRUST 2022-5                   | CUSIP: 30167FAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600773 | PA      | $601273.13    | 0.01%             | 2027-12-15      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| EART 2023-1A D                        | EXETER AUTOMOBILE RECEIVABLES TRUST 2023-1                   | CUSIP: 30168BAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    485000 | PA      | $493062.83    | 0.01%             | 2029-06-15      | Fixed         | 6.69%                 | 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        |   1585000 | PA      | $1592213.97   | 0.03%             | 2030-05-15      | Fixed         | 4.40%                 | 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        |   5690000 | PA      | $5706386.06   | 0.12%             | 2031-06-16      | Fixed         | 4.57%                 | 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        |   5485000 | PA      | $5495296.44   | 0.12%             | 2030-07-15      | Fixed         | 4.28%                 | 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        |   3185000 | PA      | $3227350.31   | 0.07%             | 2031-08-15      | Fixed         | 4.87%                 | 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        |   3670000 | PA      | $3710374.40   | 0.08%             | 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        |   1510000 | PA      | $1522912.46   | 0.03%             | 2031-11-17      | Fixed         | 4.63%                 | 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        |   2660000 | PA      | $2668368.09   | 0.06%             | 2042-10-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                | EXTRA SPACE STORAGE LP                                       | CUSIP: 30225VAM9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   6965000 | PA      | $6919595.17   | 0.15%             | 2027-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 31402RFV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    199256 | PA      | $202798.62    | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 3140XH4E4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    809874 | PA      | $816370.34    | 0.02%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 3138EGQ49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1420970 | PA      | $1478602.45   | 0.03%             | 2041-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 31402RRN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3638 | PA      | $3741.63      | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 31410KJY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13526 | PA      | $14284.81     | 0.00%             | 2038-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 3140XRSX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7253513 | PA      | $7390230.82   | 0.16%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 3140QCXQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    231416 | PA      | $228988.46    | 0.00%             | 2050-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 3140QCCH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    391848 | PA      | $378120.47    | 0.01%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 3140HMPA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    446044 | PA      | $453249.30    | 0.01%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA ARM                              | FANNIE MAE POOL                                              | CUSIP: 31400BYV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1648 | PA      | $1676.67      | 0.00%             | 2033-02-01      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 3140QUXA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5387936 | PA      | $5541075.18   | 0.12%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA ARM                              | FANNIE MAE POOL                                              | CUSIP: 31408DVP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19097 | PA      | $19285.00     | 0.00%             | 2035-12-01      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 31416BLD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    379866 | PA      | $396243.32    | 0.01%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 3140AXVY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    429743 | PA      | $445142.27    | 0.01%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 31416CA63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     71189 | PA      | $74241.72     | 0.00%             | 2032-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 31410KLN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    299116 | PA      | $312139.78    | 0.01%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 3140GYJX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    461665 | PA      | $434639.99    | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 3140Y7H84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5537388 | PA      | $5563449.11   | 0.12%             | 2055-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 31368HMT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15066 | PA      | $15909.32     | 0.00%             | 2036-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 3140W0BS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    111148 | PA      | $113961.70    | 0.00%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 3140XNZY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4028632 | PA      | $3435770.10   | 0.07%             | 2054-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 3140QTBD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6533516 | PA      | $6539987.97   | 0.14%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA ARM                              | FANNIE MAE POOL                                              | CUSIP: 31404A3G7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    143852 | PA      | $146682.90    | 0.00%             | 2033-10-01      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 3138AFC24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1268467 | PA      | $1280498.52   | 0.03%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 31418MWZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6060 | PA      | $6294.51      | 0.00%             | 2036-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 3140QM4V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6647455 | PA      | $5712166.34   | 0.12%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 31418BW93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    305048 | PA      | $290007.40    | 0.01%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 31418DTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2181140 | PA      | $1788550.09   | 0.04%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 31415LL62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47307 | PA      | $49070.08     | 0.00%             | 2038-08-01      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| FNMA ARM                              | FANNIE MAE POOL                                              | CUSIP: 31408DT95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40373 | PA      | $41216.82     | 0.00%             | 2035-12-01      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 3140X6C66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    555908 | PA      | $572715.56    | 0.01%             | 2045-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA ARM                              | FANNIE MAE POOL                                              | CUSIP: 31388RNR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17483 | PA      | $17773.08     | 0.00%             | 2032-12-01      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 31418C4G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    419082 | PA      | $417191.22    | 0.01%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 3140QVLJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2636834 | PA      | $2699051.11   | 0.06%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 31410GGR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47953 | PA      | $50640.12     | 0.00%             | 2037-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 3138EH7F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    131817 | PA      | $139209.97    | 0.00%             | 2042-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 3140QUM94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    208670 | PA      | $213716.77    | 0.00%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 3140QT2T5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1857904 | PA      | $1902834.80   | 0.04%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 31419AF69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    128662 | PA      | $134156.05    | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                             | FANNIE MAE POOL                                              | CUSIP: 3140QCNB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1281144 | PA      | $1244766.43   | 0.03%             | 2034-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 31418C2A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    284647 | PA      | $283303.45    | 0.01%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 31418EGJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2190099 | PA      | $2098992.04   | 0.04%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 31403C6L0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    103862 | PA      | $106869.63    | 0.00%             | 2036-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA ARM                              | FANNIE MAE POOL                                              | CUSIP: 31411HJ35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25452 | PA      | $26053.10     | 0.00%             | 2038-05-01      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 31416BN53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13152 | PA      | $13692.15     | 0.00%             | 2036-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 3140Y6U57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3465671 | PA      | $3598131.63   | 0.08%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 3140XPHC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5107729 | PA      | $5231248.46   | 0.11%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 31402QTS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29212 | PA      | $30563.33     | 0.00%             | 2034-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA ARM                              | FANNIE MAE POOL                                              | CUSIP: 31402Q2N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1834 | PA      | $1869.58      | 0.00%             | 2034-07-01      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 31410KGP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42139 | PA      | $44498.63     | 0.00%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA ARM                              | FANNIE MAE POOL                                              | CUSIP: 31415LL96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9670 | PA      | $10023.67     | 0.00%             | 2038-08-01      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 31403DBX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44564 | PA      | $46504.93     | 0.00%             | 2036-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 3140QVGT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  20029908 | PA      | $20361295.93  | 0.43%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 3140APFF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    412283 | PA      | $427037.18    | 0.01%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 31419A3K1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    842991 | PA      | $890275.86    | 0.02%             | 2039-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA ARM                              | FANNIE MAE POOL                                              | CUSIP: 31413VJY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56742 | PA      | $58453.74     | 0.00%             | 2038-04-01      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| FNMA ARM                              | FANNIE MAE POOL                                              | CUSIP: 31415AY70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3002 | PA      | $3064.23      | 0.00%             | 2038-08-01      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 31402RR92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    185769 | PA      | $193857.98    | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FED NATL MTG ASSN ARM                 | FANNIE MAE POOL                                              | CUSIP: 313617NN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       354 | PA      | $350.46       | 0.00%             | 2027-07-01      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 31403DPZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    542686 | PA      | $558625.79    | 0.01%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 31410GJ95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12180 | PA      | $12710.24     | 0.00%             | 2037-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 31418EAQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1326183 | PA      | $1234633.63   | 0.03%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 31418CUA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4320201 | PA      | $4064619.39   | 0.09%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR                             | FANNIE MAE POOL                                              | CUSIP: 31385JJC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     80715 | PA      | $84934.04     | 0.00%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 31403DDX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     80253 | PA      | $83747.96     | 0.00%             | 2036-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 31410LQV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    582028 | PA      | $613392.33    | 0.01%             | 2045-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 31402RJV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    566406 | PA      | $576480.76    | 0.01%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 31411ETV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12499 | PA      | $13103.85     | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                             | FANNIE MAE POOL                                              | CUSIP: 3138X6M85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    943605 | PA      | $931651.44    | 0.02%             | 2028-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 3140QEEH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3281344 | PA      | $3037784.47   | 0.06%             | 2050-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 31418UEL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    400201 | PA      | $412316.60    | 0.01%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA ARM                              | FANNIE MAE POOL                                              | CUSIP: 31408BQC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5376 | PA      | $5495.22      | 0.00%             | 2035-12-01      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| FNMA ARM                              | FANNIE MAE POOL                                              | CUSIP: 31414DPA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62945 | PA      | $64844.66     | 0.00%             | 2038-05-01      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| FNMA ARM                              | FANNIE MAE POOL                                              | CUSIP: 31408GJG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6536 | PA      | $6654.15      | 0.00%             | 2035-12-01      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 3140XRDC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3316095 | PA      | $3323116.37   | 0.07%             | 2054-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 3138EPSG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1156435 | PA      | $1169296.56   | 0.02%             | 2044-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 3140X4GD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3418688 | PA      | $3615541.08   | 0.08%             | 2049-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA ARM                              | FANNIE MAE POOL                                              | CUSIP: 31403VLM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9542 | PA      | $9744.24      | 0.00%             | 2034-01-01      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 31418EHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16814572 | PA      | $16113340.23  | 0.34%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 31402RFT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    332424 | PA      | $341633.59    | 0.01%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA ARM                              | FANNIE MAE POOL                                              | CUSIP: 31407CB71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16431 | PA      | $16600.62     | 0.00%             | 2035-07-01      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 31406AUU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7005 | PA      | $7124.12      | 0.00%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA ARM                              | FANNIE MAE POOL                                              | CUSIP: 31413MUF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7451 | PA      | $7619.84      | 0.00%             | 2037-09-01      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 3140QCLD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    122856 | PA      | $118763.64    | 0.00%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 31403DE70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9740 | PA      | $10285.89     | 0.00%             | 2036-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNARM                                 | FANNIE MAE POOL                                              | CUSIP: 31388RNM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10846 | PA      | $11050.71     | 0.00%             | 2032-10-01      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 31402RF87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     74469 | PA      | $75789.77     | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 31419ANJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    173083 | PA      | $180262.00    | 0.00%             | 2039-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 31402DC73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    323679 | PA      | $333761.22    | 0.01%             | 2034-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 3138ERYP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1719113 | PA      | $1666463.20   | 0.04%             | 2047-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 3140M7LH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1257527 | PA      | $1307504.91   | 0.03%             | 2055-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 31418MZ47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    428868 | PA      | $447358.44    | 0.01%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 31418EKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12187556 | PA      | $11982796.91  | 0.25%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 31402RDF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     77754 | PA      | $81879.62     | 0.00%             | 2035-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 3140Y7LJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5550859 | PA      | $5650779.36   | 0.12%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 31402CVW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    264157 | PA      | $275026.57    | 0.01%             | 2034-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 3140Q9XM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5232463 | PA      | $5209931.12   | 0.11%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 31402QWA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    698797 | PA      | $721195.08    | 0.02%             | 2035-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 3140Q9NZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    273543 | PA      | $272074.53    | 0.01%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 3140XQ2C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  23984651 | PA      | $24044922.14  | 0.51%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 31403DGZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56379 | PA      | $58835.31     | 0.00%             | 2036-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 3140Y7D21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9381351 | PA      | $9545246.61   | 0.20%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 31416VKM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41886 | PA      | $44232.05     | 0.00%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 31418EP38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4022837 | PA      | $4091585.72   | 0.09%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 31414SED1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49758 | PA      | $51262.97     | 0.00%             | 2038-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                             | FANNIE MAE POOL                                              | CUSIP: 3140X5ZM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    689888 | PA      | $669954.48    | 0.01%             | 2035-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNW 2001-W4 AF6                       | FANNIE MAE REMIC TRUST 2001-W4                               | CUSIP: 3139216U7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        65 | PA      | $65.09        | 0.00%             | 2032-01-25      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS 144A           | FEDERATION DES CAISSES DESJARDINS DU QUEBEC                  | CUSIP: 31429KAP8<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |   5021000 | PA      | $5057040.74   | 0.11%             | 2030-08-26      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| FAHB 2024-HB1 A1A 144A                | FINANCE OF AMERICA HECM BUYOUT 2024-HB1                      | CUSIP: 31737DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    447555 | PA      | $447312.92    | 0.01%             | 2034-10-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                      | FIRSTENERGY CORP                                             | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   8066000 | PA      | $8011602.90   | 0.17%             | 2027-07-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION              | FIRSTENERGY TRANSMISSION LLC                                 | CUSIP: 33767BAG4<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |   1855000 | PA      | $1877753.43   | 0.04%             | 2030-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| FISERV INC                            | FISERV INC                                                   | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2512835.00   | 0.05%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| FISERV INC                            | FISERV INC                                                   | CUSIP: 337738BJ6<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   5895000 | PA      | $5947265.07   | 0.13%             | 2027-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FISERV INC                            | FISERV INC                                                   | CUSIP: 337738BP2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   3490000 | PA      | $3450266.35   | 0.07%             | 2031-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FISERV INC                            | FISERV INC                                                   | CUSIP: 337738BG2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   3825000 | PA      | $3918425.63   | 0.08%             | 2028-08-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FISERV INC                            | FISERV INC                                                   | CUSIP: 337738AR9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   4348000 | PA      | $4324855.60   | 0.09%             | 2028-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FSMT 2020-1INV A11 144A               | FLAGSTAR MORTGAGE TRUST 2020-1NV                             | CUSIP: 33851YAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1319465 | PA      | $1263340.77   | 0.03%             | 2050-03-25      | Floating      | 4.92%                 | 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        |   2440000 | PA      | $2455454.96   | 0.05%             | 2027-04-15      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| FORDO 2023-A B                        | FORD CREDIT AUTO OWNER TRUST 2023-A                          | CUSIP: 344928AF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2655000 | PA      | $2681798.77   | 0.06%             | 2029-01-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| FORDF 2023-1 C 144A                   | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A                   | CUSIP: 34528QHY3<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |   2985000 | PA      | $3000409.47   | 0.06%             | 2028-05-15      | Fixed         | 5.75%                 | 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        |   3375000 | PA      | $3430078.99   | 0.07%             | 2029-04-15      | Fixed         | 5.48%                 | 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        |   1545000 | PA      | $1549251.53   | 0.03%             | 2030-09-15      | Fixed         | 4.33%                 | 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        |   5293000 | PA      | $5336287.21   | 0.11%             | 2028-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC              | FORD MOTOR CREDIT CO LLC                                     | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   5830000 | PA      | $5895669.12   | 0.12%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC              | FORD MOTOR CREDIT CO LLC                                     | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   3560000 | PA      | $3639284.76   | 0.08%             | 2028-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: —       |
| FORD MOTOR CREDIT CO LLC              | FORD MOTOR CREDIT CO LLC                                     | CUSIP: 345397F81<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   4650000 | PA      | $4665819.30   | 0.10%             | 2026-11-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FORTINET INC                          | FORTINET INC                                                 | CUSIP: 34959EAA7<br>LEI: 549300O0QJWDBAS0QX03 | Long             | DBT              | CORP              | US        |   8090000 | PA      | $8004165.10   | 0.17%             | 2026-03-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: —       |
| FORTITUDE GLOBAL FUNDING 144A         | FORTITUDE GLOBAL FUNDING                                     | CUSIP: 34967GAA2<br>LEI: 635400TKBOGEHNO5RT68 | Long             | DBT              | CORP              | US        |   4575000 | PA      | $4576564.65   | 0.10%             | 2028-10-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FORTITUDE GROUP HOLDINGS 144A         | FORTITUDE GROUP HOLDINGS LLC                                 | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |   7495000 | PA      | $7770411.27   | 0.16%             | 2030-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| FORTIVE CORPORATION                   | FORTIVE CORP                                                 | CUSIP: 34959JAG3<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |   6418000 | PA      | $6378445.87   | 0.13%             | 2026-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| FCBSL 2020-1A BR 144A                 | FORTRESS CREDIT BSL IX LTD                                   | CUSIP: 34962XAS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7000000 | PA      | $6989022.60   | 0.15%             | 2033-10-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| FCBSL 2020-1A A1AR 144A               | FORTRESS CREDIT BSL IX LTD                                   | CUSIP: 34962XAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  11725000 | PA      | $11715671.59  | 0.25%             | 2033-10-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| FCBSL 2019-1A A2R 144A                | FORTRESS CREDIT BSL VII LTD                                  | CUSIP: 34956NAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5430000 | PA      | $5432994.65   | 0.11%             | 2032-07-23      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| FCBSL 2019-1A A1R 144A                | FORTRESS CREDIT BSL VII LTD                                  | CUSIP: 34956NAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1106364 | PA      | $1106195.89   | 0.02%             | 2032-07-23      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| FCBSL 2019-1A BR 144A                 | FORTRESS CREDIT BSL VII LTD                                  | CUSIP: 34956NAQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6935000 | PA      | $6952393.67   | 0.15%             | 2032-07-23      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| FCBSL 2019-2A A1AR 144A               | FORTRESS CREDIT BSL VIII LTD                                 | CUSIP: 34962DAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4099065 | PA      | $4098604.75   | 0.09%             | 2032-10-20      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| FCBSL 2019-2A A2R 144A                | FORTRESS CREDIT BSL VIII LTD                                 | CUSIP: 34962DAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  13575000 | PA      | $13574401.34  | 0.29%             | 2032-10-20      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| FCBSL 2022-2A AR 144A                 | FORTRESS CREDIT BSL XV LTD                                   | CUSIP: 34964WAN2<br>LEI: 254900VHYDP7XYPMH337 | Long             | ABS-CBDO         | CORP              | JE        |  11805000 | PA      | $11819075.10  | 0.25%             | 2033-10-18      | Floating      | 5.28%                 | 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        |   1655000 | PA      | $1657085.80   | 0.04%             | 2036-04-23      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC 144A            | FOUNDRY JV HOLDCO LLC                                        | CUSIP: 350930AB9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   2025000 | PA      | $2126096.10   | 0.04%             | 2030-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC 144A            | FOUNDRY JV HOLDCO LLC                                        | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2326178.25   | 0.05%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                            | FREDDIE MAC GOLD POOL                                        | CUSIP: 3128LXDC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     58165 | PA      | $60760.60     | 0.00%             | 2035-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                            | FREDDIE MAC GOLD POOL                                        | CUSIP: 31297EJ72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9245 | PA      | $9661.01      | 0.00%             | 2034-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                            | FREDDIE MAC GOLD POOL                                        | CUSIP: 31335CHF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    332555 | PA      | $348433.90    | 0.01%             | 2039-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                            | FREDDIE MAC GOLD POOL                                        | CUSIP: 31335CHG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    282882 | PA      | $298115.81    | 0.01%             | 2038-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                            | FREDDIE MAC GOLD POOL                                        | CUSIP: 31283H6N0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    171332 | PA      | $179783.40    | 0.00%             | 2035-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                            | FREDDIE MAC GOLD POOL                                        | CUSIP: 3128M76Q4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15415 | PA      | $16048.27     | 0.00%             | 2038-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                            | FREDDIE MAC GOLD POOL                                        | CUSIP: 31335APZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1814292 | PA      | $1726519.96   | 0.04%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                            | FREDDIE MAC GOLD POOL                                        | CUSIP: 3128MJ3A6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1194884 | PA      | $1126990.01   | 0.02%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHMS K753 A1                          | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES | CUSIP: 3137HAZH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3743556 | PA      | $3812035.76   | 0.08%             | 2030-06-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| FHLMC ARM                             | FREDDIE MAC NON GOLD POOL                                    | CUSIP: 3128QJPK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27207 | PA      | $28019.64     | 0.00%             | 2036-11-01      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| FHL ARM                               | FREDDIE MAC NON GOLD POOL                                    | CUSIP: 31336SLR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       504 | PA      | $515.29       | 0.00%             | 2033-02-01      | Variable      | 6.84%                 | No            |                  2 | On Loan: No      |
| FHLMC ARM                             | FREDDIE MAC NON GOLD POOL                                    | CUSIP: 3128NC3S1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23541 | PA      | $24082.43     | 0.00%             | 2035-07-01      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| FHL ARM                               | FREDDIE MAC NON GOLD POOL                                    | CUSIP: 31342A6S3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       347 | PA      | $354.36       | 0.00%             | 2033-10-01      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| FHLMC ARM                             | FREDDIE MAC NON GOLD POOL                                    | CUSIP: 3128JRZ33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     50234 | PA      | $51421.92     | 0.00%             | 2038-05-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| FHLMC ARM                             | FREDDIE MAC NON GOLD POOL                                    | CUSIP: 3128QSD29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14806 | PA      | $15211.29     | 0.00%             | 2037-05-01      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| FHLMC ARM                             | FREDDIE MAC NON GOLD POOL                                    | CUSIP: 3128LU7A8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    112155 | PA      | $116306.10    | 0.00%             | 2038-02-01      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| FHLMC ARM                             | FREDDIE MAC NON GOLD POOL                                    | CUSIP: 3128QTE91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     79430 | PA      | $81022.37     | 0.00%             | 2038-06-01      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| FHLMC ARM                             | FREDDIE MAC NON GOLD POOL                                    | CUSIP: 3128QS3L8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     41307 | PA      | $42148.15     | 0.00%             | 2036-10-01      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| FHLMC ARM                             | FREDDIE MAC NON GOLD POOL                                    | CUSIP: 3128S4GD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12686 | PA      | $13136.81     | 0.00%             | 2037-02-01      | Variable      | 6.99%                 | No            |                  2 | On Loan: No      |
| FHLMC ARM                             | FREDDIE MAC NON GOLD POOL                                    | CUSIP: 3128QTFG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16272 | PA      | $16694.11     | 0.00%             | 2038-06-01      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| FHLMC ARM                             | FREDDIE MAC NON GOLD POOL                                    | CUSIP: 3128QJ2R6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3697 | PA      | $3790.26      | 0.00%             | 2037-04-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| FHLMC ARM                             | FREDDIE MAC NON GOLD POOL                                    | CUSIP: 3128JNNV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17524 | PA      | $17883.44     | 0.00%             | 2037-01-01      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| FHLMC ARM                             | FREDDIE MAC NON GOLD POOL                                    | CUSIP: 3128QJUV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18097 | PA      | $18528.76     | 0.00%             | 2037-02-01      | Variable      | 6.73%                 | No            |                  2 | On Loan: No      |
| FHLMC ARM                             | FREDDIE MAC NON GOLD POOL                                    | CUSIP: 3128QJQE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26804 | PA      | $27535.55     | 0.00%             | 2036-12-01      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG 30YR ARM            | FREDDIE MAC NON GOLD POOL                                    | CUSIP: 3128NGAT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     46476 | PA      | $47714.89     | 0.00%             | 2034-11-01      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| FHLMC ARM                             | FREDDIE MAC NON GOLD POOL                                    | CUSIP: 3128LUHZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9484 | PA      | $9734.53      | 0.00%             | 2037-02-01      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| FHL ARM                               | FREDDIE MAC NON GOLD POOL                                    | CUSIP: 3128JRBQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1177 | PA      | $1205.48      | 0.00%             | 2034-02-01      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                             | CUSIP: 3142GS4H8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1268128 | PA      | $1298300.19   | 0.03%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                             | CUSIP: 3132DWES8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  16746403 | PA      | $16480605.30  | 0.35%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                             | CUSIP: 3133KNLC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7010175 | PA      | $6054534.83   | 0.13%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                             | CUSIP: 31425YBE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    237865 | PA      | $246449.34    | 0.01%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                             | CUSIP: 31427PB29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3555966 | PA      | $3612617.42   | 0.08%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                             | CUSIP: 31427QQL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    138591 | PA      | $138760.75    | 0.00%             | 2055-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                             | CUSIP: 3132A4LW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1301156 | PA      | $1340552.22   | 0.03%             | 2041-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                             | CUSIP: 3132E0K50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6953496 | PA      | $7193686.03   | 0.15%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                             | CUSIP: 3133CWHU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    667886 | PA      | $691786.15    | 0.01%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                             | CUSIP: 3133KH3Q7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    646737 | PA      | $639953.02    | 0.01%             | 2050-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                             | CUSIP: 3132DWDZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8944706 | PA      | $7962021.89   | 0.17%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                             | CUSIP: 31427M6N6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3591666 | PA      | $3647868.90   | 0.08%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                             | CUSIP: 3132DWGF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2888558 | PA      | $2839429.34   | 0.06%             | 2053-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                             | CUSIP: 3133KHKY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1380182 | PA      | $1338375.06   | 0.03%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                             | CUSIP: 31427NWZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6954625 | PA      | $7219389.89   | 0.15%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                             | CUSIP: 31425VMB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    257612 | PA      | $266141.18    | 0.01%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                             | CUSIP: 31425UTP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    413167 | PA      | $427973.22    | 0.01%             | 2054-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                             | CUSIP: 3142GS5W4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6087676 | PA      | $6116314.53   | 0.13%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                             | CUSIP: 3133KHDK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    301750 | PA      | $291794.57    | 0.01%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                             | CUSIP: 31426K3Q7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4743719 | PA      | $4863341.19   | 0.10%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                             | CUSIP: 3142GVGD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  24870402 | PA      | $25535560.42  | 0.54%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                             | CUSIP: 3132E0A77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6455305 | PA      | $6613974.30   | 0.14%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                             | FREDDIE MAC POOL                                             | CUSIP: 3132CWG73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    482792 | PA      | $469189.38    | 0.01%             | 2034-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                             | CUSIP: 3132DUQU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5364863 | PA      | $5515983.76   | 0.12%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                             | CUSIP: 3132DVE92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3852681 | PA      | $3957873.41   | 0.08%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                             | CUSIP: 31425WYY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    728288 | PA      | $754349.95    | 0.02%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STACR 2021-DNA5 M2 144A               | FREDDIE MAC STACR REMIC TRUST 2021-DNA5                      | CUSIP: 35564KHE2<br>LEI: 5493000ISU5NYXNHD479 | Long             | ABS-MBS          | USGSE             | US        |    930535 | PA      | $932527.97    | 0.02%             | 2034-01-25      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| STACR 2022-DNA5 M1A 144A              | FREDDIE MAC STACR REMIC TRUST 2022-DNA5                      | CUSIP: 35564KYN3<br>LEI: 5493000IS349P4O9HR58 | Long             | ABS-MBS          | USGSE             | US        |   3220114 | PA      | $3284342.28   | 0.07%             | 2042-06-25      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| STACR 2023-HQA3 A1 144A               | FREDDIE MAC STACR REMIC TRUST 2023-HQA3                      | CUSIP: 35564K3F4<br>LEI: 529900ZTXRUUVE8G8W08 | Long             | ABS-MBS          | USGSE             | US        |   1758196 | PA      | $1775681.15   | 0.04%             | 2043-11-25      | Floating      | 5.92%                 | 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        |   7916968 | PA      | $7936663.69   | 0.17%             | 2044-03-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| STACR 2025-DNA1 A1 144A               | FREDDIE MAC STACR REMIC TRUST 2025-DNA1                      | CUSIP: 35564NFY4<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-MBS          | USGSE             | US        |   1266062 | PA      | $1267306.53   | 0.03%             | 2045-01-25      | Floating      | 5.02%                 | 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        |   4881158 | PA      | $4877885.57   | 0.10%             | 2045-09-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| STACR 2025-DNA4 A1 144A               | FREDDIE MAC STACR REMIC TRUST 2025-DNA4                      | CUSIP: 35564UBQ9<br>LEI: 529900ZVQVVVNGMGDO97 | Long             | ABS-MBS          | USGSE             | US        |   6665312 | PA      | $6665275.84   | 0.14%             | 2045-10-25      | Floating      | 4.97%                 | 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        |   2422552 | PA      | $2421013.70   | 0.05%             | 2045-10-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| FWLS 2017-SC02 M1 144A                | FREDDIE MAC WHOLE LOAN SECURITIES TRUST 2017-SC02            | CUSIP: 3137G1BY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     24357 | PA      | $24254.88     | 0.00%             | 2047-05-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                  | FREEPORT-MCMORAN INC                                         | CUSIP: 35671DCD5<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |   2084000 | PA      | $2118373.50   | 0.04%             | 2029-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                  | FREEPORT-MCMORAN INC                                         | CUSIP: 35671DCG8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1049023.50   | 0.02%             | 2028-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                  | FREEPORT-MCMORAN INC                                         | CUSIP: 35671DCE3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |   1808000 | PA      | $1803832.56   | 0.04%             | 2028-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FYBR 2024-1 A2 144A                   | FRONTIER ISSUER LLC                                          | CUSIP: 35910EAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1175000 | PA      | $1212424.10   | 0.03%             | 2054-06-20      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST 144A          | GA GLOBAL FUNDING TRUST                                      | CUSIP: 36143L2N4<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   9685000 | PA      | $9708234.32   | 0.21%             | 2027-09-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST 144A          | GA GLOBAL FUNDING TRUST                                      | CUSIP: 36143L2R5<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   6415000 | PA      | $6588589.90   | 0.14%             | 2030-01-13      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GFMT 2018-1 A33 144A                  | GALTON FUNDING MORTGAGE TRUST 2017-1                         | CUSIP: 36417JAS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    281232 | PA      | $258254.71    | 0.01%             | 2057-11-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| GFMT 2019-1 A32 144A                  | GALTON FUNDING MORTGAGE TRUST 2019-1                         | CUSIP: 36418WAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    251118 | PA      | $240116.17    | 0.01%             | 2059-02-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| GFMT 2019-H1 M1 144A                  | GALTON FUNDING MORTGAGE TRUST 2019-H1                        | CUSIP: 36418XAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7916000 | PA      | $7545102.15   | 0.16%             | 2059-10-25      | Variable      | 3.34%                 | No            |                  2 | On Loan: No      |
| GFMT 2020-H1 M1 144A                  | GALTON FUNDING MORTGAGE TRUST 2020-H1                        | CUSIP: 36418HAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4592000 | PA      | $3891029.82   | 0.08%             | 2060-01-25      | Variable      | 2.83%                 | No            |                  2 | On Loan: No      |
| GARTNER INC 144A                      | GARTNER INC                                                  | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |   5130000 | PA      | $5103852.39   | 0.11%             | 2028-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GATX CORP                             | GATX CORP                                                    | CUSIP: 361448BP7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |   4745000 | PA      | $4810680.29   | 0.10%             | 2027-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GATX CORP                             | GATX CORP                                                    | CUSIP: 361448AZ6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |   2394000 | PA      | $2380574.45   | 0.05%             | 2027-03-30      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| GATX CORP                             | GATX CORP                                                    | CUSIP: 361448AY9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |   3544000 | PA      | $3518632.05   | 0.07%             | 2026-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GCAT 2020-NQM1 A3 144A                | GCAT 2019-NQM2 TRUST                                         | CUSIP: 36167FAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    781343 | PA      | $771737.27    | 0.02%             | 2060-01-25      | Variable      | 3.55%                 | 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        |   3406790 | PA      | $3421119.83   | 0.07%             | 2069-11-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                | GENERAL MOTORS FINANCIAL CO INC                              | CUSIP: 37045XEX0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   4515000 | PA      | $4587398.03   | 0.10%             | 2027-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| GENERAL MOTORS FINL CO                | GENERAL MOTORS FINANCIAL CO INC                              | CUSIP: 37045XFL5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2435000 | PA      | $2434138.01   | 0.05%             | 2028-10-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| GENERAL MOTORS FINL CO                | GENERAL MOTORS FINANCIAL CO INC                              | CUSIP: 37045XEQ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   4756000 | PA      | $4832110.27   | 0.10%             | 2027-05-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                | GENERAL MOTORS FINANCIAL CO INC                              | CUSIP: 37045XEF9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   3685000 | PA      | $3697974.89   | 0.08%             | 2026-04-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| GENERAL MOTORS FINL CO                | GENERAL MOTORS FINANCIAL CO INC                              | CUSIP: 37045XFE1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   9395000 | PA      | $9568337.75   | 0.20%             | 2028-04-04      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GNMA II TBA DEC                       | GINNIE MAE                                                   | CUSIP: 21H0506C1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  31780000 | PA      | $31741784.55  | 0.67%             | 2033-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II TBA DEC                       | GINNIE MAE                                                   | CUSIP: 21H0526C7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  12345000 | PA      | $12466939.59  | 0.26%             | 2032-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR PLAT                       | GINNIE MAE I POOL                                            | CUSIP: 36241L5Z5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    863926 | PA      | $908142.74    | 0.02%             | 2036-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR PLAT                       | GINNIE MAE I POOL                                            | CUSIP: 3622AABW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1450225 | PA      | $1511813.59   | 0.03%             | 2045-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                           | CUSIP: 3617MLYC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     34325 | PA      | $32708.04     | 0.00%             | 2050-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                           | CUSIP: 36179VV31<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1173177 | PA      | $1127689.38   | 0.02%             | 2050-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                           | CUSIP: 36202EH36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     60703 | PA      | $62295.30     | 0.00%             | 2036-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                           | CUSIP: 3617MHSW7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14634 | PA      | $13941.65     | 0.00%             | 2050-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                           | CUSIP: 3617MLYN1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    155674 | PA      | $148435.34    | 0.00%             | 2050-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                           | CUSIP: 36179UMP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    140993 | PA      | $144822.38    | 0.00%             | 2049-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                           | CUSIP: 36202EBU2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     91130 | PA      | $93562.97     | 0.00%             | 2034-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                           | CUSIP: 3617N3ME3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    104810 | PA      | $99735.29     | 0.00%             | 2050-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                           | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1141952 | PA      | $1091965.63   | 0.02%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                           | CUSIP: 36179UH70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     58173 | PA      | $59923.52     | 0.00%             | 2048-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                           | CUSIP: 36179TNU5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1243890 | PA      | $1272071.20   | 0.03%             | 2047-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                           | CUSIP: 36202FQ82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     55257 | PA      | $56811.88     | 0.00%             | 2041-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                           | CUSIP: 3617MHSV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     61129 | PA      | $58271.14     | 0.00%             | 2050-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                           | CUSIP: 36179XBS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8947584 | PA      | $8286685.22   | 0.18%             | 2052-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                           | CUSIP: 3617MRJ47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     69217 | PA      | $65895.71     | 0.00%             | 2050-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                           | CUSIP: 36202FEJ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     92467 | PA      | $94956.55     | 0.00%             | 2040-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                           | CUSIP: 36179TG33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5417802 | PA      | $4950214.00   | 0.10%             | 2047-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                           | CUSIP: 36179SQW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    484252 | PA      | $453624.13    | 0.01%             | 2046-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                           | CUSIP: 36179TUE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    221521 | PA      | $228994.75    | 0.00%             | 2048-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                           | CUSIP: 36179SNV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8095 | PA      | $7583.25      | 0.00%             | 2046-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                           | CUSIP: 36179WY85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    448373 | PA      | $373359.53    | 0.01%             | 2052-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                           | CUSIP: 36202FCP9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    479234 | PA      | $493595.52    | 0.01%             | 2039-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                           | CUSIP: 3617MHSU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     42015 | PA      | $40075.73     | 0.00%             | 2050-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                           | CUSIP: 36179RNX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    786280 | PA      | $762105.45    | 0.02%             | 2045-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                           | CUSIP: 36179TLV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    357456 | PA      | $365554.15    | 0.01%             | 2047-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                           | CUSIP: 3617N3MD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    138464 | PA      | $131820.46    | 0.00%             | 2050-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                           | CUSIP: 3617MRJ39<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     58160 | PA      | $55419.99     | 0.00%             | 2050-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                           | CUSIP: 36179SUV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    517670 | PA      | $484124.06    | 0.01%             | 2047-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                           | CUSIP: 3617G1SL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    169869 | PA      | $161967.08    | 0.00%             | 2048-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                           | CUSIP: 36202EGC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     59038 | PA      | $60585.49     | 0.00%             | 2035-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                         | GINNIE MAE II POOL                                           | CUSIP: 3622A2RW4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1157595 | PA      | $1092576.70   | 0.02%             | 2044-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                           | CUSIP: 36179TQS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    877700 | PA      | $895438.25    | 0.02%             | 2048-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                           | CUSIP: 36179TXX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    171329 | PA      | $174370.78    | 0.00%             | 2048-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                         | GINNIE MAE II POOL                                           | CUSIP: 36202EGN3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     46580 | PA      | $47801.48     | 0.00%             | 2036-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                           | CUSIP: 36179TJ22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1100265 | PA      | $1122484.49   | 0.02%             | 2047-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC               | GOLDMAN SACHS GROUP INC/THE                                  | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  12485000 | PA      | $12623458.65  | 0.27%             | 2028-04-23      | Variable      | 4.94%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS GROUP INC               | GOLDMAN SACHS GROUP INC/THE                                  | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   6975000 | PA      | $7236102.15   | 0.15%             | 2031-04-23      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC               | GOLDMAN SACHS GROUP INC/THE                                  | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4835000 | PA      | $4858657.66   | 0.10%             | 2028-08-23      | Variable      | 4.48%                 | 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        |  11725000 | PA      | $11620908.97  | 0.25%             | 2035-07-20      | Floating      | 5.83%                 | 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        |  11583900 | PA      | $11525272.72  | 0.24%             | 2047-04-30      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| GALC 2025-2 A3 144A                   | GREATAMERICA LEASING RECEIVABLES FUNDING LLC                 | CUSIP: 39154TCQ9<br>LEI: 549300JFP7GIDD4UWO79 | Long             | ABS-O            | CORP              | US        |   3830000 | PA      | $3840634.76   | 0.08%             | 2029-12-17      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| GSMBS 2014-EB1A 2A1 144A              | GS MORTGAGE-BACKED SECURITIES TRUST 2022-GR2                 | CUSIP: 36250BAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     39767 | PA      | $39510.65     | 0.00%             | 2044-07-25      | Variable      | 6.04%                 | 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        |   7929562 | PA      | $7654988.71   | 0.16%             | 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        |   2992365 | PA      | $2968533.41   | 0.06%             | 2048-06-20      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| HNGRY 2021-1A A2 144A                 | HARDEE'S FUNDING LLC                                         | CUSIP: 411707AK8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3357952 | PA      | $3132022.74   | 0.07%             | 2051-06-20      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| HARLEY DAVIDSON FINL SER 4/2 144A CP  | HARLEY-DAVIDSON FINANCIAL SERVICES INC                       | CUSIP: 41282KA65<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |  13105000 | PA      | $13044775.97  | 0.28%             | 2026-01-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                               | HCA INC                                                      | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   9032000 | PA      | $9284065.06   | 0.20%             | 2028-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HCA INC 4/2 144A CP                   | HCA INC                                                      | CUSIP: 40412BZB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |  12885000 | PA      | $12865137.77  | 0.27%             | 2025-12-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                               | HCA INC                                                      | CUSIP: 404119DD8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2495000 | PA      | $2481050.46   | 0.05%             | 2030-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HCA INC                               | HCA INC                                                      | CUSIP: 404119CH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   7560000 | PA      | $7463504.16   | 0.16%             | 2027-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| HCA INC 4/2 144A CP                   | HCA INC 4/2 144A CP 4.5100 20260105                          | CUSIP: 40412DA58<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |  11825000 | PA      | $11770986.95  | 0.25%             | 2026-01-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP 144A         | HEALTH CARE SERVICE CORP A MUTUAL LEGAL RESERVE CO           | CUSIP: 42218SAK4<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |   3540000 | PA      | $3641077.62   | 0.08%             | 2029-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HEINEKEN NV 144A                      | HEINEKEN NV                                                  | CUSIP: 423012AF0<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |  24087000 | PA      | $23869494.39  | 0.50%             | 2028-01-29      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                      | HF SINCLAIR CORP                                             | CUSIP: 403949AR1<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |   4455000 | PA      | $4608229.73   | 0.10%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| HIGHMARK INC 144A                     | HIGHMARK INC                                                 | CUSIP: 431116AD4<br>LEI: 549300B6868ZXXEB2Y57 | Long             | DBT              | CORP              | US        |    295000 | PA      | $290779.73    | 0.01%             | 2026-05-10      | Fixed         | 1.45%                 | 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        |   5885000 | PA      | $5886832.59   | 0.12%             | 2037-05-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| HGVT 2019-AA A 144A                   | HILTON GRAND VACATIONS TRUST 2019-A                          | CUSIP: 43284HAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    232463 | PA      | $231357.71    | 0.00%             | 2033-07-25      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| HGVT 2019-AA B 144A                   | HILTON GRAND VACATIONS TRUST 2019-A                          | CUSIP: 43284HAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    478791 | PA      | $476411.60    | 0.01%             | 2033-07-25      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| HGVT 2020-AA A 144A                   | HILTON GRAND VACATIONS TRUST 2020-A                          | CUSIP: 43285HAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    381251 | PA      | $375689.21    | 0.01%             | 2039-02-25      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| HGVT 2022-1D A 144A                   | HILTON GRAND VACATIONS TRUST 2022-1D                         | CUSIP: 43283BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    666498 | PA      | $662842.16    | 0.01%             | 2034-06-20      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| HGVT 2023-1A B 144A                   | HILTON GRAND VACATIONS TRUST 2023-1                          | CUSIP: 432917AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3529000 | PA      | $3623242.35   | 0.08%             | 2038-01-25      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| HGVT 2023-1A C 144A                   | HILTON GRAND VACATIONS TRUST 2023-1                          | CUSIP: 432917AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    658136 | PA      | $680130.75    | 0.01%             | 2038-01-25      | Fixed         | 6.94%                 | No            |                  2 | On Loan: No      |
| HGVT 2025-1A A 144A                   | HILTON GRAND VACATIONS TRUST 2025-1                          | CUSIP: 43283CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2210678 | PA      | $2246145.38   | 0.05%             | 2042-05-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HGVT 2025-1A B 144A                   | HILTON GRAND VACATIONS TRUST 2025-1                          | CUSIP: 43283CAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3726571 | PA      | $3781885.97   | 0.08%             | 2042-05-27      | Fixed         | 5.18%                 | 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        |   2844345 | PA      | $2856520.40   | 0.06%             | 2070-02-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| HOMES 2025-NQM4 A1 144A               | HOMES 2025-NQM4 TRUST                                        | CUSIP: 403958AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6912032 | PA      | $6933170.26   | 0.15%             | 2070-08-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| HPEFS 2023-1A C 144A                  | HPEFS EQUIPMENT TRUST 2023-1                                 | CUSIP: 40443DAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1910611 | PA      | $1913132.72   | 0.04%             | 2028-04-20      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| HPEFS 2023-2A C 144A                  | HPEFS EQUIPMENT TRUST 2023-2                                 | CUSIP: 44328UAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1440000 | PA      | $1445249.09   | 0.03%             | 2031-01-21      | Fixed         | 6.48%                 | 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        |   3042000 | PA      | $3077174.95   | 0.06%             | 2031-07-21      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| HPEFS 2024-1A C 144A                  | HPEFS EQUIPMENT TRUST 2024-1                                 | CUSIP: 403963AE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8335000 | PA      | $8380940.85   | 0.18%             | 2031-05-20      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| HPEFS 2024-2A D 144A                  | HPEFS EQUIPMENT TRUST 2024-2                                 | CUSIP: 40444MAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2535000 | PA      | $2590833.88   | 0.05%             | 2032-04-20      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| HPEFS 2024-2A B 144A                  | HPEFS EQUIPMENT TRUST 2024-2                                 | CUSIP: 40444MAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1025000 | PA      | $1036032.79   | 0.02%             | 2031-10-20      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HPHT FINANCE 21 II LTD                | HPHT FINANCE 21 II LTD                                       | CUSIP: BR4365655<br>LEI: 254900SLH6EYTB8QK559 | Long             | DBT              | CORP              | KY        |   6650000 | PA      | $6508820.50   | 0.14%             | 2026-09-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                     | HSBC HOLDINGS PLC                                            | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   5415000 | PA      | $5522698.94   | 0.12%             | 2028-05-17      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                     | HSBC HOLDINGS PLC                                            | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   6005000 | PA      | $6094126.21   | 0.13%             | 2029-03-03      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                     | HSBC HOLDINGS PLC                                            | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   6740000 | PA      | $6856655.92   | 0.14%             | 2028-11-19      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                            | HUMANA INC                                                   | CUSIP: 444859BZ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   5742000 | PA      | $5973666.73   | 0.13%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                            | HUMANA INC                                                   | CUSIP: 444859BU5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   2290000 | PA      | $2363744.87   | 0.05%             | 2028-03-01      | Fixed         | 5.75%                 | 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        |   3742132 | PA      | $3803004.04   | 0.08%             | 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        |   6740365 | PA      | $6810622.69   | 0.14%             | 2032-10-20      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| HACLN 2025-1 B1 144A                  | HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2025-1       | CUSIP: 446438SX2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5841092 | PA      | $5887861.50   | 0.12%             | 2033-03-21      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| HACLN 2025-2 B1 144A                  | HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2025-2       | CUSIP: 44644NAN9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2201350 | PA      | $2215066.63   | 0.05%             | 2033-09-20      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS              | HUNTINGTON INGALLS INDUSTRIES INC                            | CUSIP: 446413BA3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |   1835000 | PA      | $1898812.13   | 0.04%             | 2030-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HYT 2024-RGCY A 144A                  | HYT COMMERCIAL MORTGAGE TRUST 2024-RGCY                      | CUSIP: 449173AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3055000 | PA      | $3059428.22   | 0.06%             | 2041-09-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| HALST 2025-B A3 144A                  | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-B               | CUSIP: 44935DAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2460000 | PA      | $2480386.02   | 0.05%             | 2028-04-17      | Fixed         | 4.53%                 | 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        |   5205000 | PA      | $5276447.47   | 0.11%             | 2029-08-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA 144A          | HYUNDAI CAPITAL AMERICA                                      | CUSIP: 44891ACB1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   3270000 | PA      | $3281327.28   | 0.07%             | 2026-03-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA 144A          | HYUNDAI CAPITAL AMERICA                                      | CUSIP: 44891ACT2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   2440000 | PA      | $2464868.48   | 0.05%             | 2027-01-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA 144A          | HYUNDAI CAPITAL AMERICA                                      | CUSIP: 44891ADP9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   5330000 | PA      | $5371163.59   | 0.11%             | 2027-03-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA 144A          | HYUNDAI CAPITAL AMERICA                                      | CUSIP: 44891ADU8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   4785000 | PA      | $4834682.66   | 0.10%             | 2027-06-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| HYUNDAI CAPITAL AMERICA 144A          | HYUNDAI CAPITAL AMERICA                                      | CUSIP: 44891ACD7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   4300000 | PA      | $4427353.10   | 0.09%             | 2028-03-30      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA 144A          | HYUNDAI CAPITAL AMERICA                                      | CUSIP: 44891ADL8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   5565000 | PA      | $5649882.95   | 0.12%             | 2028-01-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| ICON INVESTMENTS SIX DAC              | ICON INVESTMENTS SIX DAC                                     | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |  10405000 | PA      | $10608011.96  | 0.22%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC 144A          | IMPERIAL BRANDS FINANCE PLC                                  | CUSIP: 45262BAF0<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   6550000 | PA      | $6740749.10   | 0.14%             | 2027-07-27      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC 144A          | IMPERIAL BRANDS FINANCE PLC                                  | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   5070000 | PA      | $5118981.27   | 0.11%             | 2028-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IMPRL 2021-NQM1 A2 144A               | IMPERIAL FUND MORTGAGE TRUST 2021-NQM1                       | CUSIP: 452764AB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    813036 | PA      | $711354.76    | 0.02%             | 2056-06-25      | Variable      | 1.21%                 | No            |                  2 | On Loan: No      |
| IMPRL 2021-NQM2 A3 144A               | IMPERIAL FUND MORTGAGE TRUST 2021-NQM2                       | CUSIP: 452761AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2686778 | PA      | $2314147.53   | 0.05%             | 2056-09-01      | Variable      | 1.52%                 | No            |                  2 | On Loan: No      |
| IMPRL 2022-NQM4 A1 144A               | IMPERIAL FUND MORTGAGE TRUST 2022-NQM4                       | CUSIP: 45276NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7514907 | PA      | $7486088.52   | 0.16%             | 2067-06-25      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                          | ING GROEP NV                                                 | CUSIP: 456837BQ5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   6845000 | PA      | $6947531.26   | 0.15%             | 2029-03-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                            | INTEL CORP                                                   | CUSIP: 458140BZ2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   4290000 | PA      | $4248146.76   | 0.09%             | 2029-08-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                            | INTEL CORP                                                   | CUSIP: 458140AX8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   2223000 | PA      | $2192044.73   | 0.05%             | 2027-05-11      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                            | INTEL CORP                                                   | CUSIP: 458140CE8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1326000 | PA      | $1346114.09   | 0.03%             | 2028-02-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| INTEL CORP                            | INTEL CORP                                                   | CUSIP: 458140BY5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   3890000 | PA      | $3863217.35   | 0.08%             | 2027-08-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE              | INTERCONTINENTAL EXCHANGE INC                                | CUSIP: 45866FBB9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   4820000 | PA      | $4774378.70   | 0.10%             | 2028-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE              | INTERCONTINENTAL EXCHANGE INC                                | CUSIP: 45865VAC4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   7005000 | PA      | $7010211.72   | 0.15%             | 2031-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| IBM CORP                              | INTERNATIONAL BUSINESS MACHINES CORP                         | CUSIP: 459200LF6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |  16424000 | PA      | $16665334.26  | 0.35%             | 2028-02-10      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| INTL FLAVORS & FRAGRANCE 4/2 144A CP  | INTERNATIONAL FLAVORS & FRAGRANCES INC                       | CUSIP: 4595A2ZW2<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |  13275000 | PA      | $13226855.56  | 0.28%             | 2025-12-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INVCO 2021-3A A1R 144A                | INVESCO CLO 2021-3 LTD                                       | CUSIP: 46151VAA9<br>LEI: 5493000BVI47XOSBML18 | Long             | ABS-CBDO         | CORP              | KY        |   3995000 | PA      | $3996703.47   | 0.08%             | 2034-10-22      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                             | IQVIA INC                                                    | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   3065000 | PA      | $3231895.38   | 0.07%             | 2029-02-01      | Fixed         | 6.25%                 | 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        |   6194725 | PA      | $6031503.29   | 0.13%             | 2052-02-26      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL 144A         | JACKSON NATIONAL LIFE GLOBAL FUNDING                         | CUSIP: 46849LVC2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   5200000 | PA      | $5240877.20   | 0.11%             | 2027-01-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL 144A         | JACKSON NATIONAL LIFE GLOBAL FUNDING                         | CUSIP: 46849LVA6<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   4325000 | PA      | $4413883.08   | 0.09%             | 2027-07-02      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL 144A         | JACKSON NATIONAL LIFE GLOBAL FUNDING                         | CUSIP: 46849LUZ2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   7525000 | PA      | $7562391.73   | 0.16%             | 2026-04-10      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC 144A                | JAPAN TOBACCO INC                                            | CUSIP: 471105AC0<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |  10295000 | PA      | $10494990.67  | 0.22%             | 2028-05-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JMIKE 2021-1A A2I 144A                | JERSEY MIKE'S FUNDING                                        | CUSIP: 476681AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    125095 | PA      | $122546.45    | 0.00%             | 2052-02-15      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| JPMMT 2020-INV1 A15 144A              | JP MORGAN MORTGAGE TRUST 2020-INV1                           | CUSIP: 46591VBH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    881121 | PA      | $798412.61    | 0.02%             | 2050-08-25      | Variable      | 3.50%                 | 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        |   3639541 | PA      | $3651807.78   | 0.08%             | 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: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2985000 | PA      | $2985000.00   | 0.06%             | 2056-03-25      | Floating      | 5.42%                 | 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        |   6307914 | PA      | $6363873.69   | 0.13%             | 2065-09-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                   | JPMORGAN CHASE & CO                                          | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4820000 | PA      | $4891307.08   | 0.10%             | 2028-07-22      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                   | JPMORGAN CHASE & CO                                          | CUSIP: 46647PCF1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5480000 | PA      | $5491946.40   | 0.12%             | 2027-04-22      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                   | JPMORGAN CHASE & CO                                          | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4620000 | PA      | $4669235.34   | 0.10%             | 2028-01-23      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                  | KEURIG DR PEPPER INC                                         | CUSIP: 49271VAT7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   7790000 | PA      | $7950762.23   | 0.17%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                  | KEURIG DR PEPPER INC                                         | CUSIP: 49271VAP5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   1297000 | PA      | $1281559.22   | 0.03%             | 2029-04-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                 | KEYSIGHT TECHNOLOGIES INC                                    | CUSIP: 49338LAH6<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |   4565000 | PA      | $4753059.74   | 0.10%             | 2030-07-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                     | KINDER MORGAN INC                                            | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   5490000 | PA      | $5676407.46   | 0.12%             | 2030-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| KKR 18 A1R2 144A                      | KKR CLO 18 LTD                                               | CUSIP: 48251JAS2<br>LEI: 54930088PYF0FHKY5C94 | Long             | ABS-CBDO         | CORP              | KY        |  18615000 | PA      | $18572366.07  | 0.39%             | 2035-10-18      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| KKR 33A AR 144A                       | KKR CLO 33 LTD                                               | CUSIP: 48254QAF1<br>LEI: 2549006GI7K365G4ZT50 | Long             | ABS-CBDO         | CORP              | KY        |  11780000 | PA      | $11765296.20  | 0.25%             | 2034-07-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| KKR 33A BR 144A                       | KKR CLO 33 LTD                                               | CUSIP: 48254QAH7<br>LEI: 2549006GI7K365G4ZT50 | Long             | ABS-CBDO         | CORP              | KY        |   7465000 | PA      | $7450993.42   | 0.16%             | 2034-07-20      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| KKR 34A AR 144A                       | KKR CLO 34 LTD                                               | CUSIP: 48253UAJ5<br>LEI: 254900DSRKUNUNRNUG13 | Long             | ABS-CBDO         | CORP              | KY        |   5170000 | PA      | $5166135.94   | 0.11%             | 2034-07-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| KKR 40A AR 144A                       | KKR CLO 40 LTD                                               | CUSIP: 48254UAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |  13490000 | PA      | $13492696.65  | 0.29%             | 2034-10-20      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| KOREA ELECTRIC POWER CO 144A          | KOREA ELECTRIC POWER CORP                                    | CUSIP: 500631AX4<br>LEI: 988400QG33WS7JEIV602 | Long             | DBT              | NUSS              | KR        |  12400000 | PA      | $12456185.76  | 0.26%             | 2026-04-06      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| KOREA HOUSING FINANCE CO 144A         | KOREA HOUSING FINANCE CORP                                   | CUSIP: 50065RAK3<br>LEI: 9884002AAOBT56QW9B80 | Long             | DBT              | NUSS              | KR        |  12080000 | PA      | $12279677.21  | 0.26%             | 2028-02-24      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| KOREA HYDRO & NUCLEAR PO 144A         | KOREA HYDRO & NUCLEAR POWER CO LTD                           | CUSIP: 50064YAS2<br>LEI: 9884008CRY5MLCN8OQ43 | Long             | DBT              | NUSS              | KR        |   1400000 | PA      | $1434978.34   | 0.03%             | 2028-07-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KOREA HYDRO & NUCLEAR PO 144A         | KOREA HYDRO & NUCLEAR POWER CO LTD                           | CUSIP: 50064YAP8<br>LEI: 9884008CRY5MLCN8OQ43 | Long             | DBT              | NUSS              | KR        |  12038000 | PA      | $11912295.35  | 0.25%             | 2026-04-27      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| KT CORP 144A                          | KT CORP                                                      | CUSIP: 48268KAH4<br>LEI: 9884005ACF8449EANY26 | Long             | DBT              | CORP              | KR        |   5350000 | PA      | $5355121.88   | 0.11%             | 2028-02-02      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| LLOYDS BANKING GROUP PLC              | LLOYDS BANKING GROUP PLC                                     | CUSIP: 53944YAZ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   4660000 | PA      | $4724135.58   | 0.10%             | 2028-01-05      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                        | LOWE'S COS INC                                               | CUSIP: 548661EU7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   2860000 | PA      | $2856756.76   | 0.06%             | 2028-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                        | LOWE'S COS INC                                               | CUSIP: 548661EP8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   4745000 | PA      | $4753346.46   | 0.10%             | 2026-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                      | LPL HOLDINGS INC                                             | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   2275000 | PA      | $2422900.03   | 0.05%             | 2028-11-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC 144A                 | LPL HOLDINGS INC                                             | CUSIP: 50212YAC8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1338709.58   | 0.03%             | 2027-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                      | LPL HOLDINGS INC                                             | CUSIP: 50212YAN4<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   2960000 | PA      | $3000412.88   | 0.06%             | 2028-04-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                      | LPL HOLDINGS INC                                             | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   8115000 | PA      | $8261621.82   | 0.17%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| LNSTR 2017-5 AS 144A                  | LSTAR COMMERCIAL MORTGAGE TRUST 2017-5                       | CUSIP: 54910TAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4905000 | PA      | $4766555.39   | 0.10%             | 2050-03-10      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| MA'ADEN SUKUK LTD 144A                | MA'ADEN SUKUK LTD                                            | CUSIP: 55407NAA0<br>LEI: 254900QDNU6I6VA8UL14 | Long             | DBT              | NUSS              | KY        |   8290000 | PA      | $8518874.96   | 0.18%             | 2030-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MA'ADEN SUKUK LTD                     | MA'ADEN SUKUK LTD                                            | CUSIP: YR2407173<br>LEI: 254900QDNU6I6VA8UL14 | Long             | DBT              | NUSS              | KY        |   2568000 | PA      | $2638898.78   | 0.06%             | 2030-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MDPK 2016-24A CR2 144A                | MADISON PARK FUNDING XXIV LTD                                | CUSIP: 55820NBA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5240000 | PA      | $5243833.58   | 0.11%             | 2029-10-20      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| MDPK 2019-33A AR 144A                 | MADISON PARK FUNDING XXXIII LTD                              | CUSIP: 55819JAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  13604739 | PA      | $13618282.81  | 0.29%             | 2032-10-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| MDPK 2019-35A CR 144A                 | MADISON PARK FUNDING XXXV LTD                                | CUSIP: 55819MAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    745000 | PA      | $745360.28    | 0.02%             | 2032-04-20      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| MANUF & TRADERS TRUST CO              | MANUFACTURERS & TRADERS TRUST CO                             | CUSIP: 564760CC8<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |   5255000 | PA      | $5299205.06   | 0.11%             | 2028-07-06      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| MP15 2019-1A A1R2 144A                | MARBLE POINT CLO XV LTD                                      | CUSIP: 56606YAW5<br>LEI: 549300CO8XB55W8SS394 | Long             | ABS-CBDO         | CORP              | KY        |   6729975 | PA      | $6731315.25   | 0.14%             | 2032-07-23      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                | MARRIOTT INTERNATIONAL INC/MD                                | CUSIP: 571903AS2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   9676000 | PA      | $9631858.09   | 0.20%             | 2026-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| MARS INC 144A                         | MARS INC                                                     | CUSIP: 571676AT2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   9340000 | PA      | $9453163.44   | 0.20%             | 2028-04-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MARS INC 144A                         | MARS INC                                                     | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   6720000 | PA      | $6808025.28   | 0.14%             | 2028-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                | MARVELL TECHNOLOGY INC                                       | CUSIP: 573874AN4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9338000 | PA      | $9504935.43   | 0.20%             | 2028-06-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                | MARVELL TECHNOLOGY INC                                       | CUSIP: 573874AR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1905000 | PA      | $1929481.16   | 0.04%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                | MARVELL TECHNOLOGY INC                                       | CUSIP: 573874AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2970159.00   | 0.06%             | 2026-04-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: —       |
| MED 2024-MOB A 144A                   | MED COMMERCIAL MORTGAGE TRUST 2024-MOB                       | CUSIP: 55287BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6250000 | PA      | $6228149.38   | 0.13%             | 2041-05-15      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA 144A             | MERCEDES-BENZ FINANCE NORTH AMERICA LLC                      | CUSIP: 58769JAF4<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   2305000 | PA      | $2309432.52   | 0.05%             | 2026-03-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA 144A             | MERCEDES-BENZ FINANCE NORTH AMERICA LLC                      | CUSIP: 58769JAQ0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   7530000 | PA      | $7595699.25   | 0.16%             | 2027-01-11      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                    | META PLATFORMS INC                                           | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   9470000 | PA      | $9528297.32   | 0.20%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MFRA 2021-INV1 A1 144A                | MFA 2021-INV1 TRUST                                          | CUSIP: 552747AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    472767 | PA      | $460661.89    | 0.01%             | 2056-01-25      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| MFRA 2021-NQM2 A2 144A                | MFA 2021-NQM2 TRUST                                          | CUSIP: 55283WAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1187220 | PA      | $1061318.52   | 0.02%             | 2064-11-25      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| MFRA 2025-NQM4 A1F 144A               | MFA 2025-NQM4 TRUST                                          | CUSIP: 55287RAD0<br>LEI: 254900XBKB8JES2BO797 | Long             | ABS-MBS          | CORP              | US        |  11634257 | PA      | $11645895.90  | 0.25%             | 2070-08-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| MHC 2021-MHC B 144A                   | MHC COMMERCIAL MORTGAGE TRUST 2021-MHC                       | CUSIP: 55316VAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8836000 | PA      | $8833250.24   | 0.19%             | 2038-04-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| MIDO 2016-6A ARRR 144A                | MIDOCEAN CREDIT CLO VI                                       | CUSIP: 59802XBN2<br>LEI: 549300YUUBR2C1GYW366 | Long             | ABS-CBDO         | CORP              | KY        |   1332900 | PA      | $1332943.31   | 0.03%             | 2033-04-20      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| MMAF 2021-A A5 144A                   | MMAF EQUIPMENT FINANCE LLC 2021-A                            | CUSIP: 55317JAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1430000 | PA      | $1416730.60   | 0.03%             | 2043-11-13      | Fixed         | 1.19%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                        | MORGAN STANLEY                                               | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   6780000 | PA      | $6906982.62   | 0.15%             | 2029-04-12      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| MSBAM 2025-C35 A1                     | MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2025-C35  | CUSIP: 61779CAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1223978 | PA      | $1233793.24   | 0.03%             | 2058-08-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| MSRM 2025-DSC2 A1 144A                | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-DSC2     | CUSIP: 61778XAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    624262 | PA      | $629200.10    | 0.01%             | 2070-07-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| MPLX LP                               | MPLX LP                                                      | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |  17760000 | PA      | $17955750.72  | 0.38%             | 2031-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MVWOT 2020-1A B 144A                  | MVW 2020-1 LLC                                               | CUSIP: 55400EAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    408271 | PA      | $402381.80    | 0.01%             | 2037-10-20      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| MVWOT 2021-1WA B 144A                 | MVW 2021-1W LLC                                              | CUSIP: 55389TAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    233934 | PA      | $224969.91    | 0.00%             | 2041-01-22      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| MVWOT 2023-1A A 144A                  | MVW 2023-1 LLC                                               | CUSIP: 62848PAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4184670 | PA      | $4234310.58   | 0.09%             | 2040-10-20      | Fixed         | 4.93%                 | 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        |    682237 | PA      | $700970.71    | 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        |    388890 | PA      | $398026.31    | 0.01%             | 2040-11-20      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                            | NASDAQ INC                                                   | CUSIP: 63111XAH4<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |   2440000 | PA      | $2517928.72   | 0.05%             | 2028-06-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NAVSL 2020-A A2A 144A                 | NAVIENT PRIVATE EDUCATION LOAN TRUST 2020-A                  | CUSIP: 63941FAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2062408 | PA      | $1999089.63   | 0.04%             | 2068-11-15      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| NAVSL 2019-A A2A 144A                 | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-A             | CUSIP: 63941BAB1<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    511434 | PA      | $509890.98    | 0.01%             | 2043-01-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| NAVSL 2019-EA A2A 144A                | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-E             | CUSIP: 63941MAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1611348 | PA      | $1587714.17   | 0.03%             | 2068-05-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| NAVSL 2019-GA A 144A                  | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-G             | CUSIP: 63941JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2807142 | PA      | $2736187.06   | 0.06%             | 2068-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| NAVSL 2020-BA A2 144A                 | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-B             | CUSIP: 63941GAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1179630 | PA      | $1131468.33   | 0.02%             | 2069-01-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| NAVSL 2020-CA A2A 144A                | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-C             | CUSIP: 63941KAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7891697 | PA      | $7611728.31   | 0.16%             | 2068-11-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| NAVSL 2020-DA A 144A                  | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-D             | CUSIP: 63941HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1227627 | PA      | $1171058.50   | 0.02%             | 2069-05-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| NAVSL 2020-FA A 144A                  | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-F             | CUSIP: 63941XAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1340752 | PA      | $1270089.25   | 0.03%             | 2069-07-15      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| NAVSL 2020-GA A 144A                  | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-G             | CUSIP: 63941UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    822124 | PA      | $774888.07    | 0.02%             | 2069-09-16      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| NAVSL 2020-HA A 144A                  | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-H             | CUSIP: 63935BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    663234 | PA      | $626585.64    | 0.01%             | 2069-01-15      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| NAVMT 2024-1 B 144A                   | NAVISTAR FINANCIAL DEALER NOTE MASTER OWNER TRUST            | CUSIP: 63938PBX6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    625000 | PA      | $628210.31    | 0.01%             | 2029-04-25      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| NAVMT 2024-1 C 144A                   | NAVISTAR FINANCIAL DEALER NOTE MASTER OWNER TRUST            | CUSIP: 63938PBY4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    980000 | PA      | $985238.98    | 0.02%             | 2029-04-25      | Fixed         | 6.13%                 | 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        |    970000 | PA      | $970821.11    | 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        |    460000 | PA      | $460433.14    | 0.01%             | 2030-09-25      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD 144A                       | NBN CO LTD                                                   | CUSIP: 62878U2A9<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |  15195000 | PA      | $15010304.78  | 0.32%             | 2026-05-05      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| NSLT 2005-4 A4                        | NELNET STUDENT LOAN TRUST 2005-4                             | CUSIP: 64031QCJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1428396 | PA      | $1408703.69   | 0.03%             | 2032-03-22      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| NSLT 2020-1A A 144A                   | NELNET STUDENT LOAN TRUST 2020-1                             | CUSIP: 64034GAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    990740 | PA      | $988734.26    | 0.02%             | 2068-03-26      | Floating      | 4.81%                 | 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        |   4965669 | PA      | $4655336.21   | 0.10%             | 2062-04-20      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| NSLT 2021-DA AFX 144A                 | NELNET STUDENT LOAN TRUST 2021-D                             | CUSIP: 64034YAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1670220 | PA      | $1590889.69   | 0.03%             | 2062-04-20      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| NEUB 2021-43A AR 144A                 | NEUBERGER BERMAN LOAN ADVISERS CLO 43 LTD                    | CUSIP: 64134AAJ1<br>LEI: 549300N83MM16HCONB28 | Long             | ABS-CBDO         | CORP              | KY        |  16575000 | PA      | $16564357.19  | 0.35%             | 2036-07-17      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| NRZT 2025-NQM4 A1 144A                | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM4                | CUSIP: 64832FAC0<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |   3243764 | PA      | $3267021.39   | 0.07%             | 2065-07-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| NRZT 2025-NQM4 A2 144A                | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM4                | CUSIP: 64832FAD8<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |   6553248 | PA      | $6586488.82   | 0.14%             | 2065-07-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                | NEXTERA ENERGY CAPITAL HOLDINGS INC                          | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1590808.28   | 0.03%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                | NEXTERA ENERGY CAPITAL HOLDINGS INC                          | CUSIP: 65339KBY5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   9130000 | PA      | $8908506.20   | 0.19%             | 2027-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER 144A             | NIAGARA MOHAWK POWER CORP                                    | CUSIP: 653522DT6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |   4085000 | PA      | $4107185.64   | 0.09%             | 2030-10-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                          | NISOURCE INC                                                 | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   1560000 | PA      | $1598672.40   | 0.03%             | 2028-03-30      | Fixed         | 5.25%                 | 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        |   2721245 | PA      | $2729177.07   | 0.06%             | 2032-07-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC 144A                   | NRG ENERGY INC                                               | CUSIP: 629377CN0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   3140000 | PA      | $3136263.40   | 0.07%             | 2025-12-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| NRZT 2025-NQM6 A1 144A                | NRZT 2025-NQM6                                               | CUSIP: 64832KAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9920000 | PA      | $9919956.35   | 0.21%             | 2065-10-25      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP 144A                 | NTT FINANCE CORP                                             | CUSIP: 62954WAQ8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   4405000 | PA      | $4459044.95   | 0.09%             | 2028-07-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| NUTRIEN LTD                           | NUTRIEN LTD                                                  | CUSIP: 67077MBA5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |   2955000 | PA      | $3008606.66   | 0.06%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| NXP BV/NXP FUNDING LLC                | NXP BV / NXP FUNDING LLC                                     | CUSIP: 62947QBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    915000 | PA      | $915959.84    | 0.02%             | 2026-03-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                | NXP BV / NXP FUNDING LLC / NXP USA INC                       | CUSIP: 62954HBF4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   2250000 | PA      | $2260755.00   | 0.05%             | 2028-08-19      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                | NXP BV / NXP FUNDING LLC / NXP USA INC                       | CUSIP: 62954HAX6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1235000 | PA      | $1217408.66   | 0.03%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                | NXP BV / NXP FUNDING LLC / NXP USA INC                       | CUSIP: 62954HAZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   4939000 | PA      | $4928356.46   | 0.10%             | 2026-06-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                | NXP BV / NXP FUNDING LLC / NXP USA INC                       | CUSIP: 62954HBE7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1040000 | PA      | $1043503.76   | 0.02%             | 2027-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                | NXP BV / NXP FUNDING LLC / NXP USA INC                       | CUSIP: 62954HAV0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   5609000 | PA      | $5605040.05   | 0.12%             | 2029-06-18      | Fixed         | 4.30%                 | 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        |   2565000 | PA      | $2570063.05   | 0.05%             | 2038-11-05      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC               | O'REILLY AUTOMOTIVE INC                                      | CUSIP: 67103HAM9<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |  13817000 | PA      | $14029546.91  | 0.30%             | 2026-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC               | O'REILLY AUTOMOTIVE INC                                      | CUSIP: 67103HAG2<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |   4597000 | PA      | $4630512.13   | 0.10%             | 2028-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| OBX 2019-EXP2 2A2 144A                | OBX 2019-EXP2 TRUST                                          | CUSIP: 67113KAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     88070 | PA      | $87292.56     | 0.00%             | 2059-06-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| OBX 2019-EXP3 2A1 144A                | OBX 2019-EXP3 TRUST                                          | CUSIP: 67113ABB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    343588 | PA      | $343131.82    | 0.01%             | 2059-10-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| OBX 2020-EXP1 2A2 144A                | OBX 2020-EXP1 TRUST                                          | CUSIP: 67448TBF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    214077 | PA      | $211608.92    | 0.00%             | 2060-02-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| OBX 2020-EXP2 A9 144A                 | OBX 2020-EXP2 TRUST                                          | CUSIP: 67448VAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    314082 | PA      | $280702.59    | 0.01%             | 2060-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| OBX 2020-INV1 A5 144A                 | OBX 2020-INV1 TRUST                                          | CUSIP: 67113CAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    512795 | PA      | $468061.77    | 0.01%             | 2049-12-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| OBX 2021-NQM1 A2 144A                 | OBX 2021-NQM1 TRUST                                          | CUSIP: 67114BAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2234722 | PA      | $1969686.47   | 0.04%             | 2066-02-25      | Variable      | 1.18%                 | No            |                  2 | On Loan: No      |
| OBX 2023-NQM10 A2 144A                | OBX 2023-NQM10 TRUST                                         | CUSIP: 67449CAB7<br>LEI: 254900O44XNRXAW7W466 | Long             | ABS-MBS          | CORP              | US        |    574730 | PA      | $580443.05    | 0.01%             | 2063-10-25      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM15 A1F 144A               | OBX 2025-NQM15 TRUST                                         | CUSIP: 67122CAD7<br>LEI: 254900Y3YIZHUWMEGC78 | Long             | ABS-MBS          | CORP              | US        |   1989842 | PA      | $1990766.27   | 0.04%             | 2065-07-27      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM15 A1 144A                | OBX 2025-NQM15 TRUST                                         | CUSIP: 67122CAC9<br>LEI: 254900Y3YIZHUWMEGC78 | Long             | ABS-MBS          | CORP              | US        |   3811866 | PA      | $3833077.11   | 0.08%             | 2065-07-27      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR              | OCCIDENTAL PETROLEUM CORP                                    | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   2805000 | PA      | $2872665.02   | 0.06%             | 2029-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR              | OCCIDENTAL PETROLEUM CORP                                    | CUSIP: 674599EH4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   2039000 | PA      | $2075494.02   | 0.04%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OCT39 2018-3A AR 144A                 | OCTAGON INVESTMENT PARTNERS 39 LTD                           | CUSIP: 67592CAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1876022 | PA      | $1875813.35   | 0.04%             | 2030-10-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| OCT21 2014-1A A2R4 144A               | OCTAGON INVESTMENT PARTNERS XXI LTD                          | CUSIP: 67590QCA3<br>LEI: 549300XIS9D4AHDX5A35 | Long             | ABS-CBDO         | CORP              | KY        |  11495000 | PA      | $11480607.11  | 0.24%             | 2031-02-14      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| OCT21 2014-1A AAR4 144A               | OCTAGON INVESTMENT PARTNERS XXI LTD                          | CUSIP: 67590QBW6<br>LEI: 549300XIS9D4AHDX5A35 | Long             | ABS-CBDO         | CORP              | KY        |   1383256 | PA      | $1382926.10   | 0.03%             | 2031-02-14      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| OCT21 2014-1A BR4 144A                | OCTAGON INVESTMENT PARTNERS XXI LTD                          | CUSIP: 67590QCC9<br>LEI: 549300XIS9D4AHDX5A35 | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $4487014.80   | 0.09%             | 2031-02-14      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| OCTL 2022-1A B 144A                   | OCTANE RECEIVABLES TRUST 2022-1                              | CUSIP: 67571EAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    235329 | PA      | $235400.25    | 0.00%             | 2028-05-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| OCTL 2023-1A B 144A                   | OCTANE RECEIVABLES TRUST 2023-1                              | CUSIP: 67571BAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2695000 | PA      | $2708210.08   | 0.06%             | 2029-07-20      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| OCTL 2023-3A C 144A                   | OCTANE RECEIVABLES TRUST 2023-3                              | CUSIP: 67571CAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    515000 | PA      | $528165.77    | 0.01%             | 2029-08-20      | Fixed         | 6.74%                 | No            |                  2 | On Loan: No      |
| OCTL 2023-3A B 144A                   | OCTANE RECEIVABLES TRUST 2023-3                              | CUSIP: 67571CAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1570000 | PA      | $1593000.34   | 0.03%             | 2029-07-20      | Fixed         | 6.48%                 | 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        |   1650000 | PA      | $1684249.38   | 0.04%             | 2031-10-20      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| OCTL 2024-3A A2 144A                  | OCTANE RECEIVABLES TRUST 2024-3                              | CUSIP: 67571GAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1417852 | PA      | $1424952.54   | 0.03%             | 2030-05-20      | Fixed         | 4.94%                 | 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        |   6040000 | PA      | $6064121.95   | 0.13%             | 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        |   2945000 | PA      | $2953510.46   | 0.06%             | 2046-12-20      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC                     | OMNICOM GROUP INC / OMNICOM CAPITAL INC                      | CUSIP: 68217FAA0<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |   2060000 | PA      | $2053309.12   | 0.04%             | 2026-04-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ONP 2021-PARK C 144A                  | ONE 2021-PARK MORTGAGE TRUST                                 | CUSIP: 682413AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6005000 | PA      | $5711270.83   | 0.12%             | 2036-03-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| ONP 2021-PARK B 144A                  | ONE 2021-PARK MORTGAGE TRUST                                 | CUSIP: 682413AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11219000 | PA      | $10835818.42  | 0.23%             | 2036-03-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                             | ONEOK INC                                                    | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   4840000 | PA      | $4896468.28   | 0.10%             | 2026-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                             | ONEOK INC                                                    | CUSIP: 682680CL5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |  11352000 | PA      | $11517489.46  | 0.24%             | 2026-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                             | ONEOK INC                                                    | CUSIP: 682680CB7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   9355000 | PA      | $9365608.57   | 0.20%             | 2027-09-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ONEOK INC 144A                        | ONEOK INC                                                    | CUSIP: 682680CM3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   2520000 | PA      | $2567882.52   | 0.05%             | 2028-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                           | ORACLE CORP                                                  | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   8395000 | PA      | $8272433.00   | 0.17%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| ORACLE CORP                           | ORACLE CORP                                                  | CUSIP: 68389XCC7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  12195000 | PA      | $12086696.21  | 0.26%             | 2026-03-25      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC 4/2 CP 144A               | OVINTIV INC                                                  | CUSIP: 69047JZJ0<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |  11700000 | PA      | $11670193.08  | 0.25%             | 2025-12-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NEWFIELD EXPLORATION CO               | OVINTIV INC                                                  | CUSIP: 651290AR9<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2502300.00   | 0.05%             | 2026-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                         | OWENS CORNING                                                | CUSIP: 690742AF8<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |   3093000 | PA      | $3073687.31   | 0.06%             | 2026-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                         | OWENS CORNING                                                | CUSIP: 690742AN1<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |   4210000 | PA      | $4292436.01   | 0.09%             | 2027-06-15      | Fixed         | 5.50%                 | 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        |   8115000 | PA      | $8131557.03   | 0.17%             | 2037-07-30      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| OZLMF 2012-2A AR4 144A                | OZLM FUNDING II LTD                                          | CUSIP: 67108BCG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4450000 | PA      | $4452278.40   | 0.09%             | 2037-07-30      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| OZLM 2017-21A A1R 144A                | OZLM XXI LTD                                                 | CUSIP: 67112AAJ0<br>LEI: 5493002HF6D1C4B1AK86 | Long             | ABS-CBDO         | CORP              | KY        |   1165424 | PA      | $1165347.10   | 0.02%             | 2031-01-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                | PACIFIC GAS AND ELECTRIC CO                                  | CUSIP: 694308HW0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1597000 | PA      | $1566965.22   | 0.03%             | 2027-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                | PACIFIC GAS AND ELECTRIC CO                                  | CUSIP: 694308HS9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1617000 | PA      | $1596242.57   | 0.03%             | 2027-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                | PACIFIC GAS AND ELECTRIC CO                                  | CUSIP: 694308KF3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    815000 | PA      | $826229.07    | 0.02%             | 2027-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                | PACIFIC GAS AND ELECTRIC CO                                  | CUSIP: 694308KW6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   3270000 | PA      | $3315289.50   | 0.07%             | 2028-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                | PACIFIC GAS AND ELECTRIC CO                                  | CUSIP: 694308JP3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   3350000 | PA      | $3344774.00   | 0.07%             | 2026-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL 144A         | PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP                | CUSIP: 709599BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12797000 | PA      | $12875445.61  | 0.27%             | 2026-05-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL 144A         | PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP                | CUSIP: 709599BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1173633.93   | 0.02%             | 2026-06-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL 144A         | PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP                | CUSIP: 709599AW4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2240000 | PA      | $2222693.76   | 0.05%             | 2026-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL 144A         | PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP                | CUSIP: 709599BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3125000 | PA      | $3161406.25   | 0.07%             | 2027-01-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PERNOD RICARD SA 144A                 | PERNOD RICARD SA                                             | CUSIP: 714264AM0<br>LEI: 52990097YFPX9J0H5D87 | Long             | DBT              | CORP              | FR        |   8525000 | PA      | $8477302.63   | 0.18%             | 2026-06-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                | PHILIP MORRIS INTERNATIONAL INC                              | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1948000 | PA      | $1988711.25   | 0.04%             | 2027-11-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE              | PLAINS ALL AMERICAN PIPELINE LP / PAA FINANCE CORP           | CUSIP: 72650RBR2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3845000 | PA      | $3861022.12   | 0.08%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| PNC FINANCIAL SERVICES                | PNC FINANCIAL SERVICES GROUP INC/THE                         | CUSIP: 693475BL8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   7035000 | PA      | $7045067.09   | 0.15%             | 2027-01-26      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| POSCO 144A                            | POSCO                                                        | CUSIP: 73730EAC7<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |   6020000 | PA      | $6029181.82   | 0.13%             | 2026-01-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PREF 2024-1A A2 144A                  | POST ROAD EQUIPMENT FINANCE 2024-1 LLC                       | CUSIP: 737473AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    232269 | PA      | $233275.42    | 0.00%             | 2029-11-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| PROG 2021-SFR8 C 144A                 | PROGRESS RESIDENTIAL 2021-SFR8 TRUST                         | CUSIP: 74333TAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7820000 | PA      | $7685237.94   | 0.16%             | 2038-10-17      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| PROG 2021-SFR8 B 144A                 | PROGRESS RESIDENTIAL 2021-SFR8 TRUST                         | CUSIP: 74333TAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1548000 | PA      | $1519441.57   | 0.03%             | 2038-10-17      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS              | PUBLIC SERVICE ENTERPRISE GROUP INC                          | CUSIP: 744573BA3<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   8275000 | PA      | $8447442.73   | 0.18%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| RCKT 2024-CES8 A1A 144A               | RCKT MORTGAGE TRUST 2024-CES8                                | CUSIP: 749421AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6091802 | PA      | $6132225.21   | 0.13%             | 2044-11-25      | Variable      | 5.49%                 | 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        |   1615879 | PA      | $1630166.32   | 0.03%             | 2044-12-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                    | REALTY INCOME CORP                                           | CUSIP: 756109BQ6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   1780000 | PA      | $1780345.32   | 0.04%             | 2026-01-13      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                    | REGAL REXNORD CORP                                           | CUSIP: 758750AL7<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |  13934000 | PA      | $13963345.00  | 0.29%             | 2026-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                    | REGAL REXNORD CORP                                           | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   6701000 | PA      | $6933229.86   | 0.15%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                           | REVVITY INC                                                  | CUSIP: 714046AM1<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |   5866000 | PA      | $5499545.11   | 0.12%             | 2028-09-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING 144A               | RGA GLOBAL FUNDING                                           | CUSIP: 76209PAH6<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |   7545000 | PA      | $7567687.82   | 0.16%             | 2028-08-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING 144A               | RGA GLOBAL FUNDING                                           | CUSIP: 76209PAK9<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |   9560000 | PA      | $9582236.56   | 0.20%             | 2030-11-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ROCKT 2019-2A AR2 144A                | ROCKFORD TOWER CLO 2019-2 LTD                                | CUSIP: 77341GAS9<br>LEI: 549300IG5M07NI4QKK80 | Long             | ABS-CBDO         | CORP              | KY        |  10369319 | PA      | $10367633.44  | 0.22%             | 2032-08-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN              | ROGERS COMMUNICATIONS INC                                    | CUSIP: 775109CG4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   9100000 | PA      | $8983456.30   | 0.19%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN              | ROGERS COMMUNICATIONS INC                                    | CUSIP: 775109DE8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |  11825000 | PA      | $12057952.50  | 0.25%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROLLS-ROYCE PLC 144A                  | ROLLS-ROYCE PLC                                              | CUSIP: 77578JAC2<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |   6370000 | PA      | $6530039.88   | 0.14%             | 2027-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RMRK 2018-2A A2R 144A                 | ROMARK CLO II LTD                                            | CUSIP: 77587EAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  13080000 | PA      | $13082855.36  | 0.28%             | 2031-07-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| ROSS STORES INC                       | ROSS STORES INC                                              | CUSIP: 778296AF0<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |   9068000 | PA      | $8955484.26   | 0.19%             | 2026-04-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| RTX CORP                              | RTX CORP                                                     | CUSIP: 75513EBZ3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   3927000 | PA      | $4192991.42   | 0.09%             | 2028-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                    | RTX CORP                                                     | CUSIP: 913017AT6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   4139000 | PA      | $4384273.00   | 0.09%             | 2028-08-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION              | SABINE PASS LIQUEFACTION LLC                                 | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   1930000 | PA      | $1933203.80   | 0.04%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION              | SABINE PASS LIQUEFACTION LLC                                 | CUSIP: 785592AV8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   3887000 | PA      | $3891917.06   | 0.08%             | 2026-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GLOBAL 144A         | SAMMONS FINANCIAL GROUP GLOBAL FUNDING                       | CUSIP: 79587J2B8<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |   3275000 | PA      | $3326224.28   | 0.07%             | 2028-01-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SBCLN 2023-B C 144A                   | SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2023-B        | CUSIP: 80290CCC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1320564 | PA      | $1337826.94   | 0.03%             | 2033-12-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| SBCLN 2023-B A2 144A                  | SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2023-B        | CUSIP: 80290CCA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    660069 | PA      | $671261.47    | 0.01%             | 2033-12-15      | Fixed         | 5.64%                 | 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        |   2136584 | PA      | $2169593.36   | 0.05%             | 2033-12-15      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| SBCLN 2024-A B 144A                   | SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2024-A        | CUSIP: 80290CCJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1447667 | PA      | $1468134.25   | 0.03%             | 2032-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SBCLN 2024-A C 144A                   | SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2024-A        | CUSIP: 80290CCK8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1750114 | PA      | $1772551.36   | 0.04%             | 2032-06-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| SBCLN 2024-B B 144A                   | SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2024-B        | CUSIP: 80280BAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1328718 | PA      | $1337038.54   | 0.03%             | 2033-01-18      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| SBCLN 2024-B C 144A                   | SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2024-B        | CUSIP: 80280BAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1794691 | PA      | $1804163.84   | 0.04%             | 2033-01-18      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| SCART 2021-BA C 144A                  | SANTANDER CONSUMER AUTO RECEIVABLES TRUST 2021-B             | CUSIP: 802824AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1045804 | PA      | $1039412.87   | 0.02%             | 2029-03-15      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| SDART 2021-1 E                        | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2021-1                | CUSIP: 80286NAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6754855 | PA      | $6747566.16   | 0.14%             | 2028-12-15      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| SDART 2021-4 D                        | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2021-4                | CUSIP: 80285VAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1787486 | PA      | $1782263.63   | 0.04%             | 2027-10-15      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| SDART 2021-4 E 144A                   | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2021-4                | CUSIP: 80285VAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9700000 | PA      | $9689863.50   | 0.20%             | 2029-03-15      | Fixed         | 4.03%                 | 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        |   5110000 | PA      | $5122006.46   | 0.11%             | 2032-01-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                | SANTANDER HOLDINGS USA INC                                   | CUSIP: 80282KBK1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    980000 | PA      | $988006.60    | 0.02%             | 2027-05-31      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                | SANTANDER HOLDINGS USA INC                                   | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   5540000 | PA      | $5428823.28   | 0.11%             | 2028-01-06      | Variable      | 2.49%                 | No            |                  2 | On Loan: —       |
| SAN 2025-CES1 A1A 144A                | SANTANDER MORTGAGE ASSET RECEIVABLE TRUST 2025-CES1          | CUSIP: 802650AB7<br>LEI: 254900WEZWXJLYHMU869 | Long             | ABS-MBS          | CORP              | US        |   6208765 | PA      | $6206471.12   | 0.13%             | 2055-09-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| SAN 2025-NQM6 A1 144A                 | SANTANDER MORTGAGE ASSET RECEIVABLE TRUST 2025-NQM6          | CUSIP: 80265DAA1<br>LEI: 2549003RXF6LNJ2GP990 | Long             | ABS-MBS          | CORP              | US        |   2868941 | PA      | $2871563.38   | 0.06%             | 2065-11-25      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS              | SANTANDER UK GROUP HOLDINGS PLC                              | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   2595000 | PA      | $2558322.27   | 0.05%             | 2027-06-14      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS              | SANTANDER UK GROUP HOLDINGS PLC                              | CUSIP: 80281LAX3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   3360000 | PA      | $3355615.20   | 0.07%             | 2029-09-22      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND 144A         | SAUDI GOVERNMENT INTERNATIONAL BOND                          | CUSIP: 80413TBJ7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   5320000 | PA      | $5438901.57   | 0.11%             | 2028-01-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST 144A                  | SBA TOWER TRUST                                              | CUSIP: 78403DAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5077000 | PA      | $4953941.03   | 0.10%             | 2026-11-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST 144A                  | SBA TOWER TRUST                                              | CUSIP: 78403DBD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  13380000 | PA      | $13458651.92  | 0.28%             | 2029-10-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST 144A                  | SBA TOWER TRUST                                              | CUSIP: 78403DAZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7561000 | PA      | $7755837.22   | 0.16%             | 2028-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST 144A                  | SBA TOWER TRUST                                              | CUSIP: 78403DAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3232000 | PA      | $3220743.07   | 0.07%             | 2026-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SBALT 2024-B A4 144A                  | SBNA AUTO LEASE TRUST 2024-B                                 | CUSIP: 78437VAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6630000 | PA      | $6707123.48   | 0.14%             | 2028-12-20      | Fixed         | 5.55%                 | 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        |   3520000 | PA      | $3595940.13   | 0.08%             | 2033-11-21      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| SCFET 2025-1A A2 144A                 | SCF EQUIPMENT LEASING 2025-1 LLC                             | CUSIP: 78437DAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2083996 | PA      | $2090392.49   | 0.04%             | 2030-07-22      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER HLDGS CORP 144A          | SCHLUMBERGER HOLDINGS CORP                                   | CUSIP: 806851AK7<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |   8758000 | PA      | $8739459.31   | 0.18%             | 2028-05-17      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER INVESTMENT               | SCHLUMBERGER INVESTMENT SA                                   | CUSIP: 806854AK1<br>LEI: 529900EZ29I5KXPV2J32 | Long             | DBT              | CORP              | LU        |   4853000 | PA      | $4886752.62   | 0.10%             | 2028-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SDR 2024-DSNY B 144A                  | SDR COMMERCIAL MORTGAGE TRUST 2024-DSNY                      | CUSIP: 811304AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4880000 | PA      | $4867815.62   | 0.10%             | 2039-05-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| SEB4P 2024-1A A2 144A                 | SEB FUNDING LLC                                              | CUSIP: 78433DAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5140000 | PA      | $5257845.29   | 0.11%             | 2054-04-30      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| SSTRT 2025-A B 144A                   | SECURITIZED TERM AUTO RECEIVABLES TRUST                      | CUSIP: 81378RAB0<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | CA        |   1506241 | PA      | $1519472.71   | 0.03%             | 2031-07-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| SSTRT 2025-B B 144A                   | SECURITIZED TERM AUTO RECEIVABLES TRUST 2025-B               | CUSIP: 81378WAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |   1121392 | PA      | $1130306.17   | 0.02%             | 2032-12-29      | Fixed         | 4.92%                 | 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        |    519090 | PA      | $522929.96    | 0.01%             | 2032-12-29      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SEMPRA ENERGY                         | SEMPRA                                                       | CUSIP: 816851BQ1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   2840000 | PA      | $2856710.56   | 0.06%             | 2026-08-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SEMT 2018-CH2 A3 144A                 | SEQUOIA MORTGAGE TRUST 2018-CH2                              | CUSIP: 81747EAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    585370 | PA      | $553428.33    | 0.01%             | 2048-06-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| SEMT 2018-CH2 A21 144A                | SEQUOIA MORTGAGE TRUST 2018-CH2                              | CUSIP: 81747EAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    223602 | PA      | $210809.41    | 0.00%             | 2048-06-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| SEMT 2018-CH3 A19 144A                | SEQUOIA MORTGAGE TRUST 2018-CH3                              | CUSIP: 81746WAU2<br>LEI: 549300FECQ7XLTBL1027 | Long             | ABS-MBS          | CORP              | US        |     13523 | PA      | $13461.22     | 0.00%             | 2048-08-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| SFAST 2024-1A C 144A                  | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-1             | CUSIP: 78435VAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    655000 | PA      | $669490.17    | 0.01%             | 2032-01-20      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| SFAST 2024-1A A3 144A                 | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-1             | CUSIP: 78435VAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1568340 | PA      | $1576378.26   | 0.03%             | 2029-05-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                   | SHERWIN-WILLIAMS CO/THE                                      | CUSIP: 824348BS4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   5375000 | PA      | $5431829.88   | 0.11%             | 2028-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| SRFC 2025-2A B 144A                   | SIERRA TIMESHARE 2025-2 RECEIVABLES FUNDING LLC              | CUSIP: 82653HAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2204923 | PA      | $2215880.66   | 0.05%             | 2044-04-20      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| SRFC 2025-3A B 144A                   | SIERRA TIMESHARE 2025-3 RECEIVABLES FUNDING LLC              | CUSIP: 82650FAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1877667 | PA      | $1887126.30   | 0.04%             | 2044-08-22      | Fixed         | 4.64%                 | 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        |   1006392 | PA      | $1009971.06   | 0.02%             | 2044-08-22      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| SMB 2020-BA A1A 144A                  | SMB PRIVATE EDUCATION LOAN TRUST                             | CUSIP: 78449XAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    858827 | PA      | $819604.19    | 0.02%             | 2053-07-15      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| SMB 2018-B A2B 144A                   | SMB PRIVATE EDUCATION LOAN TRUST 2018-B                      | CUSIP: 78449LAC2<br>LEI: 549300INMCHM7L5O6M41 | Long             | ABS-O            | CORP              | US        |   1757743 | PA      | $1756131.91   | 0.04%             | 2037-01-15      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| SMB 2020-PTB A2A 144A                 | SMB PRIVATE EDUCATION LOAN TRUST 2020-PTB                    | CUSIP: 78449DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3357225 | PA      | $3188845.89   | 0.07%             | 2054-09-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| SMB 2021-B A 144A                     | SMB PRIVATE EDUCATION LOAN TRUST 2021-B                      | CUSIP: 78449YAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4476967 | PA      | $4218667.71   | 0.09%             | 2051-07-17      | Fixed         | 1.31%                 | 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        |   3617679 | PA      | $3681545.10   | 0.08%             | 2054-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE 144A                 | SOCIETE GENERALE SA                                          | CUSIP: 83368RCH3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   4460000 | PA      | $4549922.52   | 0.10%             | 2029-05-22      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE 144A                 | SOCIETE GENERALE SA                                          | CUSIP: 83368RBV3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   4361000 | PA      | $4414487.67   | 0.09%             | 2028-01-19      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                        | SOLVENTUM CORP                                               | CUSIP: 83444MAN1<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |   3675000 | PA      | $3723730.50   | 0.08%             | 2027-02-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SNDPT 2019-1A BRR 144A                | SOUND POINT CLO XXII LTD                                     | CUSIP: 83611KAY8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1360000 | PA      | $1365131.96   | 0.03%             | 2032-01-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS              | SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC                    | CUSIP: 83007CAB8<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |   6646000 | PA      | $6699653.16   | 0.14%             | 2027-09-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF EDISON CO 4/2 144A CP  | SOUTHERN CALIFORNIA EDISON CO                                | CUSIP: 8424C1A65<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |  12935000 | PA      | $12874085.20  | 0.27%             | 2026-01-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                 | SOUTHERN CALIFORNIA GAS CO                                   | CUSIP: 842434CW0<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |   5420000 | PA      | $5338911.38   | 0.11%             | 2027-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL               | SOUTHERN CO GAS CAPITAL CORP                                 | CUSIP: 8426EPAJ7<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |   4245000 | PA      | $4244749.55   | 0.09%             | 2028-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                           | SOUTHERN CO/THE                                              | CUSIP: 842587DD6<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   4238000 | PA      | $4298908.54   | 0.09%             | 2027-08-01      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                 | SOUTHWEST AIRLINES CO                                        | CUSIP: 844741BL1<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |   7730000 | PA      | $7715908.21   | 0.16%             | 2028-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC 144A           | STANDARD CHARTERED PLC                                       | CUSIP: 853254DB3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   4780000 | PA      | $4874615.32   | 0.10%             | 2028-05-14      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC 144A           | STANDARD CHARTERED PLC                                       | CUSIP: 853254BF6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   2937000 | PA      | $2926271.14   | 0.06%             | 2027-02-19      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                        | STARBUCKS CORP                                               | CUSIP: 855244AR0<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   4793000 | PA      | $4781985.69   | 0.10%             | 2028-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                        | STARBUCKS CORP                                               | CUSIP: 855244AV1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1851588.00   | 0.04%             | 2027-03-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| STAR 2019-INV1 A3 144A                | STARWOOD MORTGAGE RESIDENTIAL TRUST 2019-INV1                | CUSIP: 85572JAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    441731 | PA      | $438113.67    | 0.01%             | 2049-09-27      | Variable      | 2.92%                 | No            |                  2 | On Loan: No      |
| STAR 2020-1 A2 144A                   | STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-1                   | CUSIP: 85573AAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1977103 | PA      | $1903602.10   | 0.04%             | 2050-02-25      | Variable      | 2.41%                 | No            |                  2 | On Loan: No      |
| STAR 2021-2 A1 144A                   | STARWOOD MORTGAGE RESIDENTIAL TRUST 2021-2                   | CUSIP: 85573HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    929618 | PA      | $881974.17    | 0.02%             | 2065-05-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| STAR 2021-4  A1 144A                  | STARWOOD MORTGAGE RESIDENTIAL TRUST 2021-4                   | CUSIP: 85573PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6197441 | PA      | $5533876.44   | 0.12%             | 2056-08-25      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                    | STEEL DYNAMICS INC                                           | CUSIP: 858119BU3<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |  11610000 | PA      | $11578594.95  | 0.24%             | 2028-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STRAS 2025-1A B 144A                  | STRATUS FUNDING CLO 2025-1 LTD                               | CUSIP: 863163AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3855000 | PA      | $3834274.36   | 0.08%             | 2033-07-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                          | STRYKER CORP                                                 | CUSIP: 863667BK6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |   5667000 | PA      | $5755087.85   | 0.12%             | 2028-02-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SYDNEY AIRPORT FINANCE 144A           | SYDNEY AIRPORT FINANCE CO PTY LTD                            | CUSIP: 87124VAF6<br>LEI: 549300MJAANHLHOVTO40 | Long             | DBT              | CORP              | AU        |   1351000 | PA      | $1347527.93   | 0.03%             | 2026-04-28      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SYMP 2020-23A AR2 144A                | SYMPHONY CLO XXIII LTD                                       | CUSIP: 87167NDL6<br>LEI: 54930001DQI1CFLYVB48 | Long             | ABS-CBDO         | CORP              | KY        |   1845677 | PA      | $1844930.65   | 0.04%             | 2034-01-15      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| SYMP 2021-26A AR 144A                 | SYMPHONY CLO XXVI LTD                                        | CUSIP: 87190GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2505695 | PA      | $2506315.04   | 0.05%             | 2033-04-20      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                          | SYNOPSYS INC                                                 | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |  12370000 | PA      | $12508086.31  | 0.26%             | 2028-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| T. Rowe Price Government Reserve Fund | T. Rowe Price Government Reserve Fund                        | CUSIP: 76105Y109<br>LEI: 5493002Y0IYARJVQ5N24 | Long             | STIV             | RF                | US        |  80740428 | NS      | $80740428.43  | 1.71%             |  |  |  | No            |                  1 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOFTWRE          | TAKE-TWO INTERACTIVE SOFTWARE INC                            | CUSIP: 874054AJ8<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |   9055000 | PA      | $9071815.14   | 0.19%             | 2026-03-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOFTWARE         | TAKE-TWO INTERACTIVE SOFTWARE INC                            | CUSIP: 874054AK5<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6110226.00   | 0.13%             | 2028-03-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                  | TARGA RESOURCES CORP                                         | CUSIP: 87612KAA0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   2155000 | PA      | $2189027.45   | 0.05%             | 2027-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                  | TARGA RESOURCES CORP                                         | CUSIP: 87612GAR2<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   4525000 | PA      | $4540375.95   | 0.10%             | 2029-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TENGIZCHEVROIL FIN CO IN              | TENGIZCHEVROIL FINANCE CO INTERNATIONAL LTD                  | CUSIP: LW9712917<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |   9400000 | PA      | $9352079.46   | 0.20%             | 2026-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TIA 2016-1A ARR 144A                  | TIAA CLO I LTD                                               | CUSIP: 87271LAY8<br>LEI: 549300SWQCCOXV4X1761 | Long             | ABS-CBDO         | CORP              | KY        |   4508233 | PA      | $4508365.98   | 0.10%             | 2031-07-20      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| TPMT 2018-1 A1 144A                   | TOWD POINT MORTGAGE TRUST 2018-1                             | CUSIP: 89176EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    159595 | PA      | $158434.50    | 0.00%             | 2058-01-25      | Variable      | 3.00%                 | 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        |   3992824 | PA      | $4010424.19   | 0.08%             | 2065-10-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| TPIC SPV I LLC 2024-1 A1 PP           | TPIC SPV I LLC                                               | CUSIP: 872660AA3<br>LEI: 98450079E44D2D1B6432 | Long             | ABS-O            | CORP              | US        |   7684281 | PA      | $7726544.47   | 0.16%             | 2044-11-30      | Fixed         | 7.13%                 | Yes           |                  3 | On Loan: No      |
| GRS - SECURITY LENDING COLLATERAL     | TREASURY RESERVE FUND - Collateral                           | CUSIP: 000000000<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | STIV             | RF                | US        |  34316678 | NS      | $34316677.50  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| TCN 2024-SFR2 D 144A                  | TRICON RESIDENTIAL 2024-SFR2 TRUST                           | CUSIP: 89616VAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6225000 | PA      | $6295653.75   | 0.13%             | 2040-06-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TCN 2024-SFR2 A 144A                  | TRICON RESIDENTIAL 2024-SFR2 TRUST                           | CUSIP: 89616VAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3394252 | PA      | $3410346.07   | 0.07%             | 2040-06-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TRNTS 2018-9A ARRR 144A               | TRINITAS CLO IX LTD                                          | CUSIP: 89641JAW6<br>LEI: 549300QFERVNPGSISO16 | Long             | ABS-CBDO         | CORP              | KY        |    676506 | PA      | $676490.71    | 0.01%             | 2032-01-20      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| TRNTS 2018-9A BRRR 144A               | TRINITAS CLO IX LTD                                          | CUSIP: 89641JAY2<br>LEI: 549300QFERVNPGSISO16 | Long             | ABS-CBDO         | CORP              | KY        |   2515000 | PA      | $2519234.00   | 0.05%             | 2032-01-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| TRNTS 2017-6A AR4 144A                | TRINITAS CLO VI LTD                                          | CUSIP: 89640YBQ6<br>LEI: 549300IUAXGLQ814UD95 | Long             | ABS-CBDO         | CORP              | KY        |  11985000 | PA      | $11982463.97  | 0.25%             | 2034-01-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| TRNTS 2017-7A A1R2 144A               | TRINITAS CLO VII LTD                                         | CUSIP: 89641CAU5<br>LEI: 549300F3XEPDOX3FOP69 | Long             | ABS-CBDO         | CORP              | KY        |  11690000 | PA      | $11660670.96  | 0.25%             | 2035-01-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| TX 2024-HOU B 144A                    | TX TRUST 2024-HOU                                            | CUSIP: 90216DAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6490000 | PA      | $6487644.78   | 0.14%             | 2039-06-15      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC 144A            | UBER TECHNOLOGIES INC                                        | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |  10995000 | PA      | $10957452.08  | 0.23%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| TSY INFL IX N/B                       | UNITED STATES TREASURY INFLATION INDEXED BONDS               | CUSIP: 91282CNB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23508403 | PA      | $23785728.78  | 0.50%             | 2030-04-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | UNITED STATES TREASURY NOTE/BOND                             | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30405000 | PA      | $30481012.50  | 0.64%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | UNITED STATES TREASURY NOTE/BOND                             | CUSIP: 91282CNM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 100720000 | PA      | $101683921.62 | 2.15%             | 2028-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | UNITED STATES TREASURY NOTE/BOND                             | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21005000 | PA      | $21102640.48  | 0.45%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | UNITED STATES TREASURY NOTE/BOND                             | CUSIP: 91282CPE5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 145395000 | PA      | $145366602.90 | 3.07%             | 2027-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | UNITED STATES TREASURY NOTE/BOND                             | CUSIP: 91282CPB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 173635000 | PA      | $173580739.06 | 3.67%             | 2027-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | UNITED STATES TREASURY NOTE/BOND                             | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 300240000 | PA      | $300744310.13 | 6.35%             | 2027-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | UNITED STATES TREASURY NOTE/BOND - WHEN ISSUED               | CUSIP: 91282CNP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  58375000 | PA      | $58687397.32  | 1.24%             | 2027-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TYH6 US 10YR NOTE (CBT)MAR26          | US 10YR NOTE (CBT)MAR26                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     -1088 | NC      | $-27058.56    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UXYH6 US 10YR ULTRA FUT MAR26         | US 10YR ULTRA FUT MAR26                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |      -432 | NC      | $-169365.60   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TUH6 US 2YR NOTE (CBT) MAR26          | US 2YR NOTE (CBT) MAR26                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |       468 | NC      | $-24648.84    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TUH6 US 2YR NOTE (CBT) MAR26          | US 2YR NOTE (CBT) MAR26                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |      6251 | NC      | $-329230.55   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| FVH6 US 5YR NOTE (CBT) MAR26          | US 5YR NOTE (CBT) MAR26                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     -1689 | NC      | $-107960.88   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP                            | US BANCORP                                                   | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   7145000 | PA      | $7200923.92   | 0.15%             | 2028-07-22      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| USCLN 2023-1 B 144A                   | US BANK NA                                                   | CUSIP: 90357PAV6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    424945 | PA      | $429470.35    | 0.01%             | 2032-08-25      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| WNH6 US ULTRA BOND CBT MAR26          | US ULTRA BOND CBT MAR26                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |      -333 | NC      | $-259910.36   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| UTAH ACQUISITION SUB                  | UTAH ACQUISITION SUB INC                                     | CUSIP: 62854AAN4<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |   6750000 | PA      | $6724269.00   | 0.14%             | 2026-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                    | VALERO ENERGY CORP                                           | CUSIP: 91913YBF6<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $2218155.00   | 0.05%             | 2030-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA 144A                   | VAR ENERGI ASA                                               | CUSIP: 92212WAA8<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |   5175000 | PA      | $5225342.40   | 0.11%             | 2027-05-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VERD 2023-1A A2 144A                  | VERDANT RECEIVABLES 2023-1 LLC                               | CUSIP: 92339GAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2483162 | PA      | $2526353.89   | 0.05%             | 2031-01-13      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| VERD 2024-1A A2 144A                  | VERDANT RECEIVABLES 2024-1 LLC                               | CUSIP: 92339MAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1098620 | PA      | $1119193.57   | 0.02%             | 2031-12-12      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                  | VERISK ANALYTICS INC                                         | CUSIP: 92345YAM8<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |   6685000 | PA      | $6730752.14   | 0.14%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                | VERIZON COMMUNICATIONS INC                                   | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |  10164000 | PA      | $9733117.55   | 0.21%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                | VERIZON COMMUNICATIONS INC                                   | CUSIP: 92343VHF4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   4810000 | PA      | $4822101.96   | 0.10%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VZMT 2024-6 B                         | VERIZON MASTER TRUST                                         | CUSIP: 92348KDG5<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   8440000 | PA      | $8475720.61   | 0.18%             | 2030-08-20      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| VERUS 2021-1 A2 144A                  | VERUS SECURITIZATION TRUST 2021-1                            | CUSIP: 92537QAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1114622 | PA      | $1012092.64   | 0.02%             | 2066-01-25      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| VERUS 2021-1 A3 144A                  | VERUS SECURITIZATION TRUST 2021-1                            | CUSIP: 92537QAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    658590 | PA      | $598885.25    | 0.01%             | 2066-01-25      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| VERUS 2021-2 A1 144A                  | VERUS SECURITIZATION TRUST 2021-2                            | CUSIP: 92538FAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1573411 | PA      | $1438589.03   | 0.03%             | 2066-02-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| VERUS 2021-R1 A2 144A                 | VERUS SECURITIZATION TRUST 2021-R1                           | CUSIP: 92538BAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    241584 | PA      | $234278.99    | 0.00%             | 2063-10-25      | Variable      | 1.06%                 | No            |                  2 | On Loan: No      |
| VERUS 2021-R2 A1 144A                 | VERUS SECURITIZATION TRUST 2021-R2                           | CUSIP: 92538DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1428960 | PA      | $1341590.86   | 0.03%             | 2064-02-25      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| VERUS 2023-4 A2 144A                  | VERUS SECURITIZATION TRUST 2023-4                            | CUSIP: 92539TAB9<br>LEI: 2138008DC17PCNG48R87 | Long             | ABS-MBS          | CORP              | US        |    466589 | PA      | $466733.17    | 0.01%             | 2068-05-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| VERUS 2023-6 A2 144A                  | VERUS SECURITIZATION TRUST 2023-6                            | CUSIP: 92539XAB0<br>LEI: 984500915DDB7T2ACA27 | Long             | ABS-MBS          | CORP              | US        |   1737998 | PA      | $1755205.85   | 0.04%             | 2068-09-25      | Variable      | 6.94%                 | No            |                  2 | On Loan: No      |
| VERUS 2023-7 A2 144A                  | VERUS SECURITIZATION TRUST 2023-7                            | CUSIP: 92539YAB8<br>LEI: 213800W65K5FH3AI2J91 | Long             | ABS-MBS          | CORP              | US        |   3446660 | PA      | $3486273.04   | 0.07%             | 2068-10-25      | Variable      | 7.27%                 | No            |                  2 | On Loan: No      |
| VERUS 2023-8 A2 144A                  | VERUS SECURITIZATION TRUST 2023-8                            | CUSIP: 92540DAB1<br>LEI: 213800DTJD5UKJR53O34 | Long             | ABS-MBS          | CORP              | US        |    690443 | PA      | $697873.05    | 0.01%             | 2068-12-25      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| VERUS 2025-3 A1 144A                  | VERUS SECURITIZATION TRUST 2025-3                            | CUSIP: 924928AA2<br>LEI: 213800DYYV3EM7TSTN14 | Long             | ABS-MBS          | CORP              | US        |   2486796 | PA      | $2507736.96   | 0.05%             | 2070-05-25      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| VERUS 2025-7 A1F 144A                 | VERUS SECURITIZATION TRUST 2025-7                            | CUSIP: 924931AD0<br>LEI: 213800OVCAXDOBS94P47 | Long             | ABS-MBS          | CORP              | US        |   5271394 | PA      | $5277936.11   | 0.11%             | 2070-08-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                           | VIATRIS INC                                                  | CUSIP: 92556VAC0<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   5092000 | PA      | $4913331.90   | 0.10%             | 2027-06-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| VSTA 2020-2 A3 144A                   | VISTA POINT SECURITIZATION TRUST 2020-2                      | CUSIP: 92838TAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    370702 | PA      | $358988.04    | 0.01%             | 2065-04-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC 144A         | VISTRA OPERATIONS CO LLC                                     | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   4299000 | PA      | $4336061.68   | 0.09%             | 2026-12-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA 144A         | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                      | CUSIP: 928668CV2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1382259.06   | 0.03%             | 2027-09-11      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA 144A         | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                      | CUSIP: 928668CA8<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   4520000 | PA      | $4595113.36   | 0.10%             | 2026-11-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA 144A         | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                      | CUSIP: 928668CP5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   3770000 | PA      | $3821155.13   | 0.08%             | 2028-03-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA 144A         | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                      | CUSIP: 928668BV3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   6435000 | PA      | $6501898.26   | 0.14%             | 2026-09-12      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA 144A         | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                      | CUSIP: 928668CL4<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   8305000 | PA      | $8376373.17   | 0.18%             | 2027-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                  | WASTE MANAGEMENT INC                                         | CUSIP: 94106LCA5<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |   9705000 | PA      | $9672556.19   | 0.20%             | 2029-01-15      | Fixed         | 3.88%                 | 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        |   9235000 | PA      | $9237432.50   | 0.20%             | 2034-04-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                 | WELLS FARGO & CO                                             | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  18395000 | PA      | $18761593.96  | 0.40%             | 2029-04-23      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                 | WELLS FARGO & CO                                             | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   8725000 | PA      | $8793177.15   | 0.19%             | 2028-01-24      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT 4/2 144A CP  | WESTERN MIDSTREAM OPERAT 4/2 144A CP 4.3200 20251208         | CUSIP: 95866WZ88<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   5645000 | PA      | $5637920.04   | 0.12%             | 2025-12-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT 4/2 144A CP  | WESTERN MIDSTREAM OPERATING LP                               | CUSIP: 95866WZ47<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   9785000 | PA      | $9777649.51   | 0.21%             | 2025-12-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WESTERN UNION CO/THE                  | WESTERN UNION CO/THE                                         | CUSIP: 959802AZ2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |  16695000 | PA      | $16543810.08  | 0.35%             | 2026-03-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| WFLF 2025-3A C 144A                   | WHEELS FLEET LEASE FUNDING 1 LLC                             | CUSIP: 96328GCS4<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |   3525000 | PA      | $3537530.27   | 0.07%             | 2040-09-18      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| WFLF 2024-1A A1 144A                  | WHEELS FLEET LEASE FUNDING 1 LLC                             | CUSIP: 96328GBM8<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |   5109172 | PA      | $5166620.22   | 0.11%             | 2039-02-18      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| WFLF 2025-3A A1 144A                  | WHEELS FLEET LEASE FUNDING 1 LLC                             | CUSIP: 96328GCP0<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |   2580000 | PA      | $2582418.75   | 0.05%             | 2040-09-18      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| WFLF 2023-2A A 144A                   | WHEELS FLEET LEASE FUNDING 1 LLC                             | CUSIP: 96328GBG1<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |   4040475 | PA      | $4090139.46   | 0.09%             | 2038-08-18      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                | WILLIAMS COS INC/THE                                         | CUSIP: 969457CH1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |  11725000 | PA      | $11765099.50  | 0.25%             | 2026-03-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                | WILLIAMS COS INC/THE                                         | CUSIP: 969457CR9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   6535000 | PA      | $6590880.79   | 0.14%             | 2030-06-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                | WILLIAMS COS INC/THE                                         | CUSIP: 969457CL2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   4020000 | PA      | $4091925.84   | 0.09%             | 2029-11-15      | Fixed         | 4.80%                 | 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        |    330000 | PA      | $330192.46    | 0.01%             | 2033-09-20      | Fixed         | 4.33%                 | 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        |    125000 | PA      | $125226.89    | 0.00%             | 2033-09-20      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD 144A             | WOODSIDE FINANCE LTD                                         | CUSIP: 980236AN3<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |   2682000 | PA      | $2670333.30   | 0.06%             | 2026-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                           | WORKDAY INC                                                  | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |   3450000 | PA      | $3425729.25   | 0.07%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WOART 2022-A C                        | WORLD OMNI AUTO RECEIVABLES TRUST 2022-A                     | CUSIP: 98164GAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4240000 | PA      | $4216425.18   | 0.09%             | 2028-09-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ZAXBY 2021-1A A2 144A                 | ZAXBYS FUNDING LLC                                           | CUSIP: 98920MAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7928100 | PA      | $7466944.62   | 0.16%             | 2051-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** /s/ Alan Dupski

**Name of Signer:** Alan Dupski

**Title:** Treasurer & Vice President