# EDGAR Filing Document

**Accession Number:** 0000731890
**File Stem:** 0000731890-25-000074
**Filing Date:** 2025-7
**Character Count:** 236332
**Document Hash:** fd87d06b7acb3ce55f623b60a2d96d87
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000731890-25-000074.hdr.sgml**: 20250729

**ACCESSION NUMBER**: 0000731890-25-000074

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250531

**FILED AS OF DATE**: 20250729

**DATE AS OF CHANGE**: 20250729

**PERIOD START**: 20250531

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03894
- **FILM NUMBER:** 251161451

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

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

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

## Series and Classes Contracts Data

### T. Rowe Price Short Duration Income Fund (Series ID: S000069612)

| Class ID   | Class Name                                       | Ticker Symbol   |
|:---|:---|:---|
| C000222038 | T. Rowe Price Short Duration Income Fund         | TSDLX           |
| C000222039 | T. Rowe Price Short Duration Income Fund-I Class | TSIDX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Baltimore

  - **State:** MD

  - **Foreign country:** US

  - **Zip / Postal Code:** 21231

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

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

- **a. Name of Series:** T. Rowe Price Short Duration Income Fund

- **b. EDGAR series identifier (if any):** S000069612

- **c. LEI of Series:** 549300EVOS31HCD2UT85

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

- **a. Date of fiscal year-end:** 2025-05-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $98899266.92

**Total Liabilities:** $2087782.11

**Net Assets:** $96811484.81

**Stand-by Commitments:** $278599.87

**Cash Not Reported:** $568.95

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -278.880783 | **1-Year:** -6728.210903 | **5-Year:** -4947.876144 | **10-Year:** -1438.022353 | **30-Year:** 0.000000

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

- **3-Month:** -90.734166 | **1-Year:** -1178.805962 | **5-Year:** -565.361239 | **10-Year:** 0.000000 | **30-Year:** 0.000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000222038 | 0.17%                | 0.61%                | 0.23%                |
| Class ID C000222039 | 0.29%                | 0.62%                | 0.24%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $19204.70                | $-100647.09                                |
| Month 2  | $7386.13                 | $139124.21                                 |
| Month 3  | $15548.82                | $-89954.05                                 |

**Designated Index Information**

- **Index Name:** Bloomberg Barclays US Corporate 1-3 Yr Total Return Index Value Unhedged USD (Returns)

- **Index Identifier:** LF99TRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AGCO Corp                                                        | AGCO CORP                                                        | CUSIP: 001084AR3<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251578.50    | 0.26%             | 2027-03-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AG Issuer LLC                                                    | AG ISSUER LLC                                                    | CUSIP: 00119LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $199750.00    | 0.21%             | 2028-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                        | COREBRIDGE GLOBAL FUNDING                                        | CUSIP: 00138CAX6<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40794.80     | 0.04%             | 2029-01-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AMSR 2021-SFR2 Trust                                             | AMSR 2021-SFR2 TRUST                                             | CUSIP: 00179VAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    220000 | PA      | $211339.39    | 0.22%             | 2038-08-17      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| AMSR 2020-SFR3 Trust                                             | AMSR 2020-SFR3 TRUST                                             | CUSIP: 001807AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $247530.48    | 0.26%             | 2037-09-17      | Fixed         | 1.81%                 | No            |                  2 | On Loan: No      |
| AMSR 2020-SFR3 Trust                                             | AMSR 2020-SFR3 TRUST                                             | CUSIP: 001807AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    155000 | PA      | $153432.45    | 0.16%             | 2037-09-17      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| APA Infrastructure Ltd                                           | APA INFRASTRUCTURE LTD                                           | CUSIP: 00205GAD9<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |    500000 | PA      | $496158.00    | 0.51%             | 2027-07-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Adient Global Holdings Ltd                                       | ADIENT GLOBAL HOLDINGS LTD                                       | CUSIP: 00687YAC9<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |    215000 | PA      | $220375.00    | 0.23%             | 2031-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Advance Auto Parts Inc                                           | ADVANCE AUTO PARTS INC                                           | CUSIP: 00751YAH9<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    140000 | PA      | $141056.02    | 0.15%             | 2026-03-09      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust        | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST        | CUSIP: 00774MBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $152890.80    | 0.16%             | 2027-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Alen 2021-ACEN Mortgage Trust                                    | ALEN 2021-ACEN MORTGAGE TRUST                                    | CUSIP: 01449NAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70000 | PA      | $67200.31     | 0.07%             | 2034-04-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Alinea CLO 2018-1 Ltd                                            | ALINEA CLO 2018-1 LTD                                            | CUSIP: 016269AG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249246.68    | 0.26%             | 2031-07-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC                                        | FANNIE MAE OR FREDDIE MAC                                        | CUSIP: 01F050668<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    285000 | PA      | $275839.01    | 0.28%             | 2035-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                               | ALLY FINANCIAL INC                                               | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105803.46    | 0.11%             | 2029-05-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2024-B                 | ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2024-B                 | CUSIP: 02007G4D2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    193505 | PA      | $193651.65    | 0.20%             | 2032-09-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2024-A                 | ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2024-A                 | CUSIP: 02007GZ63<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    160442 | PA      | $162201.58    | 0.17%             | 2032-05-17      | Fixed         | 6.02%                 | 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        |     39484 | PA      | $39630.72     | 0.04%             | 2034-01-17      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                   | AMERICAN ELECTRIC POWER CO INC                                   | CUSIP: 025537AY7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    105000 | PA      | $106668.66    | 0.11%             | 2029-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                   | AMERICAN ELECTRIC POWER CO INC                                   | CUSIP: 02557TAD1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90191.07     | 0.09%             | 2025-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| American Express Co                                              | AMERICAN EXPRESS CO                                              | CUSIP: 025816DT3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201720.60    | 0.21%             | 2027-04-23      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| American Express Co                                              | AMERICAN EXPRESS CO                                              | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    230000 | PA      | $231235.33    | 0.24%             | 2029-04-25      | Variable      | 4.73%                 | No            |                  2 | On Loan: —       |
| American International Group Inc                                 | AMERICAN INTERNATIONAL GROUP INC                                 | CUSIP: 026874DW4<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    155000 | PA      | $155602.33    | 0.16%             | 2030-05-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                              | AMERICAN TOWER CORP                                              | CUSIP: 03027XAP5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195686.60    | 0.20%             | 2027-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                      | CENCORA INC                                                      | CUSIP: 03073EAV7<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55148.56     | 0.06%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                      | CENCORA INC                                                      | CUSIP: 03073EAW5<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30168.24     | 0.03%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AmeriGas Partners LP / AmeriGas Finance Corp                     | AMERIGAS PARTNERS LP / AMERIGAS FINANCE CORP                     | CUSIP: 030981AL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $253500.00    | 0.26%             | 2027-05-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Amur Equipment Finance Receivables X LLC                         | AMUR EQUIPMENT FINANCE RECEIVABLES X LLC                         | CUSIP: 03236VAD3<br>LEI: 549300K5Y88MV8B4M421 | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $148769.00    | 0.15%             | 2028-04-20      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| Amur Equipment Finance Receivables XIII LLC                      | AMUR EQUIPMENT FINANCE RECEIVABLES XIII LLC                      | CUSIP: 03237CAC6<br>LEI: 254900O8ABFLU3FOSN14 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101643.07    | 0.10%             | 2031-01-21      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2025-5                                  | ANGEL OAK MORTGAGE TRUST 2025-5                                  | CUSIP: 03466EAA8<br>LEI: 254900QA46POYH7UR768 | Long             | ABS-MBS          | CORP              | US        |    334777 | PA      | $334369.74    | 0.35%             | 2070-04-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Apidos CLO XXXII                                                 | APIDOS CLO XXXII                                                 | CUSIP: 03768RAY2<br>LEI: 549300CXPXW83QGWOL98 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $247457.94    | 0.26%             | 2033-01-20      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| Applebee s Funding LLC / IHOP Funding LLC                        | APPLEBEE'S FUNDING LLC / IHOP FUNDING LLC                        | CUSIP: 03789XAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    118800 | PA      | $116670.46    | 0.12%             | 2049-06-05      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Arbys Funding LLC                                                | ARBYS FUNDING LLC                                                | CUSIP: 038779AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    166688 | PA      | $158463.22    | 0.16%             | 2050-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                            | ATHENE GLOBAL FUNDING                                            | CUSIP: 04685A3S8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    230000 | PA      | $231384.14    | 0.24%             | 2026-02-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Atlassian Corp                                                   | ATLASSIAN CORP                                                   | CUSIP: 049468AA9<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40765.44     | 0.04%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                     | AUTOZONE INC                                                     | CUSIP: 053332BM3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111866.70    | 0.12%             | 2030-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                         | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC                         | CUSIP: 05377RDV3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $49832.53     | 0.05%             | 2026-08-20      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                         | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC                         | CUSIP: 05377RFX7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100324.24    | 0.10%             | 2027-04-20      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                         | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC                         | CUSIP: 05377RGN8<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100528.43    | 0.10%             | 2027-10-20      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                         | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC                         | CUSIP: 05377RKG8<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100291.90    | 0.10%             | 2027-10-20      | Fixed         | 7.26%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                         | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC                         | CUSIP: 05377RKH6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100551.51    | 0.10%             | 2028-02-20      | Fixed         | 7.32%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd                                      | AVOLON HOLDINGS FUNDING LTD                                      | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    115000 | PA      | $118695.99    | 0.12%             | 2028-05-04      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                                  | BAE SYSTEMS PLC                                                  | CUSIP: 05523RAH0<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $201643.00    | 0.21%             | 2027-03-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BAT International Finance PLC                                    | BAT INTERNATIONAL FINANCE PLC                                    | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $298932.60    | 0.31%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BBCMS Trust 2015-SRCH                                            | BBCMS TRUST 2015-SRCH                                            | CUSIP: 05547HAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $92947.26     | 0.10%             | 2035-08-10      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-5C27                                   | BBCMS MORTGAGE TRUST 2024-5C27                                   | CUSIP: 05555FAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11644 | PA      | $11625.28     | 0.01%             | 2057-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                               | BMW US CAPITAL LLC                                               | CUSIP: 05565ECQ6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74910.30     | 0.08%             | 2027-08-13      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                               | BMW US CAPITAL LLC                                               | CUSIP: 05565ECW3<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    350000 | PA      | $351746.15    | 0.36%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BRE Grand Islander Timeshare Issuer 2019-A LLC                   | BRE GRAND ISLANDER TIMESHARE ISSUER 2019-A LLC                   | CUSIP: 05588UAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     81361 | PA      | $80004.57     | 0.08%             | 2033-09-26      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Banco de Credito del Peru S.A.                                   | BANCO DE CREDITO DEL PERU S.A.                                   | CUSIP: 05971V2D6<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |    200000 | PA      | $194071.22    | 0.20%             | 2031-09-30      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                             | BANK OF AMERICA CORP                                             | CUSIP: 06051GLE7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150421.95    | 0.16%             | 2027-01-20      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                             | BANK OF AMERICA CORP                                             | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250016.50    | 0.26%             | 2029-05-09      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon/The                                      | BANK OF NEW YORK MELLON/THE                                      | CUSIP: 06405LAH4<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251614.75    | 0.26%             | 2029-04-20      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| BANK 2024-BNK47                                                  | BANK 2024-BNK47                                                  | CUSIP: 06540GAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     30134 | PA      | $30734.21     | 0.03%             | 2057-06-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR9                                                  | BANK5 2024-5YR9                                                  | CUSIP: 06644VBA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    171904 | PA      | $172458.47    | 0.18%             | 2057-08-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR11                                                 | BANK5 2024-5YR11                                                 | CUSIP: 06644WBL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     55000 | PA      | $56913.52     | 0.06%             | 2057-11-15      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR12                                                 | BANK5 2024-5YR12                                                 | CUSIP: 06644XBP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     95000 | PA      | $98168.47     | 0.10%             | 2057-12-15      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                     | BARCLAYS PLC                                                     | CUSIP: 06738EBZ7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $200279.00    | 0.21%             | 2026-08-09      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                     | BARCLAYS PLC                                                     | CUSIP: 06738ECC7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $202001.60    | 0.21%             | 2026-11-02      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                     | BARCLAYS PLC                                                     | CUSIP: 06738ECX1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $402045.60    | 0.42%             | 2029-02-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Barings CLO Ltd 2018-IV                                          | BARINGS CLO LTD 2018-IV                                          | CUSIP: 06760XAQ7<br>LEI: 549300JWUNSCHZHF6H67 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250157.50    | 0.26%             | 2030-10-15      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| Battalion Clo XV Ltd                                             | BATTALION CLO XV LTD                                             | CUSIP: 07131AAM6<br>LEI: 549300CJP8HGT746II19 | Long             | ABS-CBDO         | CORP              | KY        |    245320 | PA      | $244421.67    | 0.25%             | 2033-01-17      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Battalion Clo XV Ltd                                             | BATTALION CLO XV LTD                                             | CUSIP: 07131AAT1<br>LEI: 549300CJP8HGT746II19 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250149.73    | 0.26%             | 2033-01-17      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Battalion CLO XII Ltd                                            | BATTALION CLO XII LTD                                            | CUSIP: 07133RAY1<br>LEI: 549300JIE0P78OIZGS60 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249181.73    | 0.26%             | 2031-05-17      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII 2024-CAR1 LLC                | BAYVIEW OPPORTUNITY MASTER FUND VII 2024-CAR1 LLC                | CUSIP: 07336QAC6<br>LEI: 254900S53K9VTUR1UX42 | Long             | ABS-O            | CORP              | US        |    142082 | PA      | $142661.82    | 0.15%             | 2031-12-26      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Bellemeade Re 2022-1 Ltd                                         | BELLEMEADE RE 2022-1 LTD                                         | CUSIP: 078774AB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    139319 | PA      | $139688.22    | 0.14%             | 2032-01-26      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V8 Mortgage Trust                                 | BENCHMARK 2024-V8 MORTGAGE TRUST                                 | CUSIP: 08190AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25109 | PA      | $25465.08     | 0.03%             | 2057-07-15      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V11 Mortgage Trust                                | BENCHMARK 2024-V11 MORTGAGE TRUST                                | CUSIP: 081921BC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     55000 | PA      | $56979.22     | 0.06%             | 2057-11-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V6 Mortgage Trust                                 | BENCHMARK 2024-V6 MORTGAGE TRUST                                 | CUSIP: 081927AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     43455 | PA      | $43606.35     | 0.05%             | 2057-03-15      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Blue Owl Asset Leasing Trust 2024-1 LLC                          | BLUE OWL ASSET LEASING TRUST 2024-1 LLC                          | CUSIP: 095921AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $251993.08    | 0.26%             | 2031-12-15      | Fixed         | 8.00%                 | 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        |    119420 | PA      | $119252.55    | 0.12%             | 2030-11-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| BlueMountain CLO 2018-3 Ltd                                      | BLUEMOUNTAIN CLO 2018-3 LTD                                      | CUSIP: 09630AAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    141457 | PA      | $141487.57    | 0.15%             | 2030-10-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                   | BNP PARIBAS SA                                                   | CUSIP: 09659W3C6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    360000 | PA      | $359129.88    | 0.37%             | 2029-05-09      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C4 Mortgage Trust                                      | BMO 2024-5C4 MORTGAGE TRUST                                      | CUSIP: 09660SAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $528842.60    | 0.55%             | 2057-05-15      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                    | BOEING CO/THE                                                    | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $236568.25    | 0.24%             | 2029-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                    | BOEING CO/THE                                                    | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78573.20     | 0.08%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                    | BOEING CO/THE                                                    | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    133000 | PA      | $136782.52    | 0.14%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Bowling Green Park CLO LLC                                       | BOWLING GREEN PARK CLO LLC                                       | CUSIP: 102875AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $247956.89    | 0.26%             | 2035-04-18      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust 2021-HE2                         | BRAVO RESIDENTIAL FUNDING TRUST 2021-HE2                         | CUSIP: 10569CAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $249246.20    | 0.26%             | 2069-11-25      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2024-GPA3                           | BX COMMERCIAL MORTGAGE TRUST 2024-GPA3                           | CUSIP: 123910AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     51574 | PA      | $51574.27     | 0.05%             | 2039-12-15      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2024-MDHS                           | BX COMMERCIAL MORTGAGE TRUST 2024-MDHS                           | CUSIP: 12433BAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    159332 | PA      | $159332.05    | 0.16%             | 2041-05-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2024-SLCT                           | BX COMMERCIAL MORTGAGE TRUST 2024-SLCT                           | CUSIP: 12433JAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    155000 | PA      | $153933.57    | 0.16%             | 2042-01-15      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| CAMB Commercial Mortgage Trust 2019-LIFE                         | CAMB COMMERCIAL MORTGAGE TRUST 2019-LIFE                         | CUSIP: 12482HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $199875.00    | 0.21%             | 2037-12-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| CBRE Services Inc                                                | CBRE SERVICES INC                                                | CUSIP: 12505BAJ9<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |     95000 | PA      | $94183.86     | 0.10%             | 2030-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW Finance Corp                                       | CDW LLC / CDW FINANCE CORP                                       | CUSIP: 12513GBK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $30021.57     | 0.03%             | 2030-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CD 2016-CD1 Mortgage Trust                                       | CD 2016-CD1 MORTGAGE TRUST                                       | CUSIP: 12514MBF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $81783.71     | 0.08%             | 2049-08-10      | Variable      | 3.08%                 | 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        |      5761 | PA      | $5610.12      | 0.01%             | 2065-04-27      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| CSL Finance PLC                                                  | CSL FINANCE PLC                                                  | CUSIP: 12661PAA7<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |     25000 | PA      | $24682.25     | 0.03%             | 2027-04-27      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CVR Partners LP / CVR Nitrogen Finance Corp                      | CVR PARTNERS LP / CVR NITROGEN FINANCE CORP                      | CUSIP: 12663QAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $233237.50    | 0.24%             | 2028-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                  | CVS HEALTH CORP                                                  | CUSIP: 126650CU2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78584.64     | 0.08%             | 2026-06-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                  | CVS HEALTH CORP                                                  | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247130.75    | 0.26%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| COLT 2025-INV2 Mortgage Loan Trust                               | COLT 2025-INV2 MORTGAGE LOAN TRUST                               | CUSIP: 12673UAA2<br>LEI: 213800M5KYYIOHI7KW93 | Long             | ABS-MBS          | CORP              | US        |    112841 | PA      | $113119.46    | 0.12%             | 2070-02-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| COLT 2025-4 Mortgage Loan Trust                                  | COLT 2025-4 MORTGAGE LOAN TRUST                                  | CUSIP: 12674HAA0<br>LEI: 2138002WIT3BHLQD3E93 | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100600.64    | 0.10%             | 2070-04-25      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                   | CANADIAN NATURAL RESOURCES LTD                                   | CUSIP: 136385AX9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $147838.65    | 0.15%             | 2027-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                             | CANADIAN NATURAL RESOURC 4/2 144A CP 0.0000 20250625             | CUSIP: 000000000<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498286.00    | 0.51%             | 2025-06-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                       | CAPITAL ONE FINANCIAL CORP                                       | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    225000 | PA      | $234068.63    | 0.24%             | 2029-06-08      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                       | CAPITAL ONE FINANCIAL CORP                                       | CUSIP: 14040HDE2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35966.49     | 0.04%             | 2030-02-01      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2023-2                                   | CARMAX AUTO OWNER TRUST 2023-2                                   | CUSIP: 142921AH8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    135000 | PA      | $138266.22    | 0.14%             | 2029-10-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2022-4                                   | CARMAX AUTO OWNER TRUST 2022-4                                   | CUSIP: 14318UAH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $209157.64    | 0.22%             | 2029-04-16      | Fixed         | 8.08%                 | No            |                  2 | On Loan: No      |
| Carvana Co                                                       | CARVANA CO                                                       | CUSIP: 146869AL6<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    180000 | PA      | $184500.00    | 0.19%             | 2028-12-01      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2021-P1                           | CARVANA AUTO RECEIVABLES TRUST 2021-P1                           | CUSIP: 14687BAL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     30000 | PA      | $29085.71     | 0.03%             | 2027-12-10      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2021-N3                           | CARVANA AUTO RECEIVABLES TRUST 2021-N3                           | CUSIP: 14687GAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     65835 | PA      | $63192.97     | 0.07%             | 2028-06-12      | Fixed         | 0.66%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2021-N4                           | CARVANA AUTO RECEIVABLES TRUST 2021-N4                           | CUSIP: 14687HAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     31249 | PA      | $30286.52     | 0.03%             | 2028-09-11      | Fixed         | 2.30%                 | 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        |     60000 | PA      | $60804.17     | 0.06%             | 2030-09-10      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2024-N2                           | CARVANA AUTO RECEIVABLES TRUST 2024-N2                           | CUSIP: 14687VAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     80000 | PA      | $81415.30     | 0.08%             | 2030-09-10      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                         | CELANESE US HOLDINGS LLC                                         | CUSIP: 15089QAK0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143437.50    | 0.15%             | 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        |     94000 | PA      | $95880.00     | 0.10%             | 2027-07-15      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Cencosud SA                                                      | CENCOSUD SA                                                      | CUSIP: 15132HAH4<br>LEI: 549300NLTGCFV7482429 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $197172.36    | 0.20%             | 2027-07-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                     | CENTENE CORP                                                     | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    375000 | PA      | $361875.00    | 0.37%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Chenango Park CLO Ltd                                            | CHENANGO PARK CLO LTD                                            | CUSIP: 16409TAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249786.85    | 0.26%             | 2030-04-15      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| CIFC Funding 2016-I Ltd                                          | CIFC FUNDING 2016-I LTD                                          | CUSIP: 17180TBS0<br>LEI: 54930076OPDXR0U68E20 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $242963.15    | 0.25%             | 2031-10-21      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2016-C1                      | CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-C1                      | CUSIP: 17290YAT5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $195858.60    | 0.20%             | 2049-05-10      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| Clarus Capital Funding 2024-1 LLC                                | CLARUS CAPITAL FUNDING 2024-1 LLC                                | CUSIP: 18271JAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99582.23     | 0.10%             | 2032-08-20      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings Inc                               | CLEAR CHANNEL OUTDOOR HOLDINGS INC                               | CUSIP: 18453HAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $29400.00     | 0.03%             | 2027-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CNO Global Funding                                               | CNO GLOBAL FUNDING                                               | CUSIP: 18977W2A7<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143791.80    | 0.15%             | 2026-10-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CNO Global Funding                                               | CNO GLOBAL FUNDING                                               | CUSIP: 18977W2F6<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45000.90     | 0.05%             | 2029-09-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| COLT 2024-INV4 Mortgage Loan Trust                               | COLT 2024-INV4 MORTGAGE LOAN TRUST                               | CUSIP: 19688QAC5<br>LEI: 2138008UGM66WOAUY633 | Long             | ABS-MBS          | CORP              | US        |     90744 | PA      | $91277.11     | 0.09%             | 2069-05-25      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| COLT 2024-6 Mortgage Loan Trust                                  | COLT 2024-6 MORTGAGE LOAN TRUST                                  | CUSIP: 19688XAB2<br>LEI: 213800U2X2TO1PQH1O75 | Long             | ABS-MBS          | CORP              | US        |    184349 | PA      | $183917.53    | 0.19%             | 2069-11-25      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Holding Co LLC                                | COLUMBIA PIPELINES HOLDING CO LLC                                | CUSIP: 19828AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5035.90      | 0.01%             | 2026-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                     | COMCAST CORP                                                     | CUSIP: 20030NCT6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149191.35    | 0.15%             | 2028-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                               | CONAGRA FOODS INC 4/2 144A CP 0.0000 20250606                    | CUSIP: 000000000<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299724.66    | 0.31%             | 2025-06-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2024-R04                     | CONNECTICUT AVENUE SECURITIES TRUST 2024-R04                     | CUSIP: 20753GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    159749 | PA      | $159500.17    | 0.16%             | 2044-05-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2021-R01                     | CONNECTICUT AVENUE SECURITIES TRUST 2021-R01                     | CUSIP: 20754RAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    135424 | PA      | $135803.06    | 0.14%             | 2041-10-25      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R03                     | CONNECTICUT AVENUE SECURITIES TRUST 2025-R03                     | CUSIP: 20754VAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    112997 | PA      | $113566.06    | 0.12%             | 2045-03-25      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                         | COREBRIDGE FINANCIAL INC                                         | CUSIP: 21871XAD1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196615.00    | 0.20%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                               | CREDIT AGRICOLE SA                                               | CUSIP: 22535WAR8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $252618.25    | 0.26%             | 2031-05-27      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Cross 2024-H6 Mortgage Trust                                     | CROSS 2024-H6 MORTGAGE TRUST                                     | CUSIP: 227919AB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    190989 | PA      | $189769.40    | 0.20%             | 2069-09-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Crown Castle Towers LLC                                          | CROWN CASTLE TOWERS LLC                                          | CUSIP: 22822RBH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    445000 | PA      | $434812.66    | 0.45%             | 2028-07-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                 | CROWN CASTLE INC                                                 | CUSIP: 22822VAL5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244749.75    | 0.25%             | 2029-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                 | CROWN CASTLE INC                                                 | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    175000 | PA      | $176149.75    | 0.18%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                 | CROWN CASTLE INC                                                 | CUSIP: 22822VBD2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    105000 | PA      | $107891.70    | 0.11%             | 2029-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                             | CROWN CASTLE INTL CORP 4/2 144A CP 0.0000 20250617               | CUSIP: 000000000<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498755.05    | 0.52%             | 2025-06-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC                               | CYRUSONE DATA CENTERS ISSUER I LLC                               | CUSIP: 23284BAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    110000 | PA      | $106000.71    | 0.11%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                            | DB MASTER FINANCE LLC                                            | CUSIP: 233046AK7<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |     89538 | PA      | $88578.71     | 0.09%             | 2049-05-20      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| DLLAD 2023-1 LLC                                                 | DLLAD 2023-1 LLC                                                 | CUSIP: 233258AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     48479 | PA      | $48554.18     | 0.05%             | 2028-01-20      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                    | DTE ENERGY CO                                                    | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40265.52     | 0.04%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                          | DAIMLER TRUCK FINANCE NORTH AMERICA LLC                          | CUSIP: 233853AP5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150142.35    | 0.16%             | 2026-01-16      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                          | DAIMLER TRUCK FINANCE NORTH AMERICA LLC                          | CUSIP: 233853AV2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150560.55    | 0.16%             | 2027-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                  | DANSKE BANK A/S                                                  | CUSIP: 23636ABG5<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    200000 | PA      | $203014.80    | 0.21%             | 2028-03-01      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                  | DANSKE BANK A/S                                                  | CUSIP: 23636ABJ9<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    200000 | PA      | $197745.20    | 0.20%             | 2030-10-02      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants Inc                                           | DARDEN RESTAURANTS INC                                           | CUSIP: 237194AP0<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84660.68     | 0.09%             | 2027-10-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust 2024-1                              | DELL EQUIPMENT FINANCE TRUST 2024-1                              | CUSIP: 24702GAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101362.18    | 0.10%             | 2030-09-23      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust 2025-1                              | DELL EQUIPMENT FINANCE TRUST 2025-1                              | CUSIP: 24703UAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100792.08    | 0.10%             | 2031-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust 2024-2                              | DELL EQUIPMENT FINANCE TRUST 2024-2                              | CUSIP: 24704EAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100241.25    | 0.10%             | 2030-08-22      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust 2024-2                              | DELL EQUIPMENT FINANCE TRUST 2024-2                              | CUSIP: 24704EAL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100373.50    | 0.10%             | 2031-02-24      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Diageo Investment Corp                                           | DIAGEO INVESTMENT CORP                                           | CUSIP: 25245BAC1<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203762.00    | 0.21%             | 2030-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                           | DIAMONDBACK ENERGY INC                                           | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    300000 | PA      | $283221.00    | 0.29%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                           | DIAMONDBACK ENERGY INC                                           | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40336.60     | 0.04%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp                                              | DOLLAR GENERAL CORP                                              | CUSIP: 256677AF2<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197140.20    | 0.20%             | 2028-05-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding LLC                                        | DRIVEN BRANDS FUNDING LLC                                        | CUSIP: 26208LAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     92207 | PA      | $90485.78     | 0.09%             | 2049-10-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Dryden 53 CLO Ltd                                                | DRYDEN 53 CLO LTD                                                | CUSIP: 26243EAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249078.78    | 0.26%             | 2031-01-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Dryden 45 Senior Loan Fund                                       | DRYDEN 45 SENIOR LOAN FUND                                       | CUSIP: 26244MBA9<br>LEI: 54930046L20VLJKPVV31 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249096.95    | 0.26%             | 2030-10-15      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Dryden 77 CLO Ltd                                                | DRYDEN 77 CLO LTD                                                | CUSIP: 26252VAS0<br>LEI: 254900XGNUOV0Y3IBA68 | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $299850.06    | 0.31%             | 2034-05-20      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                 | DUKE ENERGY CORP                                                 | CUSIP: 26441CBS3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    400000 | PA      | $398114.00    | 0.41%             | 2028-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| EFMT 2024-INV2                                                   | EFMT 2024-INV2                                                   | CUSIP: 26844LAA6<br>LEI: 254900QTMZ2ZHRYMFA85 | Long             | ABS-MBS          | CORP              | US        |     96078 | PA      | $95088.62     | 0.10%             | 2069-10-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| EFMT 2024-INV2                                                   | EFMT 2024-INV2                                                   | CUSIP: 26844LAB4<br>LEI: 254900QTMZ2ZHRYMFA85 | Long             | ABS-MBS          | CORP              | US        |     96078 | PA      | $95129.03     | 0.10%             | 2069-10-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| EFMT 2024-NQM1                                                   | EFMT 2024-NQM1                                                   | CUSIP: 26845DAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    171178 | PA      | $170963.83    | 0.18%             | 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        |    213149 | PA      | $213082.08    | 0.22%             | 2070-05-26      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Elara HGV Timeshare Issuer 2019-A LLC                            | ELARA HGV TIMESHARE ISSUER 2019-A LLC                            | CUSIP: 28416TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     31661 | PA      | $31056.93     | 0.03%             | 2034-01-25      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Elara HGV Timeshare Issuer 2019-A LLC                            | ELARA HGV TIMESHARE ISSUER 2019-A LLC                            | CUSIP: 28416TAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     14071 | PA      | $13803.18     | 0.01%             | 2034-01-25      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp                                    | ELEMENT FLEET MANAGEMENT CORP                                    | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    120000 | PA      | $119499.48    | 0.12%             | 2030-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                     | ENBRIDGE INC                                                     | CUSIP: 29250NBW4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $61005.60     | 0.06%             | 2026-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                     | ENBRIDGE INC                                                     | CUSIP: 29250NBX2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $52250.10     | 0.05%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                        | ONEOK INC                                                        | CUSIP: 29336UAF4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     66000 | PA      | $66031.55     | 0.07%             | 2026-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2022-2 LLC                            | ENTERPRISE FLEET FINANCING 2022-2 LLC                            | CUSIP: 29374JAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1888 | PA      | $1885.91      | 0.00%             | 2029-05-21      | Fixed         | 4.65%                 | 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        |    123677 | PA      | $124327.14    | 0.13%             | 2030-04-22      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                              | CONSTELLATION ENERGY GENERATION LLC                              | CUSIP: 30161MAS2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200000.00    | 0.21%             | 2025-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2022-4                       | EXETER AUTOMOBILE RECEIVABLES TRUST 2022-4                       | CUSIP: 30166BAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     45000 | PA      | $45268.35     | 0.05%             | 2028-12-15      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2024-1                       | EXETER AUTOMOBILE RECEIVABLES TRUST 2024-1                       | CUSIP: 30167PAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     12559 | PA      | $12569.61     | 0.01%             | 2027-08-16      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2024-1                       | EXETER AUTOMOBILE RECEIVABLES TRUST 2024-1                       | CUSIP: 30167PAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $402018.96    | 0.42%             | 2030-05-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2025-2                       | EXETER AUTOMOBILE RECEIVABLES TRUST 2025-2                       | CUSIP: 30168JAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    140000 | PA      | $140575.92    | 0.15%             | 2029-09-17      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Exeter Select Automobile Receivables Trust 2025-1                | EXETER SELECT AUTOMOBILE RECEIVABLES TRUST 2025-1                | CUSIP: 30185AAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    149000 | PA      | $149249.69    | 0.15%             | 2031-08-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| FMC Corp                                                         | FMC CORP                                                         | CUSIP: 302491AU9<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    200000 | PA      | $184014.20    | 0.19%             | 2029-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                      | FREDDIE MAC POOL                                                 | CUSIP: 3132DUQU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    257710 | PA      | $260602.80    | 0.27%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                      | FREDDIE MAC POOL                                                 | CUSIP: 3132DVE92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     90789 | PA      | $91952.85     | 0.09%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                      | FREDDIE MAC POOL                                                 | CUSIP: 3132DWES8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    322631 | PA      | $304934.92    | 0.31%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                      | FREDDIE MAC POOL                                                 | CUSIP: 3132DWGF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    185400 | PA      | $175258.35    | 0.18%             | 2053-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                      | FREDDIE MAC POOL                                                 | CUSIP: 3132DWGG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    112006 | PA      | $108699.12    | 0.11%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                      | FREDDIE MAC POOL                                                 | CUSIP: 3132DWJJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47162 | PA      | $44504.99     | 0.05%             | 2053-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates     | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES     | CUSIP: 3137BTAB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     35944 | PA      | $35566.77     | 0.04%             | 2026-07-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates     | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES     | CUSIP: 3137FJZ93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    250000 | PA      | $246129.73    | 0.25%             | 2028-10-25      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates     | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES     | CUSIP: 3137FK4M5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    106000 | PA      | $105255.88    | 0.11%             | 2028-10-25      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Whole Loan Securities Trust 2017-SC02                | FREDDIE MAC WHOLE LOAN SECURITIES TRUST 2017-SC02                | CUSIP: 3137G1BY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     35166 | PA      | $34918.71     | 0.04%             | 2047-05-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                       | FANNIE MAE POOL                                                  | CUSIP: 3140A94B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    154577 | PA      | $153344.14    | 0.16%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                       | FANNIE MAE POOL                                                  | CUSIP: 3140NKJY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    375696 | PA      | $367326.57    | 0.38%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                       | FANNIE MAE POOL                                                  | CUSIP: 3140QQRN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    192450 | PA      | $189623.70    | 0.20%             | 2037-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                       | FANNIE MAE POOL                                                  | CUSIP: 3140QTBD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    280135 | PA      | $271793.26    | 0.28%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                       | FANNIE MAE POOL                                                  | CUSIP: 3140QVAM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56953 | PA      | $57959.69     | 0.06%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                       | FANNIE MAE POOL                                                  | CUSIP: 3140QVLJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     85937 | PA      | $85711.46     | 0.09%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                       | FANNIE MAE POOL                                                  | CUSIP: 3140W0KV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    151264 | PA      | $146950.38    | 0.15%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                       | FANNIE MAE POOL                                                  | CUSIP: 3140XMA55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    250677 | PA      | $250263.69    | 0.26%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                       | FANNIE MAE POOL                                                  | CUSIP: 3140XPHC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     79028 | PA      | $78897.56     | 0.08%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                       | FANNIE MAE POOL                                                  | CUSIP: 3140XPUY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    252530 | PA      | $256860.24    | 0.27%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                       | FANNIE MAE POOL                                                  | CUSIP: 3140XQ2C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    416821 | PA      | $404295.52    | 0.42%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                       | FANNIE MAE POOL                                                  | CUSIP: 3140XRP58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56186 | PA      | $53044.63     | 0.05%             | 2054-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                       | FANNIE MAE POOL                                                  | CUSIP: 3140XRSX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    516142 | PA      | $513785.41    | 0.53%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                       | FANNIE MAE POOL                                                  | CUSIP: 31418E2F6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    780695 | PA      | $801784.49    | 0.83%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                       | FANNIE MAE POOL                                                  | CUSIP: 31418EE63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     80471 | PA      | $76054.04     | 0.08%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                       | FANNIE MAE POOL                                                  | CUSIP: 31418EKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    418234 | PA      | $395324.74    | 0.41%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                      | FREDDIE MAC POOL                                                 | CUSIP: 31425VMB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    124067 | PA      | $125839.21    | 0.13%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                      | FREDDIE MAC POOL                                                 | CUSIP: 31426K3Q7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    221774 | PA      | $224265.70    | 0.23%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                      | FREDDIE MAC POOL                                                 | CUSIP: 31427M6N6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    583366 | PA      | $579259.71    | 0.60%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                      | FREDDIE MAC POOL                                                 | CUSIP: 31427MW49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    103779 | PA      | $104848.31    | 0.11%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                      | FREDDIE MAC POOL                                                 | CUSIP: 3142GS4H8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41149 | PA      | $41065.54     | 0.04%             | 2054-10-01      | Fixed         | 5.50%                 | 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        |     80870 | PA      | $80231.18     | 0.08%             | 2034-10-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                     | FIRSTENERGY TRANSMISSION LLC                                     | CUSIP: 33767BAG4<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29685.48     | 0.03%             | 2030-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes 2020-SFR2 Trust                                   | FIRSTKEY HOMES 2020-SFR2 TRUST                                   | CUSIP: 33767JAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    225000 | PA      | $221217.82    | 0.23%             | 2037-10-19      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                       | FISERV INC                                                       | CUSIP: 337738AR9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    175000 | PA      | $173206.08    | 0.18%             | 2028-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                                 | FIRSTENERGY CORP                                                 | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    135000 | PA      | $132844.59    | 0.14%             | 2027-07-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust 2020-1NV                                 | FLAGSTAR MORTGAGE TRUST 2020-1NV                                 | CUSIP: 33851YAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     64431 | PA      | $61683.08     | 0.06%             | 2050-03-25      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust 2019-1                                   | FLAGSTAR MORTGAGE TRUST 2019-1                                   | CUSIP: 33852AAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13865 | PA      | $13348.08     | 0.01%             | 2049-10-25      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Goto Foods Funding LLC                                           | GOTO FOODS FUNDING LLC                                           | CUSIP: 34417MAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     92000 | PA      | $91323.25     | 0.09%             | 2047-04-30      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| FOCUS Brands Funding                                             | FOCUS BRANDS FUNDING                                             | CUSIP: 34417RAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    147750 | PA      | $155236.60    | 0.16%             | 2053-10-30      | Fixed         | 8.24%                 | 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        |    100000 | PA      | $100316.80    | 0.10%             | 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        |    145000 | PA      | $146291.70    | 0.15%             | 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        |    100000 | PA      | $101275.97    | 0.10%             | 2029-04-15      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                         | FORD MOTOR CREDIT CO LLC                                         | CUSIP: 345397D59<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203860.60    | 0.21%             | 2028-11-07      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                         | FORD MOTOR CREDIT CO LLC                                         | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    400000 | PA      | $400539.60    | 0.41%             | 2028-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Fortress Credit Bsl VII Ltd                                      | FORTRESS CREDIT BSL VII LTD                                      | CUSIP: 34956NAQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249038.73    | 0.26%             | 2032-07-23      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Fortress Credit BSL VIII Ltd                                     | FORTRESS CREDIT BSL VIII LTD                                     | CUSIP: 34962DAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $247671.55    | 0.26%             | 2032-10-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Fortress Credit BSL XV Ltd                                       | FORTRESS CREDIT BSL XV LTD                                       | CUSIP: 34964WAN2<br>LEI: 254900VHYDP7XYPMH337 | Long             | ABS-CBDO         | CORP              | JE        |    250000 | PA      | $250223.43    | 0.26%             | 2033-10-18      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Fortitude Group Holdings LLC                                     | FORTITUDE GROUP HOLDINGS LLC                                     | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |    190000 | PA      | $192089.43    | 0.20%             | 2030-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                            | FOUNDRY JV HOLDCO LLC                                            | CUSIP: 350930AB9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206439.80    | 0.21%             | 2030-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                            | FOUNDRY JV HOLDCO LLC                                            | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202666.40    | 0.21%             | 2031-01-25      | Fixed         | 5.50%                 | 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        |     91343 | PA      | $92390.07     | 0.10%             | 2043-11-25      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2021-DNA5                          | FREDDIE MAC STACR REMIC TRUST 2021-DNA5                          | CUSIP: 35564KHE2<br>LEI: 5493000ISU5NYXNHD479 | Long             | ABS-MBS          | USGSE             | US        |     35529 | PA      | $35672.47     | 0.04%             | 2034-01-25      | Floating      | 5.97%                 | 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        |     91000 | PA      | $90971.80     | 0.09%             | 2044-10-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2025-DNA1                          | FREDDIE MAC STACR REMIC TRUST 2025-DNA1                          | CUSIP: 35564NFY4<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-MBS          | USGSE             | US        |     24375 | PA      | $24335.96     | 0.03%             | 2045-01-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                                              | FRONTIER ISSUER LLC                                              | CUSIP: 35910EAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    120000 | PA      | $126334.48    | 0.13%             | 2053-08-20      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                                              | FRONTIER ISSUER LLC                                              | CUSIP: 35910EAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $222241.44    | 0.23%             | 2054-06-20      | Fixed         | 11.16%                | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                          | GA GLOBAL FUNDING TRUST                                          | CUSIP: 36143L2R5<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152773.65    | 0.16%             | 2030-01-13      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                        | GATX CORP                                                        | CUSIP: 361448BP7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40390.44     | 0.04%             | 2027-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GCAT 2025-NQM1 Trust                                             | GCAT 2025-NQM1 TRUST                                             | CUSIP: 36171GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    266755 | PA      | $266367.61    | 0.28%             | 2069-11-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                              | GMF FLOORPLAN OWNER REVOLVING TRUST                              | CUSIP: 361886CT9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    230000 | PA      | $231538.08    | 0.24%             | 2028-06-15      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                   | GINNIE MAE II POOL                                               | CUSIP: 36202FEL6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     80055 | PA      | $83433.27     | 0.09%             | 2040-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                   | GINNIE MAE II POOL                                               | CUSIP: 36202FNW2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     91720 | PA      | $95296.81     | 0.10%             | 2040-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2023-3        | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-3        | CUSIP: 36267KAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     45000 | PA      | $45930.84     | 0.05%             | 2029-02-16      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Galaxy XX CLO Ltd                                                | GALAXY XX CLO LTD                                                | CUSIP: 36320MAS7<br>LEI: 549300S1CAKZT00VQL17 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250335.35    | 0.26%             | 2031-04-20      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                | GENERAL MOTORS CO                                                | CUSIP: 37045VBC3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125970.25    | 0.13%             | 2028-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                  | GENERAL MOTORS FINANCIAL CO INC                                  | CUSIP: 37045XEF9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    155000 | PA      | $155531.34    | 0.16%             | 2026-04-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                  | GENERAL MOTORS FINANCIAL CO INC                                  | CUSIP: 37045XEQ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80754.48     | 0.08%             | 2027-05-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                  | GENERAL MOTORS FINANCIAL CO INC                                  | CUSIP: 37045XEU6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45489.47     | 0.05%             | 2029-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                  | GENERAL MOTORS FINANCIAL CO INC                                  | CUSIP: 37045XEX0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251778.25    | 0.26%             | 2027-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                  | GENERAL MOTORS FINANCIAL CO INC                                  | CUSIP: 37045XFE1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    275000 | PA      | $275686.95    | 0.28%             | 2028-04-04      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2023-1        | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-1        | CUSIP: 38013JAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     35000 | PA      | $35256.11     | 0.04%             | 2028-09-18      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                      | GOLDMAN SACHS GROUP INC/THE                                      | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    165000 | PA      | $165867.41    | 0.17%             | 2028-04-23      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                      | GOLDMAN SACHS GROUP INC/THE                                      | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    160000 | PA      | $162086.88    | 0.17%             | 2031-04-23      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| HF Sinclair Corp                                                 | HF SINCLAIR CORP                                                 | CUSIP: 403949AR1<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125708.38    | 0.13%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HILT COMMERCIAL MORTGAGE TRUST 2024-ORL                          | HILT COMMERCIAL MORTGAGE TRUST 2024-ORL                          | CUSIP: 403956AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    105000 | PA      | $104737.50    | 0.11%             | 2037-05-15      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| HOMES 2025-NQM2 Trust                                            | HOMES 2025-NQM2 TRUST                                            | CUSIP: 403966AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    203306 | PA      | $203134.69    | 0.21%             | 2070-02-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                          | HCA INC                                                          | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    220000 | PA      | $222220.46    | 0.23%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                          | HCA INC                                                          | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204485.40    | 0.21%             | 2028-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                | HSBC HOLDINGS PLC                                                | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $203140.00    | 0.21%             | 2028-05-17      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                | HSBC HOLDINGS PLC                                                | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $201166.80    | 0.21%             | 2028-11-19      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                | HSBC HOLDINGS PLC                                                | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $200212.60    | 0.21%             | 2029-03-03      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2024-2                                     | HPEFS EQUIPMENT TRUST 2024-2                                     | CUSIP: 40444MAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101315.76    | 0.10%             | 2032-04-20      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Hardee s Funding LLC                                             | HARDEE'S FUNDING LLC                                             | CUSIP: 411707AH5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    239375 | PA      | $228062.11    | 0.24%             | 2050-12-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON FINL SER                                         | HARLEY-DAVIDSON FINL SER 4/2 144A CP 5.1600 20250624             | CUSIP: 000000000<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498345.15    | 0.51%             | 2025-06-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Health Care Service Corp A Mutual Legal Reserve Co               | HEALTH CARE SERVICE CORP A MUTUAL LEGAL RESERVE CO               | CUSIP: 42218SAK4<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65785.79     | 0.07%             | 2029-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP / Hilcorp Finance Co                         | HILCORP ENERGY I LP / HILCORP FINANCE CO                         | CUSIP: 431318AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $187150.00    | 0.19%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust 2019-A                              | HILTON GRAND VACATIONS TRUST 2019-A                              | CUSIP: 43284HAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     40912 | PA      | $40140.57     | 0.04%             | 2033-07-25      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust 2023-1                              | HILTON GRAND VACATIONS TRUST 2023-1                              | CUSIP: 432917AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     47293 | PA      | $48504.55     | 0.05%             | 2038-01-25      | Fixed         | 6.94%                 | No            |                  2 | On Loan: No      |
| Holcim Finance US LLC                                            | HOLCIM FINANCE US LLC                                            | CUSIP: 43475RAB2<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90406.53     | 0.09%             | 2028-04-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Holcim Finance US LLC                                            | HOLCIM FINANCE US LLC                                            | CUSIP: 43475RAC0<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70427.21     | 0.07%             | 2030-04-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Home Partners of America 2022-1 Trust                            | HOME PARTNERS OF AMERICA 2022-1 TRUST                            | CUSIP: 43730NAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     95434 | PA      | $93694.41     | 0.10%             | 2039-04-17      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2021-4 Owner Trust                        | HONDA AUTO RECEIVABLES 2021-4 OWNER TRUST                        | CUSIP: 43815GAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     37152 | PA      | $37075.57     | 0.04%             | 2028-06-21      | Fixed         | 1.14%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                         | SERVICE PROPERTIES TRUST                                         | CUSIP: 44106MBA9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    189000 | PA      | $185220.00    | 0.19%             | 2026-10-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Howard Hughes Corp/The                                           | HOWARD HUGHES CORP/THE                                           | CUSIP: 44267DAD9<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9775.00      | 0.01%             | 2028-08-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2023-2                                     | HPEFS EQUIPMENT TRUST 2023-2                                     | CUSIP: 44328UAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101571.00    | 0.10%             | 2031-07-21      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                       | HUMANA INC                                                       | CUSIP: 444859BQ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66648.61     | 0.07%             | 2027-02-03      | Fixed         | 1.35%                 | No            |                  2 | On Loan: —       |
| Humana Inc                                                       | HUMANA INC                                                       | CUSIP: 444859BU5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25646.83     | 0.03%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                       | HUMANA INC                                                       | CUSIP: 444859BZ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    225000 | PA      | $232168.50    | 0.24%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries Inc                                | HUNTINGTON INGALLS INDUSTRIES INC                                | CUSIP: 446413BA3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25404.08     | 0.03%             | 2030-01-15      | Fixed         | 5.35%                 | 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        |    232125 | PA      | $231539.84    | 0.24%             | 2033-03-21      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes Series 2024-1           | HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2024-1           | CUSIP: 44644NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    153620 | PA      | $155664.81    | 0.16%             | 2032-05-20      | Fixed         | 6.15%                 | 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        |    192160 | PA      | $193245.65    | 0.20%             | 2032-10-20      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                          | HYUNDAI CAPITAL AMERICA                                          | CUSIP: 44891ACB1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80345.68     | 0.08%             | 2026-03-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                          | HYUNDAI CAPITAL AMERICA                                          | CUSIP: 44891ACG0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201507.80    | 0.21%             | 2026-06-26      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                          | HYUNDAI CAPITAL AMERICA                                          | CUSIP: 44891ACQ8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50250.70     | 0.05%             | 2025-11-03      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                          | HYUNDAI CAPITAL AMERICA                                          | CUSIP: 44891ADP9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    210000 | PA      | $209732.46    | 0.22%             | 2027-03-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HYT Commercial Mortgage Trust 2024-RGCY                          | HYT COMMERCIAL MORTGAGE TRUST 2024-RGCY                          | CUSIP: 449173AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    120000 | PA      | $119925.00    | 0.12%             | 2041-09-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2025-B                   | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-B                   | CUSIP: 44935DAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100351.16    | 0.10%             | 2028-04-17      | Fixed         | 4.53%                 | 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        |    105000 | PA      | $105542.70    | 0.11%             | 2029-08-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Icon Investments Six DAC                                         | ICON INVESTMENTS SIX DAC                                         | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $203260.40    | 0.21%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                      | CRESCENT ENERGY FINANCE LLC                                      | CUSIP: 45344LAC7<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123900.00    | 0.13%             | 2028-02-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                     | ING GROEP NV                                                     | CUSIP: 456837BQ5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $200774.20    | 0.21%             | 2029-03-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc                                                        | IQVIA INC                                                        | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67275.00     | 0.07%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust Series 2025-DSC1                        | JP MORGAN MORTGAGE TRUST SERIES 2025-DSC1                        | CUSIP: 46593TAA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    224494 | PA      | $224666.48    | 0.23%             | 2065-09-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Jack in the Box Funding LLC                                      | JACK IN THE BOX FUNDING LLC                                      | CUSIP: 466365AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    355300 | PA      | $341715.35    | 0.35%             | 2052-02-26      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT    | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-WPT    | CUSIP: 46645WAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     59000 | PA      | $51373.34     | 0.05%             | 2033-07-05      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                              | JPMORGAN CHASE & CO                                              | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95645.43     | 0.10%             | 2028-01-23      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                              | JPMORGAN CHASE & CO                                              | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201587.40    | 0.21%             | 2028-07-22      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                              | JPMORGAN CHASE & CO                                              | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    190000 | PA      | $192689.07    | 0.20%             | 2031-04-22      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2019-INV2                               | JP MORGAN MORTGAGE TRUST 2019-INV2                               | CUSIP: 46651DAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     65832 | PA      | $59218.15     | 0.06%             | 2050-02-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2020-609M | J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2020-609M | CUSIP: 46652RAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99000.00     | 0.10%             | 2033-10-15      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Jackson National Life Global Funding                             | JACKSON NATIONAL LIFE GLOBAL FUNDING                             | CUSIP: 46849LUX7<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175666.40    | 0.18%             | 2026-01-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Jackson National Life Global Funding                             | JACKSON NATIONAL LIFE GLOBAL FUNDING                             | CUSIP: 46849LUZ2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251913.75    | 0.26%             | 2026-04-10      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Japan Tobacco Inc                                                | JAPAN TOBACCO INC                                                | CUSIP: 471105AC0<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |    320000 | PA      | $322655.68    | 0.33%             | 2028-05-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| KT Corp                                                          | KT CORP                                                          | CUSIP: 48268KAH4<br>LEI: 9884005ACF8449EANY26 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $197493.86    | 0.20%             | 2028-02-02      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Keysight Technologies Inc                                        | KEYSIGHT TECHNOLOGIES INC                                        | CUSIP: 49338LAH6<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117397.87    | 0.12%             | 2030-07-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                | KINDER MORGAN INC                                                | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131045.72    | 0.14%             | 2030-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc                                                 | LPL HOLDINGS INC                                                 | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47703.42     | 0.05%             | 2028-11-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc                                                 | LPL HOLDINGS INC                                                 | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    291000 | PA      | $295722.93    | 0.31%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc                                                 | LPL HOLDINGS INC                                                 | CUSIP: 50212YAN4<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95226.86     | 0.10%             | 2028-04-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| LifePoint Health Inc                                             | LIFEPOINT HEALTH INC                                             | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    220000 | PA      | $241725.00    | 0.25%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                         | LLOYDS BANKING GROUP PLC                                         | CUSIP: 53944YAZ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $202248.20    | 0.21%             | 2028-01-05      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| MFA 2021-INV1 Trust                                              | MFA 2021-INV1 TRUST                                              | CUSIP: 552747AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     37675 | PA      | $36161.46     | 0.04%             | 2056-01-25      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| MED Commercial Mortgage Trust 2024-MOB                           | MED COMMERCIAL MORTGAGE TRUST 2024-MOB                           | CUSIP: 55287BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99611.99     | 0.10%             | 2041-05-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corp                  | MPT OPERATING PARTNERSHIP LP / MPT FINANCE CORP                  | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $187318.75    | 0.19%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| MVW 2021-1W LLC                                                  | MVW 2021-1W LLC                                                  | CUSIP: 55389TAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25086 | PA      | $23751.51     | 0.02%             | 2041-01-22      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| MVW 2021-2 LLC                                                   | MVW 2021-2 LLC                                                   | CUSIP: 55400KAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     65990 | PA      | $61732.17     | 0.06%             | 2039-05-20      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| Ma aden Sukuk Ltd                                                | MA'ADEN SUKUK LTD                                                | CUSIP: 55407NAA0<br>LEI: 254900QDNU6I6VA8UL14 | Long             | DBT              | NUSS              | KY        |    200000 | PA      | $202560.50    | 0.21%             | 2030-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                  | MADISON IAQ LLC                                                  | CUSIP: 55760LAA5<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    220000 | PA      | $211200.00    | 0.22%             | 2028-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XXIV Ltd                                    | MADISON PARK FUNDING XXIV LTD                                    | CUSIP: 55820NBA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249376.30    | 0.26%             | 2029-10-20      | Floating      | 6.32%                 | 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        |    223323 | PA      | $222520.84    | 0.23%             | 2032-07-23      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Marble Point CLO XIV Ltd                                         | MARBLE POINT CLO XIV LTD                                         | CUSIP: 56608KAW3<br>LEI: 254900N4UCG37B1HFL93 | Long             | ABS-CBDO         | CORP              | KY        |    204046 | PA      | $203768.66    | 0.21%             | 2032-01-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                    | MARRIOTT INTERNATIONAL INC/MD                                    | CUSIP: 571903BL6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21177.03     | 0.02%             | 2029-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Orbia Advance Corp SAB de CV                                     | ORBIA ADVANCE CORP SAB DE CV                                     | CUSIP: 59284BAF5<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |    220000 | PA      | $216471.13    | 0.22%             | 2027-10-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                            | MICRON TECHNOLOGY INC                                            | CUSIP: 595112CA9<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153059.40    | 0.16%             | 2028-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Midcap Financial Issuer Trust                                    | MIDCAP FINANCIAL ISSUER TRUST                                    | CUSIP: 59567LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $193500.00    | 0.20%             | 2028-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Milos CLO Ltd                                                    | MILOS CLO LTD                                                    | CUSIP: 60162PAG7<br>LEI: 254900GFWI4EEB8IJS18 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249435.07    | 0.26%             | 2030-10-20      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC 2020-A                                | MMAF EQUIPMENT FINANCE LLC 2020-A                                | CUSIP: 60700MAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     46205 | PA      | $45361.74     | 0.05%             | 2027-04-09      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | MORGAN STANLEY                                                   | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    145000 | PA      | $146138.40    | 0.15%             | 2029-04-12      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C24      | MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C24      | CUSIP: 61765LAW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    190000 | PA      | $188652.69    | 0.19%             | 2048-05-15      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| MVW 2024-1 LLC                                                   | MVW 2024-1 LLC                                                   | CUSIP: 62847RAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    195342 | PA      | $197465.72    | 0.20%             | 2043-02-20      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| MVW 2023-1 LLC                                                   | MVW 2023-1 LLC                                                   | CUSIP: 62848PAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     93680 | PA      | $95544.39     | 0.10%             | 2040-10-20      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| NMEF Funding 2024-A LLC                                          | NMEF FUNDING 2024-A LLC                                          | CUSIP: 62919UAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    168500 | PA      | $168946.73    | 0.17%             | 2031-12-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NMEF Funding 2025-A LLC                                          | NMEF FUNDING 2025-A LLC                                          | CUSIP: 62919VAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99832.03     | 0.10%             | 2032-07-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| NGL Energy Operating LLC / NGL Energy Finance Corp               | NGL ENERGY OPERATING LLC / NGL ENERGY FINANCE CORP               | CUSIP: 62922LAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $195500.00    | 0.20%             | 2029-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC                                         | NXP BV / NXP FUNDING LLC                                         | CUSIP: 62947QBC1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    300000 | PA      | $307267.20    | 0.32%             | 2028-12-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Nassau 2018-II Ltd                                               | NASSAU 2018-II LTD                                               | CUSIP: 63152PAA6<br>LEI: 549300TDGAMJFORBZE92 | Long             | ABS-CBDO         | CORP              | KY        |     86602 | PA      | $86647.48     | 0.09%             | 2031-10-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Nassau 2019-II Ltd                                               | NASSAU 2019-II LTD                                               | CUSIP: 63172WAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    205325 | PA      | $205467.46    | 0.21%             | 2032-10-15      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                | NATWEST GROUP PLC                                                | CUSIP: 639057AG3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $202298.00    | 0.21%             | 2026-11-10      | Variable      | 7.47%                 | No            |                  2 | On Loan: No      |
| Navient Corp                                                     | NAVIENT CORP                                                     | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     85000 | PA      | $83725.00     | 0.09%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Navient Corp                                                     | NAVIENT CORP                                                     | CUSIP: 63938CAP3<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    230000 | PA      | $257025.00    | 0.27%             | 2031-03-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Navistar Financial Dealer Note Master Owner Trust II             | NAVISTAR FINANCIAL DEALER NOTE MASTER OWNER TRUST II             | CUSIP: 63938PBU2<br>LEI: 549300S28N49H5RT4J50 | Long             | ABS-O            | CORP              | US        |    173000 | PA      | $173552.46    | 0.18%             | 2028-08-25      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Navistar Financial Dealer Note Master Owner Trust                | NAVISTAR FINANCIAL DEALER NOTE MASTER OWNER TRUST                | CUSIP: 63938PBY4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     35000 | PA      | $35217.76     | 0.04%             | 2029-04-25      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2019-C                 | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-C                 | CUSIP: 63940YAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    144215 | PA      | $141068.21    | 0.15%             | 2068-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2019-A                 | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-A                 | CUSIP: 63941BAB1<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |     13359 | PA      | $13227.05     | 0.01%             | 2043-01-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2019-D                 | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-D                 | CUSIP: 63941CAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     54594 | PA      | $52783.38     | 0.05%             | 2059-12-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Loan Trust 2020-A                      | NAVIENT PRIVATE EDUCATION LOAN TRUST 2020-A                      | CUSIP: 63941FAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     39625 | PA      | $37945.30     | 0.04%             | 2068-11-15      | Fixed         | 2.46%                 | 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        |     59201 | PA      | $55519.84     | 0.06%             | 2069-05-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2019-G                 | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-G                 | CUSIP: 63941JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     32689 | PA      | $31281.36     | 0.03%             | 2068-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Neptune Bidco US Inc                                             | NEPTUNE BIDCO US INC                                             | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    270000 | PA      | $255487.50    | 0.26%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers Clo 43 Ltd                        | NEUBERGER BERMAN LOAN ADVISERS CLO 43 LTD                        | CUSIP: 64134AAJ1<br>LEI: 549300N83MM16HCONB28 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250073.04    | 0.26%             | 2036-07-17      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust 2021-NQM1R                   | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021-NQM1R                   | CUSIP: 64828BAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     40664 | PA      | $36882.18     | 0.04%             | 2055-07-25      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc                                                | NEWELL BRANDS INC                                                | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    144000 | PA      | $148680.00    | 0.15%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                     | NISOURCE INC                                                     | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25452.58     | 0.03%             | 2028-03-30      | Fixed         | 5.25%                 | 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        |    160315 | PA      | $159916.77    | 0.17%             | 2031-11-13      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                      | NUTRIEN LTD                                                      | CUSIP: 67077MBA5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $50536.50     | 0.05%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| O Reilly Automotive Inc                                          | O'REILLY AUTOMOTIVE INC                                          | CUSIP: 67103HAG2<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249202.50    | 0.26%             | 2028-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| OZLM Funding II Ltd                                              | OZLM FUNDING II LTD                                              | CUSIP: 67108BBU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     71037 | PA      | $71065.51     | 0.07%             | 2031-07-30      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| OBX 2019-INV2 Trust                                              | OBX 2019-INV2 TRUST                                              | CUSIP: 67112VBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     35213 | PA      | $32661.49     | 0.03%             | 2049-05-27      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| OBX 2019-EXP3 Trust                                              | OBX 2019-EXP3 TRUST                                              | CUSIP: 67113AAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     88485 | PA      | $79877.57     | 0.08%             | 2059-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| OBX 2019-EXP3 Trust                                              | OBX 2019-EXP3 TRUST                                              | CUSIP: 67113ABB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     24637 | PA      | $24665.22     | 0.03%             | 2059-10-25      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| OBX 2020-EXP1 Trust                                              | OBX 2020-EXP1 TRUST                                              | CUSIP: 67448TBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     52602 | PA      | $52341.24     | 0.05%             | 2060-02-25      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                        | OCCIDENTAL PETROLEUM CORP                                        | CUSIP: 674599CR4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147000.00    | 0.15%             | 2026-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                        | OCCIDENTAL PETROLEUM CORP                                        | CUSIP: 674599EH4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65021.78     | 0.07%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                        | OCCIDENTAL PETROLEUM CORP                                        | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69300.00     | 0.07%             | 2029-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust 2022-1                                  | OCTANE RECEIVABLES TRUST 2022-1                                  | CUSIP: 67571EAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    139471 | PA      | $139410.83    | 0.14%             | 2028-05-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust 2024-1                                  | OCTANE RECEIVABLES TRUST 2024-1                                  | CUSIP: 67571FAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     60458 | PA      | $60868.94     | 0.06%             | 2030-05-20      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust 2024-3                                  | OCTANE RECEIVABLES TRUST 2024-3                                  | CUSIP: 67571GAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100334.99    | 0.10%             | 2031-10-20      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust 2022-2                                  | OCTANE RECEIVABLES TRUST 2022-2                                  | CUSIP: 67578XAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5394 | PA      | $5394.95      | 0.01%             | 2028-02-22      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust 2022-2                                  | OCTANE RECEIVABLES TRUST 2022-2                                  | CUSIP: 67578XAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $202060.60    | 0.21%             | 2028-07-20      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| Odeon Finco PLC                                                  | ODEON FINCO PLC                                                  | CUSIP: 67585LAA3<br>LEI: 9845003ECF9901CC5382 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $206500.00    | 0.21%             | 2027-11-01      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XXI Ltd                              | OCTAGON INVESTMENT PARTNERS XXI LTD                              | CUSIP: 67590QCA3<br>LEI: 549300XIS9D4AHDX5A35 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249032.25    | 0.26%             | 2031-02-14      | Floating      | 5.46%                 | 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        |     88221 | PA      | $88255.53     | 0.09%             | 2030-10-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                        | ONEOK INC                                                        | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60672.90     | 0.06%             | 2026-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                        | ONEOK INC                                                        | CUSIP: 682680CB7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    115000 | PA      | $114075.86    | 0.12%             | 2027-09-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                             | ONEMAIN FINANCE CORP                                             | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     85000 | PA      | $82237.50     | 0.08%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                      | OVINTIV INC 4/2 CP 5.1000 20250630                               | CUSIP: 000000000<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497861.15    | 0.51%             | 2025-06-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                    | OWENS CORNING                                                    | CUSIP: 690742AN1<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50726.60     | 0.05%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                             | PNC FINANCIAL SERVICES GROUP INC/THE                             | CUSIP: 693475BL8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120072.36    | 0.12%             | 2027-01-26      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| Pertamina Persero PT                                             | PERTAMINA PERSERO PT                                             | CUSIP: 69370RAK3<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $195283.38    | 0.20%             | 2026-02-09      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| PEAC Solutions Receivables 2025-1 LLC                            | PEAC SOLUTIONS RECEIVABLES 2025-1 LLC                            | CUSIP: 69392HAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100733.39    | 0.10%             | 2032-07-20      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                      | PACIFIC GAS AND ELECTRIC CO                                      | CUSIP: 694308HM2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99927.20     | 0.10%             | 2025-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                       | PACIFICORP                                                       | CUSIP: 695114DB1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30483.36     | 0.03%             | 2029-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding 2022-4 Ltd                            | PALMER SQUARE LOAN FUNDING 2022-4 LTD                            | CUSIP: 69702YAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250130.28    | 0.26%             | 2031-07-24      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Paychex Inc                                                      | PAYCHEX INC                                                      | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    235000 | PA      | $237942.91    | 0.25%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                    | PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP                    | CUSIP: 709599BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $105880.64    | 0.11%             | 2026-05-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                    | PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP                    | CUSIP: 709599BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $40330.80     | 0.04%             | 2027-01-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PetSmart Inc / PetSmart Finance Corp                             | PETSMART INC / PETSMART FINANCE CORP                             | CUSIP: 71677KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $260212.50    | 0.27%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| POSCO                                                            | POSCO                                                            | CUSIP: 73730EAC7<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $201050.53    | 0.21%             | 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: 737473AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101272.50    | 0.10%             | 2030-10-15      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Principal Life Global Funding II                                 | PRINCIPAL LIFE GLOBAL FUNDING II                                 | CUSIP: 74256LFA2<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55061.71     | 0.06%             | 2027-08-19      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                       | PROGRESS RESIDENTIAL TRUST                                       | CUSIP: 74333HAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $193755.14    | 0.20%             | 2038-07-17      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2021-SFR8 Trust                             | PROGRESS RESIDENTIAL 2021-SFR8 TRUST                             | CUSIP: 74333TAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $192357.00    | 0.20%             | 2038-10-17      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2021-SFR3                                   | PROGRESS RESIDENTIAL 2021-SFR3                                   | CUSIP: 74333VAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    147398 | PA      | $144285.59    | 0.15%             | 2026-05-17      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2021-SFR3                                   | PROGRESS RESIDENTIAL 2021-SFR3                                   | CUSIP: 74333VAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $245025.55    | 0.25%             | 2026-05-17      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2021-SFR3                                   | PROGRESS RESIDENTIAL 2021-SFR3                                   | CUSIP: 74333VAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $98053.32     | 0.10%             | 2026-05-17      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2021-SFR3                                   | PROGRESS RESIDENTIAL 2021-SFR3                                   | CUSIP: 74333VAN4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    385000 | PA      | $378853.86    | 0.39%             | 2026-05-17      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2025-CES3                                    | RCKT MORTGAGE TRUST 2025-CES3                                    | CUSIP: 749420AA3<br>LEI: 254900HS4CN69R7ARQ97 | Long             | ABS-MBS          | CORP              | US        |    205319 | PA      | $206431.23    | 0.21%             | 2055-03-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2024-CES8                                    | RCKT MORTGAGE TRUST 2024-CES8                                    | CUSIP: 749421AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     96190 | PA      | $96302.27     | 0.10%             | 2044-11-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp                                               | REGAL REXNORD CORP                                               | CUSIP: 758750AL7<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75260.40     | 0.08%             | 2026-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Regatta XIII Funding Ltd                                         | REGATTA XIII FUNDING LTD                                         | CUSIP: 75888FAS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $251031.40    | 0.26%             | 2031-07-15      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                            | REPUBLIC SERVICES INC                                            | CUSIP: 760759BB5<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20314.90     | 0.02%             | 2029-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                            | REPUBLIC SERVICES INC                                            | CUSIP: 760759BL3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50461.00     | 0.05%             | 2030-07-15      | Fixed         | 4.75%                 | 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        |   1485985 | NS      | $1485985.08   | 1.53%             |  |  |  | No            |                  1 | On Loan: No      |
| T. Rowe Price Government Reserve Fund                            | T. Rowe Price Government Reserve Fund - Collateral               | CUSIP: 76105YYY8<br>LEI: 5493002Y0IYARJVQ5N24 | Long             | STIV             | RF                | US        |    867478 | NS      | $867477.50    | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Communications Inc                                        | ROGERS COMMUNICATIONS INC                                        | CUSIP: 775109DE8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $302502.90    | 0.31%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Romark CLO II Ltd                                                | ROMARK CLO II LTD                                                | CUSIP: 77587EAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250231.07    | 0.26%             | 2031-07-25      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| SK Hynix Inc                                                     | SK HYNIX INC                                                     | CUSIP: 78392BAD9<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $201728.20    | 0.21%             | 2026-01-17      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Leasing 2023-1 LLC                                 | SCF EQUIPMENT LEASING 2023-1 LLC                                 | CUSIP: 784024AC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    235000 | PA      | $237412.04    | 0.25%             | 2032-05-20      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                                  | SBA TOWER TRUST                                                  | CUSIP: 78403DAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $237616.78    | 0.25%             | 2026-11-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                                  | SBA TOWER TRUST                                                  | CUSIP: 78403DAZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $118037.54    | 0.12%             | 2028-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                                  | SBA TOWER TRUST                                                  | CUSIP: 78403DBD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $248395.97    | 0.26%             | 2029-10-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| SEB Funding LLC                                                  | SEB FUNDING LLC                                                  | CUSIP: 78433DAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     85000 | PA      | $86519.00     | 0.09%             | 2054-04-30      | Fixed         | 7.39%                 | 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        |    150000 | PA      | $150170.12    | 0.16%             | 2030-07-22      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2021-A                          | SMB PRIVATE EDUCATION LOAN TRUST 2021-A                          | CUSIP: 78448YAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    116696 | PA      | $115731.39    | 0.12%             | 2053-01-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2021-A                          | SMB PRIVATE EDUCATION LOAN TRUST 2021-A                          | CUSIP: 78448YAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     74104 | PA      | $71707.39     | 0.07%             | 2053-01-15      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2020-A                          | SMB PRIVATE EDUCATION LOAN TRUST 2020-A                          | CUSIP: 78449UAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    234388 | PA      | $224468.31    | 0.23%             | 2037-09-15      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| Sabey Data Center Issuer LLC                                     | SABEY DATA CENTER ISSUER LLC                                     | CUSIP: 78520EAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $96047.72     | 0.10%             | 2046-06-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                     | SABINE PASS LIQUEFACTION LLC                                     | CUSIP: 785592AV8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    162000 | PA      | $163023.19    | 0.17%             | 2026-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sammons Financial Group Global Funding                           | SAMMONS FINANCIAL GROUP GLOBAL FUNDING                           | CUSIP: 79587J2B8<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55633.11     | 0.06%             | 2028-01-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| Sands China Ltd                                                  | SANDS CHINA LTD                                                  | CUSIP: 80007RAK1<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $198430.10    | 0.20%             | 2026-01-08      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| Santander Consumer Auto Receivables Trust 2021-C                 | SANTANDER CONSUMER AUTO RECEIVABLES TRUST 2021-C                 | CUSIP: 80281HAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     41699 | PA      | $41364.80     | 0.04%             | 2028-06-15      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc                                       | SANTANDER HOLDINGS USA INC                                       | CUSIP: 80282KBK1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20175.62     | 0.02%             | 2027-05-31      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc                                       | SANTANDER HOLDINGS USA INC                                       | CUSIP: 80282KBN5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    235000 | PA      | $236799.16    | 0.24%             | 2029-03-20      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2023-B            | SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2023-B            | CUSIP: 80290CCD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    172860 | PA      | $174141.36    | 0.18%             | 2033-12-15      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2023-B            | SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2023-B            | CUSIP: 80290CCE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    214347 | PA      | $215684.08    | 0.22%             | 2033-12-15      | Fixed         | 8.41%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2024-A            | SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2024-A            | CUSIP: 80290CCK8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    221038 | PA      | $222280.34    | 0.23%             | 2032-06-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Sasol Financing USA LLC                                          | SASOL FINANCING USA LLC                                          | CUSIP: 80386WAC9<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    260000 | PA      | $255153.34    | 0.26%             | 2026-09-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SDR Commercial Mortgage Trust 2024-DSNY                          | SDR COMMERCIAL MORTGAGE TRUST 2024-DSNY                          | CUSIP: 811304AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $98531.25     | 0.10%             | 2039-05-15      | Floating      | 6.07%                 | 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        |     41868 | PA      | $42054.28     | 0.04%             | 2031-07-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                         | SERVICE PROPERTIES TRUST                                         | CUSIP: 81761LAB8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96500.00     | 0.10%             | 2027-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ServiceMaster Funding LLC                                        | SERVICEMASTER FUNDING LLC                                        | CUSIP: 81761TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    235115 | PA      | $216722.40    | 0.22%             | 2051-01-30      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                          | SHERWIN-WILLIAMS CO/THE                                          | CUSIP: 824348BS4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40356.00     | 0.04%             | 2028-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Sierra Timeshare 2020-2 Receivables Funding LLC                  | SIERRA TIMESHARE 2020-2 RECEIVABLES FUNDING LLC                  | CUSIP: 826525AB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     40006 | PA      | $39738.04     | 0.04%             | 2037-07-20      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| Sierra Timeshare 2021-1 Receivables Funding LLC                  | SIERRA TIMESHARE 2021-1 RECEIVABLES FUNDING LLC                  | CUSIP: 82652QAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     35927 | PA      | $35180.20     | 0.04%             | 2037-11-20      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| Sierra Timeshare 2021-1 Receivables Funding LLC                  | SIERRA TIMESHARE 2021-1 RECEIVABLES FUNDING LLC                  | CUSIP: 82652QAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     11976 | PA      | $11718.82     | 0.01%             | 2037-11-20      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| Sierra Timeshare 2021-1 Receivables Funding LLC                  | SIERRA TIMESHARE 2021-1 RECEIVABLES FUNDING LLC                  | CUSIP: 82652QAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    304184 | PA      | $297730.05    | 0.31%             | 2037-11-20      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Sierra Timeshare 2021-2 Receivables Funding LLC                  | SIERRA TIMESHARE 2021-2 RECEIVABLES FUNDING LLC                  | CUSIP: 82652RAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    115633 | PA      | $113180.53    | 0.12%             | 2038-09-20      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                        | SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC                        | CUSIP: 83007CAA0<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80072.08     | 0.08%             | 2027-09-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2017-B                          | SMB PRIVATE EDUCATION LOAN TRUST 2017-B                          | CUSIP: 83189DAD2<br>LEI: 549300NWENTZ8X7JUC78 | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $145220.52    | 0.15%             | 2041-12-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2025-A                          | SMB PRIVATE EDUCATION LOAN TRUST 2025-A                          | CUSIP: 83207EAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100392.00    | 0.10%             | 2054-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | SOCIETE GENERALE SA                                              | CUSIP: 83368RBV3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $302113.20    | 0.31%             | 2028-01-19      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | SOCIETE GENERALE SA                                              | CUSIP: 83368RCC4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $202000.00    | 0.21%             | 2029-04-13      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | SOCIETE GENERALE SA                                              | CUSIP: 83368RCH3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $200933.40    | 0.21%             | 2029-05-22      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Solventum Corp                                                   | SOLVENTUM CORP                                                   | CUSIP: 83444MAN1<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    105000 | PA      | $106285.52    | 0.11%             | 2027-02-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Solventum Corp                                                   | SOLVENTUM CORP                                                   | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    460000 | PA      | $469299.82    | 0.48%             | 2029-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SOUND POINT CLO XXII LTD                                         | SOUND POINT CLO XXII LTD                                         | CUSIP: 83611KAY8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249986.55    | 0.26%             | 2032-01-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                           | STANDARD CHARTERED PLC                                           | CUSIP: 853254CQ1<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $201557.60    | 0.21%             | 2027-01-09      | Variable      | 6.17%                 | No            |                  2 | On Loan: —       |
| Standard Chartered PLC                                           | STANDARD CHARTERED PLC                                           | CUSIP: 853254DB3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $203039.40    | 0.21%             | 2028-05-14      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust 2020-INV                     | STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-INV                     | CUSIP: 85573EAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12630 | PA      | $11937.42     | 0.01%             | 2055-11-25      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                | STATE STREET CORP                                                | CUSIP: 857477DB6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    140000 | PA      | $141243.34    | 0.15%             | 2030-04-24      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Stellantis Finance US Inc                                        | STELLANTIS FINANCE US INC                                        | CUSIP: 85855CAM2<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200582.20    | 0.21%             | 2028-03-17      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Symphony CLO XIX Ltd                                             | SYMPHONY CLO XIX LTD                                             | CUSIP: 87165YAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $248821.68    | 0.26%             | 2031-04-16      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Symphony CLO XXIII Ltd                                           | SYMPHONY CLO XXIII LTD                                           | CUSIP: 87167NDL6<br>LEI: 54930001DQI1CFLYVB48 | Long             | ABS-CBDO         | CORP              | KY        |    243567 | PA      | $243030.11    | 0.25%             | 2034-01-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| TCI-Flatiron Clo 2018-1 Ltd                                      | TCI-FLATIRON CLO 2018-1 LTD                                      | CUSIP: 87232AAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249998.89    | 0.26%             | 2032-01-29      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| TPIC SPV I LLC                                                   | TPIC SPV I LLC                                                   | CUSIP: 872660AA3<br>LEI: 98450079E44D2D1B6432 | Long             | ABS-O            | CORP              | US        |    127221 | PA      | $127221.42    | 0.13%             | 2044-11-30      | Fixed         | 7.13%                 | Yes           |                  3 | On Loan: No      |
| TIAA CLO I Ltd                                                   | TIAA CLO I LTD                                                   | CUSIP: 87271LAY8<br>LEI: 549300SWQCCOXV4X1761 | Long             | ABS-CBDO         | CORP              | KY        |    116313 | PA      | $116375.48    | 0.12%             | 2031-07-20      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                   | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                   | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    265000 | PA      | $258375.00    | 0.27%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TIAA CLO IV Ltd                                                  | TIAA CLO IV LTD                                                  | CUSIP: 88631YAQ0<br>LEI: 5493000Q4E256SBMCY29 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249656.68    | 0.26%             | 2032-01-20      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Trans-Allegheny Interstate Line Co                               | TRANS-ALLEGHENY INTERSTATE LINE CO                               | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $45292.82     | 0.05%             | 2031-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Transocean Aquila Ltd                                            | TRANSOCEAN AQUILA LTD                                            | CUSIP: 893790AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    203846 | PA      | $203846.15    | 0.21%             | 2028-09-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Tricon Residential 2024-SFR2 Trust                               | TRICON RESIDENTIAL 2024-SFR2 TRUST                               | CUSIP: 89616VAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     99886 | PA      | $99466.08     | 0.10%             | 2040-06-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO VI Ltd                                              | TRINITAS CLO VI LTD                                              | CUSIP: 89640YBN3<br>LEI: 549300IUAXGLQ814UD95 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250121.52    | 0.26%             | 2034-01-25      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Trinitas Clo VII Ltd                                             | TRINITAS CLO VII LTD                                             | CUSIP: 89641CAU5<br>LEI: 549300F3XEPDOX3FOP69 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $248148.43    | 0.26%             | 2035-01-25      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Trinitas Clo IX Ltd                                              | TRINITAS CLO IX LTD                                              | CUSIP: 89641JAW6<br>LEI: 549300QFERVNPGSISO16 | Long             | ABS-CBDO         | CORP              | KY        |     89204 | PA      | $89237.16     | 0.09%             | 2032-01-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                            | TRUIST FINANCIAL CORP                                            | CUSIP: 89788MAN2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202241.00    | 0.21%             | 2027-06-08      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| TX Trust 2024-HOU                                                | TX TRUST 2024-HOU                                                | CUSIP: 90216DAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99419.58     | 0.10%             | 2039-06-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                            | UBER TECHNOLOGIES INC                                            | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    138000 | PA      | $136204.76    | 0.14%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                       | US BANCORP                                                       | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30681.21     | 0.03%             | 2030-01-23      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                 | UNITED STATES TREASURY NOTE/BOND                                 | CUSIP: 91282CLX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1115000 | PA      | $1121141.21   | 1.16%             | 2027-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                 | UNITED STATES TREASURY NOTE/BOND                                 | CUSIP: 91282CLY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1645000 | PA      | $1650654.69   | 1.71%             | 2026-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                 | UNITED STATES TREASURY NOTE/BOND                                 | CUSIP: 91282CME8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1200000 | PA      | $1204593.74   | 1.24%             | 2026-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                 | UNITED STATES TREASURY NOTE/BOND                                 | CUSIP: 91282CMF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1425000 | PA      | $1438136.72   | 1.49%             | 2028-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                 | UNITED STATES TREASURY NOTE/BOND                                 | CUSIP: 91282CMH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1395000 | PA      | $1398324.02   | 1.44%             | 2027-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                 | UNITED STATES TREASURY NOTE/BOND                                 | CUSIP: 91282CMN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    925000 | PA      | $933960.94    | 0.96%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                 | UNITED STATES TREASURY NOTE/BOND                                 | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3710000 | PA      | $3720579.29   | 3.84%             | 2027-02-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                 | UNITED STATES TREASURY NOTE/BOND                                 | CUSIP: 91282CMV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    785000 | PA      | $784172.07    | 0.81%             | 2027-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                   | UNITED STATES TREASURY INFLATION INDEXED BONDS                   | CUSIP: 91282CNB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    974578 | PA      | $977395.54    | 1.01%             | 2030-04-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc                                     | UNIVISION COMMUNICATIONS INC                                     | CUSIP: 914906AU6<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200000.00    | 0.21%             | 2027-06-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                               | VALERO ENERGY CORP                                               | CUSIP: 91913YBF6<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60671.70     | 0.06%             | 2030-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc                                           | VENTURE GLOBAL LNG INC                                           | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    190000 | PA      | $194037.50    | 0.20%             | 2028-06-01      | Fixed         | 8.12%                 | 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        |     87122 | PA      | $88326.23     | 0.09%             | 2031-12-12      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust Series 2024-4                               | VERIZON MASTER TRUST SERIES 2024-4                               | CUSIP: 92348KCW1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     30000 | PA      | $30111.79     | 0.03%             | 2029-06-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust Series 2024-4                               | VERIZON MASTER TRUST SERIES 2024-4                               | CUSIP: 92348KCX9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     30000 | PA      | $30103.91     | 0.03%             | 2029-06-20      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                             | VERIZON MASTER TRUST                                             | CUSIP: 92348KDT7<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |     45000 | PA      | $45154.09     | 0.05%             | 2031-01-21      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2025-3                                | VERUS SECURITIZATION TRUST 2025-3                                | CUSIP: 924928AA2<br>LEI: 213800DYYV3EM7TSTN14 | Long             | ABS-MBS          | CORP              | US        |    109383 | PA      | $109672.73    | 0.11%             | 2070-05-25      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2020-1                                | VERUS SECURITIZATION TRUST 2020-1                                | CUSIP: 92536PAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     41274 | PA      | $40455.03     | 0.04%             | 2060-01-25      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2019-INV3                             | VERUS SECURITIZATION TRUST 2019-INV3                             | CUSIP: 92537MAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     36516 | PA      | $36103.59     | 0.04%             | 2059-11-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-R2                               | VERUS SECURITIZATION TRUST 2021-R2                               | CUSIP: 92538DAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     41057 | PA      | $37909.71     | 0.04%             | 2064-02-25      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-2                                | VERUS SECURITIZATION TRUST 2021-2                                | CUSIP: 92538FAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    103731 | PA      | $92202.99     | 0.10%             | 2066-02-25      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2023-8                                | VERUS SECURITIZATION TRUST 2023-8                                | CUSIP: 92540DAB1<br>LEI: 213800DTJD5UKJR53O34 | Long             | ABS-MBS          | CORP              | US        |     74169 | PA      | $74773.94     | 0.08%             | 2068-12-25      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                         | VISTRA OPERATIONS CO LLC                                         | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40146.36     | 0.04%             | 2026-12-30      | Fixed         | 5.05%                 | 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        |    200000 | PA      | $202513.60    | 0.21%             | 2026-11-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                          | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                          | CUSIP: 928668CL4<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199019.60    | 0.21%             | 2027-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Voya CLO 2018-3 Ltd                                              | VOYA CLO 2018-3 LTD                                              | CUSIP: 92917KAU8<br>LEI: 54930068MLVF3BECCK93 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250056.00    | 0.26%             | 2031-10-15      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                            | WR GRACE HOLDINGS LLC                                            | CUSIP: 92943GAD3<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197000.00    | 0.20%             | 2027-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                 | WELLS FARGO & CO                                                 | CUSIP: 95000U3C5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150020.25    | 0.15%             | 2026-08-15      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                 | WELLS FARGO & CO                                                 | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120321.96    | 0.12%             | 2028-01-24      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                 | WELLS FARGO & CO                                                 | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    395000 | PA      | $398080.21    | 0.41%             | 2029-04-23      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Western Union Co/The                                             | WESTERN UNION CO/THE                                             | CUSIP: 959802AZ2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |    304000 | PA      | $295003.73    | 0.30%             | 2026-03-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding 1 LLC                                 | WHEELS FLEET LEASE FUNDING 1 LLC                                 | CUSIP: 96328GBM8<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |     84814 | PA      | $85561.55     | 0.09%             | 2039-02-18      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                             | WILLIAMS COS INC/THE                                             | CUSIP: 969457CK4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204039.60    | 0.21%             | 2028-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| THL Credit Wind River 2019-3 Clo Ltd                             | THL CREDIT WIND RIVER 2019-3 CLO LTD                             | CUSIP: 97314JAN5<br>LEI: 549300QKM4OHZM4I5C40 | Long             | ABS-CBDO         | CORP              | KY        |    145000 | PA      | $145422.11    | 0.15%             | 2031-04-15      | Floating      | 6.26%                 | 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        |     27550 | PA      | $27540.40     | 0.03%             | 2030-10-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| GMR Hyderabad International Airport Ltd                          | GMR HYDERABAD INTERNATIONAL AIRPORT LTD                          | CUSIP: AP5111855<br>LEI: 335800NSPGIN89SVOU83 | Long             | DBT              | CORP              | IN        |    220000 | PA      | $211605.29    | 0.22%             | 2027-10-27      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ABJA Investment Co Pte Ltd                                       | ABJA INVESTMENT CO PTE LTD                                       | CUSIP: AQ8490791<br>LEI: 254900E6OE5YJ9WCCU19 | Long             | DBT              | CORP              | SG        |    220000 | PA      | $221867.28    | 0.23%             | 2028-01-24      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Emaar Sukuk Ltd                                                  | EMAAR SUKUK LTD                                                  | CUSIP: LW3641039<br>LEI: 549300NZHOOO6634T541 | Long             | DBT              | NUSS              | KY        |    200000 | PA      | $197260.40    | 0.20%             | 2026-09-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Tengizchevroil Finance Co International Ltd                      | TENGIZCHEVROIL FINANCE CO INTERNATIONAL LTD                      | CUSIP: LW9712917<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |    200000 | PA      | $196675.50    | 0.20%             | 2026-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Klabin Austria GmbH                                              | KLABIN AUSTRIA GMBH                                              | CUSIP: AP1223738<br>LEI: 984500578YEA8DD41B09 | Long             | DBT              | CORP              | AT        |    200000 | PA      | $197997.60    | 0.20%             | 2027-09-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Kosmos Energy Ltd                                                | KOSMOS ENERGY LTD                                                | CUSIP: AX6867490<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193078.00    | 0.20%             | 2026-04-04      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Melco Resorts Finance Ltd                                        | MELCO RESORTS FINANCE LTD                                        | CUSIP: AZ5835659<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    210000 | PA      | $205384.94    | 0.21%             | 2027-07-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Geopark Ltd                                                      | GEOPARK LTD                                                      | CUSIP: ZP4880172<br>LEI: 529900ZR5QI19AH4KZ07 | Long             | DBT              | CORP              | BM        |    200000 | PA      | $191218.10    | 0.20%             | 2027-01-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Corp Nacional del Cobre de Chile                                 | CORP NACIONAL DEL COBRE DE CHILE                                 | CUSIP: ZR7485918<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    230000 | PA      | $210821.17    | 0.22%             | 2029-09-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                 | CSC HOLDINGS LLC                                                 | CUSIP: 64072UAK8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |     78753 | PA      | $77178.18     | 0.08%             | 2027-04-15      | Floating      | 9.00%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                      | ASURION LLC                                                      | CUSIP: 04649VAX8<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    141291 | PA      | $141104.75    | 0.15%             | 2026-12-23      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                      | ASURION LLC                                                      | CUSIP: 04649VAZ3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    145000 | PA      | $139743.75    | 0.14%             | 2028-01-31      | Floating      | 9.69%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                      | ALLIED UNIVERSAL HOLDCO                                          | CUSIP: 01957TAH0<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |    380000 | PA      | $380357.20    | 0.39%             | 2028-05-12      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc                                                   | SABRE GLBL INC                                                   | CUSIP: 78571YBG4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |     69116 | PA      | $67128.71     | 0.07%             | 2027-12-17      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc                                                   | SABRE GLBL INC                                                   | CUSIP: 78571YBF6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |     80662 | PA      | $78342.76     | 0.08%             | 2027-12-17      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp                                               | BAUSCH + LOMB CORP                                               | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |    128163 | PA      | $127696.28    | 0.13%             | 2027-05-10      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| IRB Holding Corp                                                 | IRB HOLDING CORP                                                 | CUSIP: 44988LAL1<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |     39900 | PA      | $39842.15     | 0.04%             | 2027-12-15      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| MEGlobal BV                                                      | MEGLOBAL BV                                                      | CUSIP: BP2041641<br>LEI: 549300WBVLU2FILR7W19 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $187845.05    | 0.19%             | 2028-04-28      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Endeavour Mining PLC                                             | ENDEAVOUR MINING PLC                                             | CUSIP: BR8463340<br>LEI: 529900NI5MXQ91GHXR07 | Long             | DBT              | CORP              | GB        |    205000 | PA      | $198906.99    | 0.21%             | 2026-10-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bidvest Group UK PLC/The                                         | BIDVEST GROUP UK PLC/THE                                         | CUSIP: BR3996609<br>LEI: 984500A80C777F496830 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $195831.60    | 0.20%             | 2026-09-23      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Ipoteka-Bank ATIB                                                | IPOTEKA-BANK ATIB                                                | CUSIP: BM4478681<br>LEI: 213800UWVX5JSNXJS434 | Long             | DBT              | CORP              | UZ        |    200000 | PA      | $199448.00    | 0.21%             | 2025-11-19      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| QNB Finance Ltd                                                  | QNB FINANCE LTD                                                  | CUSIP: BN6176547<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $195740.25    | 0.20%             | 2026-01-26      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Hikma Finance USA LLC                                            | HIKMA FINANCE USA LLC                                            | CUSIP: BK3222886<br>LEI: 213800BU7YH2WTM1QL87 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199693.01    | 0.21%             | 2025-07-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GS Caltex Corp                                                   | GS CALTEX CORP                                                   | CUSIP: BK5366509<br>LEI: 988400KLBPXB4WMBUX18 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $199091.53    | 0.21%             | 2025-07-27      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Bank Negara Indonesia Persero Tbk PT                             | BANK NEGARA INDONESIA PERSERO TBK PT                             | CUSIP: BO7338565<br>LEI: 549300HZ8J3MLVXQ8F85 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $196786.07    | 0.20%             | 2026-03-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| State Bank of India/London                                       | STATE BANK OF INDIA/LONDON                                       | CUSIP: BN3609334<br>LEI: 5493001JZ37UBBZF6L49 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $193601.13    | 0.20%             | 2026-07-13      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| VEON Holdings BV                                                 | VEON HOLDINGS BV                                                 | CUSIP: YX4775913<br>LEI: 5493000XDKGUH5NQGE22 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $183000.00    | 0.19%             | 2027-11-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Axian Telecom                                                    | AXIAN TELECOM                                                    | CUSIP: BU2732222<br>LEI: 984500C6FIA50FZSE337 | Long             | DBT              | CORP              | MU        |    200000 | PA      | $201565.64    | 0.21%             | 2027-02-16      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| LG Chem Ltd                                                      | LG CHEM LTD                                                      | CUSIP: BX5347808<br>LEI: 988400IES4EIG7O06940 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $199819.43    | 0.21%             | 2025-07-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LG Energy Solution Ltd                                           | LG ENERGY SOLUTION LTD                                           | CUSIP: YX5618112<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |    205000 | PA      | $206078.25    | 0.21%             | 2027-07-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HDFC Bank Ltd/Gandhinagar                                        | HDFC BANK LTD/GANDHINAGAR                                        | CUSIP: ZL2067664<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $201241.31    | 0.21%             | 2026-03-02      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| First Abu Dhabi Bank PJSC                                        | FIRST ABU DHABI BANK PJSC                                        | CUSIP: BZ5735841<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $203054.40    | 0.21%             | 2027-10-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TAV Havalimanlari Holding AS                                     | TAV HAVALIMANLARI HOLDING AS                                     | CUSIP: ZG3812770<br>LEI: 789000PBM9TT5D88M597 | Long             | DBT              | CORP              | TR        |    200000 | PA      | $206873.00    | 0.21%             | 2028-12-07      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| KT&G Corp                                                        | KT&G CORP                                                        | CUSIP: YQ9995073<br>LEI: 988400ZJV6ISYBLQX875 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $201956.94    | 0.21%             | 2028-05-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Axiata SPV2 Bhd                                                  | AXIATA SPV2 BHD                                                  | CUSIP: JK4656050<br>LEI: 254900P49KQFQ10AF282 | Long             | DBT              | CORP              | MY        |    200000 | PA      | $199468.60    | 0.21%             | 2026-03-24      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| Banco de Bogota SA                                               | BANCO DE BOGOTA SA                                               | CUSIP: LW0752441<br>LEI: 549300LYHE7LWSKDZT53 | Long             | DBT              | CORP              | CO        |    200000 | PA      | $200407.60    | 0.21%             | 2026-05-12      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CBOT 5 YEAR US TREASURY NOTE                                     | US 5YR NOTE (CBT) SEP25                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |       -46 | NC      | $-18033.84    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO                                               | CDX IG S44 REC 60 08/20/2025 GSIL                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-24316.54    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                                               | CDX IG S44 PAY 70 08/20/2025 GSIL                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |         1 | NC      | $10395.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                                               | CDX IG S44 PAY 80 08/20/2025 GSIL                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-3305.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THREE-MONTH SOFR FUTURES                                         | 3 MONTH SOFR FUT  MAY25                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        10 | NC      | $-5456.20     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ULTRA U.S. TREASURY BOND FUTURES                                 | US 2YR NOTE (CBT) SEP25                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         5 | NC      | $1048.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ULTRA U.S. TREASURY BOND FUTURES                                 | US 2YR NOTE (CBT) SEP25                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |       136 | NC      | $28508.27     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ULTRA U.S. TREASURY BOND FUTURES                                 | US 2YR NOTE (CBT) SEP25                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        12 | NC      | $2515.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOT 10 YEAR US TREASURY NOTE                                    | US 10YR NOTE (CBT)SEP25                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |       -26 | NC      | $-16286.92    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| ULTRA 10-YEAR US TREASURY NOTE FUTURES                           | US 10YR ULTRA FUT SEP25                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        -7 | NC      | $-5752.18     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ULTRA U.S. TREASURY BOND FUTURES                                 | US ULTRA BOND CBT SEP25                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        -5 | NC      | $-10028.15    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank Mandiri Persero Tbk PT                                      | BANK MANDIRI PERSERO TBK PT                                      | CUSIP: ZL8867026<br>LEI: 549300RSKQN4Z5ZSGH94 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $201246.70    | 0.21%             | 2026-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** /s/ Alan Dupski

**Name of Signer:** Alan Dupski

**Title:** Treasurer & Vice President