# EDGAR Filing Document

**Accession Number:** 0000731890
**File Stem:** 0001099263-25-001766
**Filing Date:** 2025-10
**Character Count:** 211600
**Document Hash:** c7f028531901c44c0156929c0930f53e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-25-001766.hdr.sgml**: 20251028

**ACCESSION NUMBER**: 0001099263-25-001766

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20251028

**DATE AS OF CHANGE**: 20251028

**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:** 251424235

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Baltimore

  - **State:** MD

  - **Foreign country:** US

  - **Zip / Postal Code:** 21231

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2025-08-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2570357983.57

**Total Liabilities:** $17391434.87

**Net Assets:** $2552966548.70

**Delayed Delivery Securities:** $6000000.00

**Cash Not Reported:** $382096.16

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -22570.433921 | **1-Year:** -182007.016153 | **5-Year:** -59108.580624 | **10-Year:** -1999.299371 | **30-Year:** 0.000000

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

- **3-Month:** -185.614984 | **1-Year:** -1621.622952 | **5-Year:** -300.604755 | **10-Year:** 0.000000 | **30-Year:** 0.000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000119983 | 0.57%                | 0.40%                | 0.41%                |
| Class ID C000193195 | 0.38%                | 0.41%                | 0.61%                |
| Class ID C000225825 | 0.60%                | 0.42%                | 0.63%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $561758.06               | $4535076.91                                |
| Month 2  | $486725.21               | $-4396457.08                               |
| Month 3  | $-862335.98              | $8518755.18                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| THREE-MONTH SOFR FUTURES                                            | 3 MONTH SOFR FUT  DEC26                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |       -244 | NC      | $-187892.81   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ABJA Investment Co Pte Ltd                                          | ABJA INVESTMENT CO PTE LTD                                          | CUSIP: AQ8490791<br>LEI: 254900E6OE5YJ9WCCU19 | Long             | DBT              | CORP              | SG        |    7180000 | PA      | $7326834.81   | 0.29%             | 2028-01-24      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                    | ABN AMRO BANK NV                                                    | CUSIP: 00084DAL4<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    3200000 | PA      | $3200812.80   | 0.13%             | 2026-04-18      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                    | ABN AMRO BANK NV                                                    | CUSIP: 00084DBA7<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    4000000 | PA      | $4080384.00   | 0.16%             | 2027-09-18      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi National Energy Co PJSC                                   | ABU DHABI NATIONAL ENERGY CO PJSC                                   | CUSIP: LW4546815<br>LEI: 213800UNJSVQFNUYYW03 | Long             | DBT              | CORP              | AE        |    8900000 | PA      | $8889280.84   | 0.35%             | 2026-06-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust 2025-X1                           | AFFIRM ASSET SECURITIZATION TRUST 2025-X1                           | CUSIP: 00834MAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2742479 | PA      | $2745944.07   | 0.11%             | 2030-04-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                                 | AFFIRM MASTER TRUST                                                 | CUSIP: 00833BAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8465000 | PA      | $8512076.40   | 0.33%             | 2033-07-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| AGCO Corp                                                           | AGCO CORP                                                           | CUSIP: 001084AR3<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |    3094000 | PA      | $3132062.39   | 0.12%             | 2027-03-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST 2023-A                                  | ALLY AUTO RECEIVABLES TRUST 2023-A                                  | CUSIP: 02008NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1075407 | PA      | $1078310.39   | 0.04%             | 2034-01-17      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2024-A                    | ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2024-A                    | CUSIP: 02007GZ55<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     149725 | PA      | $152016.82    | 0.01%             | 2032-05-17      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2024-A                    | ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2024-A                    | CUSIP: 02007GZ48<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4613230 | PA      | $4688115.87   | 0.18%             | 2032-05-17      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2024-B                    | ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2024-B                    | CUSIP: 02007G4C4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1522393 | PA      | $1534150.47   | 0.06%             | 2032-09-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2024-B                    | ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2024-B                    | CUSIP: 02007G4B6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1920136 | PA      | $1936187.49   | 0.08%             | 2032-09-15      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2025-A                    | ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2025-A                    | CUSIP: 02007G5E9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2435000 | PA      | $2440440.52   | 0.10%             | 2033-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                  | ALLY FINANCIAL INC                                                  | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    3210000 | PA      | $3333389.19   | 0.13%             | 2029-05-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                  | ALLY FINANCIAL INC                                                  | CUSIP: 02005NBF6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    5500000 | PA      | $5507408.50   | 0.22%             | 2025-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                                         | AMEREN CORP                                                         | CUSIP: 023608AK8<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    3389000 | PA      | $3195620.27   | 0.13%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                         | AMERICAN HONDA FINANCE CORP                                         | CUSIP: 02665WGE5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    8425000 | PA      | $8450696.25   | 0.33%             | 2027-07-09      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                         | AMERICAN HONDA FINANCE CORP                                         | CUSIP: 02665WFN6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     831000 | PA      | $832952.85    | 0.03%             | 2026-10-05      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Amrize Finance US LLC                                               | AMRIZE FINANCE US LLC                                               | CUSIP: 43475RAL0<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $7406250.00   | 0.29%             | 2026-09-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Amrize Finance US LLC                                               | AMRIZE FINANCE US LLC                                               | CUSIP: 43475RAA4<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    8450000 | PA      | $8435626.55   | 0.33%             | 2027-04-07      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Amur Equipment Finance Receivables XIV LLC                          | AMUR EQUIPMENT FINANCE RECEIVABLES XIV LLC                          | CUSIP: 03238BAB9<br>LEI: 254900VBZK8DVZNJFJ70 | Long             | ABS-O            | CORP              | US        |    5055060 | PA      | $5113304.49   | 0.20%             | 2031-06-20      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Amur Equipment Finance Receivables XV LLC                           | AMUR EQUIPMENT FINANCE RECEIVABLES XV LLC                           | CUSIP: 03237FAB1<br>LEI: 254900UXD59DZRJ7U848 | Long             | ABS-O            | CORP              | US        |    4765000 | PA      | $4810955.09   | 0.19%             | 2031-09-22      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2019-5                                     | ANGEL OAK MORTGAGE TRUST 2019-5                                     | CUSIP: 03464KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     382009 | PA      | $377334.37    | 0.01%             | 2049-10-25      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2021-2                                     | ANGEL OAK MORTGAGE TRUST 2021-2                                     | CUSIP: 03465DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3705413 | PA      | $3198038.02   | 0.13%             | 2066-04-25      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                    | ARCELORMITTAL SA                                                    | CUSIP: 03938LBA1<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    2800000 | PA      | $2797009.60   | 0.11%             | 2026-03-11      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust 2023-B                                        | ARI FLEET LEASE TRUST 2023-B                                        | CUSIP: 04033GAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1891246 | PA      | $1906965.96   | 0.07%             | 2032-07-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust 2024-B                                        | ARI FLEET LEASE TRUST 2024-B                                        | CUSIP: 04033HAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3159090 | PA      | $3182688.55   | 0.12%             | 2033-04-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust 2025-A                                        | ARI FLEET LEASE TRUST 2025-A                                        | CUSIP: 04033CAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8570000 | PA      | $8585690.81   | 0.34%             | 2034-01-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                               | ATHENE GLOBAL FUNDING                                               | CUSIP: 04685A4E8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    5750000 | PA      | $5803193.25   | 0.23%             | 2027-01-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd                           | AUSTRALIA & NEW ZEALAND BANKING GROUP LTD                           | CUSIP: 052528AK2<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    8355000 | PA      | $8349652.80   | 0.33%             | 2026-05-19      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Auxilior Term Funding 2023-1 LLC                                    | AUXILIOR TERM FUNDING 2023-1 LLC                                    | CUSIP: 05335JAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1535021 | PA      | $1546791.90   | 0.06%             | 2028-12-15      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Auxilior Term Funding 2024-1 LLC                                    | AUXILIOR TERM FUNDING 2024-1 LLC                                    | CUSIP: 05335FAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     672242 | PA      | $675458.37    | 0.03%             | 2027-03-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Axiata SPV2 Bhd                                                     | AXIATA SPV2 BHD                                                     | CUSIP: JK4656050<br>LEI: 254900P49KQFQ10AF282 | Long             | DBT              | CORP              | MY        |    8820000 | PA      | $8820981.67   | 0.35%             | 2026-03-24      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| BACARDI-MARTINI BV                                                  | BACARDI MARTINI B V DIS 0.0 02SEP25                                 | CUSIP: 05634EW24<br>LEI: 5493002XXBV8B88K2408 | Long             | DBT              | CORP              | NL        |    7000000 | PA      | $6996272.50   | 0.27%             | 2025-09-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BACARDI-MARTINI BV                                                  | BACARDI MARTINI B V DIS 0.0 09OCT25                                 | CUSIP: 05634EX98<br>LEI: 5493002XXBV8B88K2408 | Long             | DBT              | CORP              | NL        |    9500000 | PA      | $9447417.50   | 0.37%             | 2025-10-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BACARDI-MARTINI BV                                                  | BACARDI MARTINI B V DIS 0.0 29SEP25                                 | CUSIP: 05634EWV0<br>LEI: 5493002XXBV8B88K2408 | Long             | DBT              | CORP              | NL        |    7000000 | PA      | $6970705.00   | 0.27%             | 2025-09-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                  | BANCO BILBAO VIZCAYA ARGENTARIA SA                                  | CUSIP: 05946KAK7<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |   11200000 | PA      | $11207336.00  | 0.44%             | 2026-09-14      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                  | BANCO SANTANDER SA                                                  | CUSIP: 05964HBA2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    3800000 | PA      | $3867279.00   | 0.15%             | 2028-03-14      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Bank Mandiri Persero Tbk PT                                         | BANK MANDIRI PERSERO TBK PT                                         | CUSIP: ZL8867026<br>LEI: 549300RSKQN4Z5ZSGH94 | Long             | DBT              | CORP              | ID        |    9000000 | PA      | $9070939.17   | 0.36%             | 2026-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                | BANK OF AMERICA CORP                                                | CUSIP: 59022CAB9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4588006.50   | 0.18%             | 2026-09-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| Bank of Ireland Group PLC                                           | BANK OF IRELAND GROUP PLC                                           | CUSIP: 06279JAC3<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |    4500000 | PA      | $4500117.00   | 0.18%             | 2026-09-16      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                    | BANK OF MONTREAL                                                    | CUSIP: 06368L8M1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    3250000 | PA      | $3262187.50   | 0.13%             | 2027-09-10      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                             | BANK OF NOVA SCOTIA/THE                                             | CUSIP: 064159HB5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   18124000 | PA      | $18127824.16  | 0.71%             | 2025-12-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                        | BARCLAYS PLC                                                        | CUSIP: 06738EAP0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    7805000 | PA      | $7835088.28   | 0.31%             | 2026-05-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                        | BARCLAYS PLC                                                        | CUSIP: 06738ECP8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    2035000 | PA      | $2074426.09   | 0.08%             | 2028-03-12      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                        | BARCLAYS PLC                                                        | CUSIP: 06738EAN5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     800000 | PA      | $799780.00    | 0.03%             | 2026-01-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                    | BAT CAPITAL CORP                                                    | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   15900000 | PA      | $15685127.40  | 0.61%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                    | BAT CAPITAL CORP                                                    | CUSIP: 05526DBP9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2614003.60   | 0.10%             | 2027-04-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Battalion CLO IX Ltd                                                | BATTALION CLO IX LTD                                                | CUSIP: 07132EAS4<br>LEI: 549300JMWGEYZEC6GK98 | Long             | ABS-CBDO         | CORP              | KY        |   19000000 | PA      | $18976842.23  | 0.74%             | 2031-07-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Battalion CLO VIII Ltd                                              | BATTALION CLO VIII LTD                                              | CUSIP: 07132ACL5<br>LEI: 549300WH2OE0BGHQQP83 | Long             | ABS-CBDO         | CORP              | KY        |    6000000 | PA      | $6000000.00   | 0.24%             | 2030-07-18      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Battalion CLO XII Ltd                                               | BATTALION CLO XII LTD                                               | CUSIP: 07133RAW5<br>LEI: 549300JIE0P78OIZGS60 | Long             | ABS-CBDO         | CORP              | KY        |    7662735 | PA      | $7657463.83   | 0.30%             | 2031-05-17      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Battalion Clo XV Ltd                                                | BATTALION CLO XV LTD                                                | CUSIP: 07131AAM6<br>LEI: 549300CJP8HGT746II19 | Long             | ABS-CBDO         | CORP              | KY        |   11025206 | PA      | $11025210.27  | 0.43%             | 2033-01-17      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                                             | BAYER US FINANCE II LLC                                             | CUSIP: 07274NAJ2<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   15160000 | PA      | $15134152.20  | 0.59%             | 2025-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance LLC                                                | BAYER US FINANCE LLC                                                | CUSIP: 07274EAH6<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |    4227000 | PA      | $4303339.62   | 0.17%             | 2026-11-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII 2024-CAR1 LLC                   | BAYVIEW OPPORTUNITY MASTER FUND VII 2024-CAR1 LLC                   | CUSIP: 07336QAA0<br>LEI: 254900S53K9VTUR1UX42 | Long             | ABS-O            | CORP              | US        |    1506460 | PA      | $1510678.99   | 0.06%             | 2031-12-26      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| BINOM Securitization Trust 2021-INV1                                | BINOM SECURITIZATION TRUST 2021-INV1                                | CUSIP: 05552UAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7351979 | PA      | $6688511.91   | 0.26%             | 2056-06-25      | Variable      | 2.03%                 | No            |                  2 | On Loan: No      |
| BlueMountain CLO 2016-3 Ltd                                         | BLUEMOUNTAIN CLO 2016-3 LTD                                         | CUSIP: 09628VAW4<br>LEI: 549300EYIDIF4X8MHI21 | Long             | ABS-CBDO         | CORP              | KY        |    4055576 | PA      | $4057533.59   | 0.16%             | 2030-11-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                      | BNP PARIBAS SA                                                      | CUSIP: 05581KAA9<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   11650000 | PA      | $11642544.00  | 0.46%             | 2025-09-28      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                      | BNP PARIBAS SA                                                      | CUSIP: 05581KAC5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     750000 | PA      | $752328.75    | 0.03%             | 2027-03-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                      | BNP PARIBAS SA                                                      | CUSIP: 05565AAR4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    4000000 | PA      | $3991000.00   | 0.16%             | 2026-05-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                       | BOEING CO/THE                                                       | CUSIP: 097023CH6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6923791.00   | 0.27%             | 2026-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                       | BOEING CO/THE                                                       | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $7328107.50   | 0.29%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                             | BPCE SA                                                             | CUSIP: 05583JAH5<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    8050000 | PA      | $8029681.80   | 0.31%             | 2026-10-06      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial Global Funding                                | BRIGHTHOUSE FINANCIAL GLOBAL FUNDING                                | CUSIP: 10921U2C1<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $977724.00    | 0.04%             | 2026-05-24      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                    | BRIXMOR OPERATING PARTNERSHIP LP                                    | CUSIP: 11120VAE3<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |   14023000 | PA      | $13953712.36  | 0.55%             | 2027-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                   | BROWN & BROWN INC                                                   | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    1385000 | PA      | $1399086.84   | 0.05%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP                                                      | BRUNSWICK CORP/DE                                                   | CUSIP: 11704MW45<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |   28400000 | PA      | $28376672.24  | 1.11%             | 2025-09-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BX Trust 2021-RISE                                                  | BX TRUST 2021-RISE                                                  | CUSIP: 12434EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3017825 | PA      | $3015938.74   | 0.12%             | 2036-11-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                        | CAIXABANK SA                                                        | CUSIP: 12803RAB0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   11450000 | PA      | $11720815.40  | 0.46%             | 2027-09-13      | Variable      | 6.68%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                              | CANADIAN NAT RES LTD D 0.00 25SEP25                                 | CUSIP: 13638WWR9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   25200000 | PA      | $25111031.40  | 0.98%             | 2025-09-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                          | CAPITAL ONE FINANCIAL CORP                                          | CUSIP: 14040HBK0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    9575000 | PA      | $9515979.70   | 0.37%             | 2026-07-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                          | CAPITAL ONE FINANCIAL CORP                                          | CUSIP: 254709AM0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    2639000 | PA      | $2632996.28   | 0.10%             | 2027-02-09      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                          | CAPITAL ONE FINANCIAL CORP                                          | CUSIP: 14040HBJ3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    6900000 | PA      | $6889567.20   | 0.27%             | 2025-10-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Capital One NA                                                      | CAPITAL ONE NA                                                      | CUSIP: 25466AAJ0<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $991657.00    | 0.04%             | 2026-07-27      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2021-N4                              | CARVANA AUTO RECEIVABLES TRUST 2021-N4                              | CUSIP: 14687HAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1035379 | PA      | $1002908.15   | 0.04%             | 2028-09-11      | Fixed         | 1.24%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2023-N1                              | CARVANA AUTO RECEIVABLES TRUST 2023-N1                              | CUSIP: 14688FAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11169000 | PA      | $11255837.86  | 0.44%             | 2029-07-10      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2023-N3                              | CARVANA AUTO RECEIVABLES TRUST 2023-N3                              | CUSIP: 14686RAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     115586 | PA      | $115646.95    | 0.00%             | 2027-09-10      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2024-N1                              | CARVANA AUTO RECEIVABLES TRUST 2024-N1                              | CUSIP: 14687QAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2633653 | PA      | $2641215.82   | 0.10%             | 2028-03-10      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2024-N2                              | CARVANA AUTO RECEIVABLES TRUST 2024-N2                              | CUSIP: 14687VAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14825000 | PA      | $15058980.01  | 0.59%             | 2030-09-10      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2024-N2                              | CARVANA AUTO RECEIVABLES TRUST 2024-N2                              | CUSIP: 14687VAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1920000 | PA      | $1933119.17   | 0.08%             | 2028-07-10      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2024-N3                              | CARVANA AUTO RECEIVABLES TRUST 2024-N3                              | CUSIP: 14687WAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11000000 | PA      | $11027271.20  | 0.43%             | 2030-12-10      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2024-P2                              | CARVANA AUTO RECEIVABLES TRUST 2024-P2                              | CUSIP: 14688PAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3735000 | PA      | $3771566.40   | 0.15%             | 2029-07-10      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2024-P2                              | CARVANA AUTO RECEIVABLES TRUST 2024-P2                              | CUSIP: 14688PAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     811201 | PA      | $811965.63    | 0.03%             | 2027-11-10      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2025-P2                              | CARVANA AUTO RECEIVABLES TRUST 2025-P2                              | CUSIP: 14688YAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4365000 | PA      | $4406735.95   | 0.17%             | 2030-08-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2025-P2                              | CARVANA AUTO RECEIVABLES TRUST 2025-P2                              | CUSIP: 14688YAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2955000 | PA      | $2960492.46   | 0.12%             | 2028-08-10      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                | CDX IG S44 PAY 60 09/17/2025 CHAS                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |          1 | NC      | $17444.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                | CDX IG S44 PAY 60 10/15/2025 CHAS                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |          1 | NC      | $61784.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                | CDX IG S44 PAY 70 10/15/2025 CHAS                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-30248.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                            | CELANESE US HOLDINGS LLC                                            | CUSIP: 15089QAK0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    5048000 | PA      | $4839770.00   | 0.19%             | 2026-08-05      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                            | CELANESE US HOLDINGS LLC                                            | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    8860000 | PA      | $9081500.00   | 0.36%             | 2027-07-15      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Cencosud SA                                                         | CENCOSUD SA                                                         | CUSIP: 15132HAH4<br>LEI: 549300NLTGCFV7482429 | Long             | DBT              | CORP              | CL        |    6010000 | PA      | $5992706.83   | 0.23%             | 2027-07-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                        | CENTENE CORP                                                        | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   15632000 | PA      | $15204371.01  | 0.60%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Chase Auto Credit Linked Notes Series 2025-1                        | CHASE AUTO CREDIT LINKED NOTES SERIES 2025-1                        | CUSIP: 46591HCS7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5073254 | PA      | $5105591.25   | 0.20%             | 2033-02-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Chenango Park CLO Ltd                                               | CHENANGO PARK CLO LTD                                               | CUSIP: 16409TAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4700000 | PA      | $4710971.45   | 0.18%             | 2030-04-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| CIFC Funding 2013-II Ltd                                            | CIFC FUNDING 2013-II LTD                                            | CUSIP: 12549BAY4<br>LEI: 2549009RG3XZEWMXDF59 | Long             | ABS-CBDO         | CORP              | KY        |    2018455 | PA      | $2021680.31   | 0.08%             | 2030-10-18      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| CIFC Funding 2016-I Ltd                                             | CIFC FUNDING 2016-I LTD                                             | CUSIP: 17180TBL5<br>LEI: 54930076OPDXR0U68E20 | Long             | ABS-CBDO         | CORP              | KY        |   10908535 | PA      | $10904893.07  | 0.43%             | 2031-10-21      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                         | CITIBANK NA                                                         | CUSIP: 17325FBQ0<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    6250000 | PA      | $6288468.75   | 0.25%             | 2027-05-29      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                       | CITIGROUP INC                                                       | CUSIP: 172967HB0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2999781.00   | 0.12%             | 2025-09-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                                   | CITIGROUP MORTGAGE LOAN TRUST INC                                   | CUSIP: 17328PAX1<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |    1122965 | PA      | $964784.15    | 0.04%             | 2050-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                                   | CITIGROUP MORTGAGE LOAN TRUST INC                                   | CUSIP: 17328PAQ6<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |    4645096 | PA      | $4022723.11   | 0.16%             | 2050-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corp                                                  | CNA FINANCIAL CORP                                                  | CUSIP: 126117AT7<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |   11800000 | PA      | $11804885.20  | 0.46%             | 2026-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CNO Global Funding                                                  | CNO GLOBAL FUNDING                                                  | CUSIP: 18977W2A7<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    4895000 | PA      | $4755658.93   | 0.19%             | 2026-10-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Colorado Interstate Gas Co LLC / Colorado Interstate Issuing Corp   | COLORADO INTERSTATE GAS CO LLC / COLORADO INTERSTATE ISSUING CORP   | CUSIP: 196500AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1114000 | PA      | $1109206.46   | 0.04%             | 2026-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| COLT 2020-3 Mortgage Loan Trust                                     | COLT 2020-3 MORTGAGE LOAN TRUST                                     | CUSIP: 12597QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     225877 | PA      | $222382.42    | 0.01%             | 2065-04-27      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| COLT 2025-8 Mortgage Loan Trust                                     | COLT 2025-8 MORTGAGE LOAN TRUST                                     | CUSIP: 19689DAA7<br>LEI: 2138009IZ4NQZAKAEN75 | Long             | ABS-MBS          | CORP              | US        |    5690000 | PA      | $5734364.36   | 0.22%             | 2070-08-25      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                  | CONAGRA BRANDS INC                                                  | CUSIP: 205887CC4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    7260000 | PA      | $7331917.56   | 0.29%             | 2028-11-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2023-R05                        | CONNECTICUT AVENUE SECURITIES TRUST 2023-R05                        | CUSIP: 207942AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3017535 | PA      | $3043177.88   | 0.12%             | 2043-06-25      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2024-R02                        | CONNECTICUT AVENUE SECURITIES TRUST 2024-R02                        | CUSIP: 20754GAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1883791 | PA      | $1884365.83   | 0.07%             | 2044-02-25      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2024-R05                        | CONNECTICUT AVENUE SECURITIES TRUST 2024-R05                        | CUSIP: 20754XAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     771364 | PA      | $771363.19    | 0.03%             | 2044-07-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R04                        | CONNECTICUT AVENUE SECURITIES TRUST 2025-R04                        | CUSIP: 20755TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3976582 | PA      | $3983146.55   | 0.16%             | 2045-05-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R05                        | CONNECTICUT AVENUE SECURITIES TRUST 2025-R05                        | CUSIP: 20753CAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8739365 | PA      | $8762113.13   | 0.34%             | 2045-07-25      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Continental Resources Inc/OK                                        | CONTINENTAL RESOURCES INC/OK                                        | CUSIP: 212015AU5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    5556000 | PA      | $5398942.99   | 0.21%             | 2026-11-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                            | COOPERATIEVE RABOBANK UA                                            | CUSIP: 21684AAF3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    4320000 | PA      | $4291820.64   | 0.17%             | 2026-07-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                            | COREBRIDGE FINANCIAL INC                                            | CUSIP: 21871XAD1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    9388000 | PA      | $9301883.88   | 0.36%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Corp Nacional del Cobre de Chile                                    | CORP NACIONAL DEL COBRE DE CHILE                                    | CUSIP: AO5022774<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    9740000 | PA      | $9603257.41   | 0.38%             | 2027-08-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Cox Communications Inc                                              | COX COMMUNICATIONS INC                                              | CUSIP: 224044CG0<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $987894.00    | 0.04%             | 2026-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                  | CREDIT AGRICOLE SA                                                  | CUSIP: 22535WAP2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   11185000 | PA      | $11355716.66  | 0.44%             | 2029-01-09      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| Crossroads Asset Trust 2024-A                                       | CROSSROADS ASSET TRUST 2024-A                                       | CUSIP: 227927AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2210349 | PA      | $2238316.46   | 0.09%             | 2030-08-20      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                    | CROWN CASTLE INC                                                    | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    4250000 | PA      | $4162909.00   | 0.16%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                    | CROWN CASTLE INC                                                    | CUSIP: 22822VAK7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    4850000 | PA      | $4792207.40   | 0.19%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                    | CROWN CASTLE INC                                                    | CUSIP: 22822VAE1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3483410.00   | 0.14%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                    | CROWN CASTLE INC                                                    | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    6130000 | PA      | $5955785.40   | 0.23%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                    | CROWN CASTLE INTL 0.0 11SEP25 144A                                  | CUSIP: 22823PWB5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4990981.00   | 0.20%             | 2025-09-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Crown Point CLO 7 Ltd                                               | CROWN POINT CLO 7 LTD                                               | CUSIP: 22846MAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1886376 | PA      | $1886532.05   | 0.07%             | 2031-10-20      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                        | CUBESMART LP                                                        | CUSIP: 22966RAD8<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |     946000 | PA      | $932761.68    | 0.04%             | 2026-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                        | CUBESMART LP                                                        | CUSIP: 22966RAC0<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |    4075000 | PA      | $4066980.40   | 0.16%             | 2025-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                    | CVS CAREMARK CORP DISC 0.0 08SEP25                                  | CUSIP: 12665JW88<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     700000 | PA      | $699051.29    | 0.03%             | 2025-09-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                     | CVS HEALTH CORP                                                     | CUSIP: 126650CU2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    8120000 | PA      | $8010250.08   | 0.31%             | 2026-06-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                     | CVS HEALTH CORP                                                     | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    4600000 | PA      | $4342965.80   | 0.17%             | 2027-08-21      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                     | CVS HEALTH CORP                                                     | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   11950000 | PA      | $11954911.45  | 0.47%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                             | DAIMLER TRUCK FINANCE NORTH AMERICA LLC                             | CUSIP: 233853BG4<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    3605000 | PA      | $3610230.86   | 0.14%             | 2027-08-12      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                             | DAIMLER TRUCK FINANCE NORTH AMERICA LLC                             | CUSIP: 233853AY6<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2844979.20   | 0.11%             | 2027-09-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                     | DANSKE BANK A/S                                                     | CUSIP: 23636ABC4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    5628000 | PA      | $5625855.73   | 0.22%             | 2028-04-01      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust 2021-1                         | DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2021-1                         | CUSIP: 24380VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2745529 | PA      | $2621061.65   | 0.10%             | 2065-05-25      | Variable      | 0.71%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust 2023-2                                 | DELL EQUIPMENT FINANCE TRUST 2023-2                                 | CUSIP: 24703GAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4251162 | PA      | $4269615.48   | 0.17%             | 2029-01-22      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust 2024-2                                 | DELL EQUIPMENT FINANCE TRUST 2024-2                                 | CUSIP: 24704EAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2900000 | PA      | $2917186.85   | 0.11%             | 2030-08-22      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust 2025-1                                 | DELL EQUIPMENT FINANCE TRUST 2025-1                                 | CUSIP: 24703UAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1925000 | PA      | $1943973.38   | 0.08%             | 2031-02-24      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc                                                 | DELTA AIR LINES INC                                                 | CUSIP: 247361A24<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    2965000 | PA      | $2996025.76   | 0.12%             | 2028-07-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                        | DEUTSCHE BANK AG/NEW YORK NY                                        | CUSIP: 251526CE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    2464000 | PA      | $2450985.15   | 0.10%             | 2026-11-24      | Variable      | 2.13%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2021-3                                 | DRIVE AUTO RECEIVABLES TRUST 2021-3                                 | CUSIP: 262081AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11199481 | PA      | $11041934.56  | 0.43%             | 2029-06-15      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2024-1                                 | DRIVE AUTO RECEIVABLES TRUST 2024-1                                 | CUSIP: 26208WAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5440000 | PA      | $5471511.20   | 0.21%             | 2029-01-16      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2024-2                                 | DRIVE AUTO RECEIVABLES TRUST 2024-2                                 | CUSIP: 26207AAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2650000 | PA      | $2655340.02   | 0.10%             | 2029-07-16      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2024-2                                 | DRIVE AUTO RECEIVABLES TRUST 2024-2                                 | CUSIP: 26207AAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1665000 | PA      | $1666652.35   | 0.07%             | 2028-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                                        | DRIVE AUTO RECEIVABLES TRUST 2025-1                                 | CUSIP: 262102AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6000000 | PA      | $6052541.40   | 0.24%             | 2032-09-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                                        | DRIVE AUTO RECEIVABLES TRUST 2025-1                                 | CUSIP: 262102AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4250000 | PA      | $4278624.18   | 0.17%             | 2032-09-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Dryden 53 CLO Ltd                                                   | DRYDEN 53 CLO LTD                                                   | CUSIP: 26243EAP6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   12505628 | PA      | $12513801.82  | 0.49%             | 2031-01-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Dryden 80 CLO Ltd                                                   | DRYDEN 80 CLO LTD                                                   | CUSIP: 26245JBA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6000000 | PA      | $6000000.00   | 0.24%             | 2033-01-17      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                | EDISON INTERNATIONAL                                                | CUSIP: 28103AW26<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6300000 | PA      | $6296797.08   | 0.25%             | 2025-09-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                | EDISON INTERNATIONAL 4/2 144A CP 4.8000 20250911                    | CUSIP: 000000000<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $7487581.50   | 0.29%             | 2025-09-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EFMT 2024-INV2                                                      | EFMT 2024-INV2                                                      | CUSIP: 26844LAA6<br>LEI: 254900QTMZ2ZHRYMFA85 | Long             | ABS-MBS          | CORP              | US        |    3481561 | PA      | $3467804.66   | 0.14%             | 2069-10-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| EFMT 2024-NQM1                                                      | EFMT 2024-NQM1                                                      | CUSIP: 26845DAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5436360 | PA      | $5489022.45   | 0.22%             | 2069-11-25      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-INV2                                                      | EFMT 2025-INV2                                                      | CUSIP: 281914AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2472639 | PA      | $2486178.29   | 0.10%             | 2070-05-26      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Emaar Sukuk Ltd                                                     | EMAAR SUKUK LTD                                                     | CUSIP: LW3641039<br>LEI: 549300NZHOOO6634T541 | Long             | DBT              | NUSS              | KY        |    9561000 | PA      | $9491128.21   | 0.37%             | 2026-09-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                       | ENEL FINANCE INTERNATIONAL NV                                       | CUSIP: 29278GAN8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   12500000 | PA      | $11768475.00  | 0.46%             | 2028-07-12      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                  | ENERGY TRANSFER LP                                                  | CUSIP: 86765BAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    3997000 | PA      | $3981635.53   | 0.16%             | 2026-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                  | ENERGY TRANSFER LP                                                  | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3553963.00   | 0.14%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2023-2 LLC                               | ENTERPRISE FLEET FINANCING 2023-2 LLC                               | CUSIP: 29375NAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3896890 | PA      | $3921988.26   | 0.15%             | 2030-04-22      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2023-3 LLC                               | ENTERPRISE FLEET FINANCING 2023-3 LLC                               | CUSIP: 29374LAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5225483 | PA      | $5303626.15   | 0.21%             | 2030-03-20      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2024-1 LLC                               | ENTERPRISE FLEET FINANCING 2024-1 LLC                               | CUSIP: 29375PAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4569351 | PA      | $4605534.58   | 0.18%             | 2030-03-20      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2024-2 LLC                               | ENTERPRISE FLEET FINANCING 2024-2 LLC                               | CUSIP: 29375RAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4712628 | PA      | $4736083.94   | 0.19%             | 2026-12-20      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2024-3 LLC                               | ENTERPRISE FLEET FINANCING 2024-3 LLC                               | CUSIP: 29375QAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1482634 | PA      | $1490440.64   | 0.06%             | 2027-04-20      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2025-2 LLC                               | ENTERPRISE FLEET FINANCING 2025-2 LLC                               | CUSIP: 29375TAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2365000 | PA      | $2373100.60   | 0.09%             | 2028-02-22      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                            | EQT CORP                                                            | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1973292.00   | 0.08%             | 2026-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FALCON ASSET FUND                                                   | ERSTE FIN DEL LLC DISC 0.0 02SEP25                                  | CUSIP: 2960E2W25<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10200000 | PA      | $10195093.80  | 0.40%             | 2025-09-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                  | ESSEX PORTFOLIO LP                                                  | CUSIP: 29717PAQ0<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    1899000 | PA      | $1885750.68   | 0.07%             | 2026-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                 | EXETER AUTOMOBILE RECEIVABLES TRUST                                 | CUSIP: 30166XAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3185000 | PA      | $3225719.91   | 0.13%             | 2030-02-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                 | EXETER AUTOMOBILE RECEIVABLES TRUST                                 | CUSIP: 30166XAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3035000 | PA      | $3055893.55   | 0.12%             | 2029-07-16      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2021-2                          | EXETER AUTOMOBILE RECEIVABLES TRUST 2021-2                          | CUSIP: 30166RAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11044626 | PA      | $11011871.22  | 0.43%             | 2028-02-15      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2023-4                          | EXETER AUTOMOBILE RECEIVABLES TRUST 2023-4                          | CUSIP: 30166TAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     179088 | PA      | $179217.70    | 0.01%             | 2027-10-15      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2024-2                          | EXETER AUTOMOBILE RECEIVABLES TRUST 2024-2                          | CUSIP: 30166DAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5511980 | PA      | $5523097.71   | 0.22%             | 2028-04-17      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2024-4                          | EXETER AUTOMOBILE RECEIVABLES TRUST 2024-4                          | CUSIP: 30166UAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4645000 | PA      | $4664841.58   | 0.18%             | 2030-08-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                          | FANNIE MAE POOL                                                     | CUSIP: 3140XRVV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4794578 | PA      | $4984300.78   | 0.20%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                          | FANNIE MAE POOL                                                     | CUSIP: 31418FDC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10144604 | PA      | $10367109.78  | 0.41%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                   | FANNIE MAE REMICS                                                   | CUSIP: 3136AL5R8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     108222 | PA      | $106598.77    | 0.00%             | 2045-01-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bank NA                                                 | FIFTH THIRD BANK NA                                                 | CUSIP: 31677AAB0<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |   21105000 | PA      | $21030478.25  | 0.82%             | 2026-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Finance of America HECM Buyout 2024-HB1                             | FINANCE OF AMERICA HECM BUYOUT 2024-HB1                             | CUSIP: 31737DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7432629 | PA      | $7399010.10   | 0.29%             | 2034-10-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| FMC Corp                                                            | FMC CORP                                                            | CUSIP: 302491AT2<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |   20803000 | PA      | $20492702.45  | 0.80%             | 2026-10-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                            | FMC CORP DISC COML 0.0 18SEP25 144A                                 | CUSIP: 34410WWJ7<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $3190770.88   | 0.12%             | 2025-09-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2023-B                                 | FORD CREDIT AUTO LEASE TRUST 2023-B                                 | CUSIP: 34529NAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3685000 | PA      | $3711304.27   | 0.15%             | 2027-02-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2021-REV1                              | FORD CREDIT AUTO OWNER TRUST 2021-REV1                              | CUSIP: 345340AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1600000 | PA      | $1569910.88   | 0.06%             | 2033-10-17      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                          | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A                          | CUSIP: 34528QHX5<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    4495000 | PA      | $4515274.70   | 0.18%             | 2028-05-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                          | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A                          | CUSIP: 34528QHZ0<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |     805000 | PA      | $812646.37    | 0.03%             | 2028-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                          | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A                          | CUSIP: 34528QJC9<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    3225000 | PA      | $3272252.06   | 0.13%             | 2029-04-15      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                            | FORD MOTOR CREDIT CO LLC                                            | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   13650000 | PA      | $13360538.10  | 0.52%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                            | FORD MOTOR CREDIT CO LLC                                            | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    2610000 | PA      | $2651292.81   | 0.10%             | 2028-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                            | FORD MOTOR CREDIT CO LLC                                            | CUSIP: 345397F81<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    6375000 | PA      | $6384339.38   | 0.25%             | 2026-11-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fortive Corp                                                        | FORTIVE CORP                                                        | CUSIP: 34959JAG3<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |    1340000 | PA      | $1327765.80   | 0.05%             | 2026-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fortress Credit Bsl VII Ltd                                         | FORTRESS CREDIT BSL VII LTD                                         | CUSIP: 34956NAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4139175 | PA      | $4139647.10   | 0.16%             | 2032-07-23      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Fortress Credit BSL VIII Ltd                                        | FORTRESS CREDIT BSL VIII LTD                                        | CUSIP: 34962DAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    9984695 | PA      | $9984932.91   | 0.39%             | 2032-10-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                             | FORTUNE BRANDS INNOVAT 0.00 04SEP25                                 | CUSIP: 34965GW44<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |   21800000 | PA      | $21783623.84  | 0.85%             | 2025-09-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIO                                            | FORTUNE BRANDS INNOVATIONS INC                                      | CUSIP: 34965GWP7<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2990622.60   | 0.12%             | 2025-09-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                         | FREDDIE MAC POOL                                                    | CUSIP: 3132DUQU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12245033 | PA      | $12535024.39  | 0.49%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                         | FREDDIE MAC POOL                                                    | CUSIP: 3142GQYK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9976675 | PA      | $10386622.10  | 0.41%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                         | FREDDIE MAC POOL                                                    | CUSIP: 31427MW49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9277988 | PA      | $9482086.41   | 0.37%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                         | FREDDIE MAC POOL                                                    | CUSIP: 31425YXX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5445014 | PA      | $5663529.37   | 0.22%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                         | FREDDIE MAC POOL                                                    | CUSIP: 3132DVCA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9976361 | PA      | $10369775.49  | 0.41%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                  | FREDDIE MAC REMICS                                                  | CUSIP: 3137BGE39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     138560 | PA      | $135500.09    | 0.01%             | 2045-02-15      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-DNA2                             | FREDDIE MAC STACR REMIC TRUST 2022-DNA2                             | CUSIP: 35564KRE1<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | USGSE             | US        |    1225618 | PA      | $1227921.67   | 0.05%             | 2042-02-25      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-DNA5                             | FREDDIE MAC STACR REMIC TRUST 2022-DNA5                             | CUSIP: 35564KYN3<br>LEI: 5493000IS349P4O9HR58 | Long             | ABS-MBS          | USGSE             | US        |    3369905 | PA      | $3438063.12   | 0.13%             | 2042-06-25      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2023-HQA3                             | FREDDIE MAC STACR REMIC TRUST 2023-HQA3                             | CUSIP: 35564K3F4<br>LEI: 529900ZTXRUUVE8G8W08 | Long             | ABS-MBS          | USGSE             | US        |    2094190 | PA      | $2117053.20   | 0.08%             | 2043-11-25      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2024-DNA2                             | FREDDIE MAC STACR REMIC TRUST 2024-DNA2                             | CUSIP: 35564NCW1<br>LEI: 529900GRKKKHILZX4347 | Long             | ABS-MBS          | USGSE             | US        |    3630157 | PA      | $3644873.08   | 0.14%             | 2044-05-25      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2024-DNA3                             | FREDDIE MAC STACR REMIC TRUST 2024-DNA3                             | CUSIP: 35564NEY5<br>LEI: 529900P3PHNE8PW64Z68 | Long             | ABS-MBS          | USGSE             | US        |    3366375 | PA      | $3370582.97   | 0.13%             | 2044-10-25      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2024-HQA1                             | FREDDIE MAC STACR REMIC TRUST 2024-HQA1                             | CUSIP: 35564NBW2<br>LEI: 529900PGKDI4ZEXFQ523 | Long             | ABS-MBS          | USGSE             | US        |    6830626 | PA      | $6858154.79   | 0.27%             | 2044-03-25      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2025-DNA1                             | FREDDIE MAC STACR REMIC TRUST 2025-DNA1                             | CUSIP: 35564NFY4<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-MBS          | USGSE             | US        |     976500 | PA      | $976498.34    | 0.04%             | 2045-01-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2025-DNA2                             | FREDDIE MAC STACR REMIC TRUST 2025-DNA2                             | CUSIP: 35564NHY2<br>LEI: 529900XX8WXEM4FBIH80 | Long             | ABS-MBS          | USGSE             | US        |    3053000 | PA      | $3058699.04   | 0.12%             | 2045-05-25      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Freeport Indonesia PT                                               | FREEPORT INDONESIA PT                                               | CUSIP: BV7716632<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    7100000 | PA      | $7140910.20   | 0.28%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                | FREEPORT-MCMORAN INC                                                | CUSIP: 35671DCC7<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     883000 | PA      | $880109.06    | 0.03%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                | FREEPORT-MCMORAN INC                                                | CUSIP: 35671DCG8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    4600000 | PA      | $4595717.40   | 0.18%             | 2028-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                | FREEPORT-MCMORAN INC                                                | CUSIP: 35671DCD5<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    2274000 | PA      | $2306258.96   | 0.09%             | 2029-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FREMF 2015-K51 Mortgage Trust                                       | FREMF 2015-K51 MORTGAGE TRUST                                       | CUSIP: 30293XAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7730000 | PA      | $7703053.22   | 0.30%             | 2048-10-25      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| FREMF 2018-K733 Mortgage Trust                                      | FREMF 2018-K733 MORTGAGE TRUST                                      | CUSIP: 30297MAS9<br>LEI: 549300KQ08QVSM4XK212 | Long             | ABS-MBS          | CORP              | US        |    2895000 | PA      | $2884974.04   | 0.11%             | 2025-09-25      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| Galton Funding Mortgage Trust 2019-2                                | GALTON FUNDING MORTGAGE TRUST 2019-2                                | CUSIP: 36418AAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     189340 | PA      | $177687.48    | 0.01%             | 2059-06-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Galton Funding Mortgage Trust 2020-H1                               | GALTON FUNDING MORTGAGE TRUST 2020-H1                               | CUSIP: 36418HAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2339593 | PA      | $2241256.42   | 0.09%             | 2060-01-25      | Variable      | 2.41%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                           | GATX CORP                                                           | CUSIP: 361448BP7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    3230000 | PA      | $3274916.38   | 0.13%             | 2027-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                     | GENERAL MOTORS FINANCIAL CO INC                                     | CUSIP: 37045XDZ6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    5500000 | PA      | $5506358.00   | 0.22%             | 2025-10-10      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                     | GENERAL MOTORS FINANCIAL CO INC                                     | CUSIP: 37045XFH4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   12500000 | PA      | $12651875.00  | 0.50%             | 2027-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2023-2                        | GM FINANCIAL AUTOMOBILE LEASING TRUST 2023-2                        | CUSIP: 362548AF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3920000 | PA      | $3924260.65   | 0.15%             | 2027-05-20      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2025-1                        | GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-1                        | CUSIP: 36271VAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3290000 | PA      | $3325988.98   | 0.13%             | 2029-02-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2025-1                        | GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-1                        | CUSIP: 36271VAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $2019309.80   | 0.08%             | 2029-02-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Gm Financial Automobile Leasing Trust 2025-2                        | GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-2                        | CUSIP: 362962AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4200000 | PA      | $4243333.08   | 0.17%             | 2029-04-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Gohl Capital Ltd                                                    | GOHL CAPITAL LTD                                                    | CUSIP: AM1928143<br>LEI: 254900TF7OK6KSDZA888 | Long             | DBT              | CORP              | IM        |    5040000 | PA      | $5018301.39   | 0.20%             | 2027-01-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GOTHAM FUNDING CORP                                                 | GOTHAM FUNDING CORP                                                 | CUSIP: 38346LW28<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6508000 | PA      | $6504853.38   | 0.25%             | 2025-09-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON FINL SER                                            | HARLEY DAVIDSON FINL SV 0.0 03OCT25                                 | CUSIP: 41282JX30<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5972884.80   | 0.23%             | 2025-10-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON FINL SER                                            | HARLEY DAVIDSON FINL SV 0.0 17OCT25                                 | CUSIP: 41282JXH9<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4471418.70   | 0.18%             | 2025-10-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON FINL SER                                            | HARLEY-DAVIDSON FINL SER 4/2 144A CP 0.0000 20250903                | CUSIP: 000000000<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6995523.50   | 0.27%             | 2025-09-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON FINL SER                                            | HARLEY-DAVIDSON FINL SER 4/2 144A CP 5.0000 20250904                | CUSIP: 000000000<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |    7800000 | PA      | $7794010.38   | 0.31%             | 2025-09-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                             | HCA INC                                                             | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   10880000 | PA      | $10876986.24  | 0.43%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                             | HCA INC                                                             | CUSIP: 404119BS7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     523000 | PA      | $522246.36    | 0.02%             | 2026-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                             | HCA INC                                                             | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    8250000 | PA      | $8262564.75   | 0.32%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HDFC Bank Ltd/Gandhinagar                                           | HDFC BANK LTD/GANDHINAGAR                                           | CUSIP: ZL2067664<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | DBT              | CORP              | IN        |    8500000 | PA      | $8552757.80   | 0.34%             | 2026-03-02      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Holdings LP                                       | HEALTHCARE REALTY HOLDINGS LP                                       | CUSIP: 42225UAD6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    6253000 | PA      | $6191189.10   | 0.24%             | 2026-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                   | HEALTHPEAK OP LLC                                                   | CUSIP: 40414LAQ2<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    8500000 | PA      | $8417890.00   | 0.33%             | 2026-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Highmark Inc                                                        | HIGHMARK INC                                                        | CUSIP: 431116AD4<br>LEI: 549300B6868ZXXEB2Y57 | Long             | DBT              | CORP              | US        |   12754000 | PA      | $12498856.23  | 0.49%             | 2026-05-10      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust 2019-A                                 | HILTON GRAND VACATIONS TRUST 2019-A                                 | CUSIP: 43284HAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     223561 | PA      | $221348.85    | 0.01%             | 2033-07-25      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| HOMES 2024-AFC1 Trust                                               | HOMES 2024-AFC1 TRUST                                               | CUSIP: 403945AC2<br>LEI: 2549009KYOPIDSS2IL61 | Long             | ABS-MBS          | CORP              | US        |    9607327 | PA      | $9615409.42   | 0.38%             | 2059-08-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| HOMES 2025-NQM4 Trust                                               | HOMES 2025-NQM4 TRUST                                               | CUSIP: 403958AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2407703 | PA      | $2414477.15   | 0.09%             | 2070-08-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Hongkong Land Finance Cayman Islands Co Ltd/The                     | HONGKONG LAND FINANCE CAYMAN ISLANDS CO LTD/THE                     | CUSIP: EI4218265<br>LEI: 254900OHTMO343QAXN81 | Long             | DBT              | CORP              | KY        |    4920000 | PA      | $4919262.00   | 0.19%             | 2025-10-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hpefs Equipment Trust 2022-2                                        | HPEFS EQUIPMENT TRUST 2022-2                                        | CUSIP: 40441TAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     197607 | PA      | $197615.19    | 0.01%             | 2030-03-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2023-2                                        | HPEFS EQUIPMENT TRUST 2023-2                                        | CUSIP: 44328UAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2415000 | PA      | $2422379.03   | 0.09%             | 2031-01-21      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2024-2                                        | HPEFS EQUIPMENT TRUST 2024-2                                        | CUSIP: 40444MAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2123166 | PA      | $2126490.05   | 0.08%             | 2031-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2024-2                                        | HPEFS EQUIPMENT TRUST 2024-2                                        | CUSIP: 40444MAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1880000 | PA      | $1900777.57   | 0.07%             | 2031-10-20      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                   | HSBC HOLDINGS PLC                                                   | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    5600000 | PA      | $5713652.00   | 0.22%             | 2028-05-17      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                   | HSBC HOLDINGS PLC                                                   | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    7410000 | PA      | $7513628.85   | 0.29%             | 2029-03-03      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes Series 2024-2              | HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2024-2              | CUSIP: 44644NAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4650111 | PA      | $4685544.85   | 0.18%             | 2032-10-20      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes Series 2025-1              | HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2025-1              | CUSIP: 446438SX2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6859149 | PA      | $6895538.83   | 0.27%             | 2033-03-21      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes Series 2025-2              | HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2025-2              | CUSIP: 44644NAN9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6860000 | PA      | $6876696.55   | 0.27%             | 2033-09-20      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2024-A                      | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2024-A                      | CUSIP: 448988AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5240000 | PA      | $5254172.63   | 0.21%             | 2027-03-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2024-A                      | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2024-A                      | CUSIP: 448988AF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3335000 | PA      | $3358850.59   | 0.13%             | 2028-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2025-B                      | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-B                      | CUSIP: 44935DAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3095000 | PA      | $3136068.17   | 0.12%             | 2029-08-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                             | HYUNDAI CAPITAL AMERICA                                             | CUSIP: 44891ADY0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $7504252.50   | 0.29%             | 2027-06-23      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                             | HYUNDAI CAPITAL AMERICA                                             | CUSIP: 44891ABP1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6237549.50   | 0.24%             | 2027-10-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                             | HYUNDAI CAPITAL AMERICA                                             | CUSIP: 44891ADP9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    7255000 | PA      | $7308839.36   | 0.29%             | 2027-03-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Icon Investments Six DAC                                            | ICON INVESTMENTS SIX DAC                                            | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    9574000 | PA      | $9756126.20   | 0.38%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                                         | IMPERIAL BRANDS FINANCE PLC                                         | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    2945000 | PA      | $2963367.97   | 0.12%             | 2028-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                                         | IMPERIAL BRANDS FINANCE PLC                                         | CUSIP: 45262BAB9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    1262000 | PA      | $1249754.81   | 0.05%             | 2026-07-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Imperial Fund Mortgage Trust 2021-NQM2                              | IMPERIAL FUND MORTGAGE TRUST 2021-NQM2                              | CUSIP: 452761AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6530958 | PA      | $5583366.56   | 0.22%             | 2056-09-25      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                        | ING GROEP NV                                                        | CUSIP: 456837BF9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    3845000 | PA      | $3908569.39   | 0.15%             | 2027-09-11      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                          | INTEL CORP                                                          | CUSIP: 458140AU4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    4011000 | PA      | $3961002.89   | 0.16%             | 2026-05-19      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                          | INTEL CORP                                                          | CUSIP: 458140CD0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    4550000 | PA      | $4555237.05   | 0.18%             | 2026-02-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances Inc                              | INTERNATIONAL FLAVORS & FRAGRANCES INC                              | CUSIP: 459506AN1<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    5380000 | PA      | $5363897.66   | 0.21%             | 2025-10-01      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                 | INTESA SANPAOLO SPA                                                 | CUSIP: 46115HBU0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    3877000 | PA      | $3894931.13   | 0.15%             | 2025-11-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Jackson National Life Global Funding                                | JACKSON NATIONAL LIFE GLOBAL FUNDING                                | CUSIP: 46849LVC2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    6215000 | PA      | $6264502.48   | 0.25%             | 2027-01-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Jackson National Life Global Funding                                | JACKSON NATIONAL LIFE GLOBAL FUNDING                                | CUSIP: 46849LVA6<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    7590000 | PA      | $7757359.50   | 0.30%             | 2027-07-02      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Japan Treasury Discount Bill                                        | JAPAN TREASURY DISCOUNT BILL                                        | CUSIP: YM5147561<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 3793600000 | PA      | $25798441.92  | 1.01%             | 2025-10-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST                                            | JP MORGAN MORTGAGE TRUST 2025-DSC2                                  | CUSIP: 46659VAA6<br>LEI: 529900SXYOW2J5ABY729 | Long             | ABS-MBS          | CORP              | US        |    2245000 | PA      | $2244976.20   | 0.09%             | 2065-10-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                | JPY/USD FWD 20251027 CHASGB2L                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | JP        |          1 | NC      | $-294248.45   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                | KEURIG DR PEPPER INC                                                | CUSIP: 49271VAY6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6501514.50   | 0.25%             | 2026-11-15      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                    | KILROY REALTY LP                                                    | CUSIP: 49427RAL6<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    9169000 | PA      | $9165579.96   | 0.36%             | 2025-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KKR CLO 49 Ltd                                                      | KKR CLO 49 LTD                                                      | CUSIP: 481939AP1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2081250 | PA      | $2078386.00   | 0.08%             | 2037-10-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                | KRAFT HEINZ FOODS CO                                                | CUSIP: 50077LBC9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    5247000 | PA      | $5206640.08   | 0.20%             | 2027-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KT Corp                                                             | KT CORP                                                             | CUSIP: 48268KAJ0<br>LEI: 9884005ACF8449EANY26 | Long             | DBT              | CORP              | KR        |    5260000 | PA      | $5291329.82   | 0.21%             | 2029-01-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KT&G Corp                                                           | KT&G CORP                                                           | CUSIP: YQ9995073<br>LEI: 988400ZJV6ISYBLQX875 | Long             | DBT              | CORP              | KR        |    4570000 | PA      | $4656981.04   | 0.18%             | 2028-05-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kubota Credit Owner Trust 2023-2                                    | KUBOTA CREDIT OWNER TRUST 2023-2                                    | CUSIP: 500945AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2555000 | PA      | $2574815.81   | 0.10%             | 2028-01-18      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Kubota Credit Owner Trust 2024-2                                    | KUBOTA CREDIT OWNER TRUST 2024-2                                    | CUSIP: 50117DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     908032 | PA      | $912301.41    | 0.04%             | 2027-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Kubota Credit Owner Trust 2024-2                                    | KUBOTA CREDIT OWNER TRUST 2024-2                                    | CUSIP: 50117DAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2900000 | PA      | $2949924.95   | 0.12%             | 2028-11-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| LG Electronics Inc                                                  | LG ELECTRONICS INC                                                  | CUSIP: 50186QAC7<br>LEI: 988400RMQFTGZIOG0609 | Long             | DBT              | CORP              | KR        |    6740000 | PA      | $6871867.97   | 0.27%             | 2027-04-24      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LG Energy Solution Ltd                                              | LG ENERGY SOLUTION LTD                                              | CUSIP: YX5618112<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |    8785000 | PA      | $8918264.85   | 0.35%             | 2027-07-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                            | LLOYDS BANKING GROUP PLC                                            | CUSIP: 53944YAB9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   20150000 | PA      | $20168900.70  | 0.79%             | 2026-03-24      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                            | LLOYDS BANKING GROUP PLC                                            | CUSIP: 539439AM1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    3100000 | PA      | $3097864.10   | 0.12%             | 2025-12-10      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc                                                    | LPL HOLDINGS INC                                                    | CUSIP: 50212YAN4<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    2345000 | PA      | $2376014.97   | 0.09%             | 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        |   13063000 | PA      | $13311980.78  | 0.52%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| M&T Equipment 2023-LEAF1 Notes                                      | M&T EQUIPMENT 2023-LEAF1 NOTES                                      | CUSIP: 551925AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3275549 | PA      | $3298155.10   | 0.13%             | 2030-07-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| M&T Equipment 2025-LEAF1 Notes                                      | M&T EQUIPMENT 2025-LEAF1 NOTES                                      | CUSIP: 55340QAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6365000 | PA      | $6398915.90   | 0.25%             | 2027-12-16      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XLII Ltd                                       | MADISON PARK FUNDING XLII LTD                                       | CUSIP: 55822RAA8<br>LEI: 549300YWZ8HFDYP0MR16 | Long             | ABS-CBDO         | CORP              | KY        |    5804447 | PA      | $5805836.76   | 0.23%             | 2030-11-21      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Manufacturers & Traders Trust Co                                    | MANUFACTURERS & TRADERS TRUST CO                                    | CUSIP: 564760CC8<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    3980000 | PA      | $4011298.72   | 0.16%             | 2028-07-06      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| Marble Point CLO XIV Ltd                                            | MARBLE POINT CLO XIV LTD                                            | CUSIP: 56608KAW3<br>LEI: 254900N4UCG37B1HFL93 | Long             | ABS-CBDO         | CORP              | KY        |   10637934 | PA      | $10642489.48  | 0.42%             | 2032-01-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Marble Point CLO XV Ltd                                             | MARBLE POINT CLO XV LTD                                             | CUSIP: 56606YAW5<br>LEI: 549300CO8XB55W8SS394 | Long             | ABS-CBDO         | CORP              | KY        |    6104132 | PA      | $6104102.01   | 0.24%             | 2032-07-23      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                              | MARVELL TECHNOLOGY INC                                              | CUSIP: 573874AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15737000 | PA      | $15442891.21  | 0.60%             | 2026-04-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Mattel Inc                                                          | MATTEL INC                                                          | CUSIP: 577081BE1<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    7624000 | PA      | $7541485.45   | 0.30%             | 2026-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MEGlobal BV                                                         | MEGLOBAL BV                                                         | CUSIP: BP2041641<br>LEI: 549300WBVLU2FILR7W19 | Long             | DBT              | CORP              | NL        |   10681000 | PA      | $10165150.42  | 0.40%             | 2028-04-28      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                             | MERCEDES-BENZ FINANCE NORTH AMERICA LLC                             | CUSIP: 58769JBB2<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   11300000 | PA      | $11383744.30  | 0.45%             | 2026-11-13      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MFA 2020-NQM3 Trust                                                 | MFA 2020-NQM3 TRUST                                                 | CUSIP: 552757AB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     568397 | PA      | $539514.90    | 0.02%             | 2065-01-26      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| MFA 2023-NQM3 Trust                                                 | MFA 2023-NQM3 TRUST                                                 | CUSIP: 55286MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1656782 | PA      | $1668888.88   | 0.07%             | 2068-07-25      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| MFA 2023-NQM4 Trust                                                 | MFA 2023-NQM4 TRUST                                                 | CUSIP: 55286LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5624122 | PA      | $5657215.40   | 0.22%             | 2068-12-25      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC 2023-A                                   | MMAF EQUIPMENT FINANCE LLC 2023-A                                   | CUSIP: 55317WAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1134692 | PA      | $1137271.69   | 0.04%             | 2026-11-13      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                              | MORGAN STANLEY BANK NA                                              | CUSIP: 61690U8D5<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6537531.00   | 0.26%             | 2028-07-14      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2025-DSC2            | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-DSC2            | CUSIP: 61778XAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1060112 | PA      | $1068357.96   | 0.04%             | 2070-07-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| MVW 2020-1 LLC                                                      | MVW 2020-1 LLC                                                      | CUSIP: 55400EAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      23901 | PA      | $23300.59     | 0.00%             | 2037-10-20      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| MVW 2021-1W LLC                                                     | MVW 2021-1W LLC                                                     | CUSIP: 55389TAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1231292 | PA      | $1182326.02   | 0.05%             | 2041-01-22      | Fixed         | 1.14%                 | No            |                  2 | On Loan: No      |
| Nassau 2018-II Ltd                                                  | NASSAU 2018-II LTD                                                  | CUSIP: 63152PAA6<br>LEI: 549300TDGAMJFORBZE92 | Long             | ABS-CBDO         | CORP              | KY        |     985865 | PA      | $988513.41    | 0.04%             | 2031-10-15      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co                                                | NATIONAL FUEL GAS CO                                                | CUSIP: 636180BN0<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    7559000 | PA      | $7475533.52   | 0.29%             | 2027-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                         | NATIONWIDE BUILDING SOCIETY                                         | CUSIP: 63859WAE9<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    3700000 | PA      | $3673426.60   | 0.14%             | 2026-09-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Loan Trust 2016-A                         | NAVIENT PRIVATE EDUCATION LOAN TRUST 2016-A                         | CUSIP: 63939NAB9<br>LEI: 549300JSCKIU587G1R13 | Long             | ABS-O            | CORP              | US        |    1313626 | PA      | $1310754.80   | 0.05%             | 2045-12-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2020-D                    | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-D                    | CUSIP: 63941HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     312202 | PA      | $295458.95    | 0.01%             | 2069-05-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2020-F                    | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-F                    | CUSIP: 63941XAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1299678 | PA      | $1224947.23   | 0.05%             | 2069-07-15      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2021-C                    | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-C                    | CUSIP: 63942JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7626739 | PA      | $6968285.55   | 0.27%             | 2069-10-15      | Fixed         | 1.06%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2021-G                    | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-G                    | CUSIP: 63942KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7636803 | PA      | $6907652.60   | 0.27%             | 2070-04-15      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| Navistar Financial Dealer Note Master Owner Trust                   | NAVISTAR FINANCIAL DEALER NOTE MASTER OWNER TRUST                   | CUSIP: 63938PBW8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4300000 | PA      | $4330858.52   | 0.17%             | 2029-04-25      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust 2021-D                                    | NELNET STUDENT LOAN TRUST 2021-D                                    | CUSIP: 64034YAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2364435 | PA      | $2356964.83   | 0.09%             | 2062-04-20      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                 | NEXTERA ENERGY CAPITAL HOLDINGS INC                                 | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1612240.00   | 0.06%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co Ltd                                                 | NISSAN MOTOR CO LTD                                                 | CUSIP: 654744AB7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |   15305000 | PA      | $15292694.78  | 0.60%             | 2025-09-17      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| NLT 2021-INV2 Trust                                                 | NLT 2021-INV2 TRUST                                                 | CUSIP: 62917JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12958412 | PA      | $11366197.52  | 0.45%             | 2056-08-25      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| Northwoods Capital XIV-B Ltd                                        | NORTHWOODS CAPITAL XIV-B LTD                                        | CUSIP: 66860CAL7<br>LEI: 549300QQDSTCZ860F679 | Long             | ABS-CBDO         | CORP              | KY        |   16398265 | PA      | $16422862.48  | 0.64%             | 2031-11-13      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                    | NTT FINANCE CORP                                                    | CUSIP: 62954WAR6<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    5835000 | PA      | $5913790.01   | 0.23%             | 2028-07-16      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                    | NTT FINANCE CORP                                                    | CUSIP: 62954WAP0<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    4165000 | PA      | $4194250.80   | 0.16%             | 2027-07-16      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                              | NXP BV / NXP FUNDING LLC / NXP USA INC                              | CUSIP: 62954HBF4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    1830000 | PA      | $1830592.92   | 0.07%             | 2028-08-19      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| OBX 2019-EXP3 Trust                                                 | OBX 2019-EXP3 TRUST                                                 | CUSIP: 67113ABB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      53809 | PA      | $53851.85     | 0.00%             | 2059-10-25      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| OBX 2020-EXP3 Trust                                                 | OBX 2020-EXP3 TRUST                                                 | CUSIP: 67448WAP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2902336 | PA      | $2532757.64   | 0.10%             | 2060-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| OBX 2020-INV1 Trust                                                 | OBX 2020-INV1 TRUST                                                 | CUSIP: 67113CAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     411188 | PA      | $390005.79    | 0.02%             | 2049-12-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM13 Trust                                                | OBX 2025-NQM13 TRUST                                                | CUSIP: 67121UAA4<br>LEI: 254900FPAGVH6E25VL74 | Long             | ABS-MBS          | CORP              | US        |    8441652 | PA      | $8507139.79   | 0.33%             | 2065-05-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM14 Trust                                                | OBX 2025-NQM14 TRUST                                                | CUSIP: 673924AP1<br>LEI: 254900T4WKE0IYMYAI09 | Long             | ABS-MBS          | CORP              | US        |    3915608 | PA      | $3915607.86   | 0.15%             | 2065-07-25      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM15 Trust                                                | OBX 2025-NQM15 TRUST                                                | CUSIP: 67122CAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5340000 | PA      | $5339980.24   | 0.21%             | 2065-07-27      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                           | OCCIDENTAL PETROLEUM CORP                                           | CUSIP: 674599CR4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    4740000 | PA      | $4674825.00   | 0.18%             | 2026-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                           | OCCIDENTAL PETROLEUM CORP                                           | CUSIP: 674599CH6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    4155000 | PA      | $4144612.50   | 0.16%             | 2026-04-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                           | OCCIDENTAL PETROLEUM CORP                                           | CUSIP: 674599DZ5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    9294000 | PA      | $9793552.50   | 0.38%             | 2027-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 39 Ltd                                  | OCTAGON INVESTMENT PARTNERS 39 LTD                                  | CUSIP: 67592CAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3291796 | PA      | $3292760.17   | 0.13%             | 2030-10-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XXI Ltd                                 | OCTAGON INVESTMENT PARTNERS XXI LTD                                 | CUSIP: 67590QBW6<br>LEI: 549300XIS9D4AHDX5A35 | Long             | ABS-CBDO         | CORP              | KY        |    7709181 | PA      | $7711441.74   | 0.30%             | 2031-02-14      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust 2023-1                                     | OCTANE RECEIVABLES TRUST 2023-1                                     | CUSIP: 67571BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     321858 | PA      | $322419.46    | 0.01%             | 2029-05-21      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust 2023-1                                     | OCTANE RECEIVABLES TRUST 2023-1                                     | CUSIP: 67571BAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3904000 | PA      | $3932503.49   | 0.15%             | 2029-07-20      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust 2023-2                                     | OCTANE RECEIVABLES TRUST 2023-2                                     | CUSIP: 67571QAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     740944 | PA      | $741779.66    | 0.03%             | 2031-06-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust 2023-3                                     | OCTANE RECEIVABLES TRUST 2023-3                                     | CUSIP: 67571CAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5610000 | PA      | $5703751.52   | 0.22%             | 2029-07-20      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust 2023-3                                     | OCTANE RECEIVABLES TRUST 2023-3                                     | CUSIP: 67571CAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5320756 | PA      | $5355653.13   | 0.21%             | 2029-03-20      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust 2024-3                                     | OCTANE RECEIVABLES TRUST 2024-3                                     | CUSIP: 67571GAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4776714 | PA      | $4793835.13   | 0.19%             | 2030-05-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| ONE 2021-PARK Mortgage Trust                                        | ONE 2021-PARK MORTGAGE TRUST                                        | CUSIP: 682413AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7110000 | PA      | $6967800.00   | 0.27%             | 2036-03-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                           | ONEOK INC                                                           | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    3665000 | PA      | $3709973.22   | 0.15%             | 2026-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                           | ONEOK INC                                                           | CUSIP: 682680CL5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1003877.00   | 0.04%             | 2026-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                         | OVINTIV INC                                                         | CUSIP: 651290AR9<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $11000979.00  | 0.43%             | 2026-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OZLM XV Ltd                                                         | OZLM XV LTD                                                         | CUSIP: 67111DBG0<br>LEI: 5493008RJIODIVVGSK16 | Long             | ABS-CBDO         | CORP              | KY        |    7000000 | PA      | $7006815.76   | 0.27%             | 2033-04-20      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| OZLM XXI Ltd                                                        | OZLM XXI LTD                                                        | CUSIP: 67112AAJ0<br>LEI: 5493002HF6D1C4B1AK86 | Long             | ABS-CBDO         | CORP              | KY        |     725794 | PA      | $726153.66    | 0.03%             | 2031-01-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                         | PACIFIC GAS AND ELECTRIC CO                                         | CUSIP: 694308HW0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    6430000 | PA      | $6276625.21   | 0.25%             | 2027-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PEAC Solutions Receivables 2025-1 LLC                               | PEAC SOLUTIONS RECEIVABLES 2025-1 LLC                               | CUSIP: 69392HAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3480000 | PA      | $3501785.84   | 0.14%             | 2028-10-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                       | PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP                       | CUSIP: 709599BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4239000 | PA      | $4147352.82   | 0.16%             | 2026-06-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                       | PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP                       | CUSIP: 709599AW4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4940545.00   | 0.19%             | 2026-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Pertamina Persero PT                                                | PERTAMINA PERSERO PT                                                | CUSIP: 69370RAK3<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |    5720000 | PA      | $5642742.93   | 0.22%             | 2026-02-09      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                                         | PNC BANK NA                                                         | CUSIP: 69353RGA0<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6500533.00   | 0.25%             | 2028-07-21      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| POSCO                                                               | POSCO                                                               | CUSIP: ZM1977655<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |    5500000 | PA      | $5526163.78   | 0.22%             | 2026-01-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Post Road Equipment Finance 2024-1 LLC                              | POST ROAD EQUIPMENT FINANCE 2024-1 LLC                              | CUSIP: 737473AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     580780 | PA      | $583988.23    | 0.02%             | 2029-11-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Post Road Equipment Finance 2025-1 LLC                              | POST ROAD EQUIPMENT FINANCE 2025-1 LLC                              | CUSIP: 73747LAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6000000 | PA      | $6041460.60   | 0.24%             | 2031-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PRA Health Sciences Inc                                             | PRA HEALTH SCIENCES INC                                             | CUSIP: 45569KAA1<br>LEI: 549300R1HR1VWWHIAK47 | Long             | DBT              | CORP              | US        |    3530000 | PA      | $3459400.00   | 0.14%             | 2026-07-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2021-SFR8 Trust                                | PROGRESS RESIDENTIAL 2021-SFR8 TRUST                                | CUSIP: 74333TAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2304316 | PA      | $2245807.10   | 0.09%             | 2038-10-17      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| QNB Finance Ltd                                                     | QNB FINANCE LTD                                                     | CUSIP: BN6176547<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |    9555000 | PA      | $9439097.85   | 0.37%             | 2026-01-26      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                                 | QUANTA SERVICES INC                                                 | CUSIP: 74767GW24<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   20800000 | PA      | $20788924.00  | 0.81%             | 2025-09-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp                                                  | REGAL REXNORD CORP                                                  | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    4900000 | PA      | $5065874.80   | 0.20%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp                                                  | REGAL REXNORD CORP                                                  | CUSIP: 758750AL7<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   16130000 | PA      | $16205972.30  | 0.63%             | 2026-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                           | ROGERS COMMUNICATIONS INC                                           | CUSIP: 775109DE8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    4425000 | PA      | $4509867.08   | 0.18%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                           | ROGERS COMMUNICATIONS INC                                           | CUSIP: 775109BE0<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    7342000 | PA      | $7322404.20   | 0.29%             | 2025-12-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Romark CLO II Ltd                                                   | ROMARK CLO II LTD                                                   | CUSIP: 77587EAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5885863 | PA      | $5887489.38   | 0.23%             | 2031-07-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Ross Stores Inc                                                     | ROSS STORES INC                                                     | CUSIP: 778296AF0<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6347796.00   | 0.25%             | 2026-04-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                                         | ROYAL CARIBBEAN CRUISES LTD                                         | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   11400000 | PA      | $11613750.00  | 0.45%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                                         | ROYAL CARIBBEAN CRUISES LTD                                         | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    5250000 | PA      | $5263125.00   | 0.21%             | 2026-08-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SA Global Sukuk Ltd                                                 | SA GLOBAL SUKUK LTD                                                 | CUSIP: BP9911382<br>LEI: 5493007DFAVKU7UOGR47 | Long             | DBT              | NUSS              | KY        |    9450000 | PA      | $9249069.38   | 0.36%             | 2026-06-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                        | SABINE PASS LIQUEFACTION LLC                                        | CUSIP: 785592AV8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     866000 | PA      | $869125.39    | 0.03%             | 2026-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2023-A               | SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2023-A               | CUSIP: 80290CBU7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     377165 | PA      | $378240.39    | 0.01%             | 2033-06-15      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2023-B               | SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2023-B               | CUSIP: 80290CCB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     437554 | PA      | $441154.42    | 0.02%             | 2033-12-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2020-4                       | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2020-4                       | CUSIP: 80286WAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3809087 | PA      | $3795380.10   | 0.15%             | 2028-04-17      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2021-1                       | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2021-1                       | CUSIP: 80286NAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8832344 | PA      | $8779816.65   | 0.34%             | 2028-12-15      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2021-3                       | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2021-3                       | CUSIP: 80287EAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7625000 | PA      | $7615436.65   | 0.30%             | 2028-10-16      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2021-4                       | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2021-4                       | CUSIP: 80285VAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10265000 | PA      | $10235734.49  | 0.40%             | 2029-03-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-1                       | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-1                       | CUSIP: 80287GAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     478568 | PA      | $478665.89    | 0.02%             | 2028-02-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-3                       | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-3                       | CUSIP: 80285XAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     187788 | PA      | $187894.53    | 0.01%             | 2027-10-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-1                       | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-1                       | CUSIP: 80288AAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14965000 | PA      | $15061994.15  | 0.59%             | 2028-12-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-5                       | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-5                       | CUSIP: 802920AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     912756 | PA      | $913224.59    | 0.04%             | 2027-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-1                       | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-1                       | CUSIP: 80288DAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2200000 | PA      | $2223320.22   | 0.09%             | 2031-03-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc                                          | SANTANDER HOLDINGS USA INC                                          | CUSIP: 80282KAZ9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    5750000 | PA      | $5679965.00   | 0.22%             | 2026-10-05      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc                                          | SANTANDER HOLDINGS USA INC                                          | CUSIP: 80282KBE5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    2475000 | PA      | $2474336.70   | 0.10%             | 2026-09-09      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                     | SANTANDER UK GROUP HOLDINGS PLC                                     | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    8000000 | PA      | $7831544.00   | 0.31%             | 2027-06-14      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bond                                 | SAUDI GOVERNMENT INTERNATIONAL BOND                                 | CUSIP: 80413TBJ7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    5290000 | PA      | $5405349.72   | 0.21%             | 2028-01-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                                     | SBA TOWER TRUST                                                     | CUSIP: 78403DAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2850000 | PA      | $2754458.91   | 0.11%             | 2026-11-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                                     | SBA TOWER TRUST                                                     | CUSIP: 78403DAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1940000 | PA      | $1917898.08   | 0.08%             | 2026-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust 2024-A                                        | SBNA AUTO LEASE TRUST 2024-A                                        | CUSIP: 78414SAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3105000 | PA      | $3124070.60   | 0.12%             | 2029-01-22      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust 2024-B                                        | SBNA AUTO LEASE TRUST 2024-B                                        | CUSIP: 78437VAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3210000 | PA      | $3234102.61   | 0.13%             | 2027-11-22      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust 2024-B                                        | SBNA AUTO LEASE TRUST 2024-B                                        | CUSIP: 78437VAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3155000 | PA      | $3201993.73   | 0.13%             | 2028-12-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust 2024-C                                        | SBNA AUTO LEASE TRUST 2024-C                                        | CUSIP: 78398DAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1045000 | PA      | $1048164.05   | 0.04%             | 2029-03-20      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust 2024-C                                        | SBNA AUTO LEASE TRUST 2024-C                                        | CUSIP: 78398DAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1455000 | PA      | $1458136.11   | 0.06%             | 2028-02-22      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust 2024-A                                  | SBNA AUTO RECEIVABLES TRUST 2024-A                                  | CUSIP: 78437PAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3120014 | PA      | $3132431.96   | 0.12%             | 2028-12-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust 2025-SF1                                | SBNA AUTO RECEIVABLES TRUST 2025-SF1                                | CUSIP: 78437XAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2029710 | PA      | $2031764.38   | 0.08%             | 2031-03-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust 2016-1 LLC                                      | SCF EQUIPMENT TRUST 2016-1 LLC                                      | CUSIP: 78437DAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2388427 | PA      | $2394715.45   | 0.09%             | 2030-07-22      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| SDR Commercial Mortgage Trust 2024-DSNY                             | SDR COMMERCIAL MORTGAGE TRUST 2024-DSNY                             | CUSIP: 811304AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6665000 | PA      | $6664999.33   | 0.26%             | 2039-05-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust                             | SECURITIZED TERM AUTO RECEIVABLES TRUST                             | CUSIP: 81378RAB0<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | CA        |    2578234 | PA      | $2598708.92   | 0.10%             | 2031-07-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust 2025-B                      | SECURITIZED TERM AUTO RECEIVABLES TRUST 2025-B                      | CUSIP: 81378WAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |    3699530 | PA      | $3726343.94   | 0.15%             | 2032-12-29      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2018-CH1                                     | SEQUOIA MORTGAGE TRUST 2018-CH1                                     | CUSIP: 81747DAA7<br>LEI: 549300ZUG1L9OO3W6B29 | Long             | ABS-MBS          | CORP              | US        |     130398 | PA      | $122536.24    | 0.00%             | 2048-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2024-1                    | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-1                    | CUSIP: 78435VAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4599229 | PA      | $4624437.45   | 0.18%             | 2029-05-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SG Residential Mortgage Trust 2019-3                                | SG RESIDENTIAL MORTGAGE TRUST 2019-3                                | CUSIP: 78432BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3332 | PA      | $3317.57      | 0.00%             | 2059-09-25      | Variable      | 2.70%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2019-A                             | SMB PRIVATE EDUCATION LOAN TRUST 2019-A                             | CUSIP: 78449TAB7<br>LEI: 549300WEYOS38NWU8D22 | Long             | ABS-O            | CORP              | US        |     661884 | PA      | $654047.25    | 0.03%             | 2036-07-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                 | SOCIETE GENERALE SA                                                 | CUSIP: 83368JKF6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    3240000 | PA      | $3228967.80   | 0.13%             | 2026-08-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                 | SOCIETE GENERALE SA                                                 | CUSIP: 83368RCA8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    5000000 | PA      | $5009415.00   | 0.20%             | 2027-02-19      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                 | SOCIETE GENERALE SA                                                 | CUSIP: 83368RCH3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    2455000 | PA      | $2489667.06   | 0.10%             | 2029-05-22      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                 | SOCIETE GENERALE SA                                                 | CUSIP: 83368RBV3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   10375000 | PA      | $10501367.50  | 0.41%             | 2028-01-19      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Solventum Corp                                                      | SOLVENTUM CORP                                                      | CUSIP: 83444MAN1<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    9005000 | PA      | $9186423.74   | 0.36%             | 2027-02-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                           | SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC                           | CUSIP: 83007CAB8<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    7705000 | PA      | $7771047.26   | 0.30%             | 2027-09-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF EDISON CO                                            | SOUTHERN CALIF EDISON C 0.0 24OCT25                                 | CUSIP: 8424C0XQ8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $8934144.30   | 0.35%             | 2025-10-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF EDISON CO                                            | SOUTHERN CALIF EDISON C 0.0 27OCT25                                 | CUSIP: 8424C0XT2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4961478.00   | 0.19%             | 2025-10-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                       | SOUTHERN CALIFORNIA EDISON CO                                       | CUSIP: 842400HW6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3006297.00   | 0.12%             | 2026-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co                                      | SOUTHWESTERN ELECTRIC POWER CO                                      | CUSIP: 845437BP6<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    3700000 | PA      | $3641961.80   | 0.14%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Spectra Energy Partners LP                                          | SPECTRA ENERGY PARTNERS LP                                          | CUSIP: 84756NAH2<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    3855000 | PA      | $3813385.28   | 0.15%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                              | STANDARD CHARTERED PLC                                              | CUSIP: 853254CT5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    5800000 | PA      | $5885289.00   | 0.23%             | 2027-07-06      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                              | STANDARD CHARTERED PLC                                              | CUSIP: 853254BF6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    3464000 | PA      | $3456302.99   | 0.14%             | 2027-02-19      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                              | STANDARD CHARTERED PLC                                              | CUSIP: 853254DB3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    1205000 | PA      | $1231043.67   | 0.05%             | 2028-05-14      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust 2020-INV                        | STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-INV                        | CUSIP: 85573EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1441148 | PA      | $1366035.79   | 0.05%             | 2055-11-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust 2021-2                          | STARWOOD MORTGAGE RESIDENTIAL TRUST 2021-2                          | CUSIP: 85573HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1278620 | PA      | $1201089.09   | 0.05%             | 2065-05-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| Stellantis Finance US Inc                                           | STELLANTIS FINANCE US INC                                           | CUSIP: 85855CAM2<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    6240000 | PA      | $6307242.24   | 0.25%             | 2028-03-17      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Stellantis Finance US Inc                                           | STELLANTIS FINANCE US INC                                           | CUSIP: 85855CAA8<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    5855000 | PA      | $5615325.58   | 0.22%             | 2027-01-29      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust 2025-A       | STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST 2025-A       | CUSIP: 858928AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1825293 | PA      | $1831431.19   | 0.07%             | 2027-07-20      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Symphony CLO XVI Ltd                                                | SYMPHONY CLO XVI LTD                                                | CUSIP: 87165VAX7<br>LEI: 5493004PWOYFPAFQVT02 | Long             | ABS-CBDO         | CORP              | KY        |    6256149 | PA      | $6257680.36   | 0.25%             | 2031-10-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| SYNGENTA WILMINGTON INC                                             | SYNGENTA WILMINGTON INC                                             | CUSIP: 8716A2W29<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5500000 | PA      | $5497028.90   | 0.22%             | 2025-09-02      | None          | 0.00%                 | 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        |       1000 | NS      | $1000.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGA RESOURCES CORP                                                | TARGA RES CORP DISC CO 0.00 18SEP25                                 | CUSIP: 87613EWJ0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7978096.80   | 0.31%             | 2025-09-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                | TARGA RESOURCES CORP                                                | CUSIP: 87613EW27<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14991862.50  | 0.59%             | 2025-09-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                | TARGA RESOURCES CORP                                                | CUSIP: 87612KAA0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    3092000 | PA      | $3143048.92   | 0.12%             | 2027-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp | TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP | CUSIP: 87612BBG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4064000 | PA      | $4093577.79   | 0.16%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| THL Credit Wind River 2015-1 CLO Ltd                                | THL CREDIT WIND RIVER 2015-1 CLO LTD                                | CUSIP: 97316XAA0<br>LEI: 549300H4V7OE3OL7II20 | Long             | ABS-CBDO         | CORP              | KY        |     741108 | PA      | $741214.51    | 0.03%             | 2030-10-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| THL Credit Wind River 2019-3 Clo Ltd                                | THL CREDIT WIND RIVER 2019-3 CLO LTD                                | CUSIP: 97314JAJ4<br>LEI: 549300QKM4OHZM4I5C40 | Long             | ABS-CBDO         | CORP              | KY        |    2971471 | PA      | $2971646.66   | 0.12%             | 2031-04-15      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| TIAA CLO I Ltd                                                      | TIAA CLO I LTD                                                      | CUSIP: 87271LAY8<br>LEI: 549300SWQCCOXV4X1761 | Long             | ABS-CBDO         | CORP              | KY        |    4157267 | PA      | $4158795.36   | 0.16%             | 2031-07-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| TML Holdings Pte Ltd                                                | TML HOLDINGS PTE LTD                                                | CUSIP: BP9083935<br>LEI: 254900EBGMM47QH02V57 | Long             | DBT              | CORP              | SG        |    9200000 | PA      | $9170426.32   | 0.36%             | 2026-06-09      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2017-4                                    | TOWD POINT MORTGAGE TRUST 2017-4                                    | CUSIP: 89173UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      70809 | PA      | $69188.43     | 0.00%             | 2057-06-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Trinitas Clo IX Ltd                                                 | TRINITAS CLO IX LTD                                                 | CUSIP: 89641JAY2<br>LEI: 549300QFERVNPGSISO16 | Long             | ABS-CBDO         | CORP              | KY        |    2195000 | PA      | $2199226.08   | 0.09%             | 2032-01-20      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Trinitas Clo IX Ltd                                                 | TRINITAS CLO IX LTD                                                 | CUSIP: 89641JAW6<br>LEI: 549300QFERVNPGSISO16 | Long             | ABS-CBDO         | CORP              | KY        |    2057089 | PA      | $2058613.09   | 0.08%             | 2032-01-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| TX Trust 2024-HOU                                                   | TX TRUST 2024-HOU                                                   | CUSIP: 90216DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2440000 | PA      | $2436189.70   | 0.10%             | 2039-06-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                        | UBS GROUP AG                                                        | CUSIP: 225401BC1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    5700000 | PA      | $5852685.90   | 0.23%             | 2027-12-22      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                       | UNICREDIT SPA                                                       | CUSIP: 904678AU3<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   14585000 | PA      | $14566112.43  | 0.57%             | 2026-09-22      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                                         | UNITED STATES TREASURY BILL                                         | CUSIP: 912797QU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   13000000 | PA      | $12978387.50  | 0.51%             | 2025-09-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                                         | UNITED STATES TREASURY BILL                                         | CUSIP: 912797RC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   13000000 | PA      | $12936755.00  | 0.51%             | 2025-10-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                                         | UNITED STATES TREASURY BILL                                         | CUSIP: 912797QS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   12860000 | PA      | $12725784.42  | 0.50%             | 2025-12-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                    | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 91282CLB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5575000 | PA      | $5597866.20   | 0.22%             | 2026-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                    | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 91282CME8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    8285000 | PA      | $8334515.80   | 0.33%             | 2026-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                    | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 91282CLS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   11800000 | PA      | $11836414.09  | 0.46%             | 2026-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                    | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 91282CJL6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3330000 | PA      | $3334682.81   | 0.13%             | 2025-11-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                    | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   12025000 | PA      | $12093580.02  | 0.47%             | 2027-02-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                              | UNITEDHEALTH GROUP INC                                              | CUSIP: 91324PFN7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1385000 | PA      | $1394563.43   | 0.05%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                              | UNITEDHEALTH GROUP INC                                              | CUSIP: 91324PEG3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    4334000 | PA      | $4303076.91   | 0.17%             | 2027-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                              | UNITEDHEALTH GROUP INC                                              | CUSIP: 91324PEY4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1113000 | PA      | $1121685.85   | 0.04%             | 2027-04-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CBOT 10 YEAR US TREASURY NOTE                                       | US 10YR NOTE (CBT)DEC25                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |       -114 | NC      | $-58052.22    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ULTRA 10-YEAR US TREASURY NOTE FUTURES                              | US 10YR ULTRA FUT DEC25                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |       -132 | NC      | $-58968.36    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ULTRA U.S. TREASURY BOND FUTURES                                    | US 2YR NOTE (CBT) DEC25                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |       -249 | NC      | $-64548.77    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOT 5 YEAR US TREASURY NOTE                                        | US 5YR NOTE (CBT) DEC25                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |       -590 | NC      | $-135207.20   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOT 5 YEAR US TREASURY NOTE                                        | US 5YR NOTE (CBT) DEC25                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |       -121 | NC      | $-27728.93    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| US Bank NA                                                          | US BANK NA                                                          | CUSIP: 90357PAV6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1568999 | PA      | $1587644.10   | 0.06%             | 2032-08-25      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| US Bank NA/Cincinnati OH                                            | US BANK NA/CINCINNATI OH                                            | CUSIP: 90331HPT4<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |   11750000 | PA      | $11798903.50  | 0.46%             | 2028-05-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| CBOT US TREASURE BOND FUTURES                                       | US LONG BOND(CBT) DEC25                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        -32 | NC      | $-12093.76    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ULTRA U.S. TREASURY BOND FUTURES                                    | US ULTRA BOND CBT DEC25                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        -13 | NC      | $6989.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Utah Acquisition Sub Inc                                            | UTAH ACQUISITION SUB INC                                            | CUSIP: 62854AAN4<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |   10400000 | PA      | $10336372.80  | 0.40%             | 2026-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Verdant Receivables 2023-1 LLC                                      | VERDANT RECEIVABLES 2023-1 LLC                                      | CUSIP: 92339GAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2867794 | PA      | $2917141.83   | 0.11%             | 2031-01-13      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| Verdant Receivables 2024-1 LLC                                      | VERDANT RECEIVABLES 2024-1 LLC                                      | CUSIP: 92339MAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     563330 | PA      | $573294.38    | 0.02%             | 2031-12-12      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Verdant Receivables 2025-1 LLC                                      | VERDANT RECEIVABLES 2025-1 LLC                                      | CUSIP: 92340GAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8760000 | PA      | $8795906.36   | 0.34%             | 2028-03-13      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                | VERIZON MASTER TRUST                                                | CUSIP: 92348KDG5<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |    2295000 | PA      | $2299583.34   | 0.09%             | 2030-08-20      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-1                                   | VERUS SECURITIZATION TRUST 2021-1                                   | CUSIP: 92537QAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3551728 | PA      | $3187689.22   | 0.12%             | 2066-01-25      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-2                                   | VERUS SECURITIZATION TRUST 2021-2                                   | CUSIP: 92538FAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3084412 | PA      | $2755518.74   | 0.11%             | 2066-02-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-R1                                  | VERUS SECURITIZATION TRUST 2021-R1                                  | CUSIP: 92538BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     811699 | PA      | $781092.32    | 0.03%             | 2063-10-25      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-R3                                  | VERUS SECURITIZATION TRUST 2021-R3                                  | CUSIP: 92538EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4718798 | PA      | $4489271.67   | 0.18%             | 2064-04-25      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2023-3                                   | VERUS SECURITIZATION TRUST 2023-3                                   | CUSIP: 92539GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5408985 | PA      | $5418881.90   | 0.21%             | 2068-03-25      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2023-8                                   | VERUS SECURITIZATION TRUST 2023-8                                   | CUSIP: 92540DAA3<br>LEI: 213800DTJD5UKJR53O34 | Long             | ABS-MBS          | CORP              | US        |    1466052 | PA      | $1480639.11   | 0.06%             | 2068-12-25      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2023-INV1                                | VERUS SECURITIZATION TRUST 2023-INV1                                | CUSIP: 92539FAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1540537 | PA      | $1541036.57   | 0.06%             | 2068-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2023-INV3                                | VERUS SECURITIZATION TRUST 2023-INV3                                | CUSIP: 92540CAA5<br>LEI: 9845008F97BFO762AF95 | Long             | ABS-MBS          | CORP              | US        |    3154660 | PA      | $3200113.42   | 0.13%             | 2068-11-25      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2024-1                                   | VERUS SECURITIZATION TRUST 2024-1                                   | CUSIP: 92540EAA1<br>LEI: 984500A3F1D749452747 | Long             | ABS-MBS          | CORP              | US        |    6231313 | PA      | $6269030.10   | 0.25%             | 2069-01-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2024-INV1                                | VERUS SECURITIZATION TRUST 2024-INV1                                | CUSIP: 92540FAA8<br>LEI: 9845000FE754F4AE7E70 | Long             | ABS-MBS          | CORP              | US        |    2016787 | PA      | $2038745.95   | 0.08%             | 2069-03-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2025-7                                   | VERUS SECURITIZATION TRUST 2025-7                                   | CUSIP: 924931AB4<br>LEI: 213800OVCAXDOBS94P47 | Long             | ABS-MBS          | CORP              | US        |    2560000 | PA      | $2554912.00   | 0.10%             | 2070-08-25      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Trust 2020-2                             | VISTA POINT SECURITIZATION TRUST 2020-2                             | CUSIP: 92838TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1358002 | PA      | $1307149.83   | 0.05%             | 2065-04-25      | Variable      | 1.48%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                             | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                             | CUSIP: 928668CN0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $6039606.00   | 0.24%             | 2027-03-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                             | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                             | CUSIP: 928668CA8<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    5925000 | PA      | $6021956.70   | 0.24%             | 2026-11-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                             | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                             | CUSIP: 928668AT9<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    4520000 | PA      | $4517599.88   | 0.18%             | 2025-11-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                             | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                             | CUSIP: 928668CL4<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    1880000 | PA      | $1892723.84   | 0.07%             | 2027-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Voya CLO 2018-3 Ltd                                                 | VOYA CLO 2018-3 LTD                                                 | CUSIP: 92917KAQ7<br>LEI: 54930068MLVF3BECCK93 | Long             | ABS-CBDO         | CORP              | KY        |    2467599 | PA      | $2468186.62   | 0.10%             | 2031-10-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Voya Financial Inc                                                  | VOYA FINANCIAL INC                                                  | CUSIP: 929089AB6<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |   17754000 | PA      | $17650210.12  | 0.69%             | 2026-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                    | WELLS FARGO & CO                                                    | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    6480000 | PA      | $6628165.20   | 0.26%             | 2028-04-22      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Western Union Co/The                                                | WESTERN UNION CO/THE                                                | CUSIP: 959802AZ2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |    9635000 | PA      | $9463978.75   | 0.37%             | 2026-03-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| WESTERN UNION CO/THE                                                | WESTERN UNION CO/THE                                                | CUSIP: 95980GW20<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4497759.45   | 0.18%             | 2025-09-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WPP CP LLC                                                          | WPP CP LLC                                                          | CUSIP: 92939AWQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5700000 | PA      | $5681461.32   | 0.22%             | 2025-09-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WPP CP LLC                                                          | WPP CP LLC DISC COML PA 0.0 17SEP25                                 | CUSIP: 92939AWH9<br>LEI: 549300QW2DOKKBOQBP57 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14964243.00  | 0.59%             | 2025-09-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-10-02

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

**Signature:** /s/ Alan Dupski

**Name of Signer:** Alan Dupski

**Title:** Treasurer & Vice President