# EDGAR Filing Document

**Accession Number:** 0000731890
**File Stem:** 0001099263-26-004385
**Filing Date:** 2026-4
**Character Count:** 299851
**Document Hash:** 3895b0f795a1c81103f613f9e4bd37c8
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-26-004385.hdr.sgml**: 20260427

**ACCESSION NUMBER**: 0001099263-26-004385

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260427

**DATE AS OF CHANGE**: 20260427

**PERIOD START**: 20260531

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03894
- **FILM NUMBER:** 26899553

**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:** 2026-05-31

- **b. Date as of which information is reported:** 2026-02-28

**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:** $234588027.35

**Total Liabilities:** $8010676.53

**Net Assets:** $226577350.82

**Delayed Delivery Securities:** $2269481.80

**Stand-by Commitments:** $1311154.27

**Cash Not Reported:** $620.78

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -416.121913 | **1-Year:** -14382.914537 | **5-Year:** -11099.668840 | **10-Year:** -1128.875853 | **30-Year:** 0.000000

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

- **3-Month:** -172.802401 | **1-Year:** -1785.617741 | **5-Year:** -1370.528505 | **10-Year:** -91.277266 | **30-Year:** -24.336750

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000222038 | 0.62%                | 0.39%                | 0.43%                |
| Class ID C000222039 | 0.63%                | 0.39%                | 0.33%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $25988.78                | $61552.56                                  |
| Month 2  | $66310.87                | $-78115.71                                 |
| Month 3  | $42155.98                | $163947.80                                 |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ABBVIE INC                            | ABBVIE INC                                                                      | CUSIP: 00287YED7<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    910000 | PA      | $911253.41    | 0.40%             | 2028-03-03      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                            | ABBVIE INC                                                                      | CUSIP: 00287YEE5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300923.84    | 0.13%             | 2031-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ABJA INVESTMENT CO                    | ABJA INVESTMENT CO PTE LTD                                                      | CUSIP: AQ8490791<br>LEI: 254900E6OE5YJ9WCCU19 | Long             | DBT              | CORP              | SG        |    220000 | PA      | $224806.63    | 0.10%             | 2028-01-24      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ADANI TRANSMISSIONS LTD               | ADANI TRANSMISSION STEP-ONE LTD                                                 | CUSIP: QZ0784251<br>LEI: 335800Z8CGS7O7D72N41 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $199451.77    | 0.09%             | 2026-08-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS 144A           | ADIENT GLOBAL HOLDINGS LTD                                                      | CUSIP: 00687YAC9<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |    215000 | PA      | $224669.73    | 0.10%             | 2031-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| ADVANCED INFO SERVICE PC              | ADVANCED INFO SERVICE PCL                                                       | CUSIP: DF7669651<br>LEI: 529900DU2YW1NO5RMU78 | Long             | DBT              | CORP              | TH        |    250000 | PA      | $251061.24    | 0.11%             | 2031-03-04      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| AFFRM 2025-X2 B 144A                  | AFFIRM ASSET SECURITIZATION TRUST 2025-X2                                       | CUSIP: 00835DAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    585000 | PA      | $585875.63    | 0.26%             | 2030-10-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| AFRMT 2026-1A B 144A                  | AFFIRM MASTER TRUST                                                             | CUSIP: 00833BAV0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100485.17    | 0.04%             | 2034-02-15      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| AFRMT 2026-1A C 144A                  | AFFIRM MASTER TRUST                                                             | CUSIP: 00833BAW8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    235000 | PA      | $236150.33    | 0.10%             | 2034-02-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| AFRMT 2025-2A B 144A                  | AFFIRM MASTER TRUST                                                             | CUSIP: 00833BAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    210000 | PA      | $211563.05    | 0.09%             | 2033-07-15      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| AFRMT 2025-3A A 144A                  | AFFIRM MASTER TRUST SERIES 2025-3                                               | CUSIP: 00833BAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    220000 | PA      | $221602.30    | 0.10%             | 2034-10-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AGCO CORP                             | AGCO CORP                                                                       | CUSIP: 001084AR3<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252963.77    | 0.11%             | 2027-03-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ALINE 2018-1A BR 144A                 | ALINEA CLO 2018-1 LTD                                                           | CUSIP: 016269AG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    121064 | PA      | $121030.35    | 0.05%             | 2031-07-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| ABCLN 2024-A C 144A                   | ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2024-A                                | CUSIP: 02007GZ63<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    108305 | PA      | $110238.36    | 0.05%             | 2032-05-17      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| ABCLN 2024-B C 144A                   | ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2024-B                                | CUSIP: 02007G4D2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    399671 | PA      | $403612.17    | 0.18%             | 2032-09-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| ABCLN 2025-A B 144A                   | ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2025-A                                | CUSIP: 02007G5E9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    575738 | PA      | $579096.29    | 0.26%             | 2033-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ABCLN 2025-A D 144A                   | ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2025-A                                | CUSIP: 02007G5G4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    191913 | PA      | $192955.01    | 0.09%             | 2033-06-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| ABCLN 2025-B C 144A                   | ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2025-B                                | CUSIP: 02007G6Q1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    215631 | PA      | $217185.97    | 0.10%             | 2033-09-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| ABCLN 2025-B B 144A                   | ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2025-B                                | CUSIP: 02007G6P3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    858210 | PA      | $863334.86    | 0.38%             | 2033-09-15      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| ABCLN 2025-B D 144A                   | ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2025-B                                | CUSIP: 02007G6R9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    215631 | PA      | $216741.02    | 0.10%             | 2033-09-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                    | ALLY FINANCIAL INC                                                              | CUSIP: 02005NBU3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    250000 | PA      | $264401.18    | 0.12%             | 2030-01-03      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| ALPHA STAR HO IX LTD                  | ALPHA STAR HOLDING IX LTD                                                       | CUSIP: YR5941178<br>LEI: 254900IL2SBV9ANGBE89 | Long             | DBT              | CORP              | AE        |    230000 | PA      | $236209.52    | 0.10%             | 2028-08-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALPHA STAR HOLDING                    | ALPHA STAR HOLDING VIII LTD                                                     | CUSIP: ZH2402316<br>LEI: 254900TMRVHA9YMIFC14 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $206113.48    | 0.09%             | 2027-04-12      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                          | ALPHABET INC                                                                    | CUSIP: 02079KBJ5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45035.10     | 0.02%             | 2029-02-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BROOKS AUTOMATION TL 1L BANKDEBT      | ALTAR BIDCO INC                                                                 | CUSIP: 02090CAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    588966 | PA      | $584696.40    | 0.26%             | 2029-02-01      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                   | AMERICAN EXPRESS CO                                                             | CUSIP: 025816DT3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200441.95    | 0.09%             | 2027-04-23      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                 | AMERICAN HOMES 4 RENT LP                                                        | CUSIP: 02666TAA5<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    600000 | PA      | $601213.68    | 0.27%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                   | AMERICAN TOWER CORP                                                             | CUSIP: 03027XAP5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198878.53    | 0.09%             | 2027-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                | AMERIGAS PARTNERS LP / AMERIGAS FINANCE CORP                                    | CUSIP: 030981AL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $262124.41    | 0.12%             | 2027-05-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                 | AMRIZE FINANCE US LLC                                                           | CUSIP: 43475RAR7<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71975.85     | 0.03%             | 2030-04-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                 | AMRIZE FINANCE US LLC                                                           | CUSIP: 43475RAQ9<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91378.32     | 0.04%             | 2028-04-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AMSR 2021-SFR2 C 144A                 | AMSR 2021-SFR2 TRUST                                                            | CUSIP: 00179VAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    220000 | PA      | $217074.66    | 0.10%             | 2038-08-17      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| AXIS 2022-1A C 144A                   | AMUR EQUIPMENT FINANCE RECEIVABLES X LLC                                        | CUSIP: 03236VAD3<br>LEI: 549300K5Y88MV8B4M421 | Long             | ABS-O            | CORP              | US        |     10086 | PA      | $10074.31     | 0.00%             | 2028-04-20      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| AXIS 2024-1A B 144A                   | AMUR EQUIPMENT FINANCE RECEIVABLES XIII LLC                                     | CUSIP: 03237CAC6<br>LEI: 254900O8ABFLU3FOSN14 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $102096.88    | 0.05%             | 2031-01-21      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| AXIS 2024-2A D 144A                   | AMUR EQUIPMENT FINANCE RECEIVABLES XIV LLC                                      | CUSIP: 03238BAE3<br>LEI: 254900VBZK8DVZNJFJ70 | Long             | ABS-O            | CORP              | US        |    440000 | PA      | $451271.08    | 0.20%             | 2031-10-20      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| AOMT 2023-6 A3 144A                   | ANGEL OAK MORTGAGE TRUST 2023-6                                                 | CUSIP: 03464UAC0<br>LEI: 254900QAUT3NUZVCSB04 | Long             | ABS-MBS          | CORP              | US        |    176046 | PA      | $176722.03    | 0.08%             | 2067-12-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| AOMT 2025-5 A1 144A                   | ANGEL OAK MORTGAGE TRUST 2025-5                                                 | CUSIP: 03466EAA8<br>LEI: 254900QA46POYH7UR768 | Long             | ABS-MBS          | CORP              | US        |    273957 | PA      | $276880.05    | 0.12%             | 2070-04-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| ANTH 2025-1A A1 144A                  | ANTHELION CLO 2025-1 LTD                                                        | CUSIP: 03676GAA9<br>LEI: 254900S9YB3JCLS0SX64 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250560.75    | 0.11%             | 2036-07-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| APID 2019-32A DR 144A                 | APIDOS CLO XXXII                                                                | CUSIP: 03768RAY2<br>LEI: 549300CXPXW83QGWOL98 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250020.00    | 0.11%             | 2033-01-20      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| APTARGROUP INC                        | APTARGROUP INC                                                                  | CUSIP: 038336AB9<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91334.47     | 0.04%             | 2031-03-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ARBYS 2020-1A A2 144A                 | ARBYS FUNDING LLC                                                               | CUSIP: 038779AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    401625 | PA      | $393098.58    | 0.17%             | 2050-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| ARES 2021-60A CR 144A                 | ARES LX CLO LTD                                                                 | CUSIP: 04018FAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $400000.00    | 0.18%             | 2034-07-18      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| ARIFL 2024-A C 144A                   | ARI FLEET LEASE TRUST 2024-A                                                    | CUSIP: 00218KAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    195000 | PA      | $200204.24    | 0.09%             | 2032-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ARIFL 2024-A B 144A                   | ARI FLEET LEASE TRUST 2024-A                                                    | CUSIP: 00218KAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $102248.31    | 0.05%             | 2032-11-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| ARIFL 2026-A B 144A                   | ARI FLEET LEASE TRUST 2026-A                                                    | CUSIP: 04033DAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    280000 | PA      | $283265.95    | 0.13%             | 2034-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ASPEN INSURANCE HLDG LTD              | ASPEN INSURANCE HOLDINGS LTD                                                    | CUSIP: 04530DAE2<br>LEI: 549300YX6HECG9XQCQ75 | Long             | DBT              | CORP              | BM        |     70000 | PA      | $73647.16     | 0.03%             | 2030-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ASURION TL B4 2L BANKDEBT             | ASURION LLC                                                                     | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    269065 | PA      | $268898.60    | 0.12%             | 2029-01-20      | Floating      | 9.04%                 | No            |                  2 | On Loan: No      |
| ASURION TL B11 1L BANKDEBT            | ASURION LLC                                                                     | CUSIP: 04649VBC3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     11958 | PA      | $11946.94     | 0.01%             | 2028-08-19      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH TL B 1L BANKDEBT         | ATHENAHEALTH GROUP INC                                                          | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |    480000 | PA      | $466800.00    | 0.21%             | 2029-02-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| ATLASSIAN CORPORATION                 | ATLASSIAN CORP                                                                  | CUSIP: 049468AA9<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40695.44     | 0.02%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE 144A          | AVIS BUDGET CAR RENTAL LLC / AVIS BUDGET FINANCE INC                            | CUSIP: 053773BG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    480000 | PA      | $469298.31    | 0.21%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AESOP 2022-5A C 144A                  | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC                                        | CUSIP: 05377RFX7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     33333 | PA      | $33392.91     | 0.01%             | 2027-04-20      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| AESOP 2023-2A D 144A                  | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC                                        | CUSIP: 05377RKG8<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100771.47    | 0.04%             | 2027-10-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AESOP 2023-3A D 144A                  | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC                                        | CUSIP: 05377RKH6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101347.50    | 0.04%             | 2028-02-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AESOP 2023-2A C 144A                  | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC                                        | CUSIP: 05377RGN8<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100578.32    | 0.04%             | 2027-10-20      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD 144A         | AVOLON HOLDINGS FUNDING LTD                                                     | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    115000 | PA      | $119793.71    | 0.05%             | 2028-05-04      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AXIATA SPV2 BHD                       | AXIATA SPV2 BHD                                                                 | CUSIP: JK4656050<br>LEI: 254900P49KQFQ10AF282 | Long             | DBT              | CORP              | MY        |    200000 | PA      | $200018.19    | 0.09%             | 2026-03-24      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD 144A                      | BACARDI LTD                                                                     | CUSIP: 067316AF6<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |    275000 | PA      | $277512.30    | 0.12%             | 2028-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD / MARTINI BV 144A         | BACARDI LTD / BACARDI-MARTINI BV                                                | CUSIP: 05635JAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    750000 | PA      | $769051.31    | 0.34%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC 144A                  | BAE SYSTEMS PLC                                                                 | CUSIP: 05523RAH0<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $202189.29    | 0.09%             | 2027-03-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BCC 2020-5A ARR 144A                  | BAIN CAPITAL CREDIT CLO 2020-5 LTD                                              | CUSIP: 05683FBE8<br>LEI: 2549006JVW9O28JU2J23 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $750615.00    | 0.33%             | 2034-04-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| BAMLL 2018-PARK A 144A                | BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2018-PARK                            | CUSIP: 05491YAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    455000 | PA      | $449625.63    | 0.20%             | 2038-08-10      | Variable      | 4.09%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PER              | BANCO DE CREDITO DEL PERU S.A.                                                  | CUSIP: 05971V2D6<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |    400000 | PA      | $396065.25    | 0.17%             | 2031-09-30      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| BANK 2024-BNK47 A1                    | BANK 2024-BNK47                                                                 | CUSIP: 06540GAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     26204 | PA      | $26761.38     | 0.01%             | 2057-06-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| BANK MANDIRI PT                       | BANK MANDIRI PERSERO TBK PT                                                     | CUSIP: ZL8867026<br>LEI: 549300RSKQN4Z5ZSGH94 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $200362.45    | 0.09%             | 2026-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK NEGARA INDONESIA                 | BANK NEGARA INDONESIA PERSERO TBK PT                                            | CUSIP: BO7338565<br>LEI: 549300HZ8J3MLVXQ8F85 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $199829.08    | 0.09%             | 2026-03-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                  | BANK OF AMERICA CORP                                                            | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253446.81    | 0.11%             | 2029-05-09      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR11 AS                   | BANK5 2024-5YR11                                                                | CUSIP: 06644WBL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     55000 | PA      | $57964.26     | 0.03%             | 2057-11-15      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR12 AS                   | BANK5 2024-5YR12                                                                | CUSIP: 06644XBP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     95000 | PA      | $100156.29    | 0.04%             | 2057-12-15      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR9 A1                    | BANK5 2024-5YR9                                                                 | CUSIP: 06644VBA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    144131 | PA      | $145864.25    | 0.06%             | 2057-08-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                          | BARCLAYS PLC                                                                    | CUSIP: 06738ECX1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $407350.38    | 0.18%             | 2029-02-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                          | BARCLAYS PLC                                                                    | CUSIP: 06738EBD6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    425000 | PA      | $432294.18    | 0.19%             | 2029-05-16      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                          | BARCLAYS PLC                                                                    | CUSIP: 06738EDG7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    285000 | PA      | $284986.76    | 0.13%             | 2030-05-24      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                  | BAT INTERNATIONAL FINANCE PLC                                                   | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $302742.12    | 0.13%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BATLN 2016-10A A2R3 144A              | BATTALION CLO X LTD                                                             | CUSIP: 07132JBN3<br>LEI: 549300RRK5G3IT4Y7N27 | Long             | ABS-CBDO         | CORP              | KY        |    540000 | PA      | $541330.56    | 0.24%             | 2035-01-24      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| BATLN 2018-12A BRR 144A               | BATTALION CLO XII LTD                                                           | CUSIP: 07133RAY1<br>LEI: 549300JIE0P78OIZGS60 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250157.50    | 0.11%             | 2031-05-17      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| BATLN 2020-15A CR 144A                | BATTALION CLO XV LTD                                                            | CUSIP: 07131AAT1<br>LEI: 549300CJP8HGT746II19 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249909.00    | 0.11%             | 2033-01-17      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| BATLN 2020-15A A1RR 144A              | BATTALION CLO XV LTD                                                            | CUSIP: 07131AAM6<br>LEI: 549300CJP8HGT746II19 | Long             | ABS-CBDO         | CORP              | KY        |    186812 | PA      | $186797.54    | 0.08%             | 2033-01-17      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| BATLN 2021-21A BR 144A                | BATTALION CLO XXI LTD                                                           | CUSIP: 07134WAS2<br>LEI: 549300EOF4JL75TYXX49 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250375.75    | 0.11%             | 2034-07-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC 144A          | BAYER US FINANCE II LLC                                                         | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    950000 | PA      | $953404.85    | 0.42%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BVCLN 2024-CAR1 C 144A                | BAYVIEW OPPORTUNITY MASTER FUND VII 2024-CAR1 LLC                               | CUSIP: 07336QAC6<br>LEI: 254900S53K9VTUR1UX42 | Long             | ABS-O            | CORP              | US        |     87450 | PA      | $87775.79     | 0.04%             | 2031-12-26      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| BVCLN 2025-EDU1 B 144A                | BAYVIEW OPPORTUNITY MASTER FUND VII 2025-EDU1 LLC                               | CUSIP: 07337GAB9<br>LEI: 2549001VJ64UFK8PZA41 | Long             | ABS-O            | CORP              | US        |    241744 | PA      | $241301.16    | 0.11%             | 2048-07-27      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| BVCLN 2025-EDU1 C 144A                | BAYVIEW OPPORTUNITY MASTER FUND VII 2025-EDU1 LLC                               | CUSIP: 07337GAC7<br>LEI: 2549001VJ64UFK8PZA41 | Long             | ABS-O            | CORP              | US        |    215842 | PA      | $215432.42    | 0.10%             | 2048-07-27      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| BBCMS 2026-5C40 A1                    | BBCMS MORTGAGE TRUST 2026-5C40                                                  | CUSIP: 05557AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     22000 | PA      | $22064.59     | 0.01%             | 2059-02-15      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| BBCMS 2015-SRCH D 144A                | BBCMS TRUST 2015-SRCH                                                           | CUSIP: 05547HAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $96227.47     | 0.04%             | 2035-08-10      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                | BBVA MEXICO SA INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIERO BBVA MEXICO/TX    | CUSIP: AQ7459029<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    450000 | PA      | $447666.14    | 0.20%             | 2033-01-18      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| BMARK 2024-V11 AM                     | BENCHMARK 2024-V11 MORTGAGE TRUST                                               | CUSIP: 081921BC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     55000 | PA      | $57827.06     | 0.03%             | 2057-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BMARK 2024-V6 A1                      | BENCHMARK 2024-V6 MORTGAGE TRUST                                                | CUSIP: 081927AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     29056 | PA      | $29232.82     | 0.01%             | 2057-03-15      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| BMARK 2024-V8 A1                      | BENCHMARK 2024-V8 MORTGAGE TRUST                                                | CUSIP: 08190AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20646 | PA      | $21038.53     | 0.01%             | 2057-07-15      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| BMARK 2025-B41 A1                     | BENCHMARK 2025-B41 MORTGAGE TRUST                                               | CUSIP: 081935AU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     93029 | PA      | $93801.36     | 0.04%             | 2068-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BMARK 2025-V19 A3                     | BENCHMARK 2025-V19 MORTGAGE TRUST                                               | CUSIP: 08164DAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     65000 | PA      | $67892.44     | 0.03%             | 2058-01-15      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| BFLD 2025-5MW C 144A                  | BFLD COMMERCIAL MORTGAGE TRUST 2025-5MW                                         | CUSIP: 088921AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $102099.65    | 0.05%             | 2042-10-10      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| BINOM 2021-INV1 A1 144A               | BINOM SECURITIZATION TRUST 2021-INV1                                            | CUSIP: 05552UAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    107342 | PA      | $100084.22    | 0.04%             | 2056-06-25      | Variable      | 2.03%                 | No            |                  2 | On Loan: No      |
| OWLEF 2024-1A B 144A                  | BLUE OWL ASSET LEASING TRUST 2024-1 LLC                                         | CUSIP: 095921AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $404472.16    | 0.18%             | 2030-03-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| OWLEF 2024-1A D 144A                  | BLUE OWL ASSET LEASING TRUST 2024-1 LLC                                         | CUSIP: 095921AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $255072.80    | 0.11%             | 2031-12-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BLUEM 2016-3A A1R2 144A               | BLUEMOUNTAIN CLO 2016-3 LTD                                                     | CUSIP: 09628VAW4<br>LEI: 549300EYIDIF4X8MHI21 | Long             | ABS-CBDO         | CORP              | KY        |     27388 | PA      | $27385.40     | 0.01%             | 2030-11-15      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| BLUEM 2018-3A A1R 144A                | BLUEMOUNTAIN CLO 2018-3 LTD                                                     | CUSIP: 09630AAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     54614 | PA      | $54629.75     | 0.02%             | 2030-10-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C4 A3                       | BMO 2024-5C4 MORTGAGE TRUST                                                     | CUSIP: 09660SAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $532812.30    | 0.24%             | 2057-05-15      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| BMO 2026-C14 A1                       | BMO 2026-C14 MORTGAGE TRUST                                                     | CUSIP: 096942AS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     45000 | PA      | $45300.12     | 0.02%             | 2059-02-15      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC 144A               | BMW US CAPITAL LLC                                                              | CUSIP: 05565ECW3<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    350000 | PA      | $355803.34    | 0.16%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| BNP PARIBAS 144A                      | BNP PARIBAS SA                                                                  | CUSIP: 09659W3C6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    360000 | PA      | $364685.76    | 0.16%             | 2029-05-09      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                         | BOEING CO/THE                                                                   | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    133000 | PA      | $136259.24    | 0.06%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| BOEING CO                             | BOEING CO/THE                                                                   | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244301.93    | 0.11%             | 2029-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC 144A          | BOOZ ALLEN HAMILTON INC                                                         | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    525000 | PA      | $516889.38    | 0.23%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC 144A          | BOOZ ALLEN HAMILTON INC                                                         | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    700000 | PA      | $684795.08    | 0.30%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CLVR 2019-1A ARR 144A                 | BOWLING GREEN PARK CLO LLC                                                      | CUSIP: 102875AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249991.50    | 0.11%             | 2035-04-18      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| HGVGI 2019-A A 144A                   | BRE GRAND ISLANDER TIMESHARE ISSUER 2019-A LLC                                  | CUSIP: 05588UAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     56003 | PA      | $55835.45     | 0.02%             | 2033-09-26      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| BLAST 2026-1 C                        | BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2026-1                            | CUSIP: 107927AE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    140000 | PA      | $140901.36    | 0.06%             | 2031-11-17      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                     | BROWN & BROWN INC                                                               | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55588.82     | 0.02%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP 4/2 144A CP            | BRUNSWICK CORP/DE                                                               | CUSIP: 11704NC37<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |    700000 | PA      | $699669.81    | 0.31%             | 2026-03-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BX 2024-GPA3 B 144A                   | BX COMMERCIAL MORTGAGE TRUST 2024-GPA3                                          | CUSIP: 123910AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     43127 | PA      | $43153.83     | 0.02%             | 2039-12-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| BX 2024-MDHS B 144A                   | BX COMMERCIAL MORTGAGE TRUST 2024-MDHS                                          | CUSIP: 12433BAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    140000 | PA      | $140175.00    | 0.06%             | 2041-05-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| BX 2024-SLCT C 144A                   | BX COMMERCIAL MORTGAGE TRUST 2024-SLCT                                          | CUSIP: 12433JAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    155000 | PA      | $155096.88    | 0.07%             | 2042-01-15      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| BX 2026-CSMO C 144A                   | BX COMMERCIAL MORTGAGE TRUST 2026-CSMO                                          | CUSIP: 12433LAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100250.00    | 0.04%             | 2042-02-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| BX 2025-VOLT A 144A                   | BX TRUST 2025-VOLT                                                              | CUSIP: 05619PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    140000 | PA      | $140131.25    | 0.06%             | 2044-12-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| BX 2025-VOLT B 144A                   | BX TRUST 2025-VOLT                                                              | CUSIP: 05619PAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    105000 | PA      | $105196.42    | 0.05%             | 2044-12-15      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                | CANADIAN IMPERIAL BANK OF COMMERCE                                              | CUSIP: 13607QWB4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    235000 | PA      | $236411.59    | 0.10%             | 2030-01-29      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| CANYC 2019-2A AR2 144A                | CANYON CAPITAL CLO 2019-2 LTD                                                   | CUSIP: 13887WAS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $499858.00    | 0.22%             | 2034-10-15      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| CARMX 2022-4 D                        | CARMAX AUTO OWNER TRUST 2022-4                                                  | CUSIP: 14318UAH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $206564.44    | 0.09%             | 2029-04-16      | Fixed         | 8.08%                 | No            |                  2 | On Loan: No      |
| CARMX 2023-2 D                        | CARMAX AUTO OWNER TRUST 2023-2                                                  | CUSIP: 142921AH8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    135000 | PA      | $138468.54    | 0.06%             | 2029-10-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP 144A                    | CARNIVAL CORP                                                                   | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    600000 | PA      | $595289.14    | 0.26%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CRVNA 2021-N3 B                       | CARVANA AUTO RECEIVABLES TRUST 2021-N3                                          | CUSIP: 14687GAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     41077 | PA      | $40056.57     | 0.02%             | 2028-06-12      | Fixed         | 0.66%                 | No            |                  2 | On Loan: No      |
| CRVNA 2021-N4 D                       | CARVANA AUTO RECEIVABLES TRUST 2021-N4                                          | CUSIP: 14687HAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     20140 | PA      | $19752.84     | 0.01%             | 2028-09-11      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CRVNA 2021-P1 D                       | CARVANA AUTO RECEIVABLES TRUST 2021-P1                                          | CUSIP: 14687BAL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     30000 | PA      | $29969.21     | 0.01%             | 2027-12-10      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| CRVNA 2024-N2 C 144A                  | CARVANA AUTO RECEIVABLES TRUST 2024-N2                                          | CUSIP: 14687VAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    372000 | PA      | $379975.01    | 0.17%             | 2030-09-10      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| CRVNA 2024-N2 B 144A                  | CARVANA AUTO RECEIVABLES TRUST 2024-N2                                          | CUSIP: 14687VAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101068.17    | 0.04%             | 2030-09-10      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| CARVANA CO 144A                       | CARVANA CO                                                                      | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    240000 | PA      | $263069.00    | 0.12%             | 2031-06-01      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                     | CBRE SERVICES INC                                                               | CUSIP: 12505BAJ9<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96839.24     | 0.04%             | 2030-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CD 2016-CD1 B                         | CD 2016-CD1 MORTGAGE TRUST                                                      | CUSIP: 12514MBF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $83537.38     | 0.04%             | 2049-08-10      | Variable      | 3.08%                 | No            |                  2 | On Loan: No      |
| BARCLAYS                              | CDX IG S45 PAY 55 4/15/2026 BARC                                                | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |         1 | NC      | $108307.80    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS                              | CDX IG S45 PAY 80 4/15/2026 BARC                                                | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-25662.57    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC              | CELANESE US HOLDINGS LLC                                                        | CUSIP: 15089QAK0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147444.03    | 0.07%             | 2026-08-05      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                           | CENCORA INC                                                                     | CUSIP: 03073EBC8<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250129.53    | 0.11%             | 2029-02-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                           | CENCORA INC                                                                     | CUSIP: 03073EAW5<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30865.98     | 0.01%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                           | CENCORA INC                                                                     | CUSIP: 03073EAV7<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55674.90     | 0.02%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CENCOSUD SA 144A                      | CENCOSUD SA                                                                     | CUSIP: 15132HAH4<br>LEI: 549300NLTGCFV7482429 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $200459.85    | 0.09%             | 2027-07-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CENT 2025-CITY A 144A                 | CENT 2025-CITY                                                                  | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    120000 | PA      | $122991.67    | 0.05%             | 2040-07-10      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| CENTRAL PARENT INC TL B 1L BANKDEBT   | CENTRAL PARENT LLC                                                              | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    198992 | PA      | $124370.28    | 0.05%             | 2029-07-06      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                   | CHARLES SCHWAB CORP/THE                                                         | CUSIP: 808513CK9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    650000 | PA      | $653360.50    | 0.29%             | 2031-11-14      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP              | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CUSIP: 161175BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $558356.28    | 0.25%             | 2029-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CACLN 2025-1 B 144A                   | CHASE AUTO CREDIT LINKED NOTES SERIES 2025-1                                    | CUSIP: 46591HCS7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    389767 | PA      | $393089.82    | 0.17%             | 2033-02-25      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| CACLN 2025-1 C 144A                   | CHASE AUTO CREDIT LINKED NOTES SERIES 2025-1                                    | CUSIP: 46591HCT5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    311814 | PA      | $314382.43    | 0.14%             | 2033-02-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| CHPRK 2018-1A BR 144A                 | CHENANGO PARK CLO LTD                                                           | CUSIP: 16409TAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250321.25    | 0.11%             | 2030-04-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                   | CHENIERE ENERGY INC                                                             | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    133000 | PA      | $132947.04    | 0.06%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS 144A         | CHS/COMMUNITY HEALTH SYSTEMS INC                                                | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    405000 | PA      | $439499.86    | 0.19%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| CGCMT 2016-C1 AS                      | CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-C1                                     | CUSIP: 17290YAT5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $198707.06    | 0.09%             | 2049-05-10      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| CLARUS 2024-1A B 144A                 | CLARUS CAPITAL FUNDING 2024-1 LLC                                               | CUSIP: 18271JAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100552.24    | 0.04%             | 2032-08-20      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC 144A           | CLOUD SOFTWARE GROUP INC                                                        | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245137.41    | 0.11%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC 144A           | CLOUD SOFTWARE GROUP INC                                                        | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146175.12    | 0.06%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                | CNH INDUSTRIAL CAPITAL LLC                                                      | CUSIP: 12592BAW4<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499382.17    | 0.22%             | 2031-03-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING 144A               | CNO GLOBAL FUNDING                                                              | CUSIP: 18977W2A7<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147910.48    | 0.07%             | 2026-10-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING 144A               | CNO GLOBAL FUNDING                                                              | CUSIP: 18977W2F6<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45913.98     | 0.02%             | 2029-09-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| COLT 2021-5 A1 144A                   | COLT 2021-5 MORTGAGE LOAN TRUST                                                 | CUSIP: 12598RAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    489316 | PA      | $454157.86    | 0.20%             | 2066-11-26      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| COLT 2024-6 A2 144A                   | COLT 2024-6 MORTGAGE LOAN TRUST                                                 | CUSIP: 19688XAB2<br>LEI: 213800U2X2TO1PQH1O75 | Long             | ABS-MBS          | CORP              | US        |    150820 | PA      | $151876.17    | 0.07%             | 2069-11-25      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| COLT 2024-INV4 A3 144A                | COLT 2024-INV4 MORTGAGE LOAN TRUST                                              | CUSIP: 19688QAC5<br>LEI: 2138008UGM66WOAUY633 | Long             | ABS-MBS          | CORP              | US        |     78973 | PA      | $79721.09     | 0.04%             | 2069-05-25      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| COLT 2025-4 A1 144A                   | COLT 2025-4 MORTGAGE LOAN TRUST                                                 | CUSIP: 12674HAA0<br>LEI: 2138002WIT3BHLQD3E93 | Long             | ABS-MBS          | CORP              | US        |     81559 | PA      | $82719.10     | 0.04%             | 2070-04-25      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| COLT 2025-INV2 A1 144A                | COLT 2025-INV2 MORTGAGE LOAN TRUST                                              | CUSIP: 12673UAA2<br>LEI: 213800M5KYYIOHI7KW93 | Long             | ABS-MBS          | CORP              | US        |     97153 | PA      | $98380.98     | 0.04%             | 2070-02-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO 144A         | COLUMBIA PIPELINES HOLDING CO LLC                                               | CUSIP: 19828AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5033.91      | 0.00%             | 2026-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC 144A           | COMSTOCK RESOURCES INC                                                          | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    490000 | PA      | $488484.26    | 0.22%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                    | CONAGRA BRANDS INC                                                              | CUSIP: 205887CC4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    550000 | PA      | $557718.19    | 0.25%             | 2028-11-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CAS 2021-R01 1M2 144A                 | CONNECTICUT AVENUE SECURITIES TRUST 2021-R01                                    | CUSIP: 20754RAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     90153 | PA      | $90523.31     | 0.04%             | 2041-10-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| CAS 2024-R04 1A1 144A                 | CONNECTICUT AVENUE SECURITIES TRUST 2024-R04                                    | CUSIP: 20753GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    141993 | PA      | $142082.93    | 0.06%             | 2044-05-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| CAS 2025-R03 2A1 144A                 | CONNECTICUT AVENUE SECURITIES TRUST 2025-R03                                    | CUSIP: 20754VAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     81483 | PA      | $81923.16     | 0.04%             | 2045-03-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| CAS 2025-R06 1M1 144A                 | CONNECTICUT AVENUE SECURITIES TRUST 2025-R06                                    | CUSIP: 20754YAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    121603 | PA      | $121883.89    | 0.05%             | 2045-09-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                 | CONTINENTAL RESOURCES INC/OK                                                    | CUSIP: 212015AS0<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    850000 | PA      | $851211.18    | 0.38%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC              | COREBRIDGE FINANCIAL INC                                                        | CUSIP: 21871XAD1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198962.87    | 0.09%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING 144A          | COREBRIDGE GLOBAL FUNDING                                                       | CUSIP: 00138CBG2<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    135000 | PA      | $135133.37    | 0.06%             | 2028-08-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING 144A          | COREBRIDGE GLOBAL FUNDING                                                       | CUSIP: 00138CAX6<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41175.06     | 0.02%             | 2029-01-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| CODELCO INC                           | CORP NACIONAL DEL COBRE DE CHILE                                                | CUSIP: ZR7485918<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    430000 | PA      | $412721.91    | 0.18%             | 2029-09-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CPM HOLDINGS TL 1L BANKDEBT           | CPM HOLDINGS INC                                                                | CUSIP: 12620BAR1<br>LEI: 549300FBUISJCXV8IB65 | Long             | LON              | CORP              | US        |    577936 | PA      | $566105.53    | 0.25%             | 2028-09-28      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA 144A               | CREDIT AGRICOLE SA                                                              | CUSIP: 22535WAR8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $258339.09    | 0.11%             | 2031-05-27      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE 144A          | CRESCENT ENERGY FINANCE LLC                                                     | CUSIP: 45344LAC7<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    118000 | PA      | $121144.41    | 0.05%             | 2028-02-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE 144A          | CRESCENT ENERGY FINANCE LLC                                                     | CUSIP: 45344LAJ2<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    155000 | PA      | $166650.47    | 0.07%             | 2030-10-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| CROSS 2024-H6 A2 144A                 | CROSS 2024-H6 MORTGAGE TRUST                                                    | CUSIP: 227919AB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    151098 | PA      | $151574.79    | 0.07%             | 2069-09-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                      | CROWN CASTLE INC                                                                | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    175000 | PA      | $177939.18    | 0.08%             | 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      | $109382.85    | 0.05%             | 2029-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTL CORP 4/2 144A CP    | CROWN CASTLE INC                                                                | CUSIP: 22823QCC3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    350000 | PA      | $349470.77    | 0.15%             | 2026-03-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                      | CROWN CASTLE INC                                                                | CUSIP: 22822VAL5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1004258.52   | 0.44%             | 2029-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTL CORP 4/2 144A CP    | CROWN CASTLE INTL 0.0 19MAR26 144A                                              | CUSIP: 22823QCK5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1097442.94   | 0.48%             | 2026-03-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE TOWERS LLC 144A          | CROWN CASTLE TOWERS LLC                                                         | CUSIP: 22822RBH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    445000 | PA      | $446201.32    | 0.20%             | 2028-07-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| ALTICE TL B5 1L BANKDEBT              | CSC HOLDINGS LLC                                                                | CUSIP: 64072UAK8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |     78130 | PA      | $67387.01     | 0.03%             | 2027-04-15      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| CSL FINANCE PLC 144A                  | CSL FINANCE PLC                                                                 | CUSIP: 12661PAA7<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |     25000 | PA      | $25007.28     | 0.01%             | 2027-04-27      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CVR PARTNERS/CVR NITROGE 144A         | CVR PARTNERS LP / CVR NITROGEN FINANCE CORP                                     | CUSIP: 12663QAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $299740.38    | 0.13%             | 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      | $79787.79     | 0.04%             | 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      | $251423.23    | 0.11%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CYRUS 2024-2A A2 144A                 | CYRUSONE DATA CENTERS ISSUER I LLC                                              | CUSIP: 23284BAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    110000 | PA      | $108651.98    | 0.05%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA 144A           | DAIMLER TRUCK FINANCE NORTH AMERICA LLC                                         | CUSIP: 233853BK5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    160000 | PA      | $160457.43    | 0.07%             | 2029-01-12      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA 144A           | DAIMLER TRUCK FINANCE NORTH AMERICA LLC                                         | CUSIP: 233853BG4<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150899.83    | 0.07%             | 2027-08-12      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S 144A                  | DANSKE BANK A/S                                                                 | CUSIP: 23636ABJ9<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    200000 | PA      | $202490.35    | 0.09%             | 2030-10-02      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S 144A                  | DANSKE BANK A/S                                                                 | CUSIP: 23636ABG5<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    200000 | PA      | $202901.06    | 0.09%             | 2028-03-01      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| DBC 2025-DBC B 144A                   | DBC 2025-DBC MORTGAGE TRUST                                                     | CUSIP: 23306HAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $300000.00    | 0.13%             | 2042-11-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| DRMT 2026-INV1 A2 144A                | DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2026-INV1                                  | CUSIP: 24381GAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    985637 | PA      | $987950.20    | 0.44%             | 2070-12-25      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| DEFT 2024-1 D 144A                    | DELL EQUIPMENT FINANCE TRUST 2024-1                                             | CUSIP: 24702GAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101282.13    | 0.04%             | 2030-09-23      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| DEFT 2024-2 B 144A                    | DELL EQUIPMENT FINANCE TRUST 2024-2                                             | CUSIP: 24704EAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100964.66    | 0.04%             | 2030-08-22      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| DEFT 2024-2 D 144A                    | DELL EQUIPMENT FINANCE TRUST 2024-2                                             | CUSIP: 24704EAL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100902.50    | 0.04%             | 2031-02-24      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| DEFT 2025-1 C 144A                    | DELL EQUIPMENT FINANCE TRUST 2025-1                                             | CUSIP: 24703UAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101790.11    | 0.04%             | 2031-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DEXT 2025-2 C 144A                    | DEXT ABS 2025-2 LLC                                                             | CUSIP: 252153AE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100784.39    | 0.04%             | 2036-04-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| DEXT 2025-2 B 144A                    | DEXT ABS 2025-2 LLC                                                             | CUSIP: 252153AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100525.59    | 0.04%             | 2036-04-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                | DIAMONDBACK ENERGY INC                                                          | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    300000 | PA      | $293564.75    | 0.13%             | 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      | $40503.43     | 0.02%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DIRECTV TL EXT 1L BANKDEBT            | DIRECTV FINANCING LLC                                                           | CUSIP: 25460HAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    265434 | PA      | $265351.24    | 0.12%             | 2029-08-02      | Floating      | 9.18%                 | No            |                  2 | On Loan: No      |
| DLLAD 2023-1A A3 144A                 | DLLAD 2023-1 LLC                                                                | CUSIP: 233258AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     24259 | PA      | $24351.68     | 0.01%             | 2028-01-20      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| DLLMT 2026-1A A3 144A                 | DLLMT 2026-1 LLC                                                                | CUSIP: 23347JAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     35000 | PA      | $35238.19     | 0.02%             | 2029-12-20      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DLLMT 2026-1A A4 144A                 | DLLMT 2026-1 LLC                                                                | CUSIP: 23347JAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10000 | PA      | $10122.30     | 0.00%             | 2033-09-20      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| DP WORLD CRESCENT LTD                 | DP WORLD CRESCENT LTD                                                           | CUSIP: AU4586304<br>LEI: 21380096JRTWB8TL9236 | Long             | DBT              | CORP              | KY        |    580000 | PA      | $585238.58    | 0.26%             | 2028-09-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HONK 2021-1A A2 144A                  | DRIVEN BRANDS FUNDING LLC                                                       | CUSIP: 26209XAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    934092 | PA      | $888564.32    | 0.39%             | 2051-10-20      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| HONK 2020-1A A2 144A                  | DRIVEN BRANDS FUNDING LLC                                                       | CUSIP: 26209XAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    174281 | PA      | $172082.38    | 0.08%             | 2050-07-20      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| DRSLF 2016-45A BRR 144A               | DRYDEN 45 SENIOR LOAN FUND                                                      | CUSIP: 26244MBA9<br>LEI: 54930046L20VLJKPVV31 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250603.25    | 0.11%             | 2030-10-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                         | DTE ENERGY CO                                                                   | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40471.53     | 0.02%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL 144A         | EAGLE FUNDING LUXCO SARL                                                        | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |    250000 | PA      | $255000.22    | 0.11%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                         | ECHOSTAR CORP                                                                   | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    300000 | PA      | $327647.39    | 0.14%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL 4/2 144A CP      | EDISON INTERNATIONAL                                                            | CUSIP: 28103BCK6<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    430000 | PA      | $429012.76    | 0.19%             | 2026-03-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL 4/2 144A CP      | EDISON INTERNATIONAL                                                            | CUSIP: 28103BCG5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299415.30    | 0.13%             | 2026-03-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EFMT 2024-INV2 A2 144A                | EFMT 2024-INV2                                                                  | CUSIP: 26844LAB4<br>LEI: 254900QTMZ2ZHRYMFA85 | Long             | ABS-MBS          | CORP              | US        |     83418 | PA      | $83763.90     | 0.04%             | 2069-10-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| EFMT 2024-INV2 A1 144A                | EFMT 2024-INV2                                                                  | CUSIP: 26844LAA6<br>LEI: 254900QTMZ2ZHRYMFA85 | Long             | ABS-MBS          | CORP              | US        |     83418 | PA      | $83666.59     | 0.04%             | 2069-10-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-INV2 A1 144A                | EFMT 2025-INV2                                                                  | CUSIP: 281914AA9<br>LEI: 254900ZO1GLQXE3JWX68 | Long             | ABS-MBS          | CORP              | US        |    195446 | PA      | $197292.93    | 0.09%             | 2070-05-26      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-INV5 A2 144A                | EFMT 2025-INV5                                                                  | CUSIP: 28224UAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    662204 | PA      | $666302.40    | 0.29%             | 2070-12-25      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-NQM6 A1 144A                | EFMT 2025-NQM6                                                                  | CUSIP: 281916AE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    196466 | PA      | $197584.00    | 0.09%             | 2070-12-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| EHGVT 2019-A C 144A                   | ELARA HGV TIMESHARE ISSUER 2019-A LLC                                           | CUSIP: 28416TAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      9662 | PA      | $9648.28      | 0.00%             | 2034-01-25      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| EHGVT 2019-A A 144A                   | ELARA HGV TIMESHARE ISSUER 2019-A LLC                                           | CUSIP: 28416TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     21740 | PA      | $21705.95     | 0.01%             | 2034-01-25      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT 144A         | ELEMENT FLEET MANAGEMENT CORP                                                   | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    120000 | PA      | $123121.49    | 0.05%             | 2030-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| EMAAR SUKUK LTD                       | EMAAR SUKUK LTD                                                                 | CUSIP: LW3641039<br>LEI: 549300NZHOOO6634T541 | Long             | DBT              | NUSS              | KY        |    200000 | PA      | $199637.30    | 0.09%             | 2026-09-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| EMIRATES NBD BANK PJSC                | EMIRATES NBD BANK PJSC                                                          | CUSIP: DC7004138<br>LEI: 54930029BCN8HF3B1286 | Long             | DBT              | CORP              | AE        |    375000 | PA      | $376068.69    | 0.17%             | 2029-01-13      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| ENBRIDGE INC                          | ENBRIDGE INC                                                                    | CUSIP: 29250NCH6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     55000 | PA      | $55757.73     | 0.02%             | 2028-06-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV 144A             | ENEL FINANCE INTERNATIONAL NV                                                   | CUSIP: 29278GBF4<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $200421.12    | 0.09%             | 2028-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DURAVANT TL 2L BANKDEBT               | ENGINEERED MACHINERY HOLDINGS INC                                               | CUSIP: 26658NAQ2<br>LEI: 5493008AR0NPSLW8EW07 | Long             | LON              | CORP              | US        |    100000 | PA      | $100500.00    | 0.04%             | 2029-05-21      | Floating      | 9.93%                 | No            |                  3 | On Loan: No      |
| EFF 2023-2 A2 144A                    | ENTERPRISE FLEET FINANCING 2023-2 LLC                                           | CUSIP: 29375NAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     52362 | PA      | $52605.75     | 0.02%             | 2030-04-22      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER              | ENTERPRISE PRODUCTS OPERATING LLC                                               | CUSIP: 29379VCK7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    430000 | PA      | $439342.84    | 0.19%             | 2031-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                     | EOG RESOURCES INC                                                               | CUSIP: 26875PBB6<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    215000 | PA      | $217544.22    | 0.10%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL 144A         | EQUITABLE AMERICA GLOBAL FUNDING                                                | CUSIP: 29446Q2A0<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |    175000 | PA      | $176954.09    | 0.08%             | 2028-06-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL 144A         | EQUITABLE AMERICA GLOBAL FUNDING                                                | CUSIP: 29446Q2F9<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105496.74    | 0.05%             | 2028-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| EART 2022-4A D                        | EXETER AUTOMOBILE RECEIVABLES TRUST 2022-4                                      | CUSIP: 30166BAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     30040 | PA      | $30244.83     | 0.01%             | 2028-12-15      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| EART 2024-1A C                        | EXETER AUTOMOBILE RECEIVABLES TRUST 2024-1                                      | CUSIP: 30167PAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $403747.20    | 0.18%             | 2030-05-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| EART 2024-2A C                        | EXETER AUTOMOBILE RECEIVABLES TRUST 2024-2                                      | CUSIP: 30166DAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     57356 | PA      | $57801.00     | 0.03%             | 2029-05-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| EART 2025-2A B                        | EXETER AUTOMOBILE RECEIVABLES TRUST 2025-2                                      | CUSIP: 30168JAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    140000 | PA      | $141251.66    | 0.06%             | 2029-09-17      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| EART 2025-4A C                        | EXETER AUTOMOBILE RECEIVABLES TRUST 2025-4                                      | CUSIP: 30167KAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    285000 | PA      | $287952.71    | 0.13%             | 2031-06-16      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| EART 2025-5A B                        | EXETER AUTOMOBILE RECEIVABLES TRUST 2025-5                                      | CUSIP: 30166VAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    115000 | PA      | $115813.42    | 0.05%             | 2030-07-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| EART 2025-5A C                        | EXETER AUTOMOBILE RECEIVABLES TRUST 2025-5                                      | CUSIP: 30166VAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $202732.78    | 0.09%             | 2032-03-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| EART 2026-1A C                        | EXETER AUTOMOBILE RECEIVABLES TRUST 2026-1                                      | CUSIP: 30168HAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    230000 | PA      | $231585.21    | 0.10%             | 2032-05-17      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| EART 2026-1A B                        | EXETER AUTOMOBILE RECEIVABLES TRUST 2026-1                                      | CUSIP: 30168HAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     75000 | PA      | $75428.27     | 0.03%             | 2030-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ESART 2025-1 B                        | EXETER SELECT AUTOMOBILE RECEIVABLES TRUST 2025-1                               | CUSIP: 30185AAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    149000 | PA      | $151096.22    | 0.07%             | 2031-08-15      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| ESART 2025-2 B                        | EXETER SELECT AUTOMOBILE RECEIVABLES TRUST 2025-2                               | CUSIP: 30185EAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    135000 | PA      | $136806.65    | 0.06%             | 2031-11-17      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ESA 2025-ESH C 144A                   | EXTENDED STAY AMERICA TRUST 2025-ESH                                            | CUSIP: 30227TAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100250.65    | 0.04%             | 2042-10-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR TBA MAR                    | FANNIE MAE OR FREDDIE MAC                                                       | CUSIP: 01F032633<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    635000 | PA      | $598570.05    | 0.26%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR TBA MAR                    | FANNIE MAE OR FREDDIE MAC                                                       | CUSIP: 01F050635<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    715000 | PA      | $718203.20    | 0.32%             | 2034-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                                                 | CUSIP: 3140QVAM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51340 | PA      | $53208.20     | 0.02%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                                                 | CUSIP: 3140QWBA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    478927 | PA      | $489903.87    | 0.22%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                                                 | CUSIP: 3140QUWR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29289 | PA      | $30313.89     | 0.01%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                                                 | CUSIP: 31418EHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    190195 | PA      | $185305.74    | 0.08%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                                                 | CUSIP: 3140XQ2C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    383976 | PA      | $388666.08    | 0.17%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                                                 | CUSIP: 3140A94B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    132064 | PA      | $134613.02    | 0.06%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                                                 | CUSIP: 3140Y7H84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    666764 | PA      | $673114.21    | 0.30%             | 2055-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                                                 | CUSIP: 3140XRP58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52905 | PA      | $52460.91     | 0.02%             | 2054-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                                                 | CUSIP: 3140XMA55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    233725 | PA      | $237886.93    | 0.10%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                                                 | CUSIP: 3140QVLJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     79850 | PA      | $81983.80     | 0.04%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                                                 | CUSIP: 31418EKS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    414143 | PA      | $402853.50    | 0.18%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                                                 | CUSIP: 3140XRSX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    457045 | PA      | $468210.70    | 0.21%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                                                 | CUSIP: 3140W0KV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    144316 | PA      | $145470.02    | 0.06%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                                                 | CUSIP: 31418EE63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     74870 | PA      | $74346.32     | 0.03%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                                                 | CUSIP: 3140NKJY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    324750 | PA      | $328236.61    | 0.14%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                                                 | CUSIP: 3140Y7D21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16089 | PA      | $16457.56     | 0.01%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                                                 | CUSIP: 3140XPUY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    222550 | PA      | $231380.99    | 0.10%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                                                 | CUSIP: 31418EKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    575858 | PA      | $571694.91    | 0.25%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                                                 | CUSIP: 3140XPHC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     73126 | PA      | $75192.64     | 0.03%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                                                 | CUSIP: 3140M7LH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25129 | PA      | $26260.74     | 0.01%             | 2055-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                                                 | CUSIP: 3140QUZY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4083 | PA      | $4226.45      | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                                                 | CUSIP: 3140QVGT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    251326 | PA      | $257023.50    | 0.11%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                                                 | CUSIP: 3140QNGE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    463159 | PA      | $419056.51    | 0.18%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                                                 | CUSIP: 3140Y7LJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    193942 | PA      | $198389.76    | 0.09%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                                                 | CUSIP: 3140QTBD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    267076 | PA      | $269865.48    | 0.12%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS 144A           | FEDERATION DES CAISSES DESJARDINS DU QUEBEC                                     | CUSIP: 31429KAP8<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $303864.95    | 0.13%             | 2030-08-26      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                   | FIFTH THIRD BANCORP                                                             | CUSIP: 316773DN7<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    495000 | PA      | $497776.83    | 0.22%             | 2032-04-29      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD FINANCL CORP              | FIFTH THIRD FINANCIAL CORP                                                      | CUSIP: 200340AW7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $628892.53    | 0.28%             | 2030-01-30      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| FIRST ABU DHABI BANK PJS              | FIRST ABU DHABI BANK PJSC                                                       | CUSIP: BZ5735841<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $203545.89    | 0.09%             | 2027-10-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                      | FIRSTENERGY CORP                                                                | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    135000 | PA      | $135286.77    | 0.06%             | 2027-07-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION              | FIRSTENERGY TRANSMISSION LLC                                                    | CUSIP: 33767BAG4<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30434.08     | 0.01%             | 2030-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FISERV INC                            | FISERV INC                                                                      | CUSIP: 337738BG2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256239.12    | 0.11%             | 2028-08-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FISERV INC                            | FISERV INC                                                                      | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242871.43    | 0.11%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FISERV INC                            | FISERV INC                                                                      | CUSIP: 337738AR9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175028.29    | 0.08%             | 2028-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FISERV INC                            | FISERV INC                                                                      | CUSIP: 337738BD9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    270000 | PA      | $276221.67    | 0.12%             | 2028-03-02      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FSMT 2019-1INV A11 144A               | FLAGSTAR MORTGAGE TRUST 2019-1                                                  | CUSIP: 33852AAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12477 | PA      | $12266.41     | 0.01%             | 2049-10-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| FSMT 2020-1INV A11 144A               | FLAGSTAR MORTGAGE TRUST 2020-1NV                                                | CUSIP: 33851YAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     60474 | PA      | $58579.75     | 0.03%             | 2050-03-25      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| FOCUS 2023-2 144A                     | FOCUS BRANDS FUNDING                                                            | CUSIP: 34417RAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    146625 | PA      | $155716.07    | 0.07%             | 2053-10-30      | Fixed         | 8.24%                 | No            |                  2 | On Loan: No      |
| FORDF 2023-1 B 144A                   | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A                                      | CUSIP: 34528QHX5<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100269.79    | 0.04%             | 2028-05-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| FORDF 2024-1 B 144A                   | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A                                      | CUSIP: 34528QJC9<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101596.83    | 0.04%             | 2029-04-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| FORDF 2023-1 D 144A                   | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A                                      | CUSIP: 34528QHZ0<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    145000 | PA      | $145597.41    | 0.06%             | 2028-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC              | FORD MOTOR CREDIT CO LLC                                                        | CUSIP: 345397J20<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201308.17    | 0.09%             | 2029-04-06      | Fixed         | 4.97%                 | 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      | $410400.79    | 0.18%             | 2028-03-20      | Fixed         | 5.92%                 | 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      | $210645.95    | 0.09%             | 2028-11-07      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| FORD OTOMOTIV SANAYI AS               | FORD OTOMOTIV SANAYI AS                                                         | CUSIP: ZB3746714<br>LEI: 7890006XJG6ZE2H34671 | Long             | DBT              | CORP              | TR        |    430000 | PA      | $447192.88    | 0.20%             | 2029-04-25      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| FCBSL 2020-1A BR 144A                 | FORTRESS CREDIT BSL IX LTD                                                      | CUSIP: 34962XAS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $299921.10    | 0.13%             | 2033-10-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| FCBSL 2020-1A A1AR 144A               | FORTRESS CREDIT BSL IX LTD                                                      | CUSIP: 34962XAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    210975 | PA      | $210970.82    | 0.09%             | 2033-10-20      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| FCBSL 2019-1A BR 144A                 | FORTRESS CREDIT BSL VII LTD                                                     | CUSIP: 34956NAQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250264.75    | 0.11%             | 2032-07-23      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| FCBSL 2019-2A A2R 144A                | FORTRESS CREDIT BSL VIII LTD                                                    | CUSIP: 34962DAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249927.50    | 0.11%             | 2032-10-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| FCBSL 2022-2A AR 144A                 | FORTRESS CREDIT BSL XV LTD                                                      | CUSIP: 34964WAN2<br>LEI: 254900VHYDP7XYPMH337 | Long             | ABS-CBDO         | CORP              | JE        |    212461 | PA      | $212821.83    | 0.09%             | 2033-10-18      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC 144A            | FOUNDRY JV HOLDCO LLC                                                           | CUSIP: 350930AB9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    825000 | PA      | $870495.49    | 0.38%             | 2030-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC 144A            | FOUNDRY JV HOLDCO LLC                                                           | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208699.74    | 0.09%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHMS K085 A2                          | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES                    | CUSIP: 3137FK4M5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    106000 | PA      | $106954.59    | 0.05%             | 2028-10-25      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| FHMS K084 A2                          | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES                    | CUSIP: 3137FJZ93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    250000 | PA      | $250542.45    | 0.11%             | 2028-10-25      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| FHMS K060 A1                          | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES                    | CUSIP: 3137BTAB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8981 | PA      | $8951.99      | 0.00%             | 2026-07-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                                                | CUSIP: 3142GSP51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    429198 | PA      | $439500.12    | 0.19%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                                                | CUSIP: 3142GWC23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    773662 | PA      | $792194.05    | 0.35%             | 2055-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                                                | CUSIP: 3132DUQU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    907938 | PA      | $939068.23    | 0.41%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                                                | CUSIP: 3132DVE92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     76350 | PA      | $79128.51     | 0.03%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                                                | CUSIP: 31427NWZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    130351 | PA      | $135884.13    | 0.06%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                                                | CUSIP: 3132DWES8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    300210 | PA      | $298094.92    | 0.13%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                                                | CUSIP: 31426PDW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     51910 | PA      | $53494.37     | 0.02%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                                                | CUSIP: 31425VMB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    115464 | PA      | $118590.81    | 0.05%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                                                | CUSIP: 31427MGP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    266938 | PA      | $276090.71    | 0.12%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                                                | CUSIP: 31427QQL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5561 | PA      | $5613.71      | 0.00%             | 2055-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                                                | CUSIP: 3142GS5W4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    185431 | PA      | $187189.06    | 0.08%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                                                | CUSIP: 31426K3Q7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    213876 | PA      | $220372.39    | 0.10%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                                                | CUSIP: 31427N4K2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    262988 | PA      | $273717.75    | 0.12%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                                                | CUSIP: 31427PB29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     28687 | PA      | $29275.50     | 0.01%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                                                | CUSIP: 3142GVGD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    514349 | PA      | $531259.89    | 0.23%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                                                | CUSIP: 3132DWGG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    103643 | PA      | $104435.09    | 0.05%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                                                | CUSIP: 31427M6N6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    556845 | PA      | $568293.03    | 0.25%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                                                | CUSIP: 3132DWJJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     44513 | PA      | $44084.14     | 0.02%             | 2053-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                                                | CUSIP: 31426LK52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13763 | PA      | $14234.00     | 0.01%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                                                | CUSIP: 3132DWGF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    175045 | PA      | $173746.47    | 0.08%             | 2053-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                                                | CUSIP: 3142GS4H8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     38024 | PA      | $39040.18     | 0.02%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STACR 2021-DNA5 M2 144A               | FREDDIE MAC STACR REMIC TRUST 2021-DNA5                                         | CUSIP: 35564KHE2<br>LEI: 5493000ISU5NYXNHD479 | Long             | ABS-MBS          | USGSE             | US        |     20565 | PA      | $20653.98     | 0.01%             | 2034-01-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| STACR 2023-HQA3 A1 144A               | FREDDIE MAC STACR REMIC TRUST 2023-HQA3                                         | CUSIP: 35564K3F4<br>LEI: 529900ZTXRUUVE8G8W08 | Long             | ABS-MBS          | USGSE             | US        |    318164 | PA      | $320735.31    | 0.14%             | 2043-11-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| STACR 2024-DNA3 A1 144A               | FREDDIE MAC STACR REMIC TRUST 2024-DNA3                                         | CUSIP: 35564NEY5<br>LEI: 529900P3PHNE8PW64Z68 | Long             | ABS-MBS          | USGSE             | US        |     61750 | PA      | $61908.53     | 0.03%             | 2044-10-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| STACR 2025-DNA1 A1 144A               | FREDDIE MAC STACR REMIC TRUST 2025-DNA1                                         | CUSIP: 35564NFY4<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-MBS          | USGSE             | US        |     15600 | PA      | $15599.99     | 0.01%             | 2045-01-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                  | FREEPORT-MCMORAN INC                                                            | CUSIP: 35671DCG8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    350000 | PA      | $350451.05    | 0.15%             | 2028-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                  | FREEPORT-MCMORAN INC                                                            | CUSIP: 35671DCE3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    115000 | PA      | $114912.48    | 0.05%             | 2028-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FREMF 2020-K737 B 144A                | FREMF 2020-K737 MORTGAGE TRUST                                                  | CUSIP: 30300SAS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99051.83     | 0.04%             | 2053-01-25      | Variable      | 3.33%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST 144A          | GA GLOBAL FUNDING TRUST                                                         | CUSIP: 36143L2R5<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154023.53    | 0.07%             | 2030-01-13      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GALXY 2016-22A CR4 144A               | GALAXY XXII CLO LTD                                                             | CUSIP: 36320TBR3<br>LEI: 54930022KENWLYJ8SJ86 | Long             | ABS-CBDO         | CORP              | KY        |    285000 | PA      | $284070.62    | 0.13%             | 2034-04-16      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| GARTNER INC 144A                      | GARTNER INC                                                                     | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1128484.40   | 0.50%             | 2028-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GATX CORP                             | GATX CORP                                                                       | CUSIP: 361448BP7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40570.83     | 0.02%             | 2027-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GCAT 2025-NQM1 A1 144A                | GCAT 2025-NQM1 TRUST                                                            | CUSIP: 36171GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    210643 | PA      | $212363.20    | 0.09%             | 2069-11-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                | GENERAL MOTORS FINANCIAL CO INC                                                 | CUSIP: 37045XFL5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125468.39    | 0.06%             | 2028-10-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                | GENERAL MOTORS FINANCIAL CO INC                                                 | CUSIP: 37045XEX0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    234000 | PA      | $237993.25    | 0.11%             | 2027-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                | GENERAL MOTORS FINANCIAL CO INC                                                 | CUSIP: 37045XEQ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81255.24     | 0.04%             | 2027-05-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GEOPARK LTD                           | GEOPARK LTD                                                                     | CUSIP: ZP4880172<br>LEI: 529900ZR5QI19AH4KZ07 | Long             | DBT              | CORP              | BM        |    200000 | PA      | $192775.45    | 0.09%             | 2027-01-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GETTY IMAGES INC 144A                 | GETTY IMAGES INC                                                                | CUSIP: 374276AR4<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |    470000 | PA      | $415758.65    | 0.18%             | 2030-11-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                                              | CUSIP: 36202FNW2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     80646 | PA      | $85960.41     | 0.04%             | 2040-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                                              | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    728186 | PA      | $707726.87    | 0.31%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                                              | CUSIP: 36202FEL6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     73713 | PA      | $78529.41     | 0.03%             | 2040-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC 4/2 CP            | GLOBAL PAYMENTS INC                                                             | CUSIP: 37961DC65<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    750000 | PA      | $749416.65    | 0.33%             | 2026-03-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                   | GLOBAL PAYMENTS INC                                                             | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    850000 | PA      | $815182.79    | 0.36%             | 2029-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                   | GLOBAL PAYMENTS INC                                                             | CUSIP: 37940XAV4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    325000 | PA      | $326122.85    | 0.14%             | 2028-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GMCAR 2023-1  B                       | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-1                       | CUSIP: 38013JAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     35000 | PA      | $35279.51     | 0.02%             | 2028-09-18      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| GMCAR 2023-3 C                        | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-3                       | CUSIP: 36267KAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     45000 | PA      | $45836.59     | 0.02%             | 2029-02-16      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| GFORT 2025-2A C 144A                  | GMF FLOORPLAN OWNER REVOLVING TRUST                                             | CUSIP: 361886EK6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    390000 | PA      | $395279.66    | 0.17%             | 2030-03-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| GFORT 2023-1 B 144A                   | GMF FLOORPLAN OWNER REVOLVING TRUST                                             | CUSIP: 361886CT9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    230000 | PA      | $230986.08    | 0.10%             | 2028-06-15      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| GMR HYDERABAD INTERNATIO              | GMR HYDERABAD INTERNATIONAL AIRPORT LTD                                         | CUSIP: AP5111855<br>LEI: 335800NSPGIN89SVOU83 | Long             | DBT              | CORP              | IN        |    220000 | PA      | $217809.85    | 0.10%             | 2027-10-27      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GOHL CAPITAL LTD                      | GOHL CAPITAL LTD                                                                | CUSIP: AM1928143<br>LEI: 254900TF7OK6KSDZA888 | Long             | DBT              | CORP              | IM        |    400000 | PA      | $398802.93    | 0.18%             | 2027-01-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC               | GOLDMAN SACHS GROUP INC/THE                                                     | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    165000 | PA      | $166578.35    | 0.07%             | 2028-04-23      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC               | GOLDMAN SACHS GROUP INC/THE                                                     | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    160000 | PA      | $165660.27    | 0.07%             | 2031-04-23      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC               | GOLDMAN SACHS GROUP INC/THE                                                     | CUSIP: 38145GAP5<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    750000 | PA      | $750219.26    | 0.33%             | 2029-01-21      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| GOST 2024-1A BR 144A                  | GOLUB CAPITAL PARTNERS STATIC 2024-1 LTD                                        | CUSIP: 381929AQ1<br>LEI: 25490083RWI1EQQYLH43 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249775.00    | 0.11%             | 2035-07-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| FOCUS 2017-1A A2II 144A               | GOTO FOODS FUNDING LLC                                                          | CUSIP: 34417MAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    319375 | PA      | $319042.31    | 0.14%             | 2047-04-30      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| GALC 2025-2 A3 144A                   | GREATAMERICA LEASING RECEIVABLES FUNDING LLC                                    | CUSIP: 39154TCQ9<br>LEI: 549300JFP7GIDD4UWO79 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100895.36    | 0.04%             | 2029-12-17      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| GSMBS 2025-NQM3 A1 144A               | GS MORTGAGE-BACKED SECURITIES TRUST 2025-NQM3                                   | CUSIP: 36274TAA7<br>LEI: 2549007JKCA9H9HUGZ71 | Long             | ABS-MBS          | CORP              | US        |    194545 | PA      | $195646.61    | 0.09%             | 2065-11-25      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| HNGRY 2020-1A A2 144A                 | HARDEE'S FUNDING LLC                                                            | CUSIP: 411707AH5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    237500 | PA      | $230090.83    | 0.10%             | 2050-12-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| HNGRY 2024-1A A2 144A                 | HARDEE'S FUNDING LLC                                                            | CUSIP: 411707AM4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    930946 | PA      | $964939.86    | 0.43%             | 2054-03-20      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HARLEY DAVIDSON FINL SER 4/2 144A CP  | HARLEY DAVIDSON FINL SER 4/2 144A CP 4.1800 20260317                            | CUSIP: 41282KCH9<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |    600000 | PA      | $598812.60    | 0.26%             | 2026-03-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HARLEY DAVIDSON FINL SER 4/2 144A CP  | HARLEY-DAVIDSON FINANCIAL SERVICES INC                                          | CUSIP: 41282KC48<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299838.57    | 0.13%             | 2026-03-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HARLEY DAVIDSON FINL SER 4/2 144A CP  | HARLEY-DAVIDSON FINANCIAL SERVICES INC                                          | CUSIP: 41282KEU8<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494775.00    | 0.22%             | 2026-05-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HCA INC 4/2 144A CP                   | HCA INC                                                                         | CUSIP: 40412DE70<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    750000 | PA      | $743986.95    | 0.33%             | 2026-05-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HCA INC 4/2 144A CP                   | HCA INC                                                                         | CUSIP: 40412DEC9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495699.10    | 0.22%             | 2026-05-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                               | HCA INC                                                                         | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    220000 | PA      | $224471.13    | 0.10%             | 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      | $206244.92    | 0.09%             | 2028-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HCA INC 4/2 144A CP                   | HCA INC DISC COML 0.0 14MAY26 144A                                              | CUSIP: 40412DEE5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297349.29    | 0.13%             | 2026-05-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HDFC BANK LTD                         | HDFC BANK LTD/GANDHINAGAR                                                       | CUSIP: ZL2067664<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $200000.00    | 0.09%             | 2026-03-02      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP 144A         | HEALTH CARE SERVICE CORP A MUTUAL LEGAL RESERVE CO                              | CUSIP: 42218SAK4<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66880.52     | 0.03%             | 2029-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                      | HF SINCLAIR CORP                                                                | CUSIP: 403949AR1<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |    125000 | PA      | $129703.91    | 0.06%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP 144A         | HILCORP ENERGY I LP / HILCORP FINANCE CO                                        | CUSIP: 431318AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $191651.25    | 0.08%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HILT 2024-ORL C 144A                  | HILT COMMERCIAL MORTGAGE TRUST 2024-ORL                                         | CUSIP: 403956AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    105000 | PA      | $105065.60    | 0.05%             | 2037-05-15      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| HGVT 2023-1A C 144A                   | HILTON GRAND VACATIONS TRUST 2023-1                                             | CUSIP: 432917AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     32642 | PA      | $33799.97     | 0.01%             | 2038-01-25      | Fixed         | 6.94%                 | No            |                  2 | On Loan: No      |
| HGVT 2025-1A B 144A                   | HILTON GRAND VACATIONS TRUST 2025-1                                             | CUSIP: 43283CAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    141739 | PA      | $144292.46    | 0.06%             | 2042-05-27      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| HPA 2022-1 D 144A                     | HOME PARTNERS OF AMERICA 2022-1 TRUST                                           | CUSIP: 43730NAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     95385 | PA      | $94678.20     | 0.04%             | 2039-04-17      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| HOMES 2025-NQM2 A1 144A               | HOMES 2025-NQM2 TRUST                                                           | CUSIP: 403966AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    175955 | PA      | $177423.54    | 0.08%             | 2070-02-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| HOMES 2025-NQM4 A1 144A               | HOMES 2025-NQM4 TRUST                                                           | CUSIP: 403958AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    132510 | PA      | $133454.29    | 0.06%             | 2070-08-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| HOMES 2025-NQM4 A2 144A               | HOMES 2025-NQM4 TRUST                                                           | CUSIP: 403958AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    441701 | PA      | $444507.99    | 0.20%             | 2070-08-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| HOMES 2026-AFC1 A1 144A               | HOMES 2026-AFC1 TRUST                                                           | CUSIP: 403972AC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    440000 | PA      | $440429.61    | 0.19%             | 2061-02-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| HWIRE 2021-1 A2 144A                  | HOTWIRE FUNDING LLC                                                             | CUSIP: 44148JAA7<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |   1190000 | PA      | $1171242.15   | 0.52%             | 2051-11-20      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| HPEFS 2023-2A D 144A                  | HPEFS EQUIPMENT TRUST 2023-2                                                    | CUSIP: 44328UAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100794.82    | 0.04%             | 2031-07-21      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| HPEFS 2024-2A D 144A                  | HPEFS EQUIPMENT TRUST 2024-2                                                    | CUSIP: 40444MAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101998.43    | 0.05%             | 2032-04-20      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                     | HSBC HOLDINGS PLC                                                               | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $203587.66    | 0.09%             | 2028-05-17      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                     | HSBC HOLDINGS PLC                                                               | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $203123.35    | 0.09%             | 2029-03-03      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                     | HSBC HOLDINGS PLC                                                               | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $203585.68    | 0.09%             | 2028-11-19      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| HTA GROUP LTD                         | HTA GROUP LTD/MAURITIUS                                                         | CUSIP: YX2222371<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |    400000 | PA      | $413956.88    | 0.18%             | 2029-06-04      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                            | HUMANA INC                                                                      | CUSIP: 444859BZ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    225000 | PA      | $232963.24    | 0.10%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                            | HUMANA INC                                                                      | CUSIP: 444859BU5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25680.23     | 0.01%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                 | HUNTINGTON BANCSHARES INC/OH                                                    | CUSIP: 446150BK9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    750000 | PA      | $757334.01    | 0.33%             | 2032-01-28      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| HACLN 2024-1 B1 144A                  | HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2024-1                          | CUSIP: 44644NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     99289 | PA      | $100975.85    | 0.04%             | 2032-05-20      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| HACLN 2024-2 B1 144A                  | HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2024-2                          | CUSIP: 44644NAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    506689 | PA      | $512337.99    | 0.23%             | 2032-10-20      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| HACLN 2025-1 B1 144A                  | HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2025-1                          | CUSIP: 446438SX2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    168626 | PA      | $170021.52    | 0.08%             | 2033-03-21      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS              | HUNTINGTON INGALLS INDUSTRIES INC                                               | CUSIP: 446413BA3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25944.73     | 0.01%             | 2030-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HYT 2024-RGCY A 144A                  | HYT COMMERCIAL MORTGAGE TRUST 2024-RGCY                                         | CUSIP: 449173AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    120000 | PA      | $120109.55    | 0.05%             | 2041-09-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| HALST 2025-B A3 144A                  | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-B                                  | CUSIP: 44935DAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100873.74    | 0.04%             | 2028-04-17      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| HALST 2025-B B 144A                   | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-B                                  | CUSIP: 44935DAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    105000 | PA      | $106613.00    | 0.05%             | 2029-08-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA 144A          | HYUNDAI CAPITAL AMERICA                                                         | CUSIP: 44891ACB1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80085.10     | 0.04%             | 2026-03-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA 144A          | HYUNDAI CAPITAL AMERICA                                                         | CUSIP: 44891ADP9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    210000 | PA      | $211905.17    | 0.09%             | 2027-03-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA 144A          | HYUNDAI CAPITAL AMERICA                                                         | CUSIP: 44891AED5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    155000 | PA      | $155834.76    | 0.07%             | 2029-01-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA 144A          | HYUNDAI CAPITAL AMERICA                                                         | CUSIP: 44891ACG0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200908.65    | 0.09%             | 2026-06-26      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA 144A          | HYUNDAI CAPITAL AMERICA                                                         | CUSIP: 44891ADU8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303421.04    | 0.13%             | 2027-06-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                   | ICE_CDX IG CDSI S45 5Y 12/20/2030 BARC                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |         1 | NC      | $197274.93    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | ICE_ORACLE CORP CDS 12/20/2030 MSLN                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |         1 | NC      | $-16972.49    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC              | ICON INVESTMENTS SIX DAC                                                        | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    450000 | PA      | $454151.94    | 0.20%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC 144A          | IMPERIAL BRANDS FINANCE PLC                                                     | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $202044.34    | 0.09%             | 2028-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                          | ING GROEP NV                                                                    | CUSIP: 456837BQ5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $203291.99    | 0.09%             | 2029-03-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                             | IQVIA INC                                                                       | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1171961.14   | 0.52%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JPMCC 2016-NINE A 144A                | J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2016-NINE                | CUSIP: 46646GAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    405000 | PA      | $401760.93    | 0.18%             | 2038-09-06      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| JPMCC 2016-NINE B 144A                | J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2016-NINE                | CUSIP: 46646GAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $197967.00    | 0.09%             | 2038-09-06      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| JACK 2022-1A A2I 144A                 | JACK IN THE BOX FUNDING LLC                                                     | CUSIP: 466365AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    349600 | PA      | $340951.63    | 0.15%             | 2052-02-26      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL 144A         | JACKSON NATIONAL LIFE GLOBAL FUNDING                                            | CUSIP: 46849LUZ2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250388.59    | 0.11%             | 2026-04-10      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC 144A                | JAPAN TOBACCO INC                                                               | CUSIP: 471105AC0<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |    320000 | PA      | $326194.91    | 0.14%             | 2028-05-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JPMCC 2018-WPT BFL 144A               | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-WPT                   | CUSIP: 46645WAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     59000 | PA      | $51328.82     | 0.02%             | 2033-07-05      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| JPMMT 2019-INV2 A3 144A               | JP MORGAN MORTGAGE TRUST 2019-INV2                                              | CUSIP: 46651DAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     60826 | PA      | $56534.25     | 0.02%             | 2050-02-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMMT 2025-DSC2 A1B 144A              | JP MORGAN MORTGAGE TRUST 2025-DSC2                                              | CUSIP: 46659VAC2<br>LEI: 529900SXYOW2J5ABY729 | Long             | ABS-MBS          | CORP              | US        |     48056 | PA      | $48326.76     | 0.02%             | 2065-10-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| JPMMT 2025-HE3 A1 144A                | JP MORGAN MORTGAGE TRUST 2025-HE3                                               | CUSIP: 46660CAA5<br>LEI: 529900FDW9QWEZPAFE21 | Long             | ABS-MBS          | CORP              | US        |    113132 | PA      | $113492.78    | 0.05%             | 2056-03-20      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| JPMMT 2025-DSC1 A1 144A               | JP MORGAN MORTGAGE TRUST SERIES 2025-DSC1                                       | CUSIP: 46593TAA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    204377 | PA      | $206809.55    | 0.09%             | 2065-09-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| JPMMT 2025-NMQ3 A1 144A               | JP MORGAN MORTGAGE TRUST SERIES 2025-NQM3                                       | CUSIP: 46659QAC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    429492 | PA      | $433575.96    | 0.19%             | 2065-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                   | JPMORGAN CHASE & CO                                                             | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202477.75    | 0.09%             | 2028-07-22      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                   | JPMORGAN CHASE & CO                                                             | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95800.52     | 0.04%             | 2028-01-23      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| JSCB AGROBANK                         | JSCB AGROBANK                                                                   | CUSIP: YU0186277<br>LEI: 254900JPMU0LFCP18673 | Long             | DBT              | CORP              | UZ        |    310000 | PA      | $341413.07    | 0.15%             | 2029-10-02      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                  | KEURIG DR PEPPER INC                                                            | CUSIP: 49271VAT7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    600000 | PA      | $614971.04    | 0.27%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                  | KEURIG DR PEPPER INC                                                            | CUSIP: 49271VAZ3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150823.20    | 0.07%             | 2028-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                  | KEURIG DR PEPPER INC                                                            | CUSIP: 49271VAJ9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    300000 | PA      | $287164.26    | 0.13%             | 2030-05-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| KKR 18 A1R2 144A                      | KKR CLO 18 LTD                                                                  | CUSIP: 48251JAS2<br>LEI: 54930088PYF0FHKY5C94 | Long             | ABS-CBDO         | CORP              | KY        |    349546 | PA      | $350084.67    | 0.15%             | 2035-10-18      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| KKR 28A AR2 144A                      | KKR CLO 28 LTD                                                                  | CUSIP: 48253WAW2<br>LEI: 549300OP87QBZ6KR1406 | Long             | ABS-CBDO         | CORP              | KY        |    350000 | PA      | $350221.55    | 0.15%             | 2035-02-09      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| KKR 33A BR 144A                       | KKR CLO 33 LTD                                                                  | CUSIP: 48254QAH7<br>LEI: 2549006GI7K365G4ZT50 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250511.25    | 0.11%             | 2034-07-20      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| KKR 33A AR 144A                       | KKR CLO 33 LTD                                                                  | CUSIP: 48254QAF1<br>LEI: 2549006GI7K365G4ZT50 | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $400183.20    | 0.18%             | 2034-07-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| KKR 34A BR 144A                       | KKR CLO 34 LTD                                                                  | CUSIP: 48253UAL0<br>LEI: 254900DSRKUNUNRNUG13 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250421.75    | 0.11%             | 2034-07-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| KKR 40A AR 144A                       | KKR CLO 40 LTD                                                                  | CUSIP: 48254UAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    650000 | PA      | $651078.35    | 0.29%             | 2034-10-20      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| KLABIN FINANCE SA                     | KLABIN AUSTRIA GMBH                                                             | CUSIP: AP1223738<br>LEI: 984500578YEA8DD41B09 | Long             | DBT              | CORP              | AT        |    200000 | PA      | $202645.48    | 0.09%             | 2027-09-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| KRAKATAU POSCO PT                     | KRAKATAU POSCO PT                                                               | CUSIP: YX1814418<br>LEI: 98450003F1F2D08D9C16 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $203906.87    | 0.09%             | 2027-06-11      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| KT CORP 144A                          | KT CORP                                                                         | CUSIP: 48268KAH4<br>LEI: 9884005ACF8449EANY26 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $200804.93    | 0.09%             | 2028-02-02      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| KOREA TOBACCO & GINSENG               | KT&G CORP                                                                       | CUSIP: YQ9995073<br>LEI: 988400ZJV6ISYBLQX875 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $204120.44    | 0.09%             | 2028-05-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LCM 39A A1R2 144A                     | LCM 39 LTD/JERSEY                                                               | CUSIP: 50204NBA5<br>LEI: 549300EGR9FOWDWS1239 | Long             | ABS-CBDO         | CORP              | JE        |    615000 | PA      | $615000.00    | 0.27%             | 2034-10-15      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                            | LEIDOS INC                                                                      | CUSIP: 52532XAM7<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    195000 | PA      | $195439.58    | 0.09%             | 2029-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| LGENERGYSOLUTION                      | LG ENERGY SOLUTION LTD                                                          | CUSIP: YX5618112<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |    205000 | PA      | $208306.56    | 0.09%             | 2027-07-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC 144A             | LIFEPOINT HEALTH INC                                                            | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    220000 | PA      | $239038.99    | 0.11%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                      | LPL HOLDINGS INC                                                                | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    291000 | PA      | $295527.71    | 0.13%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC 144A                 | LPL HOLDINGS INC                                                                | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    490000 | PA      | $483360.57    | 0.21%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                      | LPL HOLDINGS INC                                                                | CUSIP: 50212YAN4<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96083.00     | 0.04%             | 2028-04-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                      | LPL HOLDINGS INC                                                                | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47727.34     | 0.02%             | 2028-11-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MA'ADEN SUKUK LTD 144A                | MA'ADEN SUKUK LTD                                                               | CUSIP: 55407NAA0<br>LEI: 254900QDNU6I6VA8UL14 | Long             | DBT              | NUSS              | KY        |    400000 | PA      | $411831.05    | 0.18%             | 2030-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC 144A                  | MADISON IAQ LLC                                                                 | CUSIP: 55760LAA5<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    220000 | PA      | $217237.05    | 0.10%             | 2028-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MDPK 2020-45A ARR 144A                | MADISON PARK FUNDING XLV LTD                                                    | CUSIP: 55820BAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500340.50    | 0.22%             | 2034-07-15      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| MDPK 2016-24A CR2 144A                | MADISON PARK FUNDING XXIV LTD                                                   | CUSIP: 55820NBA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249917.00    | 0.11%             | 2029-10-20      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| MANUF & TRADERS TRUST CO              | MANUFACTURERS & TRADERS TRUST CO                                                | CUSIP: 564760CC8<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252296.25    | 0.11%             | 2028-07-06      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| MP15 2019-1A A1R2 144A                | MARBLE POINT CLO XV LTD                                                         | CUSIP: 56606YAW5<br>LEI: 549300CO8XB55W8SS394 | Long             | ABS-CBDO         | CORP              | KY        |    170287 | PA      | $170261.23    | 0.08%             | 2032-07-23      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| MP21 2021-3A BR 144A                  | MARBLE POINT CLO XXI LTD                                                        | CUSIP: 56606KAS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $498435.50    | 0.22%             | 2034-10-17      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                | MARRIOTT INTERNATIONAL INC/MD                                                   | CUSIP: 571903BL6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21513.53     | 0.01%             | 2029-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                | MARVELL TECHNOLOGY INC                                                          | CUSIP: 573874AR5<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61172.17     | 0.03%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                            | MATTEL INC                                                                      | CUSIP: 577081BG6<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    800000 | PA      | $811849.66    | 0.36%             | 2030-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP TL 1L BANKDEBT            | MCAFEE CORP                                                                     | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |    504383 | PA      | $437552.14    | 0.19%             | 2029-03-01      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| MED 2024-MOB A 144A                   | MED COMMERCIAL MORTGAGE TRUST 2024-MOB                                          | CUSIP: 55287BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99553.77     | 0.04%             | 2041-05-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| MEDCO BELL PTE LTD                    | MEDCO BELL PTE LTD                                                              | CUSIP: ZP5617490<br>LEI: 2549003PNDCWIWGKC768 | Long             | DBT              | CORP              | SG        |    200000 | PA      | $200186.08    | 0.09%             | 2027-01-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP 144A              | MEDLINE BORROWER LP                                                             | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1573607.20   | 0.69%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EQUATE PETROCHEMICAL BV               | MEGLOBAL BV                                                                     | CUSIP: BP2041641<br>LEI: 549300WBVLU2FILR7W19 | Long             | DBT              | CORP              | NL        |    600000 | PA      | $578114.16    | 0.26%             | 2028-04-28      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                 | MELCO RESORTS FINANCE LTD                                                       | CUSIP: AZ5835659<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    410000 | PA      | $410232.05    | 0.18%             | 2027-07-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BETTCHER TL 1L BANKDEBT               | MERLIN BUYER INC                                                                | CUSIP: 59010LAB3<br>LEI: 2549008CJ699WXZAWW31 | Long             | LON              | CORP              | US        |     64832 | PA      | $65135.67     | 0.03%             | 2028-12-14      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| MET TOWER GLOBAL FUNDING 144A         | MET TOWER GLOBAL FUNDING                                                        | CUSIP: 58989V2M5<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |    305000 | PA      | $305399.56    | 0.13%             | 2029-01-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MFRA 2021-INV1 A1 144A                | MFA 2021-INV1 TRUST                                                             | CUSIP: 552747AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     17703 | PA      | $17234.48     | 0.01%             | 2056-01-25      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| MIDCAP FINANCIAL 144A                 | MIDCAP FINANCIAL ISSUER TRUST                                                   | CUSIP: 59567LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $198851.07    | 0.09%             | 2028-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MMAF 2020-A A3 144A                   | MMAF EQUIPMENT FINANCE LLC 2020-A                                               | CUSIP: 60700MAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     18154 | PA      | $18064.07     | 0.01%             | 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      | $147621.02    | 0.07%             | 2029-04-12      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                        | MORGAN STANLEY                                                                  | CUSIP: 61748UAR3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    360000 | PA      | $361151.88    | 0.16%             | 2030-01-09      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| MSBAM 2025-C35 A1                     | MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2025-C35                     | CUSIP: 61779CAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    233653 | PA      | $236054.49    | 0.10%             | 2058-08-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| MSRM 2025-DSC2 A1 144A                | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-DSC2                        | CUSIP: 61778XAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     95346 | PA      | $96464.43     | 0.04%             | 2070-07-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| MPLX LP                               | MPLX LP                                                                         | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    460000 | PA      | $469602.74    | 0.21%             | 2031-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL               | MPT OPERATING PARTNERSHIP LP / MPT FINANCE CORP                                 | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $211145.48    | 0.09%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| MSCI INC 144A                         | MSCI INC                                                                        | CUSIP: 55354GAH3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    450000 | PA      | $441701.54    | 0.19%             | 2029-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MSCI INC 144A                         | MSCI INC                                                                        | CUSIP: 55354GAL4<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    750000 | PA      | $718506.56    | 0.32%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MVWOT 2021-1WA C 144A                 | MVW 2021-1W LLC                                                                 | CUSIP: 55389TAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     18766 | PA      | $18254.12     | 0.01%             | 2041-01-22      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| MVWOT 2021-2A C 144A                  | MVW 2021-2 LLC                                                                  | CUSIP: 55400KAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50294 | PA      | $48108.05     | 0.02%             | 2039-05-20      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| MVWOT 2023-1A C 144A                  | MVW 2023-1 LLC                                                                  | CUSIP: 62848PAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     70980 | PA      | $73116.84     | 0.03%             | 2040-10-20      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| MVWOT 2024-1A A 144A                  | MVW 2024-1 LLC                                                                  | CUSIP: 62847RAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    138636 | PA      | $141985.98    | 0.06%             | 2043-02-20      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                          | NAVIENT CORP                                                                    | CUSIP: 63938CAP3<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    230000 | PA      | $244078.01    | 0.11%             | 2031-03-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| NAVIENT CORP                          | NAVIENT CORP                                                                    | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     85000 | PA      | $83588.77     | 0.04%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NAVSL 2020-A A2A 144A                 | NAVIENT PRIVATE EDUCATION LOAN TRUST 2020-A                                     | CUSIP: 63941FAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     30532 | PA      | $29701.81     | 0.01%             | 2068-11-15      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| NAVSL 2019-A A2A 144A                 | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-A                                | CUSIP: 63941BAB1<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |      4872 | PA      | $4863.64      | 0.00%             | 2043-01-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| NAVSL 2019-CA A2 144A                 | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-C                                | CUSIP: 63940YAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     87467 | PA      | $86662.83     | 0.04%             | 2068-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| NAVSL 2019-D A2A 144A                 | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-D                                | CUSIP: 63941CAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     99631 | PA      | $97592.21     | 0.04%             | 2059-12-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| NAVSL 2019-GA A 144A                  | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-G                                | CUSIP: 63941JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     24456 | PA      | $23907.71     | 0.01%             | 2068-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| NAVSL 2020-DA A 144A                  | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-D                                | CUSIP: 63941HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     46409 | PA      | $44520.33     | 0.02%             | 2069-05-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| NAVRL 2026-A A 144A                   | NAVIENT REFINANCE LOAN TRUST 2026-A                                             | CUSIP: 63943HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100389.36    | 0.04%             | 2056-01-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NAVMT 2024-1 B 144A                   | NAVISTAR FINANCIAL DEALER NOTE MASTER OWNER TRUST                               | CUSIP: 63938PBX6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     20000 | PA      | $20043.09     | 0.01%             | 2029-04-25      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| NAVMT 2024-1 C 144A                   | NAVISTAR FINANCIAL DEALER NOTE MASTER OWNER TRUST                               | CUSIP: 63938PBY4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     35000 | PA      | $35079.93     | 0.02%             | 2029-04-25      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| NAVMT 2025-1 C 144A                   | NAVISTAR FINANCIAL DEALER NOTE MASTER OWNER TRUST II 2025-1                     | CUSIP: 63938PCB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     30000 | PA      | $30075.48     | 0.01%             | 2030-09-25      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| NAVMT 2025-1 B 144A                   | NAVISTAR FINANCIAL DEALER NOTE MASTER OWNER TRUST II 2025-1                     | CUSIP: 63938PCA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     55000 | PA      | $55125.92     | 0.02%             | 2030-09-25      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC 144A             | NEPTUNE BIDCO US INC                                                            | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    470000 | PA      | $471425.55    | 0.21%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| NEUB 2021-43A AR 144A                 | NEUBERGER BERMAN LOAN ADVISERS CLO 43 LTD                                       | CUSIP: 64134AAJ1<br>LEI: 549300N83MM16HCONB28 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249700.75    | 0.11%             | 2036-07-17      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| NRZT 2021-NQ1R A3 144A                | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021-NQM1R                                  | CUSIP: 64828BAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     32269 | PA      | $29831.19     | 0.01%             | 2055-07-25      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| NRZT 2023-NQM1 A1A 144A               | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2023-NQM1                                   | CUSIP: 64831HAM5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    280996 | PA      | $283891.95    | 0.13%             | 2063-10-25      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| NRZT 2025-NQM4 A2 144A                | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM4                                   | CUSIP: 64832FAD8<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |    441314 | PA      | $446390.00    | 0.20%             | 2065-07-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| NRZT 2025-NQM7 A2 144A                | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM7                                   | CUSIP: 64831YAF3<br>LEI: 2138008C4H1F2CU67V53 | Long             | ABS-MBS          | CORP              | US        |    411194 | PA      | $412823.87    | 0.18%             | 2065-10-26      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC 144A                | NEWELL BRANDS INC                                                               | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    371000 | PA      | $390481.52    | 0.17%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                | NEXTERA ENERGY CAPITAL HOLDINGS INC                                             | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75856.01     | 0.03%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| NGL ENERGY PARTNERS LP 144A           | NGL ENERGY OPERATING LLC / NGL ENERGY FINANCE CORP                              | CUSIP: 62922LAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    345000 | PA      | $357699.32    | 0.16%             | 2029-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER 144A             | NIAGARA MOHAWK POWER CORP                                                       | CUSIP: 653522DT6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    160000 | PA      | $162571.24    | 0.07%             | 2030-10-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NMEF 2024-A A2 144A                   | NMEF FUNDING 2024-A LLC                                                         | CUSIP: 62919UAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     99400 | PA      | $100018.84    | 0.04%             | 2031-12-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NMEF 2025-A A2 144A                   | NMEF FUNDING 2025-A LLC                                                         | CUSIP: 62919VAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    169905 | PA      | $170620.83    | 0.08%             | 2032-07-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| NMEF 2026-A C 144A                    | NMEF FUNDING 2026-A LLC                                                         | CUSIP: 62919FAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100670.29    | 0.04%             | 2034-02-15      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| NMEF 2026-A A3 144A                   | NMEF FUNDING 2026-A LLC                                                         | CUSIP: 62919FAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100344.68    | 0.04%             | 2034-02-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NMEF 2026-A B 144A                    | NMEF FUNDING 2026-A LLC                                                         | CUSIP: 62919FAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100438.87    | 0.04%             | 2034-02-15      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| WOODS 2018-14BA AR 144A               | NORTHWOODS CAPITAL XIV-B LTD                                                    | CUSIP: 66860CAL7<br>LEI: 549300QQDSTCZ860F679 | Long             | ABS-CBDO         | CORP              | KY        |    128526 | PA      | $128810.73    | 0.06%             | 2031-11-13      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| NRZT 2025-NQM6 A1 144A                | NRZT 2025-NQM6                                                                  | CUSIP: 64832KAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    574529 | PA      | $578641.52    | 0.26%             | 2065-10-25      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP 144A                 | NTT FINANCE CORP                                                                | CUSIP: 62954WAQ8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $202947.66    | 0.09%             | 2028-07-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                           | NUTRIEN LTD                                                                     | CUSIP: 67077MBA5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $50894.28     | 0.02%             | 2028-03-27      | Fixed         | 4.90%                 | 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      | $310394.02    | 0.14%             | 2028-12-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                | NXP BV / NXP FUNDING LLC / NXP USA INC                                          | CUSIP: 62954HBF4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     75000 | PA      | $75469.56     | 0.03%             | 2028-08-19      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NYC 2025-28L C 144A                   | NYC COMMERCIAL MORTGAGE TRUST 2025-28L                                          | CUSIP: 67123JAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    245000 | PA      | $248028.47    | 0.11%             | 2038-11-05      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| NYMT 2026-INV1 A2 144A                | NYMT LOAN TRUST 2026-INV1                                                       | CUSIP: 62957GAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    997961 | PA      | $997678.24    | 0.44%             | 2061-02-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| OBX 2019-EXP3 2A1 144A                | OBX 2019-EXP3 TRUST                                                             | CUSIP: 67113ABB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12067 | PA      | $12060.26     | 0.01%             | 2059-10-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| OBX 2019-EXP3 1A9 144A                | OBX 2019-EXP3 TRUST                                                             | CUSIP: 67113AAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     80735 | PA      | $77080.61     | 0.03%             | 2059-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| OBX 2019-INV2 A25 144A                | OBX 2019-INV2 TRUST                                                             | CUSIP: 67112VBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     31732 | PA      | $30338.97     | 0.01%             | 2049-05-27      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| OBX 2020-EXP1 2A1B 144A               | OBX 2020-EXP1 TRUST                                                             | CUSIP: 67448TBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     42229 | PA      | $41615.70     | 0.02%             | 2060-02-25      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| OBX 2021-NQM1 A3 144A                 | OBX 2021-NQM1 TRUST                                                             | CUSIP: 67114BAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    266044 | PA      | $240436.89    | 0.11%             | 2066-02-25      | Variable      | 1.33%                 | No            |                  2 | On Loan: No      |
| OBX 2023-NQM10 A1 144A                | OBX 2023-NQM10 TRUST                                                            | CUSIP: 67449CAA9<br>LEI: 254900O44XNRXAW7W466 | Long             | ABS-MBS          | CORP              | US        |    253370 | PA      | $255741.08    | 0.11%             | 2063-10-25      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR              | OCCIDENTAL PETROLEUM CORP                                                       | CUSIP: 674599CR4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149029.03    | 0.07%             | 2026-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| OCT39 2018-3A AR 144A                 | OCTAGON INVESTMENT PARTNERS 39 LTD                                              | CUSIP: 67592CAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      6652 | PA      | $6650.47      | 0.00%             | 2030-10-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| OCT21 2014-1A A2R4 144A               | OCTAGON INVESTMENT PARTNERS XXI LTD                                             | CUSIP: 67590QCA3<br>LEI: 549300XIS9D4AHDX5A35 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250242.50    | 0.11%             | 2031-02-14      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| OCTL 2022-2A C 144A                   | OCTANE RECEIVABLES TRUST 2022-2                                                 | CUSIP: 67578XAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $200996.64    | 0.09%             | 2028-07-20      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| OCTL 2023-3A B 144A                   | OCTANE RECEIVABLES TRUST 2023-3                                                 | CUSIP: 67571CAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $151609.85    | 0.07%             | 2029-07-20      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| OCTL 2024-1A A2 144A                  | OCTANE RECEIVABLES TRUST 2024-1                                                 | CUSIP: 67571FAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     29879 | PA      | $30078.36     | 0.01%             | 2030-05-20      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| OCTL 2024-3A C 144A                   | OCTANE RECEIVABLES TRUST 2024-3                                                 | CUSIP: 67571GAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $102346.52    | 0.05%             | 2031-10-20      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| OCTL 2025-RVM1 C 144A                 | OCTANE RECEIVABLES TRUST 2025-RVM1                                              | CUSIP: 67571HAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $305595.90    | 0.13%             | 2046-12-20      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| ODEON FINCO PLC 144A                  | ODEON FINCO PLC                                                                 | CUSIP: 67585LAA3<br>LEI: 9845003ECF9901CC5382 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $203186.34    | 0.09%             | 2027-11-01      | Fixed         | 12.75%                | No            |                  2 | On Loan: —       |
| ONEMAIN FINANCE CORP                  | ONEMAIN FINANCE CORP                                                            | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     85000 | PA      | $83977.13     | 0.04%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                             | ONEOK INC                                                                       | CUSIP: 682680CL5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     66000 | PA      | $66047.62     | 0.03%             | 2026-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ONEOK INC 144A                        | ONEOK INC                                                                       | CUSIP: 682680CM3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    139000 | PA      | $141982.36    | 0.06%             | 2028-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                             | ONEOK INC                                                                       | CUSIP: 682680CB7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    115000 | PA      | $115532.22    | 0.05%             | 2027-09-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                             | ONEOK INC                                                                       | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60528.83     | 0.03%             | 2026-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                           | ORACLE CORP                                                                     | CUSIP: 68389XDW2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500753.09    | 0.22%             | 2029-02-04      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                           | ORACLE CORP                                                                     | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    185000 | PA      | $181328.73    | 0.08%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ORANGE SA 144A                        | ORANGE SA                                                                       | CUSIP: 685218AD1<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $200323.64    | 0.09%             | 2031-01-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ORGANON FINANCE 1 LLC 144A            | ORGANON & CO / ORGANON FOREIGN DEBT CO-ISSUER BV                                | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330000 | PA      | $323795.57    | 0.14%             | 2028-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| OTP BANK NYRT                         | OTP BANK NYRT                                                                   | CUSIP: ZK6544124<br>LEI: 529900W3MOO00A18X956 | Long             | DBT              | CORP              | HU        |    200000 | PA      | $201763.94    | 0.09%             | 2027-05-25      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC 4/2 CP                    | OVINTIV INC DISC C 0.0 20MAR26 144A                                             | CUSIP: 69047KCL7<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    550000 | PA      | $548661.14    | 0.24%             | 2026-03-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC 4/2 CP                    | OVINTIV INC DISC COML 0.00 25MAR26                                              | CUSIP: 69047KCR4<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $996983.30    | 0.44%             | 2026-03-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC 4/2 CP                    | OVINTIV INC DISC COML P 0.0 19MAR26                                             | CUSIP: 69047KCK9<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    550000 | PA      | $548726.48    | 0.24%             | 2026-03-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                         | OWENS CORNING                                                                   | CUSIP: 690742AN1<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50917.86     | 0.02%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OZLMF 2012-2A AR4 144A                | OZLM FUNDING II LTD                                                             | CUSIP: 67108BCG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250183.00    | 0.11%             | 2037-07-30      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                | PACIFIC GAS AND ELECTRIC CO                                                     | CUSIP: 694308KW6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152756.39    | 0.07%             | 2028-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                | PACIFIC GAS AND ELECTRIC CO                                                     | CUSIP: 694308JK4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248318.59    | 0.11%             | 2028-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| PACIFIC GAS & ELECTRIC                | PACIFIC GAS AND ELECTRIC CO                                                     | CUSIP: 694308KF3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30480.77     | 0.01%             | 2027-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                | PACIFIC GAS AND ELECTRIC CO                                                     | CUSIP: 694308HS9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59543.54     | 0.03%             | 2027-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                            | PACIFICORP                                                                      | CUSIP: 695114DB1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30853.20     | 0.01%             | 2029-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PSTAT 2022-4A BR 144A                 | PALMER SQUARE LOAN FUNDING 2022-4 LTD                                           | CUSIP: 69702YAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250163.75    | 0.11%             | 2031-07-24      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| PSTAT 2024-3A BR 144A                 | PALMER SQUARE LOAN FUNDING 2024-3 LTD                                           | CUSIP: 69690EAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249217.75    | 0.11%             | 2032-08-08      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| PEAC 2025-1A A3 144A                  | PEAC SOLUTIONS RECEIVABLES 2025-1 LLC                                           | CUSIP: 69392HAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $102142.22    | 0.05%             | 2032-07-20      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| PEAC 2026-1A B 144A                   | PEAC SOLUTIONS RECEIVABLES 2026-1 LLC                                           | CUSIP: 704583AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    105000 | PA      | $106142.77    | 0.05%             | 2033-07-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| P11 2025-P11 A 144A                   | PENN COMMERCIAL MORTGAGE TRUST 2025-P11                                         | CUSIP: 69382VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    310000 | PA      | $321885.77    | 0.14%             | 2042-08-10      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL 144A         | PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP                                   | CUSIP: 709599BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $105240.94    | 0.05%             | 2026-05-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL 144A         | PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP                                   | CUSIP: 709599BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $40399.49     | 0.02%             | 2027-01-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE              | PLAINS ALL AMERICAN PIPELINE LP / PAA FINANCE CORP                              | CUSIP: 72650RBR2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $192928.73    | 0.09%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| POST 2022-1A BR 144A                  | POST CLO 2022-1 LTD                                                             | CUSIP: 73742YAL9<br>LEI: 5493007CUC7FI0ONIF25 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249217.75    | 0.11%             | 2035-04-20      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| PREF 2024-1A C 144A                   | POST ROAD EQUIPMENT FINANCE 2024-1 LLC                                          | CUSIP: 737473AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101255.51    | 0.04%             | 2030-10-15      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II 144A         | PRINCIPAL LIFE GLOBAL FUNDING II                                                | CUSIP: 74256LFA2<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55521.19     | 0.02%             | 2027-08-19      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PROAMPAC TL B 1L BANKDEBT             | PROAMPAC PG BORROWER LLC                                                        | CUSIP: 74274NAL7<br>LEI: 549300ZI6LTXYFEY1578 | Long             | LON              | CORP              | US        |    269201 | PA      | $265163.07    | 0.12%             | 2028-09-15      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| PROG 2021-SFR3 E1 144A                | PROGRESS RESIDENTIAL 2021-SFR3                                                  | CUSIP: 74333VAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $248647.60    | 0.11%             | 2026-05-17      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| PROG 2021-SFR3 E2 144A                | PROGRESS RESIDENTIAL 2021-SFR3                                                  | CUSIP: 74333VAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99453.08     | 0.04%             | 2026-05-17      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| PROG 2021-SFR3 F 144A                 | PROGRESS RESIDENTIAL 2021-SFR3                                                  | CUSIP: 74333VAN4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    385000 | PA      | $383235.47    | 0.17%             | 2026-05-17      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| PROG 2021-SFR8 C 144A                 | PROGRESS RESIDENTIAL 2021-SFR8 TRUST                                            | CUSIP: 74333TAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $197029.68    | 0.09%             | 2038-10-17      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| PROG 2021-SFR6 E1 144A                | PROGRESS RESIDENTIAL TRUST                                                      | CUSIP: 74333HAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $198260.82    | 0.09%             | 2038-07-17      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                             | PROSUS NV                                                                       | CUSIP: BT4309394<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $198351.77    | 0.09%             | 2027-01-19      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| PRPM 2023-NQM2 A1 144A                | PRPM 2023-NQM2 TRUST                                                            | CUSIP: 74390KAK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    215452 | PA      | $216340.77    | 0.10%             | 2068-08-25      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| RAD 2023-21A A1R 144A                 | RAD CLO 21 LTD                                                                  | CUSIP: 750099AJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $499858.00    | 0.22%             | 2037-01-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| RCKT 2024-CES8 A1A 144A               | RCKT MORTGAGE TRUST 2024-CES8                                                   | CUSIP: 749421AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     74266 | PA      | $74913.85     | 0.03%             | 2044-11-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| RCKT 2025-CES3 A1A 144A               | RCKT MORTGAGE TRUST 2025-CES3                                                   | CUSIP: 749420AA3<br>LEI: 254900HS4CN69R7ARQ97 | Long             | ABS-MBS          | CORP              | US        |    161963 | PA      | $163875.27    | 0.07%             | 2055-03-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                    | REGAL REXNORD CORP                                                              | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    360000 | PA      | $373296.12    | 0.16%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING 144A               | RGA GLOBAL FUNDING                                                              | CUSIP: 76209PAK9<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    375000 | PA      | $377681.75    | 0.17%             | 2030-11-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING 144A               | RGA GLOBAL FUNDING                                                              | CUSIP: 76209PAH6<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    320000 | PA      | $321889.24    | 0.14%             | 2028-08-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN              | ROGERS COMMUNICATIONS INC                                                       | CUSIP: 775109DE8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    900000 | PA      | $920175.76    | 0.41%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RMRK 2018-2A A2R 144A                 | ROMARK CLO II LTD                                                               | CUSIP: 77587EAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250235.75    | 0.11%             | 2031-07-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| RTX CORP                              | RTX CORP                                                                        | CUSIP: 75513EBZ3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    119000 | PA      | $127150.39    | 0.06%             | 2028-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                    | RTX CORP                                                                        | CUSIP: 913017AT6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     86000 | PA      | $91295.10     | 0.04%             | 2028-08-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| SDCP 2021-1 A2 144A                   | SABEY DATA CENTER ISSUER LLC                                                    | CUSIP: 78520EAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $98984.27     | 0.04%             | 2046-06-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GLOBAL 144A         | SAMMONS FINANCIAL GROUP GLOBAL FUNDING                                          | CUSIP: 79587J2B8<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55923.68     | 0.02%             | 2028-01-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SBCLN 2023-B E 144A                   | SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2023-B                           | CUSIP: 80290CCE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    137651 | PA      | $140812.10    | 0.06%             | 2033-12-15      | Fixed         | 8.41%                 | No            |                  2 | On Loan: No      |
| SBCLN 2023-B D 144A                   | SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2023-B                           | CUSIP: 80290CCD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    111009 | PA      | $112854.39    | 0.05%             | 2033-12-15      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| SBCLN 2024-A C 144A                   | SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2024-A                           | CUSIP: 80290CCK8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    148223 | PA      | $150187.57    | 0.07%             | 2032-06-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| SBCLN 2025-A C 144A                   | SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2025-A                           | CUSIP: 80290CCS1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $251587.15    | 0.11%             | 2034-01-16      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| SCART 2021-CA C 144A                  | SANTANDER CONSUMER AUTO RECEIVABLES TRUST 2021-C                                | CUSIP: 80281HAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4751 | PA      | $4746.19      | 0.00%             | 2028-06-15      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| SDART 2025-4 B                        | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-4                                   | CUSIP: 802923AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    105000 | PA      | $105878.45    | 0.05%             | 2032-01-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                | SANTANDER HOLDINGS USA INC                                                      | CUSIP: 80282KBK1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20085.36     | 0.01%             | 2027-05-31      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                | SANTANDER HOLDINGS USA INC                                                      | CUSIP: 80282KBN5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    235000 | PA      | $240178.63    | 0.11%             | 2029-03-20      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| SAN 2025-CES1 A1A 144A                | SANTANDER MORTGAGE ASSET RECEIVABLE TRUST 2025-CES1                             | CUSIP: 802650AB7<br>LEI: 254900WEZWXJLYHMU869 | Long             | ABS-MBS          | CORP              | US        |    205603 | PA      | $207116.96    | 0.09%             | 2055-09-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| SAN 2025-NQM6 A1 144A                 | SANTANDER MORTGAGE ASSET RECEIVABLE TRUST 2025-NQM6                             | CUSIP: 80265DAA1<br>LEI: 2549003RXF6LNJ2GP990 | Long             | ABS-MBS          | CORP              | US        |    216358 | PA      | $217489.32    | 0.10%             | 2065-11-25      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS              | SANTANDER UK GROUP HOLDINGS PLC                                                 | CUSIP: 80281LAX3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $200656.43    | 0.09%             | 2029-09-22      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC               | SASOL FINANCING USA LLC                                                         | CUSIP: 80386WAC9<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    260000 | PA      | $258420.03    | 0.11%             | 2026-09-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SAUDI 144A                            | SAUDI GOVERNMENT INTERNATIONAL BOND                                             | CUSIP: 80413TBP3<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    600000 | PA      | $600825.48    | 0.27%             | 2029-01-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST 144A                  | SBA TOWER TRUST                                                                 | CUSIP: 78403DBD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $253543.78    | 0.11%             | 2029-10-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST 144A                  | SBA TOWER TRUST                                                                 | CUSIP: 78403DAR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $72458.99     | 0.03%             | 2028-01-15      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST 144A                  | SBA TOWER TRUST                                                                 | CUSIP: 78403DAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $245727.23    | 0.11%             | 2026-11-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST 144A                  | SBA TOWER TRUST                                                                 | CUSIP: 78403DAZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $117387.64    | 0.05%             | 2028-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| SCFET 2023-1A A3 144A                 | SCF EQUIPMENT LEASING 2023-1 LLC                                                | CUSIP: 784024AC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     81317 | PA      | $81916.92     | 0.04%             | 2032-05-20      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| SCFET 2025-1A A2 144A                 | SCF EQUIPMENT LEASING 2025-1 LLC                                                | CUSIP: 78437DAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     71465 | PA      | $71673.25     | 0.03%             | 2030-07-22      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW II INC 144A            | SCRIPPS ESCROW II INC                                                           | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    340000 | PA      | $319838.78    | 0.14%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| SDR 2024-DSNY B 144A                  | SDR COMMERCIAL MORTGAGE TRUST 2024-DSNY                                         | CUSIP: 811304AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100000.87    | 0.04%             | 2039-05-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| SEB4P 2021-1A A2 144A                 | SEB FUNDING LLC                                                                 | CUSIP: 78433DAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    179550 | PA      | $179549.08    | 0.08%             | 2052-01-30      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| SEB4P 2024-1A A2 144A                 | SEB FUNDING LLC                                                                 | CUSIP: 78433DAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     85000 | PA      | $87387.72     | 0.04%             | 2054-04-30      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| SSTRT 2026-A C 144A                   | SECURITIZED TERM AUTO RECEIVABLES TRUST                                         | CUSIP: 81378WAG8<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | CA        |     56650 | PA      | $56904.48     | 0.03%             | 2033-03-25      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| SSTRT 2025-A B 144A                   | SECURITIZED TERM AUTO RECEIVABLES TRUST                                         | CUSIP: 81378RAB0<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | CA        |     28506 | PA      | $28808.52     | 0.01%             | 2031-07-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| SSTRT 2026-A B 144A                   | SECURITIZED TERM AUTO RECEIVABLES TRUST                                         | CUSIP: 81378WAF0<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | CA        |    151067 | PA      | $151747.70    | 0.07%             | 2033-03-25      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| SSTRT 2025-B C 144A                   | SECURITIZED TERM AUTO RECEIVABLES TRUST 2025-B                                  | CUSIP: 81378WAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |      7051 | PA      | $7138.36      | 0.00%             | 2032-12-29      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SSTRT 2025-B B 144A                   | SECURITIZED TERM AUTO RECEIVABLES TRUST 2025-B                                  | CUSIP: 81378WAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |    130437 | PA      | $131898.39    | 0.06%             | 2032-12-29      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST              | SERVICE PROPERTIES TRUST                                                        | CUSIP: 81761LAB8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    165000 | PA      | $165547.81    | 0.07%             | 2027-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST 144A         | SERVICE PROPERTIES TRUST                                                        | CUSIP: 81761LAF9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     70000 | PA      | $63876.56     | 0.03%             | 2027-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SERV 2020-1 A2I 144A                  | SERVICEMASTER FUNDING LLC                                                       | CUSIP: 81761TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    234490 | PA      | $224435.09    | 0.10%             | 2051-01-30      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| SHRIRAM FINANCE LTD                   | SHRIRAM FINANCE LTD                                                             | CUSIP: ZF3604971<br>LEI: 335800TM2YO24B76XL26 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $204299.35    | 0.09%             | 2027-04-22      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SRFC 2025-2A B 144A                   | SIERRA TIMESHARE 2025-2 RECEIVABLES FUNDING LLC                                 | CUSIP: 82653HAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     68454 | PA      | $69293.09     | 0.03%             | 2044-04-20      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| SRFC 2025-3A B 144A                   | SIERRA TIMESHARE 2025-3 RECEIVABLES FUNDING LLC                                 | CUSIP: 82650FAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    148682 | PA      | $149713.54    | 0.07%             | 2044-08-22      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS/CANADA WON                  | SIX FLAGS ENTERTAINMENT CORP / CANADA'S WONDERLAND CO / MAGNUM MANAGEMENT CORP  | CUSIP: 150190AK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $205132.61    | 0.09%             | 2028-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SMB 2017-B B 144A                     | SMB PRIVATE EDUCATION LOAN TRUST 2017-B                                         | CUSIP: 83189DAD2<br>LEI: 549300NWENTZ8X7JUC78 | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $148420.89    | 0.07%             | 2041-12-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SMB 2020-A A2A 144A                   | SMB PRIVATE EDUCATION LOAN TRUST 2020-A                                         | CUSIP: 78449UAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    169054 | PA      | $164584.04    | 0.07%             | 2037-09-15      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| SMB 2021-A B 144A                     | SMB PRIVATE EDUCATION LOAN TRUST 2021-A                                         | CUSIP: 78448YAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     39118 | PA      | $38312.57     | 0.02%             | 2053-01-15      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| SMB 2021-A A2A1 144A                  | SMB PRIVATE EDUCATION LOAN TRUST 2021-A                                         | CUSIP: 78448YAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100215 | PA      | $99244.75     | 0.04%             | 2053-01-15      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| SMB 2025-A A1A 144A                   | SMB PRIVATE EDUCATION LOAN TRUST 2025-A                                         | CUSIP: 83207EAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     90216 | PA      | $92628.70     | 0.04%             | 2054-04-15      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE 144A                 | SOCIETE GENERALE SA                                                             | CUSIP: 83368RCC4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $205118.34    | 0.09%             | 2029-04-13      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE 144A                 | SOCIETE GENERALE SA                                                             | CUSIP: 83368RBV3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $303685.22    | 0.13%             | 2028-01-19      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE 144A                 | SOCIETE GENERALE SA                                                             | CUSIP: 83368RCH3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $204354.85    | 0.09%             | 2029-05-22      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| SONIC 2020-1A A2II 144A               | SONIC CAPITAL LLC                                                               | CUSIP: 83546DAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1143450 | PA      | $1118273.17   | 0.49%             | 2050-01-20      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| SNDPT 2019-1A BRR 144A                | SOUND POINT CLO XXII LTD                                                        | CUSIP: 83611KAY8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250246.50    | 0.11%             | 2032-01-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS              | SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC                                       | CUSIP: 83007CAB8<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80830.14     | 0.04%             | 2027-09-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                   | SOUTHERN CALIFORNIA EDISON CO                                                   | CUSIP: 842400JC8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    390000 | PA      | $401147.48    | 0.18%             | 2029-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF EDISON CO 4/2 144A CP  | SOUTHERN CALIFORNIA EDISON CO                                                   | CUSIP: 8424C1CT3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498397.40    | 0.22%             | 2026-03-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                 | SOUTHWEST AIRLINES CO                                                           | CUSIP: 844741BL1<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201465.23    | 0.09%             | 2028-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MIDAS OPCO HOLDINGS LLC 144A          | STAGWELL GLOBAL LLC                                                             | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |    300000 | PA      | $276109.55    | 0.12%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC 144A           | STANDARD CHARTERED PLC                                                          | CUSIP: 853254DB3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $203928.30    | 0.09%             | 2028-05-14      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC 144A           | STANDARD CHARTERED PLC                                                          | CUSIP: 853254CS7<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $259539.32    | 0.11%             | 2029-01-09      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| STAR 2020-INV1 A3 144A                | STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-INV                                    | CUSIP: 85573EAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8285 | PA      | $7991.13      | 0.00%             | 2055-11-25      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| STATE BANK INDIA/LONDON               | STATE BANK OF INDIA/LONDON                                                      | CUSIP: BN3609334<br>LEI: 5493001JZ37UBBZF6L49 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $198394.61    | 0.09%             | 2026-07-13      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FIN US INC 144A            | STELLANTIS FINANCE US INC                                                       | CUSIP: 85855CAM2<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203670.78    | 0.09%             | 2028-03-17      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| SFUEL 2025-BA B 144A                  | STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST 2025-B                   | CUSIP: 858933AE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     85000 | PA      | $85786.61     | 0.04%             | 2029-07-20      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| SFUEL 2025-CA B 144A                  | STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST 2025-C                   | CUSIP: 85855EAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     75000 | PA      | $75615.23     | 0.03%             | 2029-12-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SFUEL 2025-CA C 144A                  | STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST 2025-C                   | CUSIP: 85855EAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    270000 | PA      | $271539.81    | 0.12%             | 2030-08-20      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| STRAS 2025-1A B 144A                  | STRATUS FUNDING CLO 2025-1 LTD                                                  | CUSIP: 863163AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250119.25    | 0.11%             | 2033-07-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| STACR 2026-DNA1 M1 144A               | STRUCTURED AGENCY CREDIT RISK 2026-DNA1                                         | CUSIP: 35564UCR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    480000 | PA      | $480016.57    | 0.21%             | 2046-02-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| SYMP 2022-37A AR2 144A                | SYMPHONY CLO 37 LTD                                                             | CUSIP: 87169VBG9<br>LEI: 54930094HTRXFLXUBV36 | Long             | ABS-CBDO         | CORP              | JE        |    765000 | PA      | $764174.57    | 0.34%             | 2037-01-20      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| SYMP 2018-19A B 144A                  | SYMPHONY CLO XIX LTD                                                            | CUSIP: 87165YAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250466.50    | 0.11%             | 2031-04-16      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| SYMP 2020-23A AR2 144A                | SYMPHONY CLO XXIII LTD                                                          | CUSIP: 87167NDL6<br>LEI: 54930001DQI1CFLYVB48 | Long             | ABS-CBDO         | CORP              | KY        |    128903 | PA      | $128894.50    | 0.06%             | 2034-01-15      | Floating      | 4.57%                 | 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        |  10059040 | NS      | $10059040.15  | 4.44%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGA RESOURCES CORP                  | TARGA RESOURCES CORP                                                            | CUSIP: 87612GAR2<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    265000 | PA      | $266998.02    | 0.12%             | 2029-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TATA CAPITAL LTD                      | TATA CAPITAL LTD                                                                | CUSIP: YS5587979<br>LEI: 335800TXSHN87ZZ57925 | Long             | DBT              | CORP              | IN        |    400000 | PA      | $408868.36    | 0.18%             | 2028-07-21      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| TAV HAVALIMANLARI HOLDIN              | TAV HAVALIMANLARI HOLDING AS                                                    | CUSIP: ZG3812770<br>LEI: 789000PBM9TT5D88M597 | Long             | DBT              | CORP              | TR        |    400000 | PA      | $417566.16    | 0.18%             | 2028-12-07      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TENGIZCHEVROIL FIN CO IN              | TENGIZCHEVROIL FINANCE CO INTERNATIONAL LTD                                     | CUSIP: LW9712917<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |    325000 | PA      | $324329.77    | 0.14%             | 2026-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COX MEDIA TL B2 1L BANKDEBT           | TERRIER MEDIA BUYER INC                                                         | CUSIP: 88145LAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    334405 | PA      | $315511.48    | 0.14%             | 2029-06-18      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE               | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                                  | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    105000 | PA      | $104234.59    | 0.05%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| THAIOIL TRSRY CENTER                  | THAIOIL TREASURY CENTER CO LTD                                                  | CUSIP: 88323AAC6<br>LEI: 549300NH03B9E8VGJR89 | Long             | DBT              | CORP              | TH        |    420000 | PA      | $422764.56    | 0.19%             | 2028-11-20      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| THAYR 2017-1A BRR 144A                | THAYER PARK CLO LTD                                                             | CUSIP: 883310AY0<br>LEI: 5493000PRLDBEVKBE571 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250209.75    | 0.11%             | 2034-04-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| TPMT 2019-HY2 A1 144A                 | TOWD POINT MORTGAGE TRUST 2019-HY2                                              | CUSIP: 89177HAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     79659 | PA      | $81332.48     | 0.04%             | 2058-05-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| TPIC CLASS A SR TERM NOTES PP         | TPIC Rollup Sr Term Notes PP                                                    | CUSIP: 000000000<br>LEI: 98450079E44D2D1B6432 | Long             | DBT              | CORP              | US        |      9758 | PA      | $9758.45      | 0.00%             | 2026-12-10      | Fixed         | 45.69%                | Yes           |                  3 | On Loan: No      |
| TPIC SPV I LLC 2024-1 A1 PP           | TPIC SPV I LLC                                                                  | CUSIP: 872660AA3<br>LEI: 98450079E44D2D1B6432 | Long             | ABS-O            | CORP              | US        |    119492 | PA      | $106387.74    | 0.05%             | 2044-11-30      | Fixed         | 7.13%                 | Yes           |                  3 | On Loan: No      |
| TRANSOCEAN AQUILA LTD 144A            | TRANSOCEAN AQUILA LTD                                                           | CUSIP: 893790AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    307308 | PA      | $315096.11    | 0.14%             | 2028-09-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GRS - SECURITY LENDING COLLATERAL     | TREASURY RESERVE FUND - Collateral                                              | CUSIP: 000000000<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | STIV             | RF                | US        |   1137720 | NS      | $1137720.00   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| TCN 2024-SFR2 A 144A                  | TRICON RESIDENTIAL 2024-SFR2 TRUST                                              | CUSIP: 89616VAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     99684 | PA      | $100127.97    | 0.04%             | 2040-06-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TEKNI-PLEX TL B7 1L BANKDEBT          | TRIDENT TPI HOLDINGS INC                                                        | CUSIP: 00216EAL3<br>LEI: 549300TPLK304J3RNC85 | Long             | LON              | CORP              | US        |    494005 | PA      | $476201.10    | 0.21%             | 2028-09-15      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| TRNTS 2017-6A AR4 144A                | TRINITAS CLO VI LTD                                                             | CUSIP: 89640YBQ6<br>LEI: 549300IUAXGLQ814UD95 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250048.25    | 0.11%             | 2034-01-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| TRNTS 2017-7A A1R2 144A               | TRINITAS CLO VII LTD                                                            | CUSIP: 89641CAU5<br>LEI: 549300F3XEPDOX3FOP69 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249575.25    | 0.11%             | 2035-01-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                 | TRUIST FINANCIAL CORP                                                           | CUSIP: 89788MAN2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201008.08    | 0.09%             | 2027-06-08      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| TX 2024-HOU B 144A                    | TX TRUST 2024-HOU                                                               | CUSIP: 90216DAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100116.09    | 0.04%             | 2039-06-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| TYJ6P 110 PUT OPT 10YR FUT APR 26     | TYJ6P    110 PIT                                                                | CUSIP: 000000000<br>LEI: 254900HROIFWPRGM1V77 | N/A              | DIR              | CORP              | US        |        61 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                       | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CLX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1115000 | PA      | $1127935.74   | 0.50%             | 2027-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CQA2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4975000 | PA      | $4990935.55   | 2.20%             | 2029-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CPE5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3175000 | PA      | $3178720.70   | 1.40%             | 2027-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CPL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9020000 | PA      | $9014714.84   | 3.98%             | 2027-11-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3900000 | PA      | $3910359.38   | 1.73%             | 2027-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CNM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2870000 | PA      | $2901614.84   | 1.28%             | 2028-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23455000 | PA      | $23500810.55  | 10.37%            | 2028-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CPB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $4004375.00   | 1.77%             | 2027-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CMF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1425000 | PA      | $1446653.32   | 0.64%             | 2028-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS 144A         | UNIVISION COMMUNICATIONS INC                                                    | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    400000 | PA      | $379931.44    | 0.17%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TYM6 US 10YR NOTE (CBT)JUN26          | US 10YR NOTE (CBT)JUN26                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |       -28 | NC      | $-14039.76    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| UXYM6 US 10YR ULTRA FUT JUN26         | US 10YR ULTRA FUT JUN26                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |       -11 | NC      | $-6890.62     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TUM6 US 2YR NOTE (CBT) JUN26          | US 2YR NOTE (CBT) JUN26                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |       253 | NC      | $58937.74     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FVM6 US 5YR NOTE (CBT) JUN26          | US 5YR NOTE (CBT) JUN26                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |       -87 | NC      | $-28699.43    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP                            | US BANCORP                                                                      | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31112.93     | 0.01%             | 2030-01-23      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| WNM6 US ULTRA BOND CBT JUN26          | US ULTRA BOND CBT JUN26                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        -6 | NC      | $-6992.88     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL LNG INC 144A           | VENTURE GLOBAL LNG INC                                                          | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307851.75    | 0.14%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| VEON HOLDINGS BV                      | VEON MIDCO BV                                                                   | CUSIP: YX4775913<br>LEI: 213800GOFSH7EPKBRE50 | Long             | DBT              | CORP              | NL        |    600000 | PA      | $577331.50    | 0.25%             | 2027-11-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VERD 2023-1A A2 144A                  | VERDANT RECEIVABLES 2023-1 LLC                                                  | CUSIP: 92339GAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     42512 | PA      | $43215.01     | 0.02%             | 2031-01-13      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| VERD 2024-1A A2 144A                  | VERDANT RECEIVABLES 2024-1 LLC                                                  | CUSIP: 92339MAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    127119 | PA      | $129528.60    | 0.06%             | 2031-12-12      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| VZMT 2025-1 B                         | VERIZON MASTER TRUST                                                            | CUSIP: 92348KDT7<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |     45000 | PA      | $45800.92     | 0.02%             | 2031-01-21      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| VZMT 2024-6 B                         | VERIZON MASTER TRUST                                                            | CUSIP: 92348KDG5<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |    185000 | PA      | $186205.18    | 0.08%             | 2030-08-20      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| VZMT 2024-4 C                         | VERIZON MASTER TRUST SERIES 2024-4                                              | CUSIP: 92348KCX9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     30000 | PA      | $30142.88     | 0.01%             | 2029-06-20      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| VZMT 2024-4 B                         | VERIZON MASTER TRUST SERIES 2024-4                                              | CUSIP: 92348KCW1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     30000 | PA      | $30138.02     | 0.01%             | 2029-06-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| VERUS 2021-2 A3 144A                  | VERUS SECURITIZATION TRUST 2021-2                                               | CUSIP: 92538FAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     89990 | PA      | $83586.42     | 0.04%             | 2066-02-25      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| VERUS 2021-R1 A3 144A                 | VERUS SECURITIZATION TRUST 2021-R1                                              | CUSIP: 92538BAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    190438 | PA      | $185565.66    | 0.08%             | 2063-10-25      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| VERUS 2021-R1 A2 144A                 | VERUS SECURITIZATION TRUST 2021-R1                                              | CUSIP: 92538BAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    114580 | PA      | $111576.81    | 0.05%             | 2063-10-25      | Variable      | 1.06%                 | No            |                  2 | On Loan: No      |
| VERUS 2021-R2 A3 144A                 | VERUS SECURITIZATION TRUST 2021-R2                                              | CUSIP: 92538DAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     26649 | PA      | $25156.25     | 0.01%             | 2064-02-25      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| VERUS 2023-8 A2 144A                  | VERUS SECURITIZATION TRUST 2023-8                                               | CUSIP: 92540DAB1<br>LEI: 213800DTJD5UKJR53O34 | Long             | ABS-MBS          | CORP              | US        |     54294 | PA      | $54804.37     | 0.02%             | 2068-12-25      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| VERUS 2023-INV2 A3 144A               | VERUS SECURITIZATION TRUST 2023-INV2                                            | CUSIP: 92540BAC3<br>LEI: 213800D3C9UXVQ7TZF09 | Long             | ABS-MBS          | CORP              | US        |    210409 | PA      | $211294.14    | 0.09%             | 2068-08-25      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| VERUS 2025-3 A1 144A                  | VERUS SECURITIZATION TRUST 2025-3                                               | CUSIP: 924928AA2<br>LEI: 213800DYYV3EM7TSTN14 | Long             | ABS-MBS          | CORP              | US        |     91176 | PA      | $92270.45     | 0.04%             | 2070-05-25      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                           | VIATRIS INC                                                                     | CUSIP: 92556VAC0<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1033610.75   | 0.46%             | 2027-06-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC 144A         | VISTRA OPERATIONS CO LLC                                                        | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40340.55     | 0.02%             | 2026-12-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| VIVO ENERGY INVESTMENTS               | VIVO ENERGY INVESTMENTS BV                                                      | CUSIP: ZO5275573<br>LEI: 724500P3OXMB2IERLM56 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $199730.21    | 0.09%             | 2027-09-24      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA 144A         | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                         | CUSIP: 928668CB6<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    360000 | PA      | $377731.30    | 0.17%             | 2028-11-16      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA 144A         | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                         | CUSIP: 928668CG5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    325000 | PA      | $333842.28    | 0.15%             | 2029-03-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA 144A         | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                         | CUSIP: 928668CL4<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202089.81    | 0.09%             | 2027-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA 144A         | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                         | CUSIP: 928668CW0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201735.43    | 0.09%             | 2028-09-11      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA 144A         | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                         | CUSIP: 928668CA8<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202419.76    | 0.09%             | 2026-11-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WELF 2021-1A BR 144A                  | WELLFLEET CLO 2021-1 LTD                                                        | CUSIP: 94950CAQ9<br>LEI: 2549004R1NTM2HJCGO78 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250568.00    | 0.11%             | 2034-04-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                 | WELLS FARGO & CO                                                                | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120935.86    | 0.05%             | 2028-01-24      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                 | WELLS FARGO & CO                                                                | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    395000 | PA      | $402654.55    | 0.18%             | 2029-04-23      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| WFCM 2025-C65 A1                      | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2025-C65                                  | CUSIP: 95004WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    212883 | PA      | $213066.66    | 0.09%             | 2058-10-15      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| WESTERN UNION CO/THE                  | WESTERN UNION CO/THE                                                            | CUSIP: 959802AZ2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |    304000 | PA      | $303654.27    | 0.13%             | 2026-03-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| WFLF 2025-2A B 144A                   | WHEELS FLEET LEASE FUNDING 1 LLC                                                | CUSIP: 96328GCM7<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $303972.00    | 0.13%             | 2040-05-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WFLF 2025-3A A1 144A                  | WHEELS FLEET LEASE FUNDING 1 LLC                                                | CUSIP: 96328GCP0<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100412.75    | 0.04%             | 2040-09-18      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| WFLF 2024-1A A1 144A                  | WHEELS FLEET LEASE FUNDING 1 LLC                                                | CUSIP: 96328GBM8<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |     55515 | PA      | $56133.27     | 0.02%             | 2039-02-18      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| WFLF 2025-2A C 144A                   | WHEELS FLEET LEASE FUNDING 1 LLC                                                | CUSIP: 96328GCN5<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $304121.22    | 0.13%             | 2040-05-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WFLF 2025-3A C 144A                   | WHEELS FLEET LEASE FUNDING 1 LLC                                                | CUSIP: 96328GCS4<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $151264.10    | 0.07%             | 2040-09-18      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                | WILLIAMS COS INC/THE                                                            | CUSIP: 969457CR9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152628.35    | 0.07%             | 2030-06-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WEF 2025-1A C 144A                    | WINGSPIRE EQUIPMENT FINANCE 2025-1 LLC                                          | CUSIP: 97415CAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100703.06    | 0.04%             | 2033-09-20      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING 144A           | XPLR INFRASTRUCTURE OPERATING PARTNERS LP                                       | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    325000 | PA      | $336789.84    | 0.15%             | 2029-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ZAXBY 2021-1A A2 144A                 | ZAXBYS FUNDING LLC                                                              | CUSIP: 98920MAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    491825 | PA      | $471650.63    | 0.21%             | 2051-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-06

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

**Signature:** /s/ Alan Dupski

**Name of Signer:** Alan Dupski

**Title:** Treasurer & Vice President