# EDGAR Filing Document

**Accession Number:** 0000731890
**File Stem:** 0000731890-23-000018
**Filing Date:** 2023-1
**Character Count:** 131588
**Document Hash:** 03aac550cec249551f8355ccedd6820b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000731890-23-000018.hdr.sgml**: 20230127

**ACCESSION NUMBER**: 0000731890-23-000018

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230127

**DATE AS OF CHANGE**: 20230127

**PERIOD START**: 20230531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** T. Rowe Price Short-Term Bond Fund, Inc.
- **CENTRAL INDEX KEY:** 0000731890
- **IRS NUMBER:** 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:** 23561229

**BUSINESS ADDRESS:**
- **STREET 1:** 100 EAST PRATT STREET
- **CITY:** BALTIMORE
- **STATE:** MD
- **ZIP:** 21202
- **BUSINESS PHONE:** 410-345-2000

**MAIL ADDRESS:**
- **STREET 1:** 100 EAST PRATT STREET
- **CITY:** BALTIMORE
- **STATE:** MD
- **ZIP:** 21202

**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:** 100 East Pratt Street

  - **City:** Baltimore

  - **State:** MD

  - **Foreign country:** US

  - **Zip / Postal Code:** 21202

  - **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:** 2023-05-31

- **b. Date as of which information is reported:** 2022-11-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $47592893.61

**Total Liabilities:** $875524.37

**Net Assets:** $46717369.24

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -103.826436 | **1-Year:** -3229.855471 | **5-Year:** -2861.679444 | **10-Year:** -278.595345 | **30-Year:** 248.385150

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

- **3-Month:** -10.746051 | **1-Year:** -623.191782 | **5-Year:** -344.392669 | **10-Year:** 2.079829 | **30-Year:** 0.000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000222038 | -1.57%               | -0.30%               | 0.93%                |
| Class ID C000222039 | -1.57%               | -0.29%               | 0.94%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-90299.84               | $-649331.60                                |
| Month 2  | $-108788.24              | $-107782.34                                |
| Month 3  | $-161783.10              | $487514.99                                 |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Bank Negara Indonesia Persero Tbk PT                                             | BANK NEGARA INDONESIA PERSERO TBK PT                                             | CUSIP: BO7338565<br>LEI: 549300HZ8J3MLVXQ8F85 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $181786.21    | 0.39%             | 2026-03-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Hikma Finance USA LLC                                                            | HIKMA FINANCE USA LLC                                                            | CUSIP: BK3222886<br>LEI: 213800BU7YH2WTM1QL87 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185222.00    | 0.40%             | 2025-07-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US 10YR ULTRA FUT MAR23                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        -1 | NC      | $-1204.54     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | US 10YR NOTE (CBT)MAR23                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        -4 | NC      | $-3599.40     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | US 2YR NOTE (CBT) MAR23                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        48 | NC      | $26265.05     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO                                                               | CMBX BBB- CDSI S13 12/16/2072                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |         1 | NC      | $111533.82    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | ICE_CDX HY CDSI S39 5Y PRC 12/20/2027                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |         1 | NC      | $-13804.19    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | ICE_CDX IG CDSI S39 5Y 12/20/2027                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |         1 | NC      | $8901.14      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS                                                                         | AT&T INC CDS 06/20/2023                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |         1 | NC      | $964.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | US 5YR NOTE (CBT) MAR23                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        -5 | NC      | $-3288.35     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Banco de Bogota SA                                                               | BANCO DE BOGOTA SA                                                               | CUSIP: LW0752441<br>LEI: 549300LYHE7LWSKDZT53 | Long             | DBT              | CORP              | CO        |    200000 | PA      | $191826.15    | 0.41%             | 2026-05-12      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Axiata SPV2 Bhd                                                                  | AXIATA SPV2 BHD                                                                  | CUSIP: JK4656050<br>LEI: 254900P49KQFQ10AF282 | Long             | DBT              | CORP              | MY        |    200000 | PA      | $196235.00    | 0.42%             | 2026-03-24      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| Lamar Funding Ltd                                                                | LAMAR FUNDING LTD                                                                | CUSIP: EK8895741<br>LEI: 549300TSXHL7X0727895 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $190631.00    | 0.41%             | 2025-05-07      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Engie Energia Chile SA                                                           | ENGIE ENERGIA CHILE SA                                                           | CUSIP: EK5680948<br>LEI: 5493000FIKCC3ZDWTO77 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $191873.00    | 0.41%             | 2025-01-29      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Axian Telecom                                                                    | AXIAN TELECOM                                                                    | CUSIP: BU2732222<br>LEI: 984500C6FIA50FZSE337 | Long             | DBT              | CORP              | MU        |    200000 | PA      | $176000.00    | 0.38%             | 2027-02-16      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| EMG SUKUK Ltd                                                                    | EMG SUKUK LTD                                                                    | CUSIP: EK3181816<br>LEI: 549300ZBBW15DAXN4O07 | Long             | DBT              | NUSS              | KY        |    200000 | PA      | $196774.60    | 0.42%             | 2024-06-18      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| QNB Finance Ltd                                                                  | QNB FINANCE LTD                                                                  | CUSIP: BJ2959366<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $187819.00    | 0.40%             | 2025-05-12      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| MEGlobal Canada ULC                                                              | MEGLOBAL CANADA ULC                                                              | CUSIP: BJ4488380<br>LEI: 635400MHHHT7LMKMQL03 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $195860.40    | 0.42%             | 2025-05-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Leviathan Bond Ltd                                                               | LEVIATHAN BOND LTD                                                               | CUSIP: BK6708972<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |    200000 | PA      | $199250.00    | 0.43%             | 2023-06-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand | BANCO SANTANDER MEXICO SA INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIERO SANTAND | CUSIP: BH8025505<br>LEI: SCRYQ25DTVRHYYMM6P89 | Long             | DBT              | CORP              | MX        |    150000 | PA      | $149060.25    | 0.32%             | 2025-04-17      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Bidvest Group UK PLC/The                                                         | BIDVEST GROUP UK PLC/THE                                                         | CUSIP: BR3996609<br>LEI: 984500A80C777F496830 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $179060.00    | 0.38%             | 2026-09-23      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MAF Global Securities Ltd                                                        | MAF GLOBAL SECURITIES LTD                                                        | CUSIP: EK2480003<br>LEI: 54930037VUDNYTS17017 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $197493.60    | 0.42%             | 2024-05-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark de Mexico SAB de CV                                               | KIMBERLY-CLARK DE MEXICO SAB DE CV                                               | CUSIP: EK1649731<br>LEI: 549300JGHL56QT00KT54 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $195303.00    | 0.42%             | 2024-04-08      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BBVA Bancomer SA/Texas                                                           | BBVA BANCOMER SA/TEXAS                                                           | CUSIP: EK1651471<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    150000 | PA      | $148128.75    | 0.32%             | 2024-04-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Surgery Center Holdings Inc                                                      | SURGERY CENTER HOLDINGS INC                                                      | CUSIP: 86880NAX1<br>LEI: 54930054EVI5HWPPW113 | Long             | LON              | CORP              | US        |    251434 | PA      | $246405.53    | 0.53%             | 2026-08-31      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Applied Systems Inc                                                              | APPLIED SYSTEMS INC                                                              | CUSIP: 03827FAX9<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |    198789 | PA      | $197997.43    | 0.42%             | 2024-09-19      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| PetVet Care Centers LLC                                                          | PETVET CARE CENTERS LLC                                                          | CUSIP: 70476XAK1<br>LEI: 549300V0HK8MSXZNOM91 | Long             | LON              | CORP              | US        |    197959 | PA      | $182864.80    | 0.39%             | 2025-02-14      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                      | ASURION LLC                                                                      | CUSIP: 04649VAW0<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    251713 | PA      | $240962.13    | 0.52%             | 2024-11-03      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd                                                            | HUB INTERNATIONAL LTD                                                            | CUSIP: 44332EAP1<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |    188523 | PA      | $184807.52    | 0.40%             | 2025-04-25      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Tower Bersama Infrastructure Tbk PT                                              | TOWER BERSAMA INFRASTRUCTURE TBK PT                                              | CUSIP: ZP2924501<br>LEI: 213800ELUARKGNPAPY10 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $192006.73    | 0.41%             | 2025-01-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Indian Oil Corp Ltd                                                              | INDIAN OIL CORP LTD                                                              | CUSIP: AW5035901<br>LEI: 335800J8OBWE4VFUDG88 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $198564.00    | 0.43%             | 2024-01-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Export-Import Bank of India                                                      | EXPORT-IMPORT BANK OF INDIA                                                      | CUSIP: AX5190043<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |    200000 | PA      | $196082.96    | 0.42%             | 2024-03-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                              | SUZANO AUSTRIA GMBH                                                              | CUSIP: LW8108463<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    200000 | PA      | $199680.51    | 0.43%             | 2026-07-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Banco de Credito del Peru S.A.                                                   | BANCO DE CREDITO DEL PERU S.A.                                                   | CUSIP: EJ6099174<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |    200000 | PA      | $198875.00    | 0.43%             | 2023-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2020-C                                         | WORLD OMNI AUTO RECEIVABLES TRUST 2020-C                                         | CUSIP: 98163CAH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     85000 | PA      | $79312.27     | 0.17%             | 2027-04-15      | Fixed         | 1.39%                 | No            |                  2 | On Loan: No      |
| Westlake Corp                                                                    | WESTLAKE CORP                                                                    | CUSIP: 960413AX0<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23212.78     | 0.05%             | 2024-08-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO & CO                                                                 | CUSIP: 95000U3C5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146544.00    | 0.31%             | 2026-08-15      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO & CO                                                                 | CUSIP: 95000U2X0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193912.00    | 0.42%             | 2026-04-25      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                          | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                          | CUSIP: 928668BR2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194323.00    | 0.42%             | 2025-06-06      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| VMware Inc                                                                       | VMWARE INC                                                                       | CUSIP: 928563AG0<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67695.88     | 0.14%             | 2023-08-15      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                         | VISTRA OPERATIONS CO LLC                                                         | CUSIP: 92840VAL6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146711.40    | 0.31%             | 2025-05-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                         | VISTRA OPERATIONS CO LLC                                                         | CUSIP: 92840VAD4<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191000.00    | 0.41%             | 2024-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-2                                                | VERUS SECURITIZATION TRUST 2021-2                                                | CUSIP: 92538FAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    170023 | PA      | $138168.13    | 0.30%             | 2066-02-25      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2019-INV3                                             | VERUS SECURITIZATION TRUST 2019-INV3                                             | CUSIP: 92537MAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    129449 | PA      | $121665.16    | 0.26%             | 2059-11-25      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2019-4                                                | VERUS SECURITIZATION TRUST 2019-4                                                | CUSIP: 92537KAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9573 | PA      | $9073.02      | 0.02%             | 2059-11-25      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2020-1                                                | VERUS SECURITIZATION TRUST 2020-1                                                | CUSIP: 92536PAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     89365 | PA      | $83792.14     | 0.18%             | 2060-01-25      | Variable      | 2.72%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VERIZON MASTER TRUST                                                             | CUSIP: 92348KAA1<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |     15000 | PA      | $13995.29     | 0.03%             | 2027-05-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GROUP INC                                                           | CUSIP: 91324PEN8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101526.00    | 0.22%             | 2025-10-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 91282CFQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    760000 | PA      | $759881.25    | 1.63%             | 2024-10-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 91282CFN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1930000 | PA      | $1924270.31   | 4.12%             | 2024-09-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 91282CFA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2165000 | PA      | $2113581.25   | 4.52%             | 2024-07-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 91282CEY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3225000 | PA      | $3131777.34   | 6.70%             | 2025-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 91282CEX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $976250.00    | 2.09%             | 2024-06-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 91282CEK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    735000 | PA      | $713639.06    | 1.53%             | 2024-04-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UWM Mortgage Trust 2021-INV2                                                     | UWM MORTGAGE TRUST 2021-INV2                                                     | CUSIP: 90354TAV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    198880 | PA      | $157146.49    | 0.34%             | 2051-09-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP AG                                                                     | CUSIP: 902613AM0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $194723.20    | 0.42%             | 2026-05-12      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| Townsquare Media Inc                                                             | TOWNSQUARE MEDIA INC                                                             | CUSIP: 892231AB7<br>LEI: 549300XBA8C68H0DR538 | Long             | DBT              | CORP              | US        |    165000 | PA      | $152625.00    | 0.33%             | 2026-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2016-5                                                 | TOWD POINT MORTGAGE TRUST 2016-5                                                 | CUSIP: 89173CAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     29133 | PA      | $28587.06     | 0.06%             | 2056-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Thaioil Treasury Center Co Ltd                                                   | THAIOIL TREASURY CENTER CO LTD                                                   | CUSIP: 88323AAA0<br>LEI: 549300NH03B9E8VGJR89 | Long             | DBT              | CORP              | TH        |    200000 | PA      | $199499.56    | 0.43%             | 2023-01-23      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                   | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                                   | CUSIP: 88167AAL5<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $196750.00    | 0.42%             | 2024-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES CORP 4/2 144A CP 4.8500 20221216                                 | CUSIP: 000000000<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249557.22    | 0.53%             | 2022-12-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp              | TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP              | CUSIP: 87612BBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $260100.00    | 0.56%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp              | TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP              | CUSIP: 87612BBL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $45225.00     | 0.10%             | 2027-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Symphony Static CLO I Ltd                                                        | SYMPHONY STATIC CLO I LTD                                                        | CUSIP: 87190TAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $233713.29    | 0.50%             | 2029-10-25      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| Symphony CLO XXIII Ltd                                                           | SYMPHONY CLO XXIII LTD                                                           | CUSIP: 87167NDC6<br>LEI: 54930001DQI1CFLYVB48 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $244040.26    | 0.52%             | 2034-01-15      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Sydney Airport Finance Co Pty Ltd                                                | SYDNEY AIRPORT FINANCE CO PTY LTD                                                | CUSIP: 87124VAD1<br>LEI: 549300MJAANHLHOVTO40 | Long             | DBT              | CORP              | AU        |    150000 | PA      | $149308.35    | 0.32%             | 2023-03-22      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Stellantis Finance US Inc                                                        | STELLANTIS FINANCE US INC                                                        | CUSIP: 85855CAA8<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    200000 | PA      | $172872.80    | 0.37%             | 2027-01-29      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust 2021-2                                       | STARWOOD MORTGAGE RESIDENTIAL TRUST 2021-2                                       | CUSIP: 85573HAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     92380 | PA      | $85289.97     | 0.18%             | 2065-05-25      | Variable      | 1.43%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust 2020-INV                                     | STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-INV                                     | CUSIP: 85573EAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     29008 | PA      | $26603.99     | 0.06%             | 2055-11-25      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust Inc                                                      | STARWOOD PROPERTY TRUST INC                                                      | CUSIP: 85571BAW5<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47125.00     | 0.10%             | 2024-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Southwestern Energy Co                                                           | SOUTHWESTERN ENERGY CO                                                           | CUSIP: 845467AP4<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |    175000 | PA      | $183312.50    | 0.39%             | 2028-09-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                  | SOUTHERN CO/THE                                                                  | CUSIP: 842587DC8<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122974.00    | 0.26%             | 2024-08-01      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | SOCIETE GENERALE SA                                                              | CUSIP: 83368RAU6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $187724.60    | 0.40%             | 2024-10-16      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2017-B                                          | SMB PRIVATE EDUCATION LOAN TRUST 2017-B                                          | CUSIP: 83189DAD2<br>LEI: 549300NWENTZ8X7JUC78 | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $134971.82    | 0.29%             | 2041-12-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SLIDE 2018-FUN                                                                   | SLIDE 2018-FUN                                                                   | CUSIP: 831350AL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    227613 | PA      | $221194.39    | 0.47%             | 2031-06-15      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| Skyworks Solutions Inc                                                           | SKYWORKS SOLUTIONS INC                                                           | CUSIP: 83088MAJ1<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19535.80     | 0.04%             | 2023-06-01      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Sierra Timeshare 2021-1 Receivables Funding LLC                                  | SIERRA TIMESHARE 2021-1 RECEIVABLES FUNDING LLC                                  | CUSIP: 82652QAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     40107 | PA      | $36592.54     | 0.08%             | 2037-11-20      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| Sierra Timeshare 2021-1 Receivables Funding LLC                                  | SIERRA TIMESHARE 2021-1 RECEIVABLES FUNDING LLC                                  | CUSIP: 82652QAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    120322 | PA      | $109834.77    | 0.24%             | 2037-11-20      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| Shelter Growth CRE Issuer Ltd                                                    | SHELTER GROWTH CRE ISSUER LTD                                                    | CUSIP: 822866AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     67294 | PA      | $65094.84     | 0.14%             | 2036-09-15      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| 7-Eleven Inc                                                                     | 7-ELEVEN INC                                                                     | CUSIP: 817826AB6<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42662.16     | 0.09%             | 2024-02-10      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                         | SERVICE PROPERTIES TRUST                                                         | CUSIP: 81761LAA0<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    175000 | PA      | $169312.50    | 0.36%             | 2025-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Santander Bank NA - SBCLN                                                        | SANTANDER BANK NA - SBCLN                                                        | CUSIP: 80290CAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    319233 | PA      | $306744.29    | 0.66%             | 2031-12-15      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Santander Retail Auto Lease Trust 2021-C                                         | SANTANDER RETAIL AUTO LEASE TRUST 2021-C                                         | CUSIP: 80286CAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    350000 | PA      | $319588.05    | 0.68%             | 2026-08-20      | Fixed         | 1.39%                 | No            |                  2 | On Loan: No      |
| Santander Consumer Auto Receivables Trust 2020-B                                 | SANTANDER CONSUMER AUTO RECEIVABLES TRUST 2020-B                                 | CUSIP: 802830AR0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $95874.70     | 0.21%             | 2026-04-15      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| Santander Consumer Auto Receivables Trust 2021-A                                 | SANTANDER CONSUMER AUTO RECEIVABLES TRUST 2021-A                                 | CUSIP: 80282YAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $89788.56     | 0.19%             | 2027-01-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| Santander Consumer Auto Receivables Trust 2021-C                                 | SANTANDER CONSUMER AUTO RECEIVABLES TRUST 2021-C                                 | CUSIP: 80281HAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $291387.06    | 0.62%             | 2028-06-15      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Sable International Finance Ltd                                                  | SABLE INTERNATIONAL FINANCE LTD                                                  | CUSIP: 785712AG5<br>LEI: 2138009IE9A35LO5JS73 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $182731.00    | 0.39%             | 2027-09-07      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2020-A                                          | SMB PRIVATE EDUCATION LOAN TRUST 2020-A                                          | CUSIP: 78449UAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     70455 | PA      | $63927.58     | 0.14%             | 2037-09-15      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2016-C                                          | SMB PRIVATE EDUCATION LOAN TRUST 2016-C                                          | CUSIP: 78449KAB6<br>LEI: 54930027GONY06ZX8P67 | Long             | ABS-O            | CORP              | US        |     25033 | PA      | $23792.21     | 0.05%             | 2034-09-15      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Navient Corp                                                                     | NAVIENT CORP                                                                     | CUSIP: 78442FET1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    135000 | PA      | $134325.00    | 0.29%             | 2024-03-25      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                                                  | SBA TOWER TRUST                                                                  | CUSIP: 78403DAZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $115000.00    | 0.25%             | 2028-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| T Rowe Price Government Reserve Investment Fund                                  | T ROWE PRICE GOVERNMENT RESERVE INVESTMENT FUND - Collateral                     | CUSIP: 76105YYY8<br>LEI: 5493007QR86JJLYO6D96 | Long             | STIV             | RF                | US        |    184680 | NS      | $184680.00    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Government Reserve Investment Fund                                  | T ROWE PRICE GOVERNMENT RESERVE INVESTMENT FUND                                  | CUSIP: 76105Y109<br>LEI: 5493007QR86JJLYO6D96 | Long             | STIV             | RF                | US        |    717818 | NS      | $717817.91    | 1.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Radnor RE 2021-2 Ltd                                                             | RADNOR RE 2021-2 LTD                                                             | CUSIP: 75049GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    123336 | PA      | $120230.40    | 0.26%             | 2031-11-25      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Quanta Services Inc                                                              | QUANTA SERVICES CP 4.7000 20221206                                               | CUSIP: 000000000<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249812.08    | 0.53%             | 2022-12-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| QVC Inc                                                                          | QVC INC                                                                          | CUSIP: 747262AS2<br>LEI: 549300WBLU5NKPX5X472 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141000.00    | 0.30%             | 2024-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Master Issuer LLC                                                 | PLANET FITNESS MASTER ISSUER LLC                                                 | CUSIP: 72703PAB9<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |    196800 | PA      | $183855.09    | 0.39%             | 2048-09-05      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | PETROLEOS MEXICANOS                                                              | CUSIP: 71654QBH4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $195937.00    | 0.42%             | 2024-01-18      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Performance Food Group Inc                                                       | PERFORMANCE FOOD GROUP INC                                                       | CUSIP: 71376LAD2<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95000.00     | 0.20%             | 2025-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | PARK INTERMEDIATE HOLDINGS LLC / PK DOMESTIC PROPERTY LLC / PK FINANCE CO-ISSUER | CUSIP: 70052LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $95475.00     | 0.20%             | 2025-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS AND ELECTRIC CO                                                      | CUSIP: 694308HM2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94214.10     | 0.20%             | 2025-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL SERVICES GROUP INC/THE                                             | CUSIP: 693475BH7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    135000 | PA      | $135853.61    | 0.29%             | 2025-10-28      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OVINTIV INC 4/2 CP 0.0000 20221219                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $249390.68    | 0.53%             | 2022-12-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                                                                      | CUSIP: 68389XCF0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46018.44     | 0.10%             | 2025-11-10      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| One Market Plaza Trust 2017-1MKT                                                 | ONE MARKET PLAZA TRUST 2017-1MKT                                                 | CUSIP: 68245HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    130000 | PA      | $124775.42    | 0.27%             | 2032-02-10      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 29 Ltd                                               | OCTAGON INVESTMENT PARTNERS 29 LTD                                               | CUSIP: 67591JAL6<br>LEI: 5493003U22XL00FIHD56 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $242368.76    | 0.52%             | 2033-01-24      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust 2022-2                                                  | OCTANE RECEIVABLES TRUST 2022-2                                                  | CUSIP: 67578XAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100334 | PA      | $98988.92     | 0.21%             | 2028-02-22      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust 2021-2                                                  | OCTANE RECEIVABLES TRUST 2021-2                                                  | CUSIP: 67578AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     56818 | PA      | $54134.59     | 0.12%             | 2028-09-20      | Fixed         | 1.21%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust 2022-1                                                  | OCTANE RECEIVABLES TRUST 2022-1                                                  | CUSIP: 67571EAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $144272.10    | 0.31%             | 2028-05-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| OBX 2021-NQM3 Trust                                                              | OBX 2021-NQM3 TRUST                                                              | CUSIP: 67114JAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     74970 | PA      | $55225.79     | 0.12%             | 2061-07-25      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| OBX 2019-INV2 Trust                                                              | OBX 2019-INV2 TRUST                                                              | CUSIP: 67112VBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     49427 | PA      | $46344.97     | 0.10%             | 2049-05-27      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2014-7 Ltd                                                               | OCP CLO 2014-7 LTD                                                               | CUSIP: 67107KAZ9<br>LEI: 254900NUK1R46EK6YF62 | Long             | ABS-CBDO         | CORP              | KY        |    281431 | PA      | $276585.01    | 0.59%             | 2029-07-20      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| OBX 2019-INV1 Trust                                                              | OBX 2019-INV1 TRUST                                                              | CUSIP: 67098AAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     34975 | PA      | $33530.46     | 0.07%             | 2048-11-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2017-13 Ltd                                                              | OCP CLO 2017-13 LTD                                                              | CUSIP: 67097LAM8<br>LEI: 254900M77QLN2EBJHE11 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $240545.61    | 0.51%             | 2030-07-15      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| Nordstrom Inc                                                                    | NORDSTROM INC                                                                    | CUSIP: 655664AX8<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |    155000 | PA      | $144537.50    | 0.31%             | 2024-04-08      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co Ltd                                                              | NISSAN MOTOR CO LTD                                                              | CUSIP: 654744AA9<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $195246.20    | 0.42%             | 2023-09-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust 2021-NQM1R                                   | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021-NQM1R                                   | CUSIP: 64828BAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     63998 | PA      | $51109.36     | 0.11%             | 2055-07-25      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2019-G                                 | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-G                                 | CUSIP: 63941JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     70380 | PA      | $64332.28     | 0.14%             | 2068-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Loan Trust 2020-A                                      | NAVIENT PRIVATE EDUCATION LOAN TRUST 2020-A                                      | CUSIP: 63941FAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     77961 | PA      | $69869.80     | 0.15%             | 2068-11-15      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2019-D                                 | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-D                                 | CUSIP: 63941CAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100813 | PA      | $92042.79     | 0.20%             | 2059-12-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2019-A                                 | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-A                                 | CUSIP: 63941BAB1<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |     49563 | PA      | $47131.78     | 0.10%             | 2043-01-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2018-A                                 | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2018-A                                 | CUSIP: 63940PAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     11574 | PA      | $11472.72     | 0.02%             | 2042-02-18      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Navient Corp                                                                     | NAVIENT CORP                                                                     | CUSIP: 63938CAE8<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27000.00     | 0.06%             | 2023-09-25      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP PLC                                                                | CUSIP: 639057AG3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $208024.00    | 0.45%             | 2026-11-10      | Variable      | 7.47%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                                                   | NRG ENERGY INC                                                                   | CUSIP: 629377CK6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144689.55    | 0.31%             | 2024-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                                                                   | CUSIP: 61772BAA1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    210000 | PA      | $206060.61    | 0.44%             | 2024-04-05      | Variable      | 0.73%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C24                      | MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C24                      | CUSIP: 61765LAW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     95000 | PA      | $89459.24     | 0.19%             | 2048-05-15      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2014-C17                      | MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2014-C17                      | CUSIP: 61763UAZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     39000 | PA      | $37664.20     | 0.08%             | 2047-08-15      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2013-C7                       | MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C7                       | CUSIP: 61690KAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     89727 | PA      | $89477.67     | 0.19%             | 2046-02-15      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Mondelez International Holdings Netherlands BV                                   | MONDELEZ INTERNATIONAL HOLDINGS NETHERLANDS BV                                   | CUSIP: 60920LAS3<br>LEI: 549300CW356R8I7N8D33 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $196689.00    | 0.42%             | 2025-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUBISHI UFJ FINANCIAL GROUP INC                                               | CUSIP: 606822CQ5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $198245.60    | 0.42%             | 2025-09-12      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Microchip Technology Inc                                                         | MICROCHIP TECHNOLOGY INC                                                         | CUSIP: 595017BB9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    125000 | PA      | $118260.88    | 0.25%             | 2024-02-15      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                          | MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                          | CUSIP: 58769JAB3<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200855.60    | 0.43%             | 2025-11-26      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                    | MARRIOTT INTERNATIONAL INC/MD                                                    | CUSIP: 571903AV5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99588.80     | 0.21%             | 2023-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings Inc                                                         | WARNERMEDIA HOLDINGS INC                                                         | CUSIP: 55903VAG8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    155000 | PA      | $141067.52    | 0.30%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings Inc                                                         | WARNERMEDIA HOLDINGS INC                                                         | CUSIP: 55903VAC7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145476.90    | 0.31%             | 2024-03-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XXIII Ltd                                                   | MADISON PARK FUNDING XXIII LTD                                                   | CUSIP: 55820TAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $245377.99    | 0.53%             | 2031-07-27      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XXXVII Ltd                                                  | MADISON PARK FUNDING XXXVII LTD                                                  | CUSIP: 55817EAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $244470.00    | 0.52%             | 2033-07-15      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Eleven Madison Trust 2015-11MD Mortgage Trust                                    | ELEVEN MADISON TRUST 2015-11MD MORTGAGE TRUST                                    | CUSIP: 556227AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    170000 | PA      | $157227.92    | 0.34%             | 2035-09-10      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| MVW 2021-1W LLC                                                                  | MVW 2021-1W LLC                                                                  | CUSIP: 55389TAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     70714 | PA      | $63018.55     | 0.13%             | 2041-01-22      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust 2017-1                                                           | MVW OWNER TRUST 2017-1                                                           | CUSIP: 553896AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     80754 | PA      | $78285.30     | 0.17%             | 2034-12-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MF1 2021-FL7 Ltd                                                                 | MF1 2021-FL7 LTD                                                                 | CUSIP: 55284AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    115000 | PA      | $109925.18    | 0.24%             | 2036-10-16      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| MFA 2021-NQM2 Trust                                                              | MFA 2021-NQM2 TRUST                                                              | CUSIP: 55283WAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     55182 | PA      | $42415.58     | 0.09%             | 2064-11-25      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| LSTAR Commercial Mortgage Trust 2015-3                                           | LSTAR COMMERCIAL MORTGAGE TRUST 2015-3                                           | CUSIP: 54910JAQ7<br>LEI: 549300MAI3U5Y4VL8H37 | Long             | ABS-MBS          | CORP              | US        |    147000 | PA      | $136619.93    | 0.29%             | 2048-04-20      | Variable      | 3.29%                 | No            |                  2 | On Loan: No      |
| Lowe s Cos Inc                                                                   | LOWE'S COS INC                                                                   | CUSIP: 548661EK9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69416.41     | 0.15%             | 2025-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BANKING GROUP PLC                                                         | CUSIP: 53944YAA1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $194500.40    | 0.42%             | 2024-11-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Legacy LifePoint Health LLC                                                      | LEGACY LIFEPOINT HEALTH LLC                                                      | CUSIP: 53219LAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $154700.00    | 0.33%             | 2025-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LSEGA Financing PLC                                                              | LSEGA FINANCING PLC                                                              | CUSIP: 50220PAB9<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $176477.20    | 0.38%             | 2026-04-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| KKR CLO 29 Ltd                                                                   | KKR CLO 29 LTD                                                                   | CUSIP: 48254GAA4<br>LEI: 5493000WWM0GGYYSIJ83 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $245033.53    | 0.52%             | 2032-01-15      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA - CACLN                                                   | JPMORGAN CHASE BANK NA - CACLN                                                   | CUSIP: 48128U2P3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    114565 | PA      | $109332.18    | 0.23%             | 2028-12-26      | Fixed         | 1.14%                 | No            |                  2 | On Loan: No      |
| Jaguar Land Rover Automotive PLC                                                 | JAGUAR LAND ROVER AUTOMOTIVE PLC                                                 | CUSIP: 47010BAJ3<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $181000.00    | 0.39%             | 2025-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Jackson Financial Inc                                                            | JACKSON FINANCIAL INC                                                            | CUSIP: 46817MAJ6<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    120000 | PA      | $115052.88    | 0.25%             | 2023-11-22      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2020-609M                 | J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2020-609M                 | CUSIP: 46652RAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $94476.16     | 0.20%             | 2033-10-15      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2019-INV2                                               | JP MORGAN MORTGAGE TRUST 2019-INV2                                               | CUSIP: 46651DAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     91187 | PA      | $83311.83     | 0.18%             | 2050-02-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT                    | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-WPT                    | CUSIP: 46645WAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     59000 | PA      | $53867.17     | 0.12%             | 2033-07-05      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances Inc                                           | INTL FLAVORS & FRAGRANCE 4/2 144A CP 4.7500 20221221                             | CUSIP: 000000000<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249370.15    | 0.53%             | 2022-12-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | HYUNDAI CAPITAL AMERICA                                                          | CUSIP: 44891ABR7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142055.40    | 0.30%             | 2024-01-08      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp                                                                | HYATT HOTELS CORP                                                                | CUSIP: 448579AL6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58035.18     | 0.12%             | 2023-10-01      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Hundred Acre Wood Trust 2021-INV1                                                | HUNDRED ACRE WOOD TRUST 2021-INV1                                                | CUSIP: 44590HAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    127114 | PA      | $108669.96    | 0.23%             | 2051-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Hundred Acre Wood Trust 2021-INV2                                                | HUNDRED ACRE WOOD TRUST 2021-INV2                                                | CUSIP: 44555PBD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     88296 | PA      | $69876.77     | 0.15%             | 2051-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                                                                       | CUSIP: 444859BU5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25565.30     | 0.05%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                                                                       | CUSIP: 444859BQ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     70000 | PA      | $60360.93     | 0.13%             | 2027-02-03      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust 2019-A                                              | HILTON GRAND VACATIONS TRUST 2019-A                                              | CUSIP: 43284HAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    106405 | PA      | $98915.11     | 0.21%             | 2033-07-25      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust 2017-A                                              | HILTON GRAND VACATIONS TRUST 2017-A                                              | CUSIP: 43283AAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     68835 | PA      | $66966.00     | 0.14%             | 2028-12-26      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Financial Services Inc                                           | HARLEY DAVIDSON FINL SER 4/2 144A CP 4.6500 20221205                             | CUSIP: 000000000<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249853.44    | 0.53%             | 2022-12-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS PLC                                                                | CUSIP: 404280AP4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $196180.20    | 0.42%             | 2024-03-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                                                                          | CUSIP: 404119BQ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198940.00    | 0.43%             | 2025-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust 2019-WOLF                                                       | GREAT WOLF TRUST 2019-WOLF                                                       | CUSIP: 39152TAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $118004.16    | 0.25%             | 2036-12-15      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| Gray Oak Pipeline LLC                                                            | GRAY OAK PIPELINE LLC                                                            | CUSIP: 38937LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $97062.80     | 0.21%             | 2023-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GROUP INC/THE                                                      | CUSIP: 38141GZV9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202416.00    | 0.43%             | 2024-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GROUP INC/THE                                                      | CUSIP: 38141GZH0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    175000 | PA      | $166366.55    | 0.36%             | 2025-01-24      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2022-3                                     | GM FINANCIAL AUTOMOBILE LEASING TRUST 2022-3                                     | CUSIP: 380130AG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    245000 | PA      | $239234.32    | 0.51%             | 2026-08-20      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GENERAL MOTORS FINANCIAL CO INC                                                  | CUSIP: 37045XDG8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141387.00    | 0.30%             | 2024-03-08      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp Trust 2021-ROSS                                      | GS MORTGAGE SECURITIES CORP TRUST 2021-ROSS                                      | CUSIP: 36264YAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    105000 | PA      | $92704.65     | 0.20%             | 2026-05-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2021-1                                     | GM FINANCIAL AUTOMOBILE LEASING TRUST 2021-1                                     | CUSIP: 36261RAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    140000 | PA      | $134115.45    | 0.29%             | 2025-07-21      | Fixed         | 1.01%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2020-4                        | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2020-4                        | CUSIP: 36260KAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $45871.97     | 0.10%             | 2026-05-18      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2020-3                        | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2020-3                        | CUSIP: 362590AF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     30000 | PA      | $28338.23     | 0.06%             | 2026-01-16      | Fixed         | 1.37%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36179WG77<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    233509 | PA      | $232024.46    | 0.50%             | 2051-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36179TLS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    210900 | PA      | $198402.39    | 0.42%             | 2047-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36179S5L7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    283604 | PA      | $267821.37    | 0.57%             | 2047-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2020-DNA5                                          | FREDDIE MAC STACR REMIC TRUST 2020-DNA5                                          | CUSIP: 35566AAH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     60734 | PA      | $60849.74     | 0.13%             | 2050-10-25      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR Remic Trust 2020-DNA2                                          | FREDDIE MAC STACR REMIC TRUST 2020-DNA2                                          | CUSIP: 35565KAH1<br>LEI: 5493007ZK0X40BI7UF30 | Long             | ABS-MBS          | USGSE             | US        |     89786 | PA      | $89112.58     | 0.19%             | 2050-02-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2020-HQA1                                          | FREDDIE MAC STACR REMIC TRUST 2020-HQA1                                          | CUSIP: 35565JAH4<br>LEI: 549300TCRXCIFPAC3B85 | Long             | ABS-MBS          | USGSE             | US        |     25292 | PA      | $24817.97     | 0.05%             | 2050-01-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2021-DNA5                                          | FREDDIE MAC STACR REMIC TRUST 2021-DNA5                                          | CUSIP: 35564KHE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     82787 | PA      | $81010.90     | 0.17%             | 2034-01-25      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-DNA6                                          | FREDDIE MAC STACR REMIC TRUST 2022-DNA6                                          | CUSIP: 35564KH36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     51208 | PA      | $50886.96     | 0.11%             | 2042-09-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-HQA3                                          | FREDDIE MAC STACR REMIC TRUST 2022-HQA3                                          | CUSIP: 35564KE39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     57980 | PA      | $57339.18     | 0.12%             | 2042-08-25      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CREDIT CO LLC                                                         | CUSIP: 345397A60<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194412.20    | 0.42%             | 2025-06-16      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2022-A                                              | FORD CREDIT AUTO LEASE TRUST 2022-A                                              | CUSIP: 34528LAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    255000 | PA      | $246708.42    | 0.53%             | 2025-10-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Trust 2019-FBLU                                        | FONTAINEBLEAU MIAMI BEACH TRUST 2019-FBLU                                        | CUSIP: 34461LAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    275000 | PA      | $255937.83    | 0.55%             | 2036-12-10      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust 2019-1                                                   | FLAGSTAR MORTGAGE TRUST 2019-1                                                   | CUSIP: 33852AAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     18605 | PA      | $17620.95     | 0.04%             | 2049-10-25      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust 2020-1NV                                                 | FLAGSTAR MORTGAGE TRUST 2020-1NV                                                 | CUSIP: 33851YAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     31132 | PA      | $28520.74     | 0.06%             | 2050-03-25      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Finance of America HECM Buyout 2022-HB2                                          | FINANCE OF AMERICA HECM BUYOUT 2022-HB2                                          | CUSIP: 317380AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    137107 | PA      | $134180.91    | 0.29%             | 2024-12-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Whole Loan Securities Trust 2017-SC02                                | FREDDIE MAC WHOLE LOAN SECURITIES TRUST 2017-SC02                                | CUSIP: 3137G1BY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    249274 | PA      | $242116.97    | 0.52%             | 2047-05-25      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| FWD Securitization Trust 2020-INV1                                               | FWD SECURITIZATION TRUST 2020-INV1                                               | CUSIP: 302985AD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $191961.33    | 0.41%             | 2050-01-25      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2022-4                                       | EXETER AUTOMOBILE RECEIVABLES TRUST 2022-4                                       | CUSIP: 30166BAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     45000 | PA      | $41652.90     | 0.09%             | 2028-12-15      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2021-1                                       | EXETER AUTOMOBILE RECEIVABLES TRUST 2021-1                                       | CUSIP: 30165XAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     75000 | PA      | $71570.84     | 0.15%             | 2026-06-15      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| Equifax Inc                                                                      | EQUIFAX INC                                                                      | CUSIP: 294429AV7<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |     95000 | PA      | $93639.70     | 0.20%             | 2027-12-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Enel Finance America LLC                                                         | ENEL FINANCE AMERICA LLC 4/2 144A CP 5.2000 20230103                             | CUSIP: 000000000<br>LEI: 549300EGNLVUJX1DEC60 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248892.88    | 0.53%             | 2023-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER LP                                                               | CUSIP: 29278NAP8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94447.10     | 0.20%             | 2025-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                    | ENEL FINANCE INTERNATIONAL NV                                                    | CUSIP: 29278GAZ1<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $206500.00    | 0.44%             | 2025-10-14      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER LP                                                               | CUSIP: 29273RAY5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59538.06     | 0.13%             | 2024-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Elara HGV Timeshare Issuer 2019-A LLC                                            | ELARA HGV TIMESHARE ISSUER 2019-A LLC                                            | CUSIP: 28416TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     81346 | PA      | $75372.89     | 0.16%             | 2034-01-25      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Elara HGV Timeshare Issuer 2016-A LLC                                            | ELARA HGV TIMESHARE ISSUER 2016-A LLC                                            | CUSIP: 28415PAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10908 | PA      | $10749.50     | 0.02%             | 2028-04-25      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                     | ECOPETROL SA                                                                     | CUSIP: 279158AC3<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    200000 | PA      | $198853.00    | 0.43%             | 2023-09-18      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Eagle RE 2021-2 Ltd                                                              | EAGLE RE 2021-2 LTD                                                              | CUSIP: 26982AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    150000 | PA      | $148975.04    | 0.32%             | 2034-04-25      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2021-1                                              | DRIVE AUTO RECEIVABLES TRUST 2021-1                                              | CUSIP: 262108AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $139675.50    | 0.30%             | 2029-01-16      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| City of Detroit MI                                                               | CITY OF DETROIT MI                                                               | CUSIP: 2510935J5<br>LEI: 549300BQRJP7MKKHOY28 | Long             | DBT              | MUN               | US        |    125000 | PA      | $119333.01    | 0.26%             | 2024-04-01      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust 2021-1                                      | DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2021-1                                      | CUSIP: 24380VAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     30902 | PA      | $26777.87     | 0.06%             | 2065-05-25      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                  | DANSKE BANK A/S                                                                  | CUSIP: 23636AAT8<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    200000 | PA      | $198227.60    | 0.42%             | 2024-01-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Daimler Trucks Finance North America LLC                                         | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                         | CUSIP: 233853AD2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    170000 | PA      | $157701.52    | 0.34%             | 2024-12-13      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                    | DTE ENERGY CO                                                                    | CUSIP: 233331BD8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63835.98     | 0.14%             | 2024-11-01      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                            | DB MASTER FINANCE LLC                                                            | CUSIP: 233046AK7<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |     91912 | PA      | $84917.50     | 0.18%             | 2049-05-20      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INTL CORP 4/2 144A CP 0.0000 20230117                               | CUSIP: 000000000<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248363.33    | 0.53%             | 2023-01-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                           | CREDIT SUISSE GROUP AG                                                           | CUSIP: 225401AD0<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    250000 | PA      | $247299.00    | 0.53%             | 2023-12-14      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Continental Resources Inc/OK                                                     | CONTINENTAL RESOURCES INC/OK                                                     | CUSIP: 212015AN1<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48750.00     | 0.10%             | 2024-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Continental Resources Inc/OK                                                     | CONTINENTAL RESOURCES INC/OK                                                     | CUSIP: 212015AL5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99625.00     | 0.21%             | 2023-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R08                                     | CONNECTICUT AVENUE SECURITIES TRUST 2022-R08                                     | CUSIP: 20755DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     65793 | PA      | $65357.20     | 0.14%             | 2042-07-25      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2021-R01                                     | CONNECTICUT AVENUE SECURITIES TRUST 2021-R01                                     | CUSIP: 20754RAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $192000.00    | 0.41%             | 2041-10-25      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R06                                     | CONNECTICUT AVENUE SECURITIES TRUST 2022-R06                                     | CUSIP: 20754NAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     78864 | PA      | $78864.29     | 0.17%             | 2042-05-25      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R03                                     | CONNECTICUT AVENUE SECURITIES TRUST 2022-R03                                     | CUSIP: 20753XAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    118407 | PA      | $117001.07    | 0.25%             | 2042-03-25      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Cia de Minas Buenaventura SAA                                                    | CIA DE MINAS BUENAVENTURA SAA                                                    | CUSIP: 204448AA2<br>LEI: 529900WQB1ZU9KB6EL71 | Long             | DBT              | CORP              | PE        |    200000 | PA      | $172967.78    | 0.37%             | 2026-07-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cold Storage Trust 2020-ICE5                                                     | COLD STORAGE TRUST 2020-ICE5                                                     | CUSIP: 193051AL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    147449 | PA      | $141528.28    | 0.30%             | 2037-11-15      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| CNO Global Funding                                                               | CNO GLOBAL FUNDING                                                               | CUSIP: 18977W2B5<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138553.65    | 0.30%             | 2025-01-06      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2013-375P                                    | CITIGROUP COMMERCIAL MORTGAGE TRUST 2013-375P                                    | CUSIP: 17320QAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $139939.08    | 0.30%             | 2035-05-10      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                                                                    | CUSIP: 172967NQ0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    105000 | PA      | $103086.80    | 0.22%             | 2025-05-24      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                                                                    | CUSIP: 172967MX6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139571.85    | 0.30%             | 2025-05-01      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2016-C1                                      | CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-C1                                      | CUSIP: 17290YAT5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $182947.04    | 0.39%             | 2049-05-10      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| Celulosa Arauco y Constitucion SA                                                | CELULOSA ARAUCO Y CONSTITUCION SA                                                | CUSIP: 151191AZ6<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $196745.97    | 0.42%             | 2024-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                         | CELANESE US HOLDINGS LLC                                                         | CUSIP: 15089QAL8<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    155000 | PA      | $153996.38    | 0.33%             | 2025-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Cedar Funding VII Clo Ltd                                                        | CEDAR FUNDING VII CLO LTD                                                        | CUSIP: 15032FAE6<br>LEI: 549300G87EGFMLOYN341 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $238990.75    | 0.51%             | 2031-01-20      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| CBAM 2019-9 Ltd                                                                  | CBAM 2019-9 LTD                                                                  | CUSIP: 14987VAC3<br>LEI: 254900Q3N8LV0KJICN72 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $244005.16    | 0.52%             | 2030-02-12      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2020-1                                                   | CARMAX AUTO OWNER TRUST 2020-1                                                   | CUSIP: 14315XAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    115000 | PA      | $108768.09    | 0.23%             | 2026-07-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2020-3                                                   | CARMAX AUTO OWNER TRUST 2020-3                                                   | CUSIP: 14315FAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $46822.34     | 0.10%             | 2026-04-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2021-2                                                   | CARMAX AUTO OWNER TRUST 2021-2                                                   | CUSIP: 14314QAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $224473.63    | 0.48%             | 2027-02-16      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| CSL Finance PLC                                                                  | CSL FINANCE PLC                                                                  | CUSIP: 12661PAA7<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |     25000 | PA      | $24026.38     | 0.05%             | 2027-04-27      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| COMM 2014-CR14 Mortgage Trust                                                    | COMM 2014-CR14 MORTGAGE TRUST                                                    | CUSIP: 12630DBA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75000 | PA      | $73006.73     | 0.16%             | 2047-02-10      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                 | CSC HOLDINGS LLC                                                                 | CUSIP: 126307AH0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     95000 | PA      | $91437.50     | 0.20%             | 2024-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COMM 2013-300P Mortgage Trust                                                    | COMM 2013-300P MORTGAGE TRUST                                                    | CUSIP: 12625XAA5<br>LEI: 549300NMFC2YLCA2NF13 | Long             | ABS-MBS          | CORP              | US        |    146000 | PA      | $142166.35    | 0.30%             | 2030-08-10      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| COLT 2020-3 Mortgage Loan Trust                                                  | COLT 2020-3 MORTGAGE LOAN TRUST                                                  | CUSIP: 12597QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20424 | PA      | $19163.32     | 0.04%             | 2065-04-27      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| COMM 2017-PANW Mortgage Trust                                                    | COMM 2017-PANW MORTGAGE TRUST                                                    | CUSIP: 12595HAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    109000 | PA      | $99328.38     | 0.21%             | 2029-10-10      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| Comm 2014-UBS2 Mortgage Trust                                                    | COMM 2014-UBS2 MORTGAGE TRUST                                                    | CUSIP: 12591UAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    105000 | PA      | $101370.19    | 0.22%             | 2047-03-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CD 2016-CD1 Mortgage Trust                                                       | CD 2016-CD1 MORTGAGE TRUST                                                       | CUSIP: 12514MBF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $85777.85     | 0.18%             | 2049-08-10      | Variable      | 3.08%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW Finance Corp                                                       | CDW LLC / CDW FINANCE CORP                                                       | CUSIP: 12513GBA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $54450.00     | 0.12%             | 2024-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CD&R Smokey Buyer Inc                                                            | CD&R SMOKEY BUYER INC                                                            | CUSIP: 12510CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $155531.25    | 0.33%             | 2025-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CAFL 2021-RTL1 Issuer LLC                                                        | CAFL 2021-RTL1 ISSUER LLC                                                        | CUSIP: 12468RAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    220000 | PA      | $195246.88    | 0.42%             | 2029-03-28      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| Brunswick Corp/DE                                                                | BRUNSWICK CORP/DE                                                                | CUSIP: 117043AS8<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |    115000 | PA      | $105438.10    | 0.23%             | 2024-08-18      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial Global Funding                                             | BRIGHTHOUSE FINANCIAL GLOBAL FUNDING                                             | CUSIP: 10921U2A5<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23416.70     | 0.05%             | 2024-04-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Blackbird Capital Aircraft Lease Securitization Ltd 2016-1                       | BLACKBIRD CAPITAL AIRCRAFT LEASE SECURITIZATION LTD 2016-1                       | CUSIP: 09228YAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     64397 | PA      | $58600.97     | 0.13%             | 2041-12-16      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO XI                                                   | BENEFIT STREET PARTNERS CLO XI                                                   | CUSIP: 08179CAQ4<br>LEI: 254900O9QVOQ1G7RF178 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $241371.55    | 0.52%             | 2029-04-15      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Bellemeade Re 2022-1 Ltd                                                         | BELLEMEADE RE 2022-1 LTD                                                         | CUSIP: 078774AB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    300000 | PA      | $284461.32    | 0.61%             | 2032-01-26      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust 2021-NQM1                                           | BARCLAYS MORTGAGE LOAN TRUST 2021-NQM1                                           | CUSIP: 06744UAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75476 | PA      | $62608.64     | 0.13%             | 2051-09-25      | Variable      | 2.19%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                                                                     | CUSIP: 06738ECC7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $205415.40    | 0.44%             | 2026-11-02      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                                                                     | CUSIP: 06738EBZ7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $195650.60    | 0.42%             | 2026-08-09      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK23                                                                  | BANK 2019-BNK23                                                                  | CUSIP: 06541RAY9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     38832 | PA      | $37160.03     | 0.08%             | 2052-12-15      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | BANK OF MONTREAL                                                                 | CUSIP: 06368LAP1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $197548.00    | 0.42%             | 2024-09-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bank of Ireland Group PLC                                                        | BANK OF IRELAND GROUP PLC                                                        | CUSIP: 06279JAA7<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $195778.80    | 0.42%             | 2023-11-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMERICA CORP                                                             | CUSIP: 06051GJR1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    350000 | PA      | $327003.25    | 0.70%             | 2025-04-22      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER SA                                                               | CUSIP: 05971KAE9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $187607.80    | 0.40%             | 2025-05-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BX Trust 2021-ARIA                                                               | BX TRUST 2021-ARIA                                                               | CUSIP: 05608RAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    160000 | PA      | $147970.38    | 0.32%             | 2036-10-15      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2019-IMC                                            | BX COMMERCIAL MORTGAGE TRUST 2019-IMC                                            | CUSIP: 05608BAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    202000 | PA      | $188442.49    | 0.40%             | 2034-04-15      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2019-IMC                                            | BX COMMERCIAL MORTGAGE TRUST 2019-IMC                                            | CUSIP: 05608BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    160000 | PA      | $155723.04    | 0.33%             | 2034-04-15      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| BSPRT 2022-FL8 Issuer Ltd                                                        | BSPRT 2022-FL8 ISSUER LTD                                                        | CUSIP: 055983AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    200000 | PA      | $191995.00    | 0.41%             | 2037-02-15      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| BAMLL Commercial Mortgage Securities Trust 2021-JACX                             | BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2021-JACX                             | CUSIP: 05493LAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $89158.11     | 0.19%             | 2038-09-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| BBCMS 2020-BID Mortgage Trust                                                    | BBCMS 2020-BID MORTGAGE TRUST                                                    | CUSIP: 05493BAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $242349.38    | 0.52%             | 2037-10-15      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd                                                      | AVOLON HOLDINGS FUNDING LTD                                                      | CUSIP: 05401AAF8<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    100000 | PA      | $95125.00     | 0.20%             | 2024-07-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                         | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC                                         | CUSIP: 05377REX8<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    110000 | PA      | $107735.56    | 0.23%             | 2024-09-20      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | ATHENE GLOBAL FUNDING                                                            | CUSIP: 04685A3F6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    225000 | PA      | $208563.30    | 0.45%             | 2025-01-07      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                                 | ARCELORMITTAL SA                                                                 | CUSIP: 03938LBB9<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    130000 | PA      | $125946.47    | 0.27%             | 2024-07-16      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Commercial Real Estate Notes 2021-FL4 Ltd                           | ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 2021-FL4 LTD                           | CUSIP: 03880RAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    115000 | PA      | $111423.84    | 0.24%             | 2036-11-15      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Commercial Real Estate Notes 2021-FL3 Ltd                           | ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 2021-FL3 LTD                           | CUSIP: 03880KAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    100000 | PA      | $95836.03     | 0.21%             | 2034-08-15      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Applebee s Funding LLC / IHOP Funding LLC                                        | APPLEBEE'S FUNDING LLC / IHOP FUNDING LLC                                        | CUSIP: 03789XAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    247500 | PA      | $234236.97    | 0.50%             | 2049-06-05      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Amur Equipment Finance Receivables XI LLC                                        | AMUR EQUIPMENT FINANCE RECEIVABLES XI LLC                                        | CUSIP: 03236XAB3<br>LEI: 549300IFG1NMINYRYF89 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $98830.49     | 0.21%             | 2028-06-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust 2020-2                                  | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2020-2                                  | CUSIP: 03066EAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    120000 | PA      | $111680.99    | 0.24%             | 2026-03-18      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Alexander Funding Trust                                                          | ALEXANDER FUNDING TRUST                                                          | CUSIP: 014621AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $188551.40    | 0.40%             | 2023-11-15      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| Alen 2021-ACEN Mortgage Trust                                                    | ALEN 2021-ACEN MORTGAGE TRUST                                                    | CUSIP: 01449NAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $88538.95     | 0.19%             | 2034-04-15      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                      | AKER BP ASA                                                                      | CUSIP: 00973RAE3<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    150000 | PA      | $141750.00    | 0.30%             | 2025-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                        | CUSIP: 00774MAU9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    215000 | PA      | $198028.55    | 0.42%             | 2024-10-29      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AES Corp/The                                                                     | AES CORP/THE                                                                     | CUSIP: 00130HCB9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93974.10     | 0.20%             | 2025-07-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2022-11-30

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

**Signature:** /s/ Alan Dupski

**Name of Signer:** Alan Dupski

**Title:** Treasurer & Vice President