# EDGAR Filing Document

**Accession Number:** 0000920467
**File Stem:** 0001099263-26-002546
**Filing Date:** 2026-2
**Character Count:** 353567
**Document Hash:** b29a9841b88d4046356829b91c6e3d39
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-26-002546.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0001099263-26-002546

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260226

**DATE AS OF CHANGE**: 20260226

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** T. Rowe Price Fixed Income Series, Inc.
- **CENTRAL INDEX KEY:** 0000920467

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07153
- **FILM NUMBER:** 26686577

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PRICE T ROWE FIXED INCOME SERIES INC
- **DATE OF NAME CHANGE:** 19940317

## Series and Classes Contracts Data

### T. Rowe Price Limited-Term Bond Portfolio (Series ID: S000002129)

| Class ID   | Class Name                                   | Ticker Symbol   |
|:---|:---|:---|
| C000005520 | T. Rowe Price Limited-Term Bond Portfolio    | QAAGWX          |
| C000005521 | T. Rowe Price Limited-Term Bond Portfolio-II | QAAGUX          |

## 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 FIXED INCOME SERIES, INC.

- **b. Investment Company Act file number:** 811-07153

- **c. CIK number of Registrant:** 0000920467

- **d. LEI of Registrant:** 54930067NWU2KV18CE95

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

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

  - **City:** Baltimore

  - **State:** MD

  - **Foreign country:** US

  - **Zip / Postal Code:** 21231

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

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

- **a. Name of Series:** T. Rowe Price Limited-Term Bond Portfolio

- **b. EDGAR series identifier (if any):** S000002129

- **c. LEI of Series:** MMIDQLKHUPGX6F6S4D55

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $213023997.05

**Total Liabilities:** $3457218.85

**Net Assets:** $209566778.20

**Stand-by Commitments:** $1488730.84

**Cash Not Reported:** $248.93

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -830.158060 | **1-Year:** -15085.570223 | **5-Year:** -16228.913246 | **10-Year:** -2726.711847 | **30-Year:** 0.000000

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

- **3-Month:** -25.360261 | **1-Year:** -56.156163 | **5-Year:** -47.759327 | **10-Year:** 0.000000 | **30-Year:** 0.000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000005520 | 0.39%                | 0.32%                | 0.58%                |
| Class ID C000005521 | 0.37%                | 0.30%                | 0.56%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $19560.18                | $-14698.16                                 |
| Month 2  | $58372.58                | $148523.80                                 |
| Month 3  | $61079.35                | $-5962.33                                  |

### Schedule of Portfolio Investments

| Name                                  | Title                                                        | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ABU DHABI DEVELOPMENT HO              | ABU DHABI DEVELOPMENTAL HOLDING CO PJSC                      | CUSIP: YO0773797<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |    400000 | PA      | $403299.13    | 0.19%             | 2030-05-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA              | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST    | CUSIP: 00774MBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    155000 | PA      | $157883.45    | 0.08%             | 2027-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA              | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST    | CUSIP: 00774MBG9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    422000 | PA      | $433563.86    | 0.21%             | 2027-04-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                          | AES CORP/THE                                                 | CUSIP: 00130HCE3<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    403000 | PA      | $402410.55    | 0.19%             | 2026-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| AFFRM 2025-X2 A 144A                  | AFFIRM ASSET SECURITIZATION TRUST 2025-X2                    | CUSIP: 00835DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    247433 | PA      | $247668.84    | 0.12%             | 2030-10-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AFRMT 2025-2A A 144A                  | AFFIRM MASTER TRUST                                          | CUSIP: 00833BAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    175000 | PA      | $176183.58    | 0.08%             | 2033-07-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| AFRMT 2025-2A B 144A                  | AFFIRM MASTER TRUST                                          | CUSIP: 00833BAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    180000 | PA      | $181195.40    | 0.09%             | 2033-07-15      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| AFRMT 2025-3A A 144A                  | AFFIRM MASTER TRUST SERIES 2025-3                            | CUSIP: 00833BAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    380000 | PA      | $381190.50    | 0.18%             | 2034-10-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ALA 2025-OANA A 144A                  | ALA TRUST 2025-OANA                                          | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    195000 | PA      | $195730.90    | 0.09%             | 2040-06-15      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| ALINE 2018-1A BR 144A                 | ALINEA CLO 2018-1 LTD                                        | CUSIP: 016269AG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249886.00    | 0.12%             | 2031-07-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| ALINE 2018-1A AR 144A                 | ALINEA CLO 2018-1 LTD                                        | CUSIP: 016269AE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5186 | PA      | $5184.18      | 0.00%             | 2031-07-20      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| ALLYA 2023-A C 144A                   | ALLY AUTO RECEIVABLES TRUST 2023-A                           | CUSIP: 02008NAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     78345 | PA      | $79057.90     | 0.04%             | 2034-01-17      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| ALLYA 2023-A B 144A                   | ALLY AUTO RECEIVABLES TRUST 2023-A                           | CUSIP: 02008NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1741 | PA      | $1742.02      | 0.00%             | 2034-01-17      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| ABCLN 2024-A C 144A                   | ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2024-A             | CUSIP: 02007GZ63<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    118595 | PA      | $120642.38    | 0.06%             | 2032-05-17      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| ABCLN 2024-B A2 144A                  | ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2024-B             | CUSIP: 02007G4B6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    145252 | PA      | $146658.59    | 0.07%             | 2032-09-15      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| ABCLN 2025-A B 144A                   | ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2025-A             | CUSIP: 02007G5E9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    207580 | PA      | $208635.80    | 0.10%             | 2033-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ABCLN 2025-B C 144A                   | ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2025-B             | CUSIP: 02007G6Q1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    232476 | PA      | $233867.90    | 0.11%             | 2033-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ABCLN 2025-B B 144A                   | ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2025-B             | CUSIP: 02007G6P3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    232476 | PA      | $233358.87    | 0.11%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                           | AMEREN CORP                                                  | CUSIP: 023608AL6<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    170000 | PA      | $166092.82    | 0.08%             | 2027-03-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER               | AMERICAN ELECTRIC POWER CO INC                               | CUSIP: 025537AY7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    325000 | PA      | $335202.10    | 0.16%             | 2029-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                   | AMERICAN EXPRESS CO                                          | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    230000 | PA      | $233618.26    | 0.11%             | 2029-04-25      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                   | AMERICAN EXPRESS CO                                          | CUSIP: 025816DV8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    180000 | PA      | $183052.88    | 0.09%             | 2028-07-26      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                   | AMERICAN EXPRESS CO                                          | CUSIP: 025816DU0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    205000 | PA      | $214038.79    | 0.10%             | 2030-04-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                   | AMERICAN EXPRESS CO                                          | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    105000 | PA      | $106249.48    | 0.05%             | 2028-02-16      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                | AMERICAN HONDA FINANCE CORP                                  | CUSIP: 02665WEV9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    335000 | PA      | $349496.78    | 0.17%             | 2028-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                   | AMERICAN TOWER CORP                                          | CUSIP: 03027XBL3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    473000 | PA      | $469428.14    | 0.22%             | 2026-04-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                   | AMERICAN TOWER CORP                                          | CUSIP: 03027XAP5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    178000 | PA      | $176734.62    | 0.08%             | 2027-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AMCAR 2021-2 D                        | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2021-2              | CUSIP: 03066RAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    235000 | PA      | $234669.03    | 0.11%             | 2027-06-18      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| AMCAR 2022-1 D                        | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2022-1              | CUSIP: 03066TAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    420000 | PA      | $416573.47    | 0.20%             | 2028-02-18      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                         | AMPHENOL CORP                                                | CUSIP: 032095AM3<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    363000 | PA      | $363586.56    | 0.17%             | 2026-03-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                 | AMRIZE FINANCE US LLC                                        | CUSIP: 43475RAQ9<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    280000 | PA      | $283307.78    | 0.14%             | 2028-04-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                 | AMRIZE FINANCE US LLC                                        | CUSIP: 43475RAR7<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102305.63    | 0.05%             | 2030-04-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AOMT 2020-3 A3 144A                   | ANGEL OAK MORTGAGE TRUST 2020-3                              | CUSIP: 03465LAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13563 | PA      | $13143.00     | 0.01%             | 2065-04-25      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| AOMT 2021-1 A1 144A                   | ANGEL OAK MORTGAGE TRUST 2021-1                              | CUSIP: 03465CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     81912 | PA      | $72030.57     | 0.03%             | 2066-01-25      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| AOMT 2021-6 A2 144A                   | ANGEL OAK MORTGAGE TRUST 2021-6                              | CUSIP: 03465JAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     82777 | PA      | $70529.16     | 0.03%             | 2066-09-25      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| AOMT 2025-5 A1 144A                   | ANGEL OAK MORTGAGE TRUST 2025-5                              | CUSIP: 03466EAA8<br>LEI: 254900QA46POYH7UR768 | Long             | ABS-MBS          | CORP              | US        |    462817 | PA      | $467022.96    | 0.22%             | 2070-04-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| ANTH 2025-1A A1 144A                  | ANTHELION CLO 2025-1 LTD                                     | CUSIP: 03676GAA9<br>LEI: 254900S9YB3JCLS0SX64 | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $300400.50    | 0.14%             | 2036-07-20      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                  | APPALACHIAN POWER CO                                         | CUSIP: 037735CW5<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    468000 | PA      | $463607.66    | 0.22%             | 2027-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| APTARGROUP INC                        | APTARGROUP INC                                               | CUSIP: 038336AB9<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110816.23    | 0.05%             | 2031-03-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ARBYS 2020-1A A2 144A                 | ARBYS FUNDING LLC                                            | CUSIP: 038779AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    506912 | PA      | $493721.37    | 0.24%             | 2050-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| ARIFL 2024-B A2 144A                  | ARI FLEET LEASE TRUST 2024-B                                 | CUSIP: 04033HAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    111765 | PA      | $112569.31    | 0.05%             | 2033-04-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| ASPEN INSURANCE HLDG LTD              | ASPEN INSURANCE HOLDINGS LTD                                 | CUSIP: 04530DAE2<br>LEI: 549300YX6HECG9XQCQ75 | Long             | DBT              | CORP              | BM        |    130000 | PA      | $135875.51    | 0.06%             | 2030-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                              | AT&T INC                                                     | CUSIP: 00206RGL0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95124.00     | 0.05%             | 2028-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING 144A            | ATHENE GLOBAL FUNDING                                        | CUSIP: 04685A3S8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    325000 | PA      | $325633.09    | 0.16%             | 2026-02-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING 144A            | ATHENE GLOBAL FUNDING                                        | CUSIP: 04685A3X7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    220000 | PA      | $223762.70    | 0.11%             | 2027-07-09      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING 144A            | ATHENE GLOBAL FUNDING                                        | CUSIP: 04685A4A6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    220000 | PA      | $220895.37    | 0.11%             | 2026-08-27      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| ATLASSIAN CORPORATION                 | ATLASSIAN CORP                                               | CUSIP: 049468AA9<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |    105000 | PA      | $108064.20    | 0.05%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                          | AUTOZONE INC                                                 | CUSIP: 053332BM3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    215000 | PA      | $222121.38    | 0.11%             | 2030-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| XCAP 2023-1A A2 144A                  | AUXILIOR TERM FUNDING 2023-1 LLC                             | CUSIP: 05335JAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     76631 | PA      | $77011.36     | 0.04%             | 2028-12-15      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| XCAP 2024-1A A3 144A                  | AUXILIOR TERM FUNDING 2024-1 LLC                             | CUSIP: 05335FAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    120000 | PA      | $122169.07    | 0.06%             | 2031-07-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| AESOP 2022-5A C 144A                  | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC                     | CUSIP: 05377RFX7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     66667 | PA      | $66850.54     | 0.03%             | 2027-04-20      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| AESOP 2023-3A D 144A                  | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC                     | CUSIP: 05377RKH6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101351.80    | 0.05%             | 2028-02-20      | Fixed         | 7.32%                 | No            |                  2 | On Loan: No      |
| AESOP 2023-2A C 144A                  | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC                     | CUSIP: 05377RGN8<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100794.35    | 0.05%             | 2027-10-20      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| AESOP 2025-3A B 144A                  | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC                     | CUSIP: 05377RKX1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99949.73     | 0.05%             | 2030-02-20      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD 144A         | AVOLON HOLDINGS FUNDING LTD                                  | CUSIP: 05401AAU5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    190000 | PA      | $196684.61    | 0.09%             | 2029-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD 144A         | AVOLON HOLDINGS FUNDING LTD                                  | CUSIP: 05401AAM3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     81000 | PA      | $80757.36     | 0.04%             | 2026-02-21      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD 144A         | AVOLON HOLDINGS FUNDING LTD                                  | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     90000 | PA      | $93861.62     | 0.04%             | 2028-05-04      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD 144A                      | BACARDI LTD                                                  | CUSIP: 067316AF6<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |    505000 | PA      | $508914.74    | 0.24%             | 2028-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC 144A                  | BAE SYSTEMS PLC                                              | CUSIP: 05523RAH0<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    220000 | PA      | $222669.87    | 0.11%             | 2027-03-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BOBA 2023-1A ARR 144A                 | BALBOA BAY LOAN FUNDING 2023-1 LTD                           | CUSIP: 05765DAR6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249863.25    | 0.12%             | 2036-04-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                    | BANCO SANTANDER SA                                           | CUSIP: 05964HBA2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $203268.06    | 0.10%             | 2028-03-14      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| BANK 2024-BNK47 A1                    | BANK 2024-BNK47                                              | CUSIP: 06540GAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     38610 | PA      | $39409.48     | 0.02%             | 2057-06-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| BANK MANDIRI PT                       | BANK MANDIRI PERSERO TBK PT                                  | CUSIP: ZL8867026<br>LEI: 549300RSKQN4Z5ZSGH94 | Long             | DBT              | CORP              | ID        |    500000 | PA      | $501676.48    | 0.24%             | 2026-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                  | BANK OF AMERICA CORP                                         | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    190000 | PA      | $187560.29    | 0.09%             | 2027-07-22      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                  | BANK OF AMERICA CORP                                         | CUSIP: 06051GLE7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200065.84    | 0.10%             | 2027-01-20      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                  | BANK OF AMERICA CORP                                         | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    390000 | PA      | $395193.56    | 0.19%             | 2029-05-09      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                | BANK OF NEW YORK MELLON/THE                                  | CUSIP: 06405LAH4<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |    280000 | PA      | $284709.78    | 0.14%             | 2029-04-20      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR11 AS                   | BANK5 2024-5YR11                                             | CUSIP: 06644WBL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    165000 | PA      | $172516.10    | 0.08%             | 2057-11-15      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR12 AS                   | BANK5 2024-5YR12                                             | CUSIP: 06644XBP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    110000 | PA      | $115016.28    | 0.05%             | 2057-12-15      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR12 A3                   | BANK5 2024-5YR12                                             | CUSIP: 06644XBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    288000 | PA      | $302830.39    | 0.14%             | 2057-12-15      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR9 A1                    | BANK5 2024-5YR9                                              | CUSIP: 06644VBA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    146387 | PA      | $147934.88    | 0.07%             | 2057-08-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL 144A           | BANQUE FEDERATIVE DU CREDIT MUTUEL SA                        | CUSIP: 06675FAZ0<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $200114.74    | 0.10%             | 2026-01-26      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                          | BARCLAYS PLC                                                 | CUSIP: 06738EDD4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $201153.30    | 0.10%             | 2029-11-11      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                          | BARCLAYS PLC                                                 | CUSIP: 06738ECX1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    255000 | PA      | $259851.76    | 0.12%             | 2029-02-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                  | BAT INTERNATIONAL FINANCE PLC                                | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    460000 | PA      | $463672.62    | 0.22%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                  | BAT INTERNATIONAL FINANCE PLC                                | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    225000 | PA      | $223650.97    | 0.11%             | 2026-03-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| BATLN 2016-10A A2R3 144A              | BATTALION CLO X LTD                                          | CUSIP: 07132JBN3<br>LEI: 549300RRK5G3IT4Y7N27 | Long             | ABS-CBDO         | CORP              | KY        |    570000 | PA      | $570000.00    | 0.27%             | 2035-01-24      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| BATLN 2018-12A BRR 144A               | BATTALION CLO XII LTD                                        | CUSIP: 07133RAY1<br>LEI: 549300JIE0P78OIZGS60 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249823.00    | 0.12%             | 2031-05-17      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| BATLN 2018-12A CRR 144A               | BATTALION CLO XII LTD                                        | CUSIP: 07133RBA2<br>LEI: 549300JIE0P78OIZGS60 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249675.75    | 0.12%             | 2031-05-17      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| BATLN 2021-21A BR 144A                | BATTALION CLO XXI LTD                                        | CUSIP: 07134WAS2<br>LEI: 549300EOF4JL75TYXX49 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250074.75    | 0.12%             | 2034-07-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| BAYVIEW FINANCING TRUST 2024-2F A PP  | BAYVIEW FINANCING TRUST 2024-2F A                            | CUSIP: 07336XAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    213092 | PA      | $214147.04    | 0.10%             | 2029-11-01      | Variable      | 6.75%                 | Yes           |                  3 | On Loan: No      |
| BVCLN 2024-CAR1 A 144A                | BAYVIEW OPPORTUNITY MASTER FUND VII 2024-CAR1 LLC            | CUSIP: 07336QAA0<br>LEI: 254900S53K9VTUR1UX42 | Long             | ABS-O            | CORP              | US        |     98365 | PA      | $98642.13     | 0.05%             | 2031-12-26      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| BVCLN 2025-EDU1 A 144A                | BAYVIEW OPPORTUNITY MASTER FUND VII 2025-EDU1 LLC            | CUSIP: 07337GAA1<br>LEI: 2549001VJ64UFK8PZA41 | Long             | ABS-O            | CORP              | US        |    231548 | PA      | $231964.16    | 0.11%             | 2048-07-27      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| BVCLN 2025-EDU1 B 144A                | BAYVIEW OPPORTUNITY MASTER FUND VII 2025-EDU1 LLC            | CUSIP: 07337GAB9<br>LEI: 2549001VJ64UFK8PZA41 | Long             | ABS-O            | CORP              | US        |    231548 | PA      | $231547.76    | 0.11%             | 2048-07-27      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND CO               | BECTON DICKINSON & CO                                        | CUSIP: 075887CQ0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    375000 | PA      | $379895.33    | 0.18%             | 2028-02-13      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                 | BECTON DICKINSON & CO                                        | CUSIP: 075887CE7<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    183000 | PA      | $185839.29    | 0.09%             | 2026-12-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| BMARK 2024-V11 AM                     | BENCHMARK 2024-V11 MORTGAGE TRUST                            | CUSIP: 081921BC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    140000 | PA      | $146321.90    | 0.07%             | 2057-11-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| BMARK 2024-V6 A1                      | BENCHMARK 2024-V6 MORTGAGE TRUST                             | CUSIP: 081927AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     41592 | PA      | $41883.69     | 0.02%             | 2057-03-15      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| BMARK 2024-V8 A1                      | BENCHMARK 2024-V8 MORTGAGE TRUST                             | CUSIP: 08190AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     86520 | PA      | $88039.36     | 0.04%             | 2057-07-15      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| BMARK 2025-B41 A1                     | BENCHMARK 2025-B41 MORTGAGE TRUST                            | CUSIP: 081935AU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    119392 | PA      | $119806.66    | 0.06%             | 2068-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BMARK 2025-V19 A3                     | BENCHMARK 2025-V19 MORTGAGE TRUST                            | CUSIP: 08164DAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    280000 | PA      | $289219.11    | 0.14%             | 2058-01-15      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| BFLD 2025-5MW C 144A                  | BFLD COMMERCIAL MORTGAGE TRUST 2025-5MW                      | CUSIP: 088921AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $101106.65    | 0.05%             | 2042-10-10      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| BINOM 2021-INV1 A2 144A               | BINOM SECURITIZATION TRUST 2021-INV1                         | CUSIP: 05552UAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    173344 | PA      | $160601.65    | 0.08%             | 2056-06-25      | Variable      | 2.37%                 | No            |                  2 | On Loan: No      |
| BINOM 2021-INV1 A3 144A               | BINOM SECURITIZATION TRUST 2021-INV1                         | CUSIP: 05552UAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     54740 | PA      | $50937.77     | 0.02%             | 2056-06-25      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| OWLEF 2024-1A B 144A                  | BLUE OWL ASSET LEASING TRUST 2024-1 LLC                      | CUSIP: 095921AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101149.70    | 0.05%             | 2030-03-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| OWLEF 2024-1A A2 144A                 | BLUE OWL ASSET LEASING TRUST 2024-1 LLC                      | CUSIP: 095921AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    104342 | PA      | $104742.59    | 0.05%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BLUEM 2016-3A A1R2 144A               | BLUEMOUNTAIN CLO 2016-3 LTD                                  | CUSIP: 09628VAW4<br>LEI: 549300EYIDIF4X8MHI21 | Long             | ABS-CBDO         | CORP              | KY        |    100333 | PA      | $100298.57    | 0.05%             | 2030-11-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| BLUEM 2018-3A A1R 144A                | BLUEMOUNTAIN CLO 2018-3 LTD                                  | CUSIP: 09630AAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     92704 | PA      | $92718.87     | 0.04%             | 2030-10-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C4 A3                       | BMO 2024-5C4 MORTGAGE TRUST                                  | CUSIP: 09660SAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    275000 | PA      | $291769.58    | 0.14%             | 2057-05-15      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| BMO 2024-C8 A1                        | BMO 2024-C8 MORTGAGE TRUST                                   | CUSIP: 05593HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     94475 | PA      | $95384.29     | 0.05%             | 2057-03-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC 144A               | BMW US CAPITAL LLC                                           | CUSIP: 05565ECQ6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    490000 | PA      | $495073.58    | 0.24%             | 2027-08-13      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS 144A                      | BNP PARIBAS SA                                               | CUSIP: 09659W3C6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    475000 | PA      | $480519.03    | 0.23%             | 2029-05-09      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| BOEING CO                             | BOEING CO/THE                                                | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    210000 | PA      | $203563.57    | 0.10%             | 2029-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BOEING CO                             | BOEING CO/THE                                                | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    195000 | PA      | $194636.55    | 0.09%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                         | BOEING CO/THE                                                | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    417000 | PA      | $427965.35    | 0.20%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC 144A          | BOOZ ALLEN HAMILTON INC                                      | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58712.24     | 0.03%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| BOOZ ALLEN HAMILTON INC 144A          | BOOZ ALLEN HAMILTON INC                                      | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    535000 | PA      | $525729.27    | 0.25%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CLVR 2019-1A ARR 144A                 | BOWLING GREEN PARK CLO LLC                                   | CUSIP: 102875AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    410000 | PA      | $408490.79    | 0.19%             | 2035-04-18      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| BPR 2021-TY  B 144A                   | BPR TRUST 2021-TY                                            | CUSIP: 05592AAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $199757.10    | 0.10%             | 2038-09-15      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| HGVGI 2019-A A 144A                   | BRE GRAND ISLANDER TIMESHARE ISSUER 2019-A LLC               | CUSIP: 05588UAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     60696 | PA      | $60311.90     | 0.03%             | 2033-09-26      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| BRIGHTHSE FIN GLBL FUND 144A          | BRIGHTHOUSE FINANCIAL GLOBAL FUNDING                         | CUSIP: 10921U2C1<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69226.45     | 0.03%             | 2026-05-24      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                     | BROWN & BROWN INC                                            | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111309.26    | 0.05%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                | BUNGE LTD FINANCE CORP                                       | CUSIP: 120568BL3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198621.96    | 0.09%             | 2026-04-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                | BUNGE LTD FINANCE CORP                                       | CUSIP: 120568BM1<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    280000 | PA      | $283138.17    | 0.14%             | 2027-04-21      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BX 2022-AHP A 144A                    | BX COMMERCIAL MORTGAGE TRUST 2022-AHP                        | CUSIP: 05610FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    190000 | PA      | $189884.52    | 0.09%             | 2039-01-17      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| BX 2024-GPA3 B 144A                   | BX COMMERCIAL MORTGAGE TRUST 2024-GPA3                       | CUSIP: 123910AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    128425 | PA      | $128703.77    | 0.06%             | 2039-12-15      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| BX 2024-MDHS A 144A                   | BX COMMERCIAL MORTGAGE TRUST 2024-MDHS                       | CUSIP: 12433BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    175349 | PA      | $175620.29    | 0.08%             | 2041-05-15      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| BX 2024-MDHS B 144A                   | BX COMMERCIAL MORTGAGE TRUST 2024-MDHS                       | CUSIP: 12433BAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    175349 | PA      | $175728.87    | 0.08%             | 2041-05-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| BX 2024-SLCT B 144A                   | BX COMMERCIAL MORTGAGE TRUST 2024-SLCT                       | CUSIP: 12433JAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99937.54     | 0.05%             | 2042-01-15      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| BX 2024-SLCT C 144A                   | BX COMMERCIAL MORTGAGE TRUST 2024-SLCT                       | CUSIP: 12433JAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    245000 | PA      | $244606.97    | 0.12%             | 2042-01-15      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| BX 2025-GW A 144A                     | BX TRUST 2025-GW                                             | CUSIP: 12433GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    305000 | PA      | $305571.51    | 0.15%             | 2042-07-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| BX 2025-VOLT A 144A                   | BX TRUST 2025-VOLT                                           | CUSIP: 05619PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    235000 | PA      | $235146.17    | 0.11%             | 2044-12-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| BX 2025-VOLT B 144A                   | BX TRUST 2025-VOLT                                           | CUSIP: 05619PAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    360000 | PA      | $361118.63    | 0.17%             | 2044-12-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA 144A                     | CAIXABANK SA                                                 | CUSIP: 12803RAB0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    290000 | PA      | $295045.19    | 0.14%             | 2027-09-13      | Variable      | 6.68%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES               | CANADIAN NATURAL RESOURCES LTD                               | CUSIP: 136385AX9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    225000 | PA      | $224462.04    | 0.11%             | 2027-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY              | CANADIAN PACIFIC RAILWAY CO                                  | CUSIP: 13645RBE3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    135000 | PA      | $132383.59    | 0.06%             | 2026-12-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CANYC 2019-2A AR2 144A                | CANYON CAPITAL CLO 2019-2 LTD                                | CUSIP: 13887WAS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    290000 | PA      | $289524.11    | 0.14%             | 2034-10-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO              | CAPITAL ONE FINANCIAL CORP                                   | CUSIP: 14040HDB8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117747.15    | 0.06%             | 2027-10-29      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| CARMX 2023-2 D                        | CARMAX AUTO OWNER TRUST 2023-2                               | CUSIP: 142921AH8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    175000 | PA      | $178698.57    | 0.09%             | 2029-10-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| CARMX 2023-2 C                        | CARMAX AUTO OWNER TRUST 2023-2                               | CUSIP: 142921AG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    265000 | PA      | $268700.33    | 0.13%             | 2028-11-15      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| CARMX 2023-3 D                        | CARMAX AUTO OWNER TRUST 2023-3                               | CUSIP: 14319BAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $102385.62    | 0.05%             | 2030-12-16      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| CARMX 2023-4 C                        | CARMAX AUTO OWNER TRUST 2023-4                               | CUSIP: 14318XAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    135000 | PA      | $139994.23    | 0.07%             | 2029-05-15      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| CARMX 2024-1 C                        | CARMAX AUTO OWNER TRUST 2024-1                               | CUSIP: 14318WAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    140000 | PA      | $142964.01    | 0.07%             | 2029-08-15      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| CARMX 2024-2 D                        | CARMAX AUTO OWNER TRUST 2024-2                               | CUSIP: 14319EAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $103012.86    | 0.05%             | 2030-10-15      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| CARMX 2024-3 D                        | CARMAX AUTO OWNER TRUST 2024-3                               | CUSIP: 14319GAH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     65000 | PA      | $66207.26     | 0.03%             | 2031-01-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| CMXS 2024-A C                         | CARMAX SELECT RECEIVABLES TRUST 2024-A                       | CUSIP: 14319FAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    290000 | PA      | $296645.00    | 0.14%             | 2030-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CMXS 2024-A B                         | CARMAX SELECT RECEIVABLES TRUST 2024-A                       | CUSIP: 14319FAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     65000 | PA      | $65945.79     | 0.03%             | 2030-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CRVNA 2021-P4 B                       | CARVANA AUTO RECEIVABLES TRUST 2021-P4                       | CUSIP: 14687KAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    190000 | PA      | $186313.81    | 0.09%             | 2028-02-10      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| CRVNA 2022-N1 C 144A                  | CARVANA AUTO RECEIVABLES TRUST 2022-N1                       | CUSIP: 14686GAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     12753 | PA      | $12614.72     | 0.01%             | 2028-12-11      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| CRVNA 2024-N2 C 144A                  | CARVANA AUTO RECEIVABLES TRUST 2024-N2                       | CUSIP: 14687VAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    480000 | PA      | $490036.90    | 0.23%             | 2030-09-10      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| CRVNA 2024-N2 B 144A                  | CARVANA AUTO RECEIVABLES TRUST 2024-N2                       | CUSIP: 14687VAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $202445.32    | 0.10%             | 2030-09-10      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                     | CBRE SERVICES INC                                            | CUSIP: 12505BAJ9<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    105000 | PA      | $106518.42    | 0.05%             | 2030-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC              | CELANESE US HOLDINGS LLC                                     | CUSIP: 15089QAK0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    225000 | PA      | $221156.86    | 0.11%             | 2026-08-05      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| AMERISOURCEBERGEN CORP                | CENCORA INC                                                  | CUSIP: 03073EAP0<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     61000 | PA      | $60484.39     | 0.03%             | 2027-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                           | CENCORA INC                                                  | CUSIP: 03073EAV7<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    165000 | PA      | $167105.21    | 0.08%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CENT 2025-CITY A 144A                 | CENT 2025-CITY                                               | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    230000 | PA      | $232797.40    | 0.11%             | 2040-07-10      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                          | CENTENE CORP                                                 | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    530000 | PA      | $514086.42    | 0.25%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                   | CHARLES SCHWAB CORP/THE                                      | CUSIP: 808513CK9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    520000 | PA      | $519415.81    | 0.25%             | 2031-11-14      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| CACLN 2025-1 B 144A                   | CHASE AUTO CREDIT LINKED NOTES SERIES 2025-1                 | CUSIP: 46591HCS7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    208416 | PA      | $209993.21    | 0.10%             | 2033-02-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHPRK 2018-1A BR 144A                 | CHENANGO PARK CLO LTD                                        | CUSIP: 16409TAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    325000 | PA      | $325371.48    | 0.16%             | 2030-04-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| CHPRK 2018-1A A2R 144A                | CHENANGO PARK CLO LTD                                        | CUSIP: 16409TAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249931.75    | 0.12%             | 2030-04-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD              | CHENIERE CORPUS CHRISTI HOLDINGS LLC                         | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    276000 | PA      | $278759.73    | 0.13%             | 2027-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                   | CHENIERE ENERGY INC                                          | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |     51000 | PA      | $50967.97     | 0.02%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CIFC 2016-1A D1R3 144A                | CIFC FUNDING 2016-I LTD                                      | CUSIP: 17180TBS0<br>LEI: 54930076OPDXR0U68E20 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250329.00    | 0.12%             | 2031-10-21      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| CIFC 2016-1A AR3 144A                 | CIFC FUNDING 2016-I LTD                                      | CUSIP: 17180TBL5<br>LEI: 54930076OPDXR0U68E20 | Long             | ABS-CBDO         | CORP              | KY        |    344799 | PA      | $344662.68    | 0.16%             | 2031-10-21      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| CIM 2021-R6 A1 144A                   | CIM TRUST 2021-R6                                            | CUSIP: 12567RAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     38973 | PA      | $36159.99     | 0.02%             | 2061-07-25      | Variable      | 1.43%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                         | CITIGROUP INC                                                | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    185000 | PA      | $190048.40    | 0.09%             | 2030-02-13      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| CMLTI 2020-EXP2 A3 144A               | CITIGROUP MORTGAGE LOAN TRUST INC                            | CUSIP: 17328PAQ6<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |     40726 | PA      | $36021.13     | 0.02%             | 2050-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| CK HUTCHISON INTL 25 144A             | CK HUTCHISON INTERNATIONAL 25 LTD                            | CUSIP: 178909AA5<br>LEI: 25490034BP1Z4Y4HOG05 | Long             | DBT              | CORP              | KY        |    300000 | PA      | $299640.52    | 0.14%             | 2030-09-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CLARUS 2024-1A B 144A                 | CLARUS CAPITAL FUNDING 2024-1 LLC                            | CUSIP: 18271JAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100453.82    | 0.05%             | 2032-08-20      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| CLARUS 2024-1A A2 144A                | CLARUS CAPITAL FUNDING 2024-1 LLC                            | CUSIP: 18271JAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     51414 | PA      | $51598.62     | 0.02%             | 2032-08-20      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING 144A               | CNO GLOBAL FUNDING                                           | CUSIP: 18977W2G4<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    108000 | PA      | $109400.03    | 0.05%             | 2027-12-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING 144A               | CNO GLOBAL FUNDING                                           | CUSIP: 18977W2A7<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    505000 | PA      | $496172.79    | 0.24%             | 2026-10-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| COCA-COLA EUROPEAN PARTN 144A         | COCA-COLA EUROPACIFIC PARTNERS PLC                           | CUSIP: 19123MAF0<br>LEI: 549300LTH67W4GWMRF57 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $194835.12    | 0.09%             | 2027-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| COLT 2021-1 A2 144A                   | COLT 2021-1 MORTGAGE LOAN TRUST                              | CUSIP: 19688EAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70937 | PA      | $61984.86     | 0.03%             | 2066-06-25      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| COLT 2024-6 A2 144A                   | COLT 2024-6 MORTGAGE LOAN TRUST                              | CUSIP: 19688XAB2<br>LEI: 213800U2X2TO1PQH1O75 | Long             | ABS-MBS          | CORP              | US        |    259954 | PA      | $261213.83    | 0.12%             | 2069-11-25      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| COLT 2024-INV4 A3 144A                | COLT 2024-INV4 MORTGAGE LOAN TRUST                           | CUSIP: 19688QAC5<br>LEI: 2138008UGM66WOAUY633 | Long             | ABS-MBS          | CORP              | US        |    241210 | PA      | $244062.10    | 0.12%             | 2069-05-25      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| COLT 2025-10 A1F 144A                 | COLT 2025-10 MORTGAGE LOAN TRUST                             | CUSIP: 12675XAD8<br>LEI: 213800STFGFKQEQSRE63 | Long             | ABS-MBS          | CORP              | US        |    196370 | PA      | $197055.62    | 0.09%             | 2070-10-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| COLT 2025-4 A1 144A                   | COLT 2025-4 MORTGAGE LOAN TRUST                              | CUSIP: 12674HAA0<br>LEI: 2138002WIT3BHLQD3E93 | Long             | ABS-MBS          | CORP              | US        |     97294 | PA      | $98450.04     | 0.05%             | 2070-04-25      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| COLT 2025-INV2 A1 144A                | COLT 2025-INV2 MORTGAGE LOAN TRUST                           | CUSIP: 12673UAA2<br>LEI: 213800M5KYYIOHI7KW93 | Long             | ABS-MBS          | CORP              | US        |    173571 | PA      | $175383.28    | 0.08%             | 2070-02-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO 144A         | COLUMBIA PIPELINES HOLDING CO LLC                            | CUSIP: 19828AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $40372.16     | 0.02%             | 2026-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                          | COMCAST CORP                                                 | CUSIP: 20030NCT6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    115000 | PA      | $115588.95    | 0.06%             | 2028-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CONAGRA FOODS INC 4/2 144A CP         | CONAGRA BRANDS INC                                           | CUSIP: 20600HA61<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    470000 | PA      | $469688.67    | 0.22%             | 2026-01-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CAS 2025-R03 2A1 144A                 | CONNECTICUT AVENUE SECURITIES TRUST 2025-R03                 | CUSIP: 20754VAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     84799 | PA      | $85203.70     | 0.04%             | 2045-03-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| CAS 2025-R06 1M1 144A                 | CONNECTICUT AVENUE SECURITIES TRUST 2025-R06                 | CUSIP: 20754YAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    138474 | PA      | $138548.56    | 0.07%             | 2045-09-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC              | CONSTELLATION ENERGY GENERATION LLC                          | CUSIP: 210385AB6<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77426.80     | 0.04%             | 2028-03-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING 144A          | COREBRIDGE GLOBAL FUNDING                                    | CUSIP: 00138CBG2<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    205000 | PA      | $205697.11    | 0.10%             | 2028-08-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING 144A          | COREBRIDGE GLOBAL FUNDING                                    | CUSIP: 00138CAX6<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92390.71     | 0.04%             | 2029-01-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING 144A          | COREBRIDGE GLOBAL FUNDING                                    | CUSIP: 00138CBB3<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    105000 | PA      | $106082.23    | 0.05%             | 2027-08-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                           | CORP NACIONAL DEL COBRE DE CHILE                             | CUSIP: AO5022774<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    525000 | PA      | $520169.73    | 0.25%             | 2027-08-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC 144A           | COX COMMUNICATIONS INC                                       | CUSIP: 224044CG0<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119289.15    | 0.06%             | 2026-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC 144A           | COX COMMUNICATIONS INC                                       | CUSIP: 224044CJ4<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98858.17     | 0.05%             | 2027-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA 144A               | CREDIT AGRICOLE SA                                           | CUSIP: 22535WAP2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    285000 | PA      | $290883.30    | 0.14%             | 2029-01-09      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| CROSS 2024-H6 A2 144A                 | CROSS 2024-H6 MORTGAGE TRUST                                 | CUSIP: 227919AB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    324609 | PA      | $325264.29    | 0.16%             | 2069-09-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                      | CROWN CASTLE INC                                             | CUSIP: 22822VBD2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    145000 | PA      | $150556.51    | 0.07%             | 2029-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                      | CROWN CASTLE INC                                             | CUSIP: 22822VAL5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39950.47     | 0.02%             | 2029-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTL CORP                | CROWN CASTLE INC                                             | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    255000 | PA      | $250695.86    | 0.12%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                      | CROWN CASTLE INC                                             | CUSIP: 22822VBB6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    195000 | PA      | $197830.55    | 0.09%             | 2028-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTL CORP                | CROWN CASTLE INC                                             | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    265000 | PA      | $261208.49    | 0.12%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                      | CROWN CASTLE INC                                             | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    140000 | PA      | $142191.71    | 0.07%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTL CORP                | CROWN CASTLE INC                                             | CUSIP: 22822VAB7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    320000 | PA      | $319717.36    | 0.15%             | 2026-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTL CORP 4/2 144A CP    | CROWN CASTLE INTL 0.0 22JAN26 144A                           | CUSIP: 22823QAN1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    570000 | PA      | $568538.86    | 0.27%             | 2026-01-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE TOWERS LLC 144A          | CROWN CASTLE TOWERS LLC                                      | CUSIP: 22822RBH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $79738.62     | 0.04%             | 2028-07-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| CSL FINANCE PLC 144A                  | CSL FINANCE PLC                                              | CUSIP: 12661PAA7<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |     90000 | PA      | $89881.95     | 0.04%             | 2027-04-27      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                       | CVS HEALTH CORP                                              | CUSIP: 126650CU2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    177000 | PA      | $176054.06    | 0.08%             | 2026-06-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                       | CVS HEALTH CORP                                              | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    170000 | PA      | $170678.81    | 0.08%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                       | CVS HEALTH CORP                                              | CUSIP: 126650DS6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    623000 | PA      | $623010.59    | 0.30%             | 2026-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                       | CVS HEALTH CORP                                              | CUSIP: 126650DF4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    105000 | PA      | $104222.38    | 0.05%             | 2026-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                       | CVS HEALTH CORP                                              | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    545000 | PA      | $521389.01    | 0.25%             | 2027-08-21      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| CYRUS 2024-2A A2 144A                 | CYRUSONE DATA CENTERS ISSUER I LLC                           | CUSIP: 23284BAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    360000 | PA      | $351334.84    | 0.17%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA 144A           | DAIMLER TRUCK FINANCE NORTH AMERICA LLC                      | CUSIP: 233853AY6<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    175000 | PA      | $177741.72    | 0.08%             | 2027-09-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINAN NA 144A          | DAIMLER TRUCK FINANCE NORTH AMERICA LLC                      | CUSIP: 233853AP5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150059.51    | 0.07%             | 2026-01-16      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| DAIMLER TRUCK FINAN NA 144A           | DAIMLER TRUCK FINANCE NORTH AMERICA LLC                      | CUSIP: 233853BG4<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150661.31    | 0.07%             | 2027-08-12      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA 144A           | DAIMLER TRUCK FINANCE NORTH AMERICA LLC                      | CUSIP: 233853AV2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151382.82    | 0.07%             | 2027-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S 144A                  | DANSKE BANK A/S                                              | CUSIP: 23636ABJ9<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    200000 | PA      | $201584.11    | 0.10%             | 2030-10-02      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S 144A                  | DANSKE BANK A/S                                              | CUSIP: 23636ABG5<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    200000 | PA      | $203156.02    | 0.10%             | 2028-03-01      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC                | DARDEN RESTAURANTS INC                                       | CUSIP: 237194AP0<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |    290000 | PA      | $291584.84    | 0.14%             | 2027-10-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| DBC 2025-DBC A 144A                   | DBC 2025-DBC MORTGAGE TRUST                                  | CUSIP: 23306HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    320000 | PA      | $320247.14    | 0.15%             | 2042-11-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| DRMT 2021-1 A2 144A                   | DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2021-1                  | CUSIP: 24380VAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11542 | PA      | $11111.57     | 0.01%             | 2065-05-25      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| DRMT 2021-2 A3 144A                   | DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2021-2                  | CUSIP: 24381WAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     36219 | PA      | $32556.60     | 0.02%             | 2066-04-25      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| DEFT 2023-3 D 144A                    | DELL EQUIPMENT FINANCE TRUST 2023-3                          | CUSIP: 24702EAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100825.50    | 0.05%             | 2029-10-22      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DEFT 2024-1 D 144A                    | DELL EQUIPMENT FINANCE TRUST 2024-1                          | CUSIP: 24702GAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101636.87    | 0.05%             | 2030-09-23      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| DEFT 2024-2 B 144A                    | DELL EQUIPMENT FINANCE TRUST 2024-2                          | CUSIP: 24704EAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100948.48    | 0.05%             | 2030-08-22      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| DEFT 2024-2 D 144A                    | DELL EQUIPMENT FINANCE TRUST 2024-2                          | CUSIP: 24704EAL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100851.78    | 0.05%             | 2031-02-24      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| DEFT 2025-1 C 144A                    | DELL EQUIPMENT FINANCE TRUST 2025-1                          | CUSIP: 24703UAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101561.36    | 0.05%             | 2031-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP               | DELL INTERNATIONAL LLC / EMC CORP                            | CUSIP: 24703TAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $274029.48    | 0.13%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                   | DELTA AIR LINES INC                                          | CUSIP: 247361A24<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    185000 | PA      | $188355.58    | 0.09%             | 2028-07-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DEXT 2025-2 C 144A                    | DEXT ABS 2025-2 LLC                                          | CUSIP: 252153AE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99961.20     | 0.05%             | 2036-04-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                | DIAMONDBACK ENERGY INC                                       | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    240000 | PA      | $243586.47    | 0.12%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DLLAA 2023-1A A3 144A                 | DLLAA 2023-1 LLC                                             | CUSIP: 23292HAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    146810 | PA      | $148365.83    | 0.07%             | 2028-02-22      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| DLLST 2024-1A A3 144A                 | DLLST 2024-1 LLC                                             | CUSIP: 23346HAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     48874 | PA      | $49086.07     | 0.02%             | 2027-08-20      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| DLLST 2024-1A A4 144A                 | DLLST 2024-1 LLC                                             | CUSIP: 23346HAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     20000 | PA      | $20199.08     | 0.01%             | 2030-04-22      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                   | DOLLAR GENERAL CORP                                          | CUSIP: 256677AF2<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    323000 | PA      | $323638.98    | 0.15%             | 2028-05-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                   | DOLLAR GENERAL CORP                                          | CUSIP: 256677AN5<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    166000 | PA      | $170215.79    | 0.08%             | 2028-07-05      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DRIVE 2025-2 C                        | DRIVE AUTO RECEIVABLES TRUST 2025-2                          | CUSIP: 262103AF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    105000 | PA      | $104929.01    | 0.05%             | 2032-09-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| HONK 2019-2A A2 144A                  | DRIVEN BRANDS FUNDING LLC                                    | CUSIP: 26208LAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100878 | PA      | $100214.53    | 0.05%             | 2049-10-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| DRSLF 2020-86A A1R2 144A              | DRYDEN 86 CLO LTD                                            | CUSIP: 26245XAY3<br>LEI: 25490017VKY7XEFZL303 | Long             | ABS-CBDO         | CORP              | KY        |    260000 | PA      | $260199.16    | 0.12%             | 2034-07-17      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                         | DTE ENERGY CO                                                | CUSIP: 233331BN6<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206607.06    | 0.10%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                         | DTE ENERGY CO                                                | CUSIP: 233331BJ5<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    225000 | PA      | $228955.47    | 0.11%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                         | DTE ENERGY CO                                                | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151982.25    | 0.07%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                      | DUKE ENERGY CORP                                             | CUSIP: 26441CBS3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    140000 | PA      | $140842.08    | 0.07%             | 2028-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL 144A         | EAGLE FUNDING LUXCO SARL                                     | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |    350000 | PA      | $356620.94    | 0.17%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EBAY INC                              | EBAY INC                                                     | CUSIP: 278642AU7<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    515000 | PA      | $512540.42    | 0.24%             | 2027-06-05      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL 4/2 144A CP      | EDISON INTERNATIONAL                                         | CUSIP: 28103BAL6<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    450000 | PA      | $448958.93    | 0.21%             | 2026-01-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EFMT 2024-INV2 A2 144A                | EFMT 2024-INV2                                               | CUSIP: 26844LAB4<br>LEI: 254900QTMZ2ZHRYMFA85 | Long             | ABS-MBS          | CORP              | US        |     86087 | PA      | $86233.38     | 0.04%             | 2069-10-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| EFMT 2024-INV2 A1 144A                | EFMT 2024-INV2                                               | CUSIP: 26844LAA6<br>LEI: 254900QTMZ2ZHRYMFA85 | Long             | ABS-MBS          | CORP              | US        |    210912 | PA      | $211025.01    | 0.10%             | 2069-10-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-INV2 A1 144A                | EFMT 2025-INV2                                               | CUSIP: 281914AA9<br>LEI: 254900ZO1GLQXE3JWX68 | Long             | ABS-MBS          | CORP              | US        |     92903 | PA      | $93608.42     | 0.04%             | 2070-05-26      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-INV4 A1F 144A               | EFMT 2025-INV4                                               | CUSIP: 26846DAD6<br>LEI: 254900KQZEY4W9F3MX66 | Long             | ABS-MBS          | CORP              | US        |    103027 | PA      | $103220.63    | 0.05%             | 2070-10-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-INV5 A1 144A                | EFMT 2025-INV5                                               | CUSIP: 28224UAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    154402 | PA      | $154705.28    | 0.07%             | 2070-12-01      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-NQM5 A1 144A                | EFMT 2025-NQM5                                               | CUSIP: 28225KAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     98248 | PA      | $98432.44     | 0.05%             | 2070-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-NQM6 A1 144A                | EFMT 2025-NQM6                                               | CUSIP: 281916AE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    210000 | PA      | $210435.25    | 0.10%             | 2070-12-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| EHGVT 2019-A A 144A                   | ELARA HGV TIMESHARE ISSUER 2019-A LLC                        | CUSIP: 28416TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     79186 | PA      | $78741.23     | 0.04%             | 2034-01-25      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| EHGVT 2021-A A 144A                   | ELARA HGV TIMESHARE ISSUER 2021-A LLC                        | CUSIP: 28416LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     23680 | PA      | $22685.27     | 0.01%             | 2035-08-27      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| EHGVT 2023-A C 144A                   | ELARA HGV TIMESHARE ISSUER 2023-A LLC                        | CUSIP: 28415AAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     58461 | PA      | $60452.41     | 0.03%             | 2038-02-25      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT 144A         | ELEMENT FLEET MANAGEMENT CORP                                | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    185000 | PA      | $189063.01    | 0.09%             | 2030-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT 144A         | ELEMENT FLEET MANAGEMENT CORP                                | CUSIP: 286181AM4<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    175000 | PA      | $177963.72    | 0.08%             | 2027-03-13      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| EFMT 2019-2 A3 144A                   | ELLINGTON FINANCIAL MORTGAGE TRUST 2019-2                    | CUSIP: 31573TAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8981 | PA      | $8735.98      | 0.00%             | 2059-11-25      | Variable      | 3.05%                 | No            |                  2 | On Loan: No      |
| EMD FINANCE LLC 144A                  | EMD FINANCE LLC                                              | CUSIP: 26867LAN0<br>LEI: 529900C8KS5G529A0B76 | Long             | DBT              | CORP              | US        |    540000 | PA      | $541349.00    | 0.26%             | 2028-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                          | ENBRIDGE INC                                                 | CUSIP: 29250NBX2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     90000 | PA      | $94613.64     | 0.05%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                          | ENBRIDGE INC                                                 | CUSIP: 29250NCH6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     90000 | PA      | $90950.74     | 0.04%             | 2028-06-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                          | ENBRIDGE INC                                                 | CUSIP: 29250NBW4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    110000 | PA      | $111617.79    | 0.05%             | 2026-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV 144A             | ENEL FINANCE INTERNATIONAL NV                                | CUSIP: 29278GBF4<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $199725.63    | 0.10%             | 2028-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV 144A             | ENEL FINANCE INTERNATIONAL NV                                | CUSIP: 29278GAM0<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    265000 | PA      | $261452.40    | 0.12%             | 2026-07-12      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                    | ENERGY TRANSFER LP                                           | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    160000 | PA      | $164798.65    | 0.08%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                    | ENERGY TRANSFER LP                                           | CUSIP: 29273VAR1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    475000 | PA      | $482649.63    | 0.23%             | 2026-12-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| EFF 2024-3 A4 144A                    | ENTERPRISE FLEET FINANCING 2024-3 LLC                        | CUSIP: 29375QAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $51162.03     | 0.02%             | 2031-03-20      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                     | EOG RESOURCES INC                                            | CUSIP: 26875PBB6<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    170000 | PA      | $170759.43    | 0.08%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| EQT CORP 144A                         | EQT CORP                                                     | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    420000 | PA      | $418168.93    | 0.20%             | 2026-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL 144A         | EQUITABLE AMERICA GLOBAL FUNDING                             | CUSIP: 29446Q2C6<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79902.00     | 0.04%             | 2027-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL 144A         | EQUITABLE AMERICA GLOBAL FUNDING                             | CUSIP: 29446Q2A0<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |    235000 | PA      | $237433.67    | 0.11%             | 2028-06-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL 144A         | EQUITABLE AMERICA GLOBAL FUNDING                             | CUSIP: 29446Q2F9<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105467.93    | 0.05%             | 2028-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC 144A             | ERAC USA FINANCE LLC                                         | CUSIP: 26884TAV4<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    345000 | PA      | $349596.98    | 0.17%             | 2028-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC 144A             | ERAC USA FINANCE LLC                                         | CUSIP: 26884TAY8<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    140000 | PA      | $143386.88    | 0.07%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                    | ESSEX PORTFOLIO LP                                           | CUSIP: 29717PAQ0<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    199000 | PA      | $198462.75    | 0.09%             | 2026-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                           | EXELON CORP                                                  | CUSIP: 30161NBM2<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102903.71    | 0.05%             | 2029-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| EART 2022-4A D                        | EXETER AUTOMOBILE RECEIVABLES TRUST 2022-4                   | CUSIP: 30166BAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    110314 | PA      | $111165.03    | 0.05%             | 2028-12-15      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| EART 2025-4A C                        | EXETER AUTOMOBILE RECEIVABLES TRUST 2025-4                   | CUSIP: 30167KAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $250664.65    | 0.12%             | 2031-06-16      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| EART 2025-4A B                        | EXETER AUTOMOBILE RECEIVABLES TRUST 2025-4                   | CUSIP: 30167KAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     70000 | PA      | $70368.91     | 0.03%             | 2030-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| EART 2025-5A B                        | EXETER AUTOMOBILE RECEIVABLES TRUST 2025-5                   | CUSIP: 30166VAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     70000 | PA      | $70139.76     | 0.03%             | 2030-07-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| ESART 2025-1 B                        | EXETER SELECT AUTOMOBILE RECEIVABLES TRUST 2025-1            | CUSIP: 30185AAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    135000 | PA      | $136222.36    | 0.07%             | 2031-08-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| ESART 2025-2 C                        | EXETER SELECT AUTOMOBILE RECEIVABLES TRUST 2025-2            | CUSIP: 30185EAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    145000 | PA      | $146284.34    | 0.07%             | 2031-12-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| ESART 2025-2 B                        | EXETER SELECT AUTOMOBILE RECEIVABLES TRUST 2025-2            | CUSIP: 30185EAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     70000 | PA      | $70515.13     | 0.03%             | 2031-11-17      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ESA 2025-ESH C 144A                   | EXTENDED STAY AMERICA TRUST 2025-ESH                         | CUSIP: 30227TAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    120000 | PA      | $120187.38    | 0.06%             | 2042-10-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                | EXTRA SPACE STORAGE LP                                       | CUSIP: 30225VAM9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    310000 | PA      | $309243.91    | 0.15%             | 2027-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 3140QUZY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3847 | PA      | $3982.02      | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 31371LA58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     74510 | PA      | $76036.40     | 0.04%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 31418EGJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     96000 | PA      | $91709.85     | 0.04%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 3140Q9XM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    186785 | PA      | $185541.47    | 0.09%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 3140QCXQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21223 | PA      | $21078.77     | 0.01%             | 2050-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 3138EGQ49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18613 | PA      | $19474.87     | 0.01%             | 2041-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 31406AUU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       696 | PA      | $724.07       | 0.00%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 3140QCLD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5662 | PA      | $5445.10      | 0.00%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA ARM                              | FANNIE MAE POOL                                              | CUSIP: 31413VJY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6150 | PA      | $6277.65      | 0.00%             | 2038-04-01      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| FNMA ARM                              | FANNIE MAE POOL                                              | CUSIP: 31408DVP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1524 | PA      | $1526.03      | 0.00%             | 2035-12-01      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 31419AL70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8486 | PA      | $9028.10      | 0.00%             | 2040-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 31402RDF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3115 | PA      | $3271.21      | 0.00%             | 2035-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 3140QM4V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    155228 | PA      | $132890.88    | 0.06%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 3140QS3D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    151208 | PA      | $152634.04    | 0.07%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA ARM                              | FANNIE MAE POOL                                              | CUSIP: 31403DQ69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3038 | PA      | $3098.81      | 0.00%             | 2036-07-01      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 31403DE70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       398 | PA      | $420.31       | 0.00%             | 2036-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 31410KJR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14132 | PA      | $14728.52     | 0.01%             | 2038-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 31410LBR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10985 | PA      | $11488.22     | 0.01%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 3140Y7LJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    262959 | PA      | $268316.72    | 0.13%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA ARM                              | FANNIE MAE POOL                                              | CUSIP: 31414DPA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3923 | PA      | $4015.37      | 0.00%             | 2038-05-01      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| FNMA ARM                              | FANNIE MAE POOL                                              | CUSIP: 31411DUV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       681 | PA      | $697.72       | 0.00%             | 2036-12-01      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 3140QTEF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    156562 | PA      | $160723.01    | 0.08%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 31419A3K1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12240 | PA      | $13019.01     | 0.01%             | 2039-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 31402QTS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4961 | PA      | $5210.80      | 0.00%             | 2034-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 31419AF69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20604 | PA      | $21454.81     | 0.01%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 31419AX44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     86203 | PA      | $86762.74     | 0.04%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 31410GGR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2005 | PA      | $2124.40      | 0.00%             | 2037-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 3140Y6U57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    129188 | PA      | $135101.35    | 0.06%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 3140XRDC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    215718 | PA      | $215984.97    | 0.10%             | 2054-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA ARM                              | FANNIE MAE POOL                                              | CUSIP: 31403VLM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4390 | PA      | $4447.90      | 0.00%             | 2034-01-01      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 31402RFT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24778 | PA      | $25347.95     | 0.01%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 3140Y7H84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    266377 | PA      | $267279.96    | 0.13%             | 2055-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 3140XQ2C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1072336 | PA      | $1079694.96   | 0.52%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 3140XNZY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    200742 | PA      | $171036.39    | 0.08%             | 2054-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 3140QVAM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     92228 | PA      | $95568.62     | 0.05%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA ARM                              | FANNIE MAE POOL                                              | CUSIP: 31408DT95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3644 | PA      | $3683.95      | 0.00%             | 2035-12-01      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 31418MKV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7301 | PA      | $7609.39      | 0.00%             | 2039-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 31418EHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    710207 | PA      | $677845.61    | 0.32%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 31415LL62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4206 | PA      | $4319.69      | 0.00%             | 2038-08-01      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| FNMA ARM                              | FANNIE MAE POOL                                              | CUSIP: 31408BQC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       431 | PA      | $439.20       | 0.00%             | 2035-12-01      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 31403C5R8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18793 | PA      | $19737.23     | 0.01%             | 2036-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 31418EKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    543032 | PA      | $533058.38    | 0.25%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 3140QUXA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    227368 | PA      | $235038.70    | 0.11%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 3140XPHC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    212472 | PA      | $217885.59    | 0.10%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 3140QVGT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    801827 | PA      | $818652.15    | 0.39%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 3140APFF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16288 | PA      | $16914.00     | 0.01%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 3140QCCH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35782 | PA      | $34410.89     | 0.02%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA ARM                              | FANNIE MAE POOL                                              | CUSIP: 31413MUF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1153 | PA      | $1170.67      | 0.00%             | 2037-09-01      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 31416CKX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     92378 | PA      | $98281.13     | 0.05%             | 2039-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA ARM                              | FANNIE MAE POOL                                              | CUSIP: 31407CB71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       570 | PA      | $574.64       | 0.00%             | 2035-07-01      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                             | FANNIE MAE POOL                                              | CUSIP: 3138E2GB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9743 | PA      | $9672.66      | 0.00%             | 2027-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 3140QTBD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     70679 | PA      | $71143.67     | 0.03%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 31416CA63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12025 | PA      | $12642.53     | 0.01%             | 2032-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 31402QWA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27483 | PA      | $28579.46     | 0.01%             | 2035-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 31418DTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     90133 | PA      | $73793.18     | 0.04%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 31410KGP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1861 | PA      | $1971.91      | 0.00%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 31402RR92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49334 | PA      | $51370.34     | 0.02%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 31403DWK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56038 | PA      | $59385.21     | 0.03%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 31402CVW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44289 | PA      | $46317.27     | 0.02%             | 2034-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                             | FANNIE MAE POOL                                              | CUSIP: 3138EK3V5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3631 | PA      | $3608.64      | 0.00%             | 2028-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 3140QUWR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27755 | PA      | $28728.03     | 0.01%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 3140AXVY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17453 | PA      | $18124.06     | 0.01%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 31368HMT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       664 | PA      | $703.99       | 0.00%             | 2036-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 3140MHSH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     77043 | PA      | $65621.50     | 0.03%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 3140Q9NZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8470 | PA      | $8414.00      | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 3140BYP65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    149030 | PA      | $148786.14    | 0.07%             | 2055-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR                             | FANNIE MAE POOL                                              | CUSIP: 31385JJC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13600 | PA      | $14353.34     | 0.01%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 31403DDX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1715 | PA      | $1785.71      | 0.00%             | 2036-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 31410KJY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2295 | PA      | $2440.46      | 0.00%             | 2038-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 31418EAQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46454 | PA      | $43210.94     | 0.02%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 31411ETV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       556 | PA      | $588.88       | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA ARM                              | FANNIE MAE POOL                                              | CUSIP: 31408GJG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       523 | PA      | $530.66       | 0.00%             | 2035-12-01      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 31418EJ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    197344 | PA      | $197877.95    | 0.09%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 31418CS47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37058 | PA      | $34828.42     | 0.02%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 3140M7LH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52504 | PA      | $54927.88     | 0.03%             | 2055-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 3140XRSX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    303047 | PA      | $309779.04    | 0.15%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 31402QVG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1733 | PA      | $1819.65      | 0.00%             | 2034-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 3140Y7D21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    416766 | PA      | $425257.22    | 0.20%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA ARM                              | FANNIE MAE POOL                                              | CUSIP: 31411HJ35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1486 | PA      | $1514.40      | 0.00%             | 2038-05-01      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                              | CUSIP: 3140QU6N1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    200696 | PA      | $201972.03    | 0.10%             | 2054-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS 144A           | FEDERATION DES CAISSES DESJARDINS DU QUEBEC                  | CUSIP: 31429KAP8<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |    285000 | PA      | $287263.24    | 0.14%             | 2030-08-26      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                            | FEDEX CORP                                                   | CUSIP: 31428XBF2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    459000 | PA      | $458058.06    | 0.22%             | 2026-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FAHB 2024-HB1 A1A 144A                | FINANCE OF AMERICA HECM BUYOUT 2024-HB1                      | CUSIP: 31737DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13449 | PA      | $13445.52     | 0.01%             | 2034-10-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                      | FIRSTENERGY CORP                                             | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    340000 | PA      | $338927.59    | 0.16%             | 2027-07-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION              | FIRSTENERGY TRANSMISSION LLC                                 | CUSIP: 33767BAG4<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80658.99     | 0.04%             | 2030-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FISERV INC                            | FISERV INC                                                   | CUSIP: 337738BJ6<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    235000 | PA      | $237544.36    | 0.11%             | 2027-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FISERV INC                            | FISERV INC                                                   | CUSIP: 337738BG2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    170000 | PA      | $174413.54    | 0.08%             | 2028-08-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FISERV INC                            | FISERV INC                                                   | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    115000 | PA      | $111605.62    | 0.05%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FISERV INC                            | FISERV INC                                                   | CUSIP: 337738BP2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    160000 | PA      | $158721.25    | 0.08%             | 2031-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FISERV INC                            | FISERV INC                                                   | CUSIP: 337738AR9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    184000 | PA      | $183590.95    | 0.09%             | 2028-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FSMT 2020-1INV A11 144A               | FLAGSTAR MORTGAGE TRUST 2020-1NV                             | CUSIP: 33851YAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    109910 | PA      | $105240.31    | 0.05%             | 2050-03-25      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| FORDL 2023-B C                        | FORD CREDIT AUTO LEASE TRUST 2023-B                          | CUSIP: 34529NAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    135000 | PA      | $135616.98    | 0.06%             | 2027-04-15      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| FORDO 2023-A B                        | FORD CREDIT AUTO OWNER TRUST 2023-A                          | CUSIP: 344928AF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    410000 | PA      | $414189.22    | 0.20%             | 2029-01-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| FORDF 2024-1 B 144A                   | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A                   | CUSIP: 34528QJC9<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    140000 | PA      | $142257.07    | 0.07%             | 2029-04-15      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| FORDF 2023-1 C 144A                   | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A                   | CUSIP: 34528QHY3<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    115000 | PA      | $115521.58    | 0.06%             | 2028-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FORDF 2023-1 D 144A                   | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A                   | CUSIP: 34528QHZ0<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    135000 | PA      | $135938.91    | 0.06%             | 2028-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC              | FORD MOTOR CREDIT CO LLC                                     | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    235000 | PA      | $237922.31    | 0.11%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC              | FORD MOTOR CREDIT CO LLC                                     | CUSIP: 345397F81<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201044.43    | 0.10%             | 2026-11-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC              | FORD MOTOR CREDIT CO LLC                                     | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204704.52    | 0.10%             | 2028-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| FORTINET INC                          | FORTINET INC                                                 | CUSIP: 34959EAA7<br>LEI: 549300O0QJWDBAS0QX03 | Long             | DBT              | CORP              | US        |    330000 | PA      | $327745.22    | 0.16%             | 2026-03-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FORTITUDE GLOBAL FUNDING 144A         | FORTITUDE GLOBAL FUNDING                                     | CUSIP: 34967GAA2<br>LEI: 635400TKBOGEHNO5RT68 | Long             | DBT              | CORP              | US        |    205000 | PA      | $205200.43    | 0.10%             | 2028-10-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FORTITUDE GROUP HOLDINGS 144A         | FORTITUDE GROUP HOLDINGS LLC                                 | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |    295000 | PA      | $307416.42    | 0.15%             | 2030-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| FORTIVE CORPORATION                   | FORTIVE CORP                                                 | CUSIP: 34959JAG3<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |    264000 | PA      | $262690.08    | 0.13%             | 2026-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| FCBSL 2020-1A A1AR 144A               | FORTRESS CREDIT BSL IX LTD                                   | CUSIP: 34962XAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    520000 | PA      | $519859.60    | 0.25%             | 2033-10-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| FCBSL 2019-1A A2R 144A                | FORTRESS CREDIT BSL VII LTD                                  | CUSIP: 34956NAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249929.50    | 0.12%             | 2032-07-23      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| FCBSL 2019-1A BR 144A                 | FORTRESS CREDIT BSL VII LTD                                  | CUSIP: 34956NAQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $300166.80    | 0.14%             | 2032-07-23      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| FCBSL 2019-1A A1R 144A                | FORTRESS CREDIT BSL VII LTD                                  | CUSIP: 34956NAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     79709 | PA      | $79677.67     | 0.04%             | 2032-07-23      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| FCBSL 2019-2A A2R 144A                | FORTRESS CREDIT BSL VIII LTD                                 | CUSIP: 34962DAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    560000 | PA      | $559843.76    | 0.27%             | 2032-10-20      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| FCBSL 2019-2A A1AR 144A               | FORTRESS CREDIT BSL VIII LTD                                 | CUSIP: 34962DAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    158687 | PA      | $158634.25    | 0.08%             | 2032-10-20      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| FCBSL 2022-2A AR 144A                 | FORTRESS CREDIT BSL XV LTD                                   | CUSIP: 34964WAN2<br>LEI: 254900VHYDP7XYPMH337 | Long             | ABS-CBDO         | CORP              | JE        |    580000 | PA      | $580382.80    | 0.28%             | 2033-10-18      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| FCBSL 2023-1A A1R 144A                | FORTRESS CREDIT BSL XVIII LTD                                | CUSIP: 34965DAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    250000 | PA      | $249848.00    | 0.12%             | 2036-04-23      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC 144A            | FOUNDRY JV HOLDCO LLC                                        | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206513.56    | 0.10%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC 144A            | FOUNDRY JV HOLDCO LLC                                        | CUSIP: 350930AB9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209484.66    | 0.10%             | 2030-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                            | FREDDIE MAC GOLD POOL                                        | CUSIP: 31283H6N0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     28929 | PA      | $30423.18     | 0.01%             | 2035-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                            | FREDDIE MAC GOLD POOL                                        | CUSIP: 31297EJ72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1585 | PA      | $1666.32      | 0.00%             | 2034-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                            | FREDDIE MAC GOLD POOL                                        | CUSIP: 31335CHF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27276 | PA      | $28901.61     | 0.01%             | 2039-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                            | FREDDIE MAC GOLD POOL                                        | CUSIP: 31335CHG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25086 | PA      | $26831.91     | 0.01%             | 2038-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                            | FREDDIE MAC GOLD POOL                                        | CUSIP: 31335APZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     67904 | PA      | $64644.57     | 0.03%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                            | FREDDIE MAC GOLD POOL                                        | CUSIP: 3128M76Q4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1754 | PA      | $1837.28      | 0.00%             | 2038-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                            | FREDDIE MAC GOLD POOL                                        | CUSIP: 3128LXDC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9856 | PA      | $10365.39     | 0.00%             | 2035-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHMS K753 A1                          | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES | CUSIP: 3137HAZH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    148148 | PA      | $150709.40    | 0.07%             | 2030-06-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| FHLMC ARM                             | FREDDIE MAC NON GOLD POOL                                    | CUSIP: 3128QJPK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1873 | PA      | $1911.92      | 0.00%             | 2036-11-01      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| FHLMC ARM                             | FREDDIE MAC NON GOLD POOL                                    | CUSIP: 3128NGEY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       342 | PA      | $349.77       | 0.00%             | 2036-10-01      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| FHLMC ARM                             | FREDDIE MAC NON GOLD POOL                                    | CUSIP: 3128LU7A8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6082 | PA      | $6256.50      | 0.00%             | 2038-02-01      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| FHLMC ARM                             | FREDDIE MAC NON GOLD POOL                                    | CUSIP: 3128QS3L8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1638 | PA      | $1660.44      | 0.00%             | 2036-10-01      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| FHLMC ARM                             | FREDDIE MAC NON GOLD POOL                                    | CUSIP: 3128QSD29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1272 | PA      | $1293.13      | 0.00%             | 2037-05-01      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| FHLMC ARM                             | FREDDIE MAC NON GOLD POOL                                    | CUSIP: 3128JNNV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1100 | PA      | $1117.02      | 0.00%             | 2037-01-01      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| FHLMC ARM                             | FREDDIE MAC NON GOLD POOL                                    | CUSIP: 3128LUHZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       604 | PA      | $615.82       | 0.00%             | 2037-02-01      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| FHLMC ARM                             | FREDDIE MAC NON GOLD POOL                                    | CUSIP: 3128JM6Y8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       609 | PA      | $616.09       | 0.00%             | 2035-02-01      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| FHLMC ARM                             | FREDDIE MAC NON GOLD POOL                                    | CUSIP: 3128JRZ33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4460 | PA      | $4534.91      | 0.00%             | 2038-05-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| FHLMC ARM                             | FREDDIE MAC NON GOLD POOL                                    | CUSIP: 3128NC3S1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       778 | PA      | $795.45       | 0.00%             | 2035-07-01      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| FHLMC ARM                             | FREDDIE MAC NON GOLD POOL                                    | CUSIP: 3128QJ2R6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4038 | PA      | $4113.79      | 0.00%             | 2037-04-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| FHLMC ARM                             | FREDDIE MAC NON GOLD POOL                                    | CUSIP: 3128QTE91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7047 | PA      | $7133.24      | 0.00%             | 2038-06-01      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| FHLMC ARM                             | FREDDIE MAC NON GOLD POOL                                    | CUSIP: 3128QLRA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2945 | PA      | $3033.74      | 0.00%             | 2036-01-01      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                             | CUSIP: 31427NWZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    291156 | PA      | $303875.19    | 0.15%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                             | CUSIP: 3132E0K50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    290728 | PA      | $301535.27    | 0.14%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                             | CUSIP: 3132DNDB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     82352 | PA      | $70835.95     | 0.03%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                             | CUSIP: 31425VMB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     91327 | PA      | $93857.98     | 0.04%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                             | CUSIP: 3132DWES8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    826055 | PA      | $811139.86    | 0.39%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                             | CUSIP: 3132DUQU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    169782 | PA      | $175509.71    | 0.08%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                             | FREDDIE MAC POOL                                             | CUSIP: 3132CWG73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     94636 | PA      | $92120.14     | 0.04%             | 2034-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                             | CUSIP: 3132DPED6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    218039 | PA      | $202933.78    | 0.10%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                             | CUSIP: 31426K3Q7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    157521 | PA      | $162326.21    | 0.08%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                             | CUSIP: 3132DWGF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    121620 | PA      | $119302.90    | 0.06%             | 2053-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                             | CUSIP: 31427M6N6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    453818 | PA      | $462440.85    | 0.22%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                             | CUSIP: 3132DVE92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     74365 | PA      | $77058.35     | 0.04%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                             | CUSIP: 3133CWHU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26940 | PA      | $28092.67     | 0.01%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                             | CUSIP: 31426LK52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12598 | PA      | $13011.97     | 0.01%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                             | CUSIP: 3132E0A77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    220983 | PA      | $226044.12    | 0.11%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                             | CUSIP: 3142GVGD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1447036 | PA      | $1493997.18   | 0.71%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                             | CUSIP: 3133KNLC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    169570 | PA      | $145947.49    | 0.07%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                             | CUSIP: 3133KHDK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26379 | PA      | $25462.35     | 0.01%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                             | CUSIP: 31425YBE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9061 | PA      | $9409.54      | 0.00%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                             | CUSIP: 31427MGP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     87839 | PA      | $90287.25     | 0.04%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                             | CUSIP: 31425WYY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     28258 | PA      | $29344.30     | 0.01%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                             | CUSIP: 3132DWDZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    214547 | PA      | $190772.10    | 0.09%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                             | CUSIP: 31426PDW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     49621 | PA      | $51141.44     | 0.02%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                             | CUSIP: 3142GS5W4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    249416 | PA      | $250254.95    | 0.12%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                             | CUSIP: 3132DWDR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1783 | PA      | $1518.95      | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                             | CUSIP: 31427PB29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    135966 | PA      | $138425.84    | 0.07%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                             | CUSIP: 31425UTP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14848 | PA      | $15418.72     | 0.01%             | 2054-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                             | CUSIP: 3133KH3Q7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22052 | PA      | $21902.09     | 0.01%             | 2050-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                             | CUSIP: 31427QQL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6667 | PA      | $6689.51      | 0.00%             | 2055-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STACR 2021-DNA5 M2 144A               | FREDDIE MAC STACR REMIC TRUST 2021-DNA5                      | CUSIP: 35564KHE2<br>LEI: 5493000ISU5NYXNHD479 | Long             | ABS-MBS          | USGSE             | US        |     25782 | PA      | $25854.00     | 0.01%             | 2034-01-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| STACR 2021-DNA7 M2 144A               | FREDDIE MAC STACR REMIC TRUST 2021-DNA7                      | CUSIP: 35564KMH9<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | USGSE             | US        |     90000 | PA      | $90670.61     | 0.04%             | 2041-11-25      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| STACR 2022-DNA5 M1A 144A              | FREDDIE MAC STACR REMIC TRUST 2022-DNA5                      | CUSIP: 35564KYN3<br>LEI: 5493000IS349P4O9HR58 | Long             | ABS-MBS          | USGSE             | US        |    108077 | PA      | $110108.78    | 0.05%             | 2042-06-25      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| STACR 2023-DNA2 M1A 144A              | FREDDIE MAC STACR REMIC TRUST 2023-DNA2                      | CUSIP: 35564KT58<br>LEI: 5493000IRI80KQJUNK40 | Long             | ABS-MBS          | USGSE             | US        |    252122 | PA      | $255611.27    | 0.12%             | 2043-04-25      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| STACR 2023-HQA3 A1 144A               | FREDDIE MAC STACR REMIC TRUST 2023-HQA3                      | CUSIP: 35564K3F4<br>LEI: 529900ZTXRUUVE8G8W08 | Long             | ABS-MBS          | USGSE             | US        |     86973 | PA      | $87761.19     | 0.04%             | 2043-11-25      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| STACR 2024-HQA1 A1 144A               | FREDDIE MAC STACR REMIC TRUST 2024-HQA1                      | CUSIP: 35564NBW2<br>LEI: 529900PGKDI4ZEXFQ523 | Long             | ABS-MBS          | USGSE             | US        |    348255 | PA      | $349287.68    | 0.17%             | 2044-03-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| STACR 2025-DNA1 A1 144A               | FREDDIE MAC STACR REMIC TRUST 2025-DNA1                      | CUSIP: 35564NFY4<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-MBS          | USGSE             | US        |     49500 | PA      | $49500.07     | 0.02%             | 2045-01-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| STACR 2025-DNA3 M1 144A               | FREDDIE MAC STACR REMIC TRUST 2025-DNA3                      | CUSIP: 35564UAR8<br>LEI: 5299009HC4IGFM6RXF30 | Long             | ABS-MBS          | USGSE             | US        |    200663 | PA      | $200989.92    | 0.10%             | 2045-09-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| STACR 2025-DNA4 M1 144A               | FREDDIE MAC STACR REMIC TRUST 2025-DNA4                      | CUSIP: 35564UBR7<br>LEI: 529900ZVQVVVNGMGDO97 | Long             | ABS-MBS          | USGSE             | US        |     63477 | PA      | $63527.06     | 0.03%             | 2045-10-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| STACR 2025-DNA4 A1 144A               | FREDDIE MAC STACR REMIC TRUST 2025-DNA4                      | CUSIP: 35564UBQ9<br>LEI: 529900ZVQVVVNGMGDO97 | Long             | ABS-MBS          | USGSE             | US        |    171125 | PA      | $171339.45    | 0.08%             | 2045-10-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| FWLS 2017-SC01 M1 144A                | FREDDIE MAC WHOLE LOAN SECURITIES TRUST                      | CUSIP: 3137G1BM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22080 | PA      | $21840.72     | 0.01%             | 2046-12-25      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                  | FREEPORT-MCMORAN INC                                         | CUSIP: 35671DCD5<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96610.92     | 0.05%             | 2029-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                  | FREEPORT-MCMORAN INC                                         | CUSIP: 35671DCE3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79779.33     | 0.04%             | 2028-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                  | FREEPORT-MCMORAN INC                                         | CUSIP: 35671DCG8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44986.79     | 0.02%             | 2028-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FYBR 2023-1 C 144A                    | FRONTIER ISSUER LLC                                          | CUSIP: 35910EAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    240000 | PA      | $247082.57    | 0.12%             | 2053-08-20      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| FYBR 2024-1 A2 144A                   | FRONTIER ISSUER LLC                                          | CUSIP: 35910EAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     65000 | PA      | $67016.57     | 0.03%             | 2054-06-20      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST 144A          | GA GLOBAL FUNDING TRUST                                      | CUSIP: 36143L2R5<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    265000 | PA      | $271809.92    | 0.13%             | 2030-01-13      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST 144A          | GA GLOBAL FUNDING TRUST                                      | CUSIP: 36143L2N4<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    430000 | PA      | $431827.23    | 0.21%             | 2027-09-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GFMT 2018-1 A33 144A                  | GALTON FUNDING MORTGAGE TRUST 2017-1                         | CUSIP: 36417JAS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     26599 | PA      | $24205.72     | 0.01%             | 2057-11-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| GFMT 2019-1 A21 144A                  | GALTON FUNDING MORTGAGE TRUST 2019-1                         | CUSIP: 36418WAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7680 | PA      | $7472.19      | 0.00%             | 2059-02-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| GFMT 2019-1 A32 144A                  | GALTON FUNDING MORTGAGE TRUST 2019-1                         | CUSIP: 36418WAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11761 | PA      | $11158.77     | 0.01%             | 2059-02-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| GFMT 2019-H1 M1 144A                  | GALTON FUNDING MORTGAGE TRUST 2019-H1                        | CUSIP: 36418XAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    230000 | PA      | $219423.50    | 0.10%             | 2059-10-25      | Variable      | 3.34%                 | No            |                  2 | On Loan: No      |
| GFMT 2020-H1 M1 144A                  | GALTON FUNDING MORTGAGE TRUST 2020-H1                        | CUSIP: 36418HAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    380000 | PA      | $318843.26    | 0.15%             | 2060-01-25      | Variable      | 2.83%                 | No            |                  2 | On Loan: No      |
| GARTNER INC 144A                      | GARTNER INC                                                  | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    230000 | PA      | $229323.13    | 0.11%             | 2028-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GATX CORP                             | GATX CORP                                                    | CUSIP: 361448AY9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    417000 | PA      | $414314.70    | 0.20%             | 2026-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GATX CORP                             | GATX CORP                                                    | CUSIP: 361448BP7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    235000 | PA      | $238380.91    | 0.11%             | 2027-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GATX CORP                             | GATX CORP                                                    | CUSIP: 361448AZ6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    170000 | PA      | $169517.58    | 0.08%             | 2027-03-30      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| GCAT 2025-NQM1 A1 144A                | GCAT 2025-NQM1 TRUST                                         | CUSIP: 36171GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    140773 | PA      | $141682.03    | 0.07%             | 2069-11-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                | GENERAL MOTORS FINANCIAL CO INC                              | CUSIP: 37045XEF9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    135000 | PA      | $135405.74    | 0.06%             | 2026-04-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                | GENERAL MOTORS FINANCIAL CO INC                              | CUSIP: 37045XFE1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    385000 | PA      | $392065.94    | 0.19%             | 2028-04-04      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                | GENERAL MOTORS FINANCIAL CO INC                              | CUSIP: 37045XEQ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    196000 | PA      | $199259.73    | 0.10%             | 2027-05-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                | GENERAL MOTORS FINANCIAL CO INC                              | CUSIP: 37045XEX0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    191000 | PA      | $194415.75    | 0.09%             | 2027-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GNMA II TBA JAN                       | GINNIE MAE                                                   | CUSIP: 21H052611<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    460000 | PA      | $464420.60    | 0.22%             | 2033-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA II TBA JAN                       | GINNIE MAE                                                   | CUSIP: 21H050615<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1025000 | PA      | $1022732.70   | 0.49%             | 2036-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                           | CUSIP: 36179VV31<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     23332 | PA      | $22416.11     | 0.01%             | 2050-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                           | CUSIP: 36179TG33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    529501 | PA      | $482581.24    | 0.23%             | 2047-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                           | CUSIP: 36179TUE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22784 | PA      | $23652.88     | 0.01%             | 2048-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                           | CUSIP: 36202FQ82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     81615 | PA      | $83618.34     | 0.04%             | 2041-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                           | CUSIP: 36179TLV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     36635 | PA      | $37456.76     | 0.02%             | 2047-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                           | CUSIP: 36202EH36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1334 | PA      | $1366.00      | 0.00%             | 2036-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                           | CUSIP: 36179XFG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     58506 | PA      | $55836.56     | 0.03%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                           | CUSIP: 36202FEJ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2333 | PA      | $2390.66      | 0.00%             | 2040-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                           | CUSIP: 36202EBU2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1947 | PA      | $1991.53      | 0.00%             | 2034-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                           | CUSIP: 36179WY85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16695 | PA      | $13845.69     | 0.01%             | 2052-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                           | CUSIP: 36202FCP9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     49225 | PA      | $50433.84     | 0.02%             | 2039-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                           | CUSIP: 36179XBS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    640674 | PA      | $592654.03    | 0.28%             | 2052-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                           | CUSIP: 36202EGC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1399 | PA      | $1432.53      | 0.00%             | 2035-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                         | GINNIE MAE II POOL                                           | CUSIP: 36202EGN3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1024 | PA      | $1048.16      | 0.00%             | 2036-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                           | CUSIP: 36179UPD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5785 | PA      | $5932.71      | 0.00%             | 2049-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                           | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    231021 | PA      | $220480.52    | 0.11%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GMCAR 2023-1  B                       | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-1    | CUSIP: 38013JAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     40000 | PA      | $40325.96     | 0.02%             | 2028-09-18      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| GFORT 2024-4A A1 144A                 | GMF FLOORPLAN OWNER REVOLVING TRUST                          | CUSIP: 361886DQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    110000 | PA      | $111508.55    | 0.05%             | 2029-11-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| GFORT 2024-4A B 144A                  | GMF FLOORPLAN OWNER REVOLVING TRUST                          | CUSIP: 361886DS0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    265000 | PA      | $268493.02    | 0.13%             | 2029-11-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC               | GOLDMAN SACHS GROUP INC/THE                                  | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    190000 | PA      | $191303.79    | 0.09%             | 2028-08-23      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC               | GOLDMAN SACHS GROUP INC/THE                                  | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    295000 | PA      | $304770.66    | 0.15%             | 2031-04-23      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC               | GOLDMAN SACHS GROUP INC/THE                                  | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    530000 | PA      | $536102.47    | 0.26%             | 2028-04-23      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| GOST 2024-1A BR 144A                  | GOLUB CAPITAL PARTNERS STATIC 2024-1 LTD                     | CUSIP: 381929AQ1<br>LEI: 25490083RWI1EQQYLH43 | Long             | ABS-CBDO         | CORP              | KY        |    780000 | PA      | $774462.00    | 0.37%             | 2035-07-20      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| FOCUS 2017-1A A2II 144A               | GOTO FOODS FUNDING LLC                                       | CUSIP: 34417MAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    507825 | PA      | $506711.85    | 0.24%             | 2047-04-30      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| GALC 2025-2 A3 144A                   | GREATAMERICA LEASING RECEIVABLES FUNDING LLC                 | CUSIP: 39154TCQ9<br>LEI: 549300JFP7GIDD4UWO79 | Long             | ABS-O            | CORP              | US        |    135000 | PA      | $135480.36    | 0.06%             | 2029-12-17      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| GSMBS 2014-EB1A 2A1 144A              | GS MORTGAGE-BACKED SECURITIES TRUST 2022-GR2                 | CUSIP: 36250BAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1809 | PA      | $1797.16      | 0.00%             | 2044-07-25      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| HNGRY 2021-1A A2 144A                 | HARDEE'S FUNDING LLC                                         | CUSIP: 411707AK8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    138475 | PA      | $129305.02    | 0.06%             | 2051-06-20      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| HNGRY 2020-1A A2 144A                 | HARDEE'S FUNDING LLC                                         | CUSIP: 411707AH5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    518602 | PA      | $501836.73    | 0.24%             | 2050-12-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| HNGRY 2018-1A A23 144A                | HARDEE'S FUNDING LLC                                         | CUSIP: 411707AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    125212 | PA      | $124516.33    | 0.06%             | 2048-06-20      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| HARLEY DAVIDSON FINL SER 4/2 144A CP  | HARLEY-DAVIDSON FINANCIAL SERVICES INC                       | CUSIP: 41282KA65<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |    585000 | PA      | $584618.35    | 0.28%             | 2026-01-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                               | HCA INC                                                      | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    525000 | PA      | $541555.00    | 0.26%             | 2028-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HCA INC                               | HCA INC                                                      | CUSIP: 404119DD8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    115000 | PA      | $114665.33    | 0.05%             | 2030-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HCA INC                               | HCA INC                                                      | CUSIP: 404119CH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    260000 | PA      | $257317.11    | 0.12%             | 2027-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| HCA INC 4/2 144A CP                   | HCA INC 4/2 144A CP 4.5100 20260105                          | CUSIP: 40412DA58<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    530000 | PA      | $529707.55    | 0.25%             | 2026-01-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP 144A         | HEALTH CARE SERVICE CORP A MUTUAL LEGAL RESERVE CO           | CUSIP: 42218SAK4<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |    145000 | PA      | $148686.34    | 0.07%             | 2029-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HEINEKEN NV 144A                      | HEINEKEN NV                                                  | CUSIP: 423012AF0<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $991298.69    | 0.47%             | 2028-01-29      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                      | HF SINCLAIR CORP                                             | CUSIP: 403949AR1<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |    190000 | PA      | $196489.27    | 0.09%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HIGHMARK INC 144A                     | HIGHMARK INC                                                 | CUSIP: 431116AD4<br>LEI: 549300B6868ZXXEB2Y57 | Long             | DBT              | CORP              | US        |    115000 | PA      | $113723.89    | 0.05%             | 2026-05-10      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| HILT 2024-ORL B 144A                  | HILT COMMERCIAL MORTGAGE TRUST 2024-ORL                      | CUSIP: 403956AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    240000 | PA      | $240444.98    | 0.11%             | 2037-05-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| HGVT 2022-1D A 144A                   | HILTON GRAND VACATIONS TRUST 2022-1D                         | CUSIP: 43283BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     26022 | PA      | $25914.26     | 0.01%             | 2034-06-20      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| HGVT 2023-1A B 144A                   | HILTON GRAND VACATIONS TRUST 2023-1                          | CUSIP: 432917AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    135747 | PA      | $139273.77    | 0.07%             | 2038-01-25      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| HGVT 2023-1A C 144A                   | HILTON GRAND VACATIONS TRUST 2023-1                          | CUSIP: 432917AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    275021 | PA      | $284306.93    | 0.14%             | 2038-01-25      | Fixed         | 6.94%                 | No            |                  2 | On Loan: No      |
| HGVT 2025-1A B 144A                   | HILTON GRAND VACATIONS TRUST 2025-1                          | CUSIP: 43283CAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    156560 | PA      | $158640.33    | 0.08%             | 2042-05-27      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| HGVT 2025-1A A 144A                   | HILTON GRAND VACATIONS TRUST 2025-1                          | CUSIP: 43283CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     91645 | PA      | $92971.07     | 0.04%             | 2042-05-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HOMES 2025-NQM2 A1 144A               | HOMES 2025-NQM2 TRUST                                        | CUSIP: 403966AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    118232 | PA      | $119003.87    | 0.06%             | 2070-02-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| HOMES 2025-NQM4 A1 144A               | HOMES 2025-NQM4 TRUST                                        | CUSIP: 403958AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    237309 | PA      | $238147.47    | 0.11%             | 2070-08-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| HPEFS 2023-1A C 144A                  | HPEFS EQUIPMENT TRUST 2023-1                                 | CUSIP: 40443DAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25511 | PA      | $25533.34     | 0.01%             | 2028-04-20      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| HPEFS 2023-2A C 144A                  | HPEFS EQUIPMENT TRUST 2023-2                                 | CUSIP: 44328UAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     95481 | PA      | $95745.87     | 0.05%             | 2031-01-21      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| HPEFS 2023-2A D 144A                  | HPEFS EQUIPMENT TRUST 2023-2                                 | CUSIP: 44328UAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $202075.22    | 0.10%             | 2031-07-21      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| HPEFS 2024-1A C 144A                  | HPEFS EQUIPMENT TRUST 2024-1                                 | CUSIP: 403963AE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    340000 | PA      | $341919.61    | 0.16%             | 2031-05-20      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| HPEFS 2024-2A B 144A                  | HPEFS EQUIPMENT TRUST 2024-2                                 | CUSIP: 40444MAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101094.79    | 0.05%             | 2031-10-20      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HPEFS 2024-2A D 144A                  | HPEFS EQUIPMENT TRUST 2024-2                                 | CUSIP: 40444MAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    105000 | PA      | $107235.33    | 0.05%             | 2032-04-20      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                     | HSBC HOLDINGS PLC                                            | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    245000 | PA      | $248619.80    | 0.12%             | 2029-03-03      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                     | HSBC HOLDINGS PLC                                            | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    290000 | PA      | $295368.50    | 0.14%             | 2028-11-19      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                     | HSBC HOLDINGS PLC                                            | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    260000 | PA      | $264973.97    | 0.13%             | 2028-05-17      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| HY 2025-SPRL A 144A                   | HUDSON YARDS 2025-SPRL MORTGAGE TRUST                        | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $207357.94    | 0.10%             | 2040-01-13      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                            | HUMANA INC                                                   | CUSIP: 444859BZ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    245000 | PA      | $254975.47    | 0.12%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                            | HUMANA INC                                                   | CUSIP: 444859BU5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87652.46     | 0.04%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HACLN 2024-1 B1 144A                  | HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2024-1       | CUSIP: 44644NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    147293 | PA      | $149757.15    | 0.07%             | 2032-05-20      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| HACLN 2024-2 B1 144A                  | HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2024-2       | CUSIP: 44644NAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    314060 | PA      | $317430.13    | 0.15%             | 2032-10-20      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| HACLN 2025-1 B1 144A                  | HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2025-1       | CUSIP: 446438SX2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    232498 | PA      | $234469.24    | 0.11%             | 2033-03-21      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS              | HUNTINGTON INGALLS INDUSTRIES INC                            | CUSIP: 446413BA3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82694.61     | 0.04%             | 2030-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HALST 2025-B A3 144A                  | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-B               | CUSIP: 44935DAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    105000 | PA      | $105948.12    | 0.05%             | 2028-04-17      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| HALST 2025-B B 144A                   | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-B               | CUSIP: 44935DAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    215000 | PA      | $217901.55    | 0.10%             | 2029-08-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA 144A          | HYUNDAI CAPITAL AMERICA                                      | CUSIP: 44891ACB1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120371.85    | 0.06%             | 2026-03-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA 144A          | HYUNDAI CAPITAL AMERICA                                      | CUSIP: 44891ADP9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    240000 | PA      | $241960.93    | 0.12%             | 2027-03-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA 144A          | HYUNDAI CAPITAL AMERICA                                      | CUSIP: 44891ADL8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    230000 | PA      | $233462.13    | 0.11%             | 2028-01-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA 144A          | HYUNDAI CAPITAL AMERICA                                      | CUSIP: 44891ACT2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101057.50    | 0.05%             | 2027-01-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA 144A          | HYUNDAI CAPITAL AMERICA                                      | CUSIP: 44891ACD7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    160000 | PA      | $164549.96    | 0.08%             | 2028-03-30      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA 144A          | HYUNDAI CAPITAL AMERICA                                      | CUSIP: 44891ADU8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    205000 | PA      | $207295.02    | 0.10%             | 2027-06-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC              | ICON INVESTMENTS SIX DAC                                     | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    600000 | PA      | $612178.89    | 0.29%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC 144A          | IMPERIAL BRANDS FINANCE PLC                                  | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    220000 | PA      | $221851.13    | 0.11%             | 2028-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC 144A          | IMPERIAL BRANDS FINANCE PLC                                  | CUSIP: 45262BAF0<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    290000 | PA      | $298383.67    | 0.14%             | 2027-07-27      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| IMPRL 2021-NQM2 A3 144A               | IMPERIAL FUND MORTGAGE TRUST 2021-NQM2                       | CUSIP: 452761AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75056 | PA      | $64617.16     | 0.03%             | 2056-09-01      | Variable      | 1.52%                 | No            |                  2 | On Loan: No      |
| IMPRL 2022-NQM4 A1 144A               | IMPERIAL FUND MORTGAGE TRUST 2022-NQM4                       | CUSIP: 45276NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    264210 | PA      | $263246.55    | 0.13%             | 2067-06-25      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                          | ING GROEP NV                                                 | CUSIP: 456837BQ5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    290000 | PA      | $294342.50    | 0.14%             | 2029-03-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                            | INTEL CORP                                                   | CUSIP: 458140AX8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     95000 | PA      | $93864.43     | 0.04%             | 2027-05-11      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                            | INTEL CORP                                                   | CUSIP: 458140BY5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    165000 | PA      | $164174.63    | 0.08%             | 2027-08-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                            | INTEL CORP                                                   | CUSIP: 458140CE8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     56000 | PA      | $56806.17     | 0.03%             | 2028-02-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                            | INTEL CORP                                                   | CUSIP: 458140BZ2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    180000 | PA      | $178237.67    | 0.09%             | 2029-08-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE              | INTERCONTINENTAL EXCHANGE INC                                | CUSIP: 45865VAC4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    310000 | PA      | $310494.28    | 0.15%             | 2031-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE              | INTERCONTINENTAL EXCHANGE INC                                | CUSIP: 45866FBB9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    207000 | PA      | $205622.23    | 0.10%             | 2028-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| IBM CORP                              | INTERNATIONAL BUSINESS MACHINES CORP                         | CUSIP: 459200LF6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    682000 | PA      | $692245.68    | 0.33%             | 2028-02-10      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| INTL FLAVORS & FRAGRANCE 4/2 144A CP  | INTERNATIONAL FLAVORS + 0.0 15JAN26                          | CUSIP: 4595A3AF4<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    335000 | PA      | $334463.87    | 0.16%             | 2026-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INVCO 2021-3A A1R 144A                | INVESCO CLO 2021-3 LTD                                       | CUSIP: 46151VAA9<br>LEI: 5493000BVI47XOSBML18 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249930.75    | 0.12%             | 2034-10-22      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                             | IQVIA INC                                                    | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    125000 | PA      | $131852.86    | 0.06%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JABIL INC 4/2 144A CP                 | JABIL INC DISC CO 0.0 09JAN26 144A                           | CUSIP: 46652MA96<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    575000 | PA      | $574369.17    | 0.27%             | 2026-01-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JACK 2022-1A A2I 144A                 | JACK IN THE BOX FUNDING LLC                                  | CUSIP: 466365AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    444000 | PA      | $429790.27    | 0.21%             | 2052-02-26      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL 144A         | JACKSON NATIONAL LIFE GLOBAL FUNDING                         | CUSIP: 46849LUZ2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301223.49    | 0.14%             | 2026-04-10      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL 144A         | JACKSON NATIONAL LIFE GLOBAL FUNDING                         | CUSIP: 46849LVC2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    215000 | PA      | $216655.65    | 0.10%             | 2027-01-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL 144A         | JACKSON NATIONAL LIFE GLOBAL FUNDING                         | CUSIP: 46849LVA6<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    185000 | PA      | $188870.67    | 0.09%             | 2027-07-02      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC 144A                | JAPAN TOBACCO INC                                            | CUSIP: 471105AC0<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |    430000 | PA      | $437533.71    | 0.21%             | 2028-05-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JPMMT 2020-INV1 A15 144A              | JP MORGAN MORTGAGE TRUST 2020-INV1                           | CUSIP: 46591VBH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     72913 | PA      | $65438.51     | 0.03%             | 2050-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMMT 2025-DSC2 A1 144A               | JP MORGAN MORTGAGE TRUST 2025-DSC2                           | CUSIP: 46659VAA6<br>LEI: 529900SXYOW2J5ABY729 | Long             | ABS-MBS          | CORP              | US        |    160079 | PA      | $161093.25    | 0.08%             | 2065-10-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| JPMMT 2025-HE3 A1 144A                | JP MORGAN MORTGAGE TRUST 2025-HE3                            | CUSIP: 46660CAA5<br>LEI: 529900FDW9QWEZPAFE21 | Long             | ABS-MBS          | CORP              | US        |    131235 | PA      | $131274.58    | 0.06%             | 2056-03-20      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| JPMMT 2025-DSC1 A1 144A               | JP MORGAN MORTGAGE TRUST SERIES 2025-DSC1                    | CUSIP: 46593TAA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    267493 | PA      | $270137.46    | 0.13%             | 2065-09-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                   | JPMORGAN CHASE & CO                                          | CUSIP: 46647PCF1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75116.37     | 0.04%             | 2027-04-22      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                   | JPMORGAN CHASE & CO                                          | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    180000 | PA      | $181857.18    | 0.09%             | 2028-01-23      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                   | JPMORGAN CHASE & CO                                          | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202932.93    | 0.10%             | 2028-07-22      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                  | KEURIG DR PEPPER INC                                         | CUSIP: 49271VAP5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     58000 | PA      | $57391.00     | 0.03%             | 2029-04-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                  | KEURIG DR PEPPER INC                                         | CUSIP: 49271VAT7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    345000 | PA      | $352326.50    | 0.17%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                     | KINDER MORGAN INC                                            | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    235000 | PA      | $243173.15    | 0.12%             | 2030-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| KKR 18 A1R2 144A                      | KKR CLO 18 LTD                                               | CUSIP: 48251JAS2<br>LEI: 54930088PYF0FHKY5C94 | Long             | ABS-CBDO         | CORP              | KY        |    815000 | PA      | $816048.91    | 0.39%             | 2035-10-18      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| KKR 33A AR 144A                       | KKR CLO 33 LTD                                               | CUSIP: 48254QAF1<br>LEI: 2549006GI7K365G4ZT50 | Long             | ABS-CBDO         | CORP              | KY        |    520000 | PA      | $520000.00    | 0.25%             | 2034-07-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| KKR 33A BR 144A                       | KKR CLO 33 LTD                                               | CUSIP: 48254QAH7<br>LEI: 2549006GI7K365G4ZT50 | Long             | ABS-CBDO         | CORP              | KY        |    335000 | PA      | $335000.00    | 0.16%             | 2034-07-20      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| KKR 34A AR 144A                       | KKR CLO 34 LTD                                               | CUSIP: 48253UAJ5<br>LEI: 254900DSRKUNUNRNUG13 | Long             | ABS-CBDO         | CORP              | KY        |    260000 | PA      | $259768.34    | 0.12%             | 2034-07-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| KKR 40A AR 144A                       | KKR CLO 40 LTD                                               | CUSIP: 48254UAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    650000 | PA      | $650066.95    | 0.31%             | 2034-10-20      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| KOREA ELECTRIC POWER CO 144A          | KOREA ELECTRIC POWER CORP                                    | CUSIP: 500631AZ9<br>LEI: 988400QG33WS7JEIV602 | Long             | DBT              | NUSS              | KR        |    450000 | PA      | $453562.65    | 0.22%             | 2026-07-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| KOREA HOUSING FINANCE CO 144A         | KOREA HOUSING FINANCE CORP                                   | CUSIP: 50065RAK3<br>LEI: 9884002AAOBT56QW9B80 | Long             | DBT              | NUSS              | KR        |    440000 | PA      | $447187.63    | 0.21%             | 2028-02-24      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| KOREA HYDRO & NUCLEAR PO 144A         | KOREA HYDRO & NUCLEAR POWER CO LTD                           | CUSIP: 50064YAQ6<br>LEI: 9884008CRY5MLCN8OQ43 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $200925.98    | 0.10%             | 2027-07-27      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KSA SUKUK LTD                         | KSA SUKUK LTD                                                | CUSIP: AU4980085<br>LEI: 635400XBJFPNCGN9CK71 | Long             | DBT              | NUSS              | KY        |    300000 | PA      | $301131.82    | 0.14%             | 2029-01-19      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| KT CORP 144A                          | KT CORP                                                      | CUSIP: 48268KAH4<br>LEI: 9884005ACF8449EANY26 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $200412.57    | 0.10%             | 2028-02-02      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| LGENERGYSOLUTION                      | LG ENERGY SOLUTION LTD                                       | CUSIP: YX5618112<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |    390000 | PA      | $395985.67    | 0.19%             | 2027-07-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC              | LLOYDS BANKING GROUP PLC                                     | CUSIP: 53944YAZ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    220000 | PA      | $223000.32    | 0.11%             | 2028-01-05      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                        | LOWE'S COS INC                                               | CUSIP: 548661EU7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130285.03    | 0.06%             | 2028-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                        | LOWE'S COS INC                                               | CUSIP: 548661EP8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175126.57    | 0.08%             | 2026-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                      | LPL HOLDINGS INC                                             | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    343000 | PA      | $349692.17    | 0.17%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                      | LPL HOLDINGS INC                                             | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     90000 | PA      | $96103.38     | 0.05%             | 2028-11-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC 144A                 | LPL HOLDINGS INC                                             | CUSIP: 50212YAC8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60005.54     | 0.03%             | 2027-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                      | LPL HOLDINGS INC                                             | CUSIP: 50212YAN4<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126848.12    | 0.06%             | 2028-04-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| LNSTR 2017-5 AS 144A                  | LSTAR COMMERCIAL MORTGAGE TRUST 2017-5                       | CUSIP: 54910TAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    145000 | PA      | $141320.34    | 0.07%             | 2050-03-10      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| MA'ADEN SUKUK LTD                     | MA'ADEN SUKUK LTD                                            | CUSIP: YR2407173<br>LEI: 254900QDNU6I6VA8UL14 | Long             | DBT              | NUSS              | KY        |    200000 | PA      | $205387.62    | 0.10%             | 2030-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MA'ADEN SUKUK LTD 144A                | MA'ADEN SUKUK LTD                                            | CUSIP: 55407NAA0<br>LEI: 254900QDNU6I6VA8UL14 | Long             | DBT              | NUSS              | KY        |    340000 | PA      | $349158.95    | 0.17%             | 2030-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MDPK 2020-45A ARR 144A                | MADISON PARK FUNDING XLV LTD                                 | CUSIP: 55820BAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    165000 | PA      | $164921.13    | 0.08%             | 2034-07-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| MDPK 2016-24A CR2 144A                | MADISON PARK FUNDING XXIV LTD                                | CUSIP: 55820NBA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250022.50    | 0.12%             | 2029-10-20      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| MDPK 2019-33A AR 144A                 | MADISON PARK FUNDING XXXIII LTD                              | CUSIP: 55819JAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    476584 | PA      | $477086.30    | 0.23%             | 2032-10-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| MANUF & TRADERS TRUST CO              | MANUFACTURERS & TRADERS TRUST CO                             | CUSIP: 564760CC8<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252221.07    | 0.12%             | 2028-07-06      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| MP15 2019-1A A1R2 144A                | MARBLE POINT CLO XV LTD                                      | CUSIP: 56606YAW5<br>LEI: 549300CO8XB55W8SS394 | Long             | ABS-CBDO         | CORP              | KY        |    287303 | PA      | $287070.87    | 0.14%             | 2032-07-23      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                | MARRIOTT INTERNATIONAL INC/MD                                | CUSIP: 571903AS2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    365000 | PA      | $363393.85    | 0.17%             | 2026-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                | MARRIOTT INTERNATIONAL INC/MD                                | CUSIP: 571903BM4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90790.40     | 0.04%             | 2026-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MARS INC 144A                         | MARS INC                                                     | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    280000 | PA      | $283818.53    | 0.14%             | 2028-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MARS INC 144A                         | MARS INC                                                     | CUSIP: 571676AT2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    405000 | PA      | $410080.68    | 0.20%             | 2028-04-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC              | MARSH & MCLENNAN COS INC                                     | CUSIP: 571748BY7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    365000 | PA      | $369534.12    | 0.18%             | 2027-11-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                | MARVELL TECHNOLOGY INC                                       | CUSIP: 573874AR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $86187.36     | 0.04%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                | MARVELL TECHNOLOGY INC                                       | CUSIP: 573874AN4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $406854.31    | 0.19%             | 2028-06-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                | MARVELL TECHNOLOGY INC                                       | CUSIP: 573874AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $128997.04    | 0.06%             | 2026-04-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| MED 2024-MOB A 144A                   | MED COMMERCIAL MORTGAGE TRUST 2024-MOB                       | CUSIP: 55287BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    245000 | PA      | $244087.74    | 0.12%             | 2041-05-15      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| EQUATE PETROCHEMICAL BV               | MEGLOBAL BV                                                  | CUSIP: BP2041641<br>LEI: 549300WBVLU2FILR7W19 | Long             | DBT              | CORP              | NL        |    620000 | PA      | $595768.90    | 0.28%             | 2028-04-28      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA 144A             | MERCEDES-BENZ FINANCE NORTH AMERICA LLC                      | CUSIP: 58769JAF4<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    190000 | PA      | $190281.07    | 0.09%             | 2026-03-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA 144A             | MERCEDES-BENZ FINANCE NORTH AMERICA LLC                      | CUSIP: 58769JAQ0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    260000 | PA      | $262210.77    | 0.13%             | 2027-01-11      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                    | META PLATFORMS INC                                           | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    420000 | PA      | $421358.38    | 0.20%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MST 2017-1A A 144A                    | METLIFE SECURITIZATION TRUST                                 | CUSIP: 59166BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     68806 | PA      | $66585.22     | 0.03%             | 2055-04-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| MFRA 2021-INV1 A1 144A                | MFA 2021-INV1 TRUST                                          | CUSIP: 552747AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12978 | PA      | $12533.65     | 0.01%             | 2056-01-25      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| MFRA 2021-NQM2 A2 144A                | MFA 2021-NQM2 TRUST                                          | CUSIP: 55283WAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     35610 | PA      | $31833.72     | 0.02%             | 2064-11-25      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| MFRA 2025-NQM4 A1F 144A               | MFA 2025-NQM4 TRUST                                          | CUSIP: 55287RAD0<br>LEI: 254900XBKB8JES2BO797 | Long             | ABS-MBS          | CORP              | US        |    493825 | PA      | $495016.66    | 0.24%             | 2070-08-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| MMAF 2021-A A5 144A                   | MMAF EQUIPMENT FINANCE LLC 2021-A                            | CUSIP: 55317JAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99386.98     | 0.05%             | 2043-11-13      | Fixed         | 1.19%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                        | MORGAN STANLEY                                               | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    280000 | PA      | $285665.54    | 0.14%             | 2029-04-12      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| MSBAM 2025-C35 A1                     | MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2025-C35  | CUSIP: 61779CAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     52525 | PA      | $52903.51     | 0.03%             | 2058-08-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| MSRM 2025-DSC2 A1 144A                | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-DSC2     | CUSIP: 61778XAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     96604 | PA      | $97539.03     | 0.05%             | 2070-07-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| MPLX LP                               | MPLX LP                                                      | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    690000 | PA      | $698145.86    | 0.33%             | 2031-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MVWOT 2020-1A A 144A                  | MVW 2020-1 LLC                                               | CUSIP: 55400EAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     37667 | PA      | $37106.98     | 0.02%             | 2037-10-20      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| MVWOT 2020-1A B 144A                  | MVW 2020-1 LLC                                               | CUSIP: 55400EAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     49797 | PA      | $49238.04     | 0.02%             | 2037-10-20      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| MVWOT 2021-1WA B 144A                 | MVW 2021-1W LLC                                              | CUSIP: 55389TAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     16683 | PA      | $16115.71     | 0.01%             | 2041-01-22      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| MVWOT 2023-1A A 144A                  | MVW 2023-1 LLC                                               | CUSIP: 62848PAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    124233 | PA      | $125644.44    | 0.06%             | 2040-10-20      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| MVWOT 2023-2A A 144A                  | MVW 2023-2 LLC                                               | CUSIP: 55400WAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     57946 | PA      | $59560.60     | 0.03%             | 2040-11-20      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| MVWOT 2023-2A B 144A                  | MVW 2023-2 LLC                                               | CUSIP: 55400WAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     46731 | PA      | $47847.59     | 0.02%             | 2040-11-20      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                            | NASDAQ INC                                                   | CUSIP: 63111XAH4<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77422.13     | 0.04%             | 2028-06-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NCC 2018-IIA A 144A                   | NASSAU 2018-II LTD                                           | CUSIP: 63152PAA6<br>LEI: 549300TDGAMJFORBZE92 | Long             | ABS-CBDO         | CORP              | KY        |     34103 | PA      | $34105.35     | 0.02%             | 2031-10-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| NAVSL 2019-D A2A 144A                 | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-D             | CUSIP: 63941CAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     45834 | PA      | $44786.64     | 0.02%             | 2059-12-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| NAVSL 2019-GA A 144A                  | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-G             | CUSIP: 63941JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     27965 | PA      | $27301.47     | 0.01%             | 2068-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| NAVSL 2020-DA A 144A                  | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-D             | CUSIP: 63941HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     21105 | PA      | $20162.16     | 0.01%             | 2069-05-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| NAVSL 2020-FA A 144A                  | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-F             | CUSIP: 63941XAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     58496 | PA      | $55498.51     | 0.03%             | 2069-07-15      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| NAVSL 2020-GA A 144A                  | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-G             | CUSIP: 63941UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     27688 | PA      | $26132.37     | 0.01%             | 2069-09-16      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| NAVMT 2024-1 B 144A                   | NAVISTAR FINANCIAL DEALER NOTE MASTER OWNER TRUST            | CUSIP: 63938PBX6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25000 | PA      | $25106.29     | 0.01%             | 2029-04-25      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| NAVMT 2024-1 C 144A                   | NAVISTAR FINANCIAL DEALER NOTE MASTER OWNER TRUST            | CUSIP: 63938PBY4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     40000 | PA      | $40176.10     | 0.02%             | 2029-04-25      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| NAVMT 2025-1 B 144A                   | NAVISTAR FINANCIAL DEALER NOTE MASTER OWNER TRUST II 2025-1  | CUSIP: 63938PCA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     45000 | PA      | $45055.98     | 0.02%             | 2030-09-25      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| NAVMT 2025-1 C 144A                   | NAVISTAR FINANCIAL DEALER NOTE MASTER OWNER TRUST II 2025-1  | CUSIP: 63938PCB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     20000 | PA      | $20026.49     | 0.01%             | 2030-09-25      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD 144A                       | NBN CO LTD                                                   | CUSIP: 62878U2A9<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |    405000 | PA      | $401389.74    | 0.19%             | 2026-05-05      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| NSLT 2020-1A A 144A                   | NELNET STUDENT LOAN TRUST 2020-1                             | CUSIP: 64034GAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     80506 | PA      | $80355.29     | 0.04%             | 2068-03-26      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| NSLT 2021-CA AFX 144A                 | NELNET STUDENT LOAN TRUST 2021-C                             | CUSIP: 64035GAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    138972 | PA      | $130522.19    | 0.06%             | 2062-04-20      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| NEUB 2021-43A AR 144A                 | NEUBERGER BERMAN LOAN ADVISERS CLO 43 LTD                    | CUSIP: 64134AAJ1<br>LEI: 549300N83MM16HCONB28 | Long             | ABS-CBDO         | CORP              | KY        |    670000 | PA      | $668890.48    | 0.32%             | 2036-07-17      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| NRZT 2025-NQM4 A2 144A                | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM4                | CUSIP: 64832FAD8<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |    360769 | PA      | $362652.45    | 0.17%             | 2065-07-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| NRZT 2025-NQM4 A1 144A                | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM4                | CUSIP: 64832FAC0<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |    180384 | PA      | $181787.86    | 0.09%             | 2065-07-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| NRZT 2025-NQM7 A2 144A                | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM7                | CUSIP: 64831YAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    115000 | PA      | $115313.24    | 0.06%             | 2065-10-26      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                | NEXTERA ENERGY CAPITAL HOLDINGS INC                          | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70836.55     | 0.03%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                | NEXTERA ENERGY CAPITAL HOLDINGS INC                          | CUSIP: 65339KBY5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    310000 | PA      | $303461.08    | 0.14%             | 2027-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER 144A             | NIAGARA MOHAWK POWER CORP                                    | CUSIP: 653522DT6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    175000 | PA      | $176214.82    | 0.08%             | 2030-10-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                          | NISOURCE INC                                                 | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61551.79     | 0.03%             | 2028-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NRZT 2025-NQM6 A1 144A                | NRZT 2025-NQM6                                               | CUSIP: 64832KAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    441540 | PA      | $442919.50    | 0.21%             | 2065-10-25      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP 144A                 | NTT FINANCE CORP                                             | CUSIP: 62954WAQ8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $202590.11    | 0.10%             | 2028-07-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                           | NUTRIEN LTD                                                  | CUSIP: 67077MBA5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    110000 | PA      | $111986.07    | 0.05%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                | NXP BV / NXP FUNDING LLC / NXP USA INC                       | CUSIP: 62954HAV0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    238000 | PA      | $238585.97    | 0.11%             | 2029-06-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                | NXP BV / NXP FUNDING LLC / NXP USA INC                       | CUSIP: 62954HAZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    190000 | PA      | $189731.45    | 0.09%             | 2026-06-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                | NXP BV / NXP FUNDING LLC / NXP USA INC                       | CUSIP: 62954HAX6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     55000 | PA      | $54394.19     | 0.03%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                | NXP BV / NXP FUNDING LLC / NXP USA INC                       | CUSIP: 62954HBE7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     35000 | PA      | $35150.85     | 0.02%             | 2027-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                | NXP BV / NXP FUNDING LLC / NXP USA INC                       | CUSIP: 62954HBF4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    100000 | PA      | $100377.05    | 0.05%             | 2028-08-19      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NYC 2025-28L B 144A                   | NYC COMMERCIAL MORTGAGE TRUST 2025-28L                       | CUSIP: 67123JAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    115000 | PA      | $115238.82    | 0.05%             | 2038-11-05      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC               | O'REILLY AUTOMOTIVE INC                                      | CUSIP: 67103HAG2<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    195000 | PA      | $196582.79    | 0.09%             | 2028-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC               | O'REILLY AUTOMOTIVE INC                                      | CUSIP: 67103HAM9<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    573000 | PA      | $580879.67    | 0.28%             | 2026-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OBX 2019-EXP2 2A2 144A                | OBX 2019-EXP2 TRUST                                          | CUSIP: 67113KAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6934 | PA      | $6878.10      | 0.00%             | 2059-06-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| OBX 2019-EXP3 2A1 144A                | OBX 2019-EXP3 TRUST                                          | CUSIP: 67113ABB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     21461 | PA      | $21435.92     | 0.01%             | 2059-10-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| OBX 2020-EXP1 2A2 144A                | OBX 2020-EXP1 TRUST                                          | CUSIP: 67448TBF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     17818 | PA      | $17612.97     | 0.01%             | 2060-02-25      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| OBX 2020-EXP1 2A1B 144A               | OBX 2020-EXP1 TRUST                                          | CUSIP: 67448TBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    266006 | PA      | $261232.41    | 0.12%             | 2060-02-25      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| OBX 2020-EXP2 A9 144A                 | OBX 2020-EXP2 TRUST                                          | CUSIP: 67448VAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     19060 | PA      | $16895.62     | 0.01%             | 2060-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| OBX 2020-INV1 A5 144A                 | OBX 2020-INV1 TRUST                                          | CUSIP: 67113CAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     43606 | PA      | $39427.62     | 0.02%             | 2049-12-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| OBX 2021-NQM1 A3 144A                 | OBX 2021-NQM1 TRUST                                          | CUSIP: 67114BAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    167151 | PA      | $147712.48    | 0.07%             | 2066-02-25      | Variable      | 1.33%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM15 A1 144A                | OBX 2025-NQM15 TRUST                                         | CUSIP: 67122CAC9<br>LEI: 254900Y3YIZHUWMEGC78 | Long             | ABS-MBS          | CORP              | US        |     94024 | PA      | $94432.81     | 0.05%             | 2065-07-27      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM15 A1F 144A               | OBX 2025-NQM15 TRUST                                         | CUSIP: 67122CAD7<br>LEI: 254900Y3YIZHUWMEGC78 | Long             | ABS-MBS          | CORP              | US        |     94024 | PA      | $94238.42     | 0.04%             | 2065-07-27      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM6 A1 144A                 | OBX 2025-NQM6 TRUST                                          | CUSIP: 67448UAA0<br>LEI: 254900W46UQEWQMYYZ02 | Long             | ABS-MBS          | CORP              | US        |    161599 | PA      | $163159.65    | 0.08%             | 2065-03-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| OCT39 2018-3A AR 144A                 | OCTAGON INVESTMENT PARTNERS 39 LTD                           | CUSIP: 67592CAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     75658 | PA      | $75646.61     | 0.04%             | 2030-10-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| OCT21 2014-1A A2R4 144A               | OCTAGON INVESTMENT PARTNERS XXI LTD                          | CUSIP: 67590QCA3<br>LEI: 549300XIS9D4AHDX5A35 | Long             | ABS-CBDO         | CORP              | KY        |    420000 | PA      | $419530.86    | 0.20%             | 2031-02-14      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| OCT21 2014-1A BR4 144A                | OCTAGON INVESTMENT PARTNERS XXI LTD                          | CUSIP: 67590QCC9<br>LEI: 549300XIS9D4AHDX5A35 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249364.75    | 0.12%             | 2031-02-14      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| OCT21 2014-1A AAR4 144A               | OCTAGON INVESTMENT PARTNERS XXI LTD                          | CUSIP: 67590QBW6<br>LEI: 549300XIS9D4AHDX5A35 | Long             | ABS-CBDO         | CORP              | KY        |     74289 | PA      | $74219.10     | 0.04%             | 2031-02-14      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| OCTL 2023-3A B 144A                   | OCTANE RECEIVABLES TRUST 2023-3                              | CUSIP: 67571CAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101366.17    | 0.05%             | 2029-07-20      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| OCTL 2023-3A C 144A                   | OCTANE RECEIVABLES TRUST 2023-3                              | CUSIP: 67571CAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $102478.60    | 0.05%             | 2029-08-20      | Fixed         | 6.74%                 | No            |                  2 | On Loan: No      |
| OCTL 2024-3A A2 144A                  | OCTANE RECEIVABLES TRUST 2024-3                              | CUSIP: 67571GAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     67023 | PA      | $67387.52     | 0.03%             | 2030-05-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| OCTL 2024-3A C 144A                   | OCTANE RECEIVABLES TRUST 2024-3                              | CUSIP: 67571GAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101953.22    | 0.05%             | 2031-10-20      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| OCTL 2025-RVM1 C 144A                 | OCTANE RECEIVABLES TRUST 2025-RVM1                           | CUSIP: 67571HAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    270000 | PA      | $270240.08    | 0.13%             | 2046-12-20      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| OCTL 2025-RVM1 B 144A                 | OCTANE RECEIVABLES TRUST 2025-RVM1                           | CUSIP: 67571HAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    130000 | PA      | $130242.11    | 0.06%             | 2046-12-20      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC                     | OMNICOM GROUP INC / OMNICOM CAPITAL INC                      | CUSIP: 68217FAA0<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84834.82     | 0.04%             | 2026-04-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ONP 2021-PARK C 144A                  | ONE 2021-PARK MORTGAGE TRUST                                 | CUSIP: 682413AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    170000 | PA      | $169363.50    | 0.08%             | 2036-03-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| ONP 2021-PARK B 144A                  | ONE 2021-PARK MORTGAGE TRUST                                 | CUSIP: 682413AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    315000 | PA      | $313820.48    | 0.15%             | 2036-03-15      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                             | ONEOK INC                                                    | CUSIP: 682680CB7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    400000 | PA      | $401359.42    | 0.19%             | 2027-09-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                             | ONEOK INC                                                    | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    245000 | PA      | $247627.29    | 0.12%             | 2026-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                             | ONEOK INC                                                    | CUSIP: 682680CL5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    465000 | PA      | $465836.52    | 0.22%             | 2026-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ONEOK INC 144A                        | ONEOK INC                                                    | CUSIP: 682680CM3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    114000 | PA      | $116353.07    | 0.06%             | 2028-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                           | ORACLE CORP                                                  | CUSIP: 68389XCC7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    505000 | PA      | $501773.46    | 0.24%             | 2026-03-25      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                           | ORACLE CORP                                                  | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    375000 | PA      | $367036.01    | 0.18%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| OVINTIV INC 4/2 CP                    | OVINTIV INC 4/2 CP 4.4500 20260120                           | CUSIP: 69047KAL9<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $1082479.11   | 0.52%             | 2026-01-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                         | OWENS CORNING                                                | CUSIP: 690742AN1<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    170000 | PA      | $173521.20    | 0.08%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                         | OWENS CORNING                                                | CUSIP: 690742AF8<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    133000 | PA      | $132318.02    | 0.06%             | 2026-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| OZLMF 2012-2A BR4 144A                | OZLM FUNDING II LTD                                          | CUSIP: 67108BCJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    315000 | PA      | $315243.81    | 0.15%             | 2037-07-30      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| OZLMF 2012-2A AR4 144A                | OZLM FUNDING II LTD                                          | CUSIP: 67108BCG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $499461.00    | 0.24%             | 2037-07-30      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| OZLM 2017-21A A1R 144A                | OZLM XXI LTD                                                 | CUSIP: 67112AAJ0<br>LEI: 5493002HF6D1C4B1AK86 | Long             | ABS-CBDO         | CORP              | KY        |     46681 | PA      | $46667.69     | 0.02%             | 2031-01-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                | PACIFIC GAS AND ELECTRIC CO                                  | CUSIP: 694308KW6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    180000 | PA      | $183160.45    | 0.09%             | 2028-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                | PACIFIC GAS AND ELECTRIC CO                                  | CUSIP: 694308KF3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40679.92     | 0.02%             | 2027-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                | PACIFIC GAS AND ELECTRIC CO                                  | CUSIP: 694308HW0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98375.48     | 0.05%             | 2027-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                | PACIFIC GAS AND ELECTRIC CO                                  | CUSIP: 694308HS9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     73000 | PA      | $72182.81     | 0.03%             | 2027-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| P11 2025-P11 A 144A                   | PENN COMMERCIAL MORTGAGE TRUST 2025-P11                      | CUSIP: 69382VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    120000 | PA      | $122921.76    | 0.06%             | 2042-08-10      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL 144A         | PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP                | CUSIP: 709599BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    530000 | PA      | $532519.35    | 0.25%             | 2026-05-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL 144A         | PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP                | CUSIP: 709599AW4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $79442.83     | 0.04%             | 2026-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL 144A         | PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP                | CUSIP: 709599BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $49403.28     | 0.02%             | 2026-06-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL 144A         | PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP                | CUSIP: 709599BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $136408.22    | 0.07%             | 2027-01-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                | PHILIP MORRIS INTERNATIONAL INC                              | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     83000 | PA      | $84799.76     | 0.04%             | 2027-11-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE              | PLAINS ALL AMERICAN PIPELINE LP / PAA FINANCE CORP           | CUSIP: 72650RBR2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $171162.34    | 0.08%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                | PNC FINANCIAL SERVICES GROUP INC/THE                         | CUSIP: 693475BL8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    265000 | PA      | $265088.43    | 0.13%             | 2027-01-26      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| PILOT 2025-1A A4 144A                 | PORSCHE INNOVATIVE LEASE OWNER TRUST 2025-1                  | CUSIP: 73329KAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101639.90    | 0.05%             | 2030-11-20      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| PREF 2024-1A C 144A                   | POST ROAD EQUIPMENT FINANCE 2024-1 LLC                       | CUSIP: 737473AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    165000 | PA      | $167225.44    | 0.08%             | 2030-10-15      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| PREF 2024-1A A2 144A                  | POST ROAD EQUIPMENT FINANCE 2024-1 LLC                       | CUSIP: 737473AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     29101 | PA      | $29226.74     | 0.01%             | 2029-11-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| PROG 2021-SFR3 F 144A                 | PROGRESS RESIDENTIAL 2021-SFR3                               | CUSIP: 74333VAN4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99332.42     | 0.05%             | 2026-05-17      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| PROG 2021-SFR8 C 144A                 | PROGRESS RESIDENTIAL 2021-SFR8 TRUST                         | CUSIP: 74333TAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    240000 | PA      | $235796.98    | 0.11%             | 2038-10-17      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS              | PUBLIC SERVICE ENTERPRISE GROUP INC                          | CUSIP: 744573BA3<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    345000 | PA      | $353179.97    | 0.17%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                    | REALTY INCOME CORP                                           | CUSIP: 756109BQ6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65014.58     | 0.03%             | 2026-01-13      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                    | REGAL REXNORD CORP                                           | CUSIP: 758750AL7<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    576000 | PA      | $576801.99    | 0.28%             | 2026-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                    | REGAL REXNORD CORP                                           | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    280000 | PA      | $289566.44    | 0.14%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                           | REVVITY INC                                                  | CUSIP: 714046AM1<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    260000 | PA      | $244683.88    | 0.12%             | 2028-09-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING 144A               | RGA GLOBAL FUNDING                                           | CUSIP: 76209PAH6<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    330000 | PA      | $331640.18    | 0.16%             | 2028-08-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING 144A               | RGA GLOBAL FUNDING                                           | CUSIP: 76209PAK9<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    430000 | PA      | $430456.44    | 0.21%             | 2030-11-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ROCC 2024-CNTR A 144A                 | ROCK TRUST 2024-CNTR                                         | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $308213.37    | 0.15%             | 2041-11-13      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| ROCKT 2019-2A AR2 144A                | ROCKFORD TOWER CLO 2019-2 LTD                                | CUSIP: 77341GAS9<br>LEI: 549300IG5M07NI4QKK80 | Long             | ABS-CBDO         | CORP              | KY        |    397983 | PA      | $398069.64    | 0.19%             | 2032-08-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN              | ROGERS COMMUNICATIONS INC                                    | CUSIP: 775109CG4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    410000 | PA      | $406089.15    | 0.19%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN              | ROGERS COMMUNICATIONS INC                                    | CUSIP: 775109DE8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $509764.73    | 0.24%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROLLS-ROYCE PLC 144A                  | ROLLS-ROYCE PLC                                              | CUSIP: 77578JAC2<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |    470000 | PA      | $481443.76    | 0.23%             | 2027-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RMRK 2018-2A A2R 144A                 | ROMARK CLO II LTD                                            | CUSIP: 77587EAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    530000 | PA      | $530361.99    | 0.25%             | 2031-07-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| ROSS STORES INC                       | ROSS STORES INC                                              | CUSIP: 778296AF0<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |    375000 | PA      | $371436.84    | 0.18%             | 2026-04-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                    | RTX CORP                                                     | CUSIP: 913017AT6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    186000 | PA      | $197802.90    | 0.09%             | 2028-08-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| RTX CORP                              | RTX CORP                                                     | CUSIP: 75513EBZ3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    174000 | PA      | $186038.24    | 0.09%             | 2028-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION              | SABINE PASS LIQUEFACTION LLC                                 | CUSIP: 785592AV8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     64000 | PA      | $64131.26     | 0.03%             | 2026-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION              | SABINE PASS LIQUEFACTION LLC                                 | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     82000 | PA      | $82101.16     | 0.04%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GLOBAL 144A         | SAMMONS FINANCIAL GROUP GLOBAL FUNDING                       | CUSIP: 79587J2B8<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |    135000 | PA      | $137074.40    | 0.07%             | 2028-01-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                       | SANDS CHINA LTD                                              | CUSIP: 80007RAK1<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    300000 | PA      | $299977.84    | 0.14%             | 2026-01-08      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| SBCLN 2023-B A2 144A                  | SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2023-B        | CUSIP: 80290CCA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    107393 | PA      | $109258.07    | 0.05%             | 2033-12-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| SBCLN 2023-B D 144A                   | SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2023-B        | CUSIP: 80290CCD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    122808 | PA      | $124886.15    | 0.06%             | 2033-12-15      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| SBCLN 2024-A B 144A                   | SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2024-A        | CUSIP: 80290CCJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    162874 | PA      | $165268.67    | 0.08%             | 2032-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SBCLN 2024-A C 144A                   | SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2024-A        | CUSIP: 80290CCK8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    162874 | PA      | $165058.07    | 0.08%             | 2032-06-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| SBCLN 2024-B B 144A                   | SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2024-B        | CUSIP: 80280BAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    222133 | PA      | $223687.35    | 0.11%             | 2033-01-18      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| SBCLN 2024-B C 144A                   | SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2024-B        | CUSIP: 80280BAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    222133 | PA      | $223621.85    | 0.11%             | 2033-01-18      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| SBCLN 2025-A C 144A                   | SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2025-A        | CUSIP: 80290CCS1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $250562.45    | 0.12%             | 2034-01-16      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| SDART 2021-4 D                        | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2021-4                | CUSIP: 80285VAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     34824 | PA      | $34786.77     | 0.02%             | 2027-10-15      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| SDART 2022-2 C                        | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-2                | CUSIP: 80286MAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    270829 | PA      | $270489.71    | 0.13%             | 2029-07-16      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| SDART 2022-5 C                        | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-5                | CUSIP: 80287HAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     78613 | PA      | $78663.83     | 0.04%             | 2028-10-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| SDART 2025-4 B                        | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-4                | CUSIP: 802923AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    220000 | PA      | $220371.05    | 0.11%             | 2032-01-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                | SANTANDER HOLDINGS USA INC                                   | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    190000 | PA      | $186828.92    | 0.09%             | 2028-01-06      | Variable      | 2.49%                 | No            |                  2 | On Loan: —       |
| SANTANDER HOLDINGS USA                | SANTANDER HOLDINGS USA INC                                   | CUSIP: 80282KBK1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40276.06     | 0.02%             | 2027-05-31      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| SAN 2025-CES1 A1A 144A                | SANTANDER MORTGAGE ASSET RECEIVABLE TRUST 2025-CES1          | CUSIP: 802650AB7<br>LEI: 254900WEZWXJLYHMU869 | Long             | ABS-MBS          | CORP              | US        |    273575 | PA      | $273722.10    | 0.13%             | 2055-09-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| SAN 2025-NQM6 A1 144A                 | SANTANDER MORTGAGE ASSET RECEIVABLE TRUST 2025-NQM6          | CUSIP: 80265DAA1<br>LEI: 2549003RXF6LNJ2GP990 | Long             | ABS-MBS          | CORP              | US        |     98158 | PA      | $98429.05     | 0.05%             | 2065-11-25      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS              | SANTANDER UK GROUP HOLDINGS PLC                              | CUSIP: 80281LAX3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $200198.80    | 0.10%             | 2029-09-22      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST 144A                  | SBA TOWER TRUST                                              | CUSIP: 78403DAR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $105698.66    | 0.05%             | 2028-01-15      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST 144A                  | SBA TOWER TRUST                                              | CUSIP: 78403DAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $176110.38    | 0.08%             | 2026-11-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST 144A                  | SBA TOWER TRUST                                              | CUSIP: 78403DAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $149832.99    | 0.07%             | 2026-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST 144A                  | SBA TOWER TRUST                                              | CUSIP: 78403DBD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    565000 | PA      | $568522.27    | 0.27%             | 2029-10-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST 144A                  | SBA TOWER TRUST                                              | CUSIP: 78403DAZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $296951.47    | 0.14%             | 2028-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| SBALT 2024-B A4 144A                  | SBNA AUTO LEASE TRUST 2024-B                                 | CUSIP: 78437VAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    265000 | PA      | $268297.85    | 0.13%             | 2028-12-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SCFET 2023-1A A3 144A                 | SCF EQUIPMENT LEASING 2023-1 LLC                             | CUSIP: 784024AC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     77959 | PA      | $78987.59     | 0.04%             | 2032-05-20      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER HLDGS CORP 144A          | SCHLUMBERGER HOLDINGS CORP                                   | CUSIP: 806851AK7<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |    371000 | PA      | $370262.90    | 0.18%             | 2028-05-17      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER INVESTMENT               | SCHLUMBERGER INVESTMENT SA                                   | CUSIP: 806854AK1<br>LEI: 529900EZ29I5KXPV2J32 | Long             | DBT              | CORP              | LU        |    201000 | PA      | $203143.91    | 0.10%             | 2028-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SDR 2024-DSNY B 144A                  | SDR COMMERCIAL MORTGAGE TRUST 2024-DSNY                      | CUSIP: 811304AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    195000 | PA      | $194512.75    | 0.09%             | 2039-05-15      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| SEB4P 2024-1A A2 144A                 | SEB FUNDING LLC                                              | CUSIP: 78433DAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    238000 | PA      | $243446.77    | 0.12%             | 2054-04-30      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| SSTRT 2025-A B 144A                   | SECURITIZED TERM AUTO RECEIVABLES TRUST                      | CUSIP: 81378RAB0<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | CA        |     59130 | PA      | $59647.52     | 0.03%             | 2031-07-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| SSTRT 2025-B B 144A                   | SECURITIZED TERM AUTO RECEIVABLES TRUST 2025-B               | CUSIP: 81378WAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |     49581 | PA      | $50007.54     | 0.02%             | 2032-12-29      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| SSTRT 2025-B C 144A                   | SECURITIZED TERM AUTO RECEIVABLES TRUST 2025-B               | CUSIP: 81378WAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |     19070 | PA      | $19230.67     | 0.01%             | 2032-12-29      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SEMPRA ENERGY                         | SEMPRA                                                       | CUSIP: 816851BQ1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125765.89    | 0.06%             | 2026-08-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SEMT 2018-CH2 A21 144A                | SEQUOIA MORTGAGE TRUST 2018-CH2                              | CUSIP: 81747EAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     18510 | PA      | $17194.21     | 0.01%             | 2048-06-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| SEMT 2018-CH3 A19 144A                | SEQUOIA MORTGAGE TRUST 2018-CH3                              | CUSIP: 81746WAU2<br>LEI: 549300FECQ7XLTBL1027 | Long             | ABS-MBS          | CORP              | US        |      1068 | PA      | $1063.91      | 0.00%             | 2048-08-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| SFAST 2024-1A C 144A                  | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-1             | CUSIP: 78435VAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25000 | PA      | $25560.31     | 0.01%             | 2032-01-20      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| SFAST 2024-1A A3 144A                 | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-1             | CUSIP: 78435VAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     59202 | PA      | $59564.92     | 0.03%             | 2029-05-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SGR 2025-1 A2 144A                    | SG RESIDENTIAL MORTGAGE TRUST 2025-1                         | CUSIP: 81880NAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100090.54    | 0.05%             | 2065-12-25      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| SGR 2025-1 A1 144A                    | SG RESIDENTIAL MORTGAGE TRUST 2025-1                         | CUSIP: 81880NAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    140000 | PA      | $140082.06    | 0.07%             | 2065-12-25      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                   | SHERWIN-WILLIAMS CO/THE                                      | CUSIP: 824348BS4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    225000 | PA      | $227572.67    | 0.11%             | 2028-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| SRFC 2021-2A C 144A                   | SIERRA TIMESHARE 2021-2 RECEIVABLES FUNDING LLC              | CUSIP: 82652RAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     44036 | PA      | $43829.81     | 0.02%             | 2038-09-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| SRFC 2021-2A B 144A                   | SIERRA TIMESHARE 2021-2 RECEIVABLES FUNDING LLC              | CUSIP: 82652RAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     21276 | PA      | $21188.75     | 0.01%             | 2038-09-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| SRFC 2025-2A B 144A                   | SIERRA TIMESHARE 2025-2 RECEIVABLES FUNDING LLC              | CUSIP: 82653HAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     91081 | PA      | $91372.49     | 0.04%             | 2044-04-20      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| SRFC 2025-3A B 144A                   | SIERRA TIMESHARE 2025-3 RECEIVABLES FUNDING LLC              | CUSIP: 82650FAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     89487 | PA      | $89820.16     | 0.04%             | 2044-08-22      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| SRFC 2025-3A A 144A                   | SIERRA TIMESHARE 2025-3 RECEIVABLES FUNDING LLC              | CUSIP: 82650FAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     89487 | PA      | $89633.84     | 0.04%             | 2044-08-22      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| SMB 2020-PTB A2A 144A                 | SMB PRIVATE EDUCATION LOAN TRUST 2020-PTB                    | CUSIP: 78449DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     52016 | PA      | $49447.47     | 0.02%             | 2054-09-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| SMB 2025-A A1A 144A                   | SMB PRIVATE EDUCATION LOAN TRUST 2025-A                      | CUSIP: 83207EAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    148966 | PA      | $151122.79    | 0.07%             | 2054-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE 144A                 | SOCIETE GENERALE SA                                          | CUSIP: 83368RBV3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    270000 | PA      | $273324.44    | 0.13%             | 2028-01-19      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                        | SOLVENTUM CORP                                               | CUSIP: 83444MAN1<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    155000 | PA      | $157298.83    | 0.08%             | 2027-02-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SNDPT 2019-1A BRR 144A                | SOUND POINT CLO XXII LTD                                     | CUSIP: 83611KAY8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250129.00    | 0.12%             | 2032-01-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS              | SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC                    | CUSIP: 83007CAB8<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    275000 | PA      | $277412.51    | 0.13%             | 2027-09-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF EDISON CO 4/2 144A CP  | SOUTHERN CALIFORNIA EDISON CO                                | CUSIP: 8424C1A65<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    570000 | PA      | $569616.90    | 0.27%             | 2026-01-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL               | SOUTHERN CO GAS CAPITAL CORP                                 | CUSIP: 8426EPAJ7<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    190000 | PA      | $190155.78    | 0.09%             | 2028-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                           | SOUTHERN CO/THE                                              | CUSIP: 842587DD6<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    180000 | PA      | $182871.14    | 0.09%             | 2027-08-01      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                 | SOUTHWEST AIRLINES CO                                        | CUSIP: 844741BL1<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    345000 | PA      | $345761.26    | 0.16%             | 2028-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC 144A           | STANDARD CHARTERED PLC                                       | CUSIP: 853254DB3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $204075.81    | 0.10%             | 2028-05-14      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC 144A           | STANDARD CHARTERED PLC                                       | CUSIP: 853254BF6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $199978.38    | 0.10%             | 2027-02-19      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                        | STARBUCKS CORP                                               | CUSIP: 855244AR0<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199813.52    | 0.10%             | 2028-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                        | STARBUCKS CORP                                               | CUSIP: 855244AV1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     85000 | PA      | $83065.11     | 0.04%             | 2027-03-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| STAR 2019-INV1 A3 144A                | STARWOOD MORTGAGE RESIDENTIAL TRUST 2019-INV1                | CUSIP: 85572JAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     34398 | PA      | $34154.81     | 0.02%             | 2049-09-27      | Variable      | 2.92%                 | No            |                  2 | On Loan: No      |
| STAR 2021-2 A1 144A                   | STARWOOD MORTGAGE RESIDENTIAL TRUST 2021-2                   | CUSIP: 85573HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     53694 | PA      | $51053.46     | 0.02%             | 2065-05-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| STAR 2021-4  A1 144A                  | STARWOOD MORTGAGE RESIDENTIAL TRUST 2021-4                   | CUSIP: 85573PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    176082 | PA      | $157176.92    | 0.08%             | 2056-08-25      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| STATE BANK INDIA/LONDON               | STATE BANK OF INDIA/LONDON                                   | CUSIP: BN3609334<br>LEI: 5493001JZ37UBBZF6L49 | Long             | DBT              | CORP              | IN        |    500000 | PA      | $493768.95    | 0.24%             | 2026-07-13      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                    | STEEL DYNAMICS INC                                           | CUSIP: 858119BU3<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    525000 | PA      | $524542.41    | 0.25%             | 2028-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STRAS 2025-1A B 144A                  | STRATUS FUNDING CLO 2025-1 LTD                               | CUSIP: 863163AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249869.25    | 0.12%             | 2033-07-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                          | STRYKER CORP                                                 | CUSIP: 863667BK6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    245000 | PA      | $248522.32    | 0.12%             | 2028-02-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SYDNEY AIRPORT FINANCE 144A           | SYDNEY AIRPORT FINANCE CO PTY LTD                            | CUSIP: 87124VAF6<br>LEI: 549300MJAANHLHOVTO40 | Long             | DBT              | CORP              | AU        |     61000 | PA      | $60860.14     | 0.03%             | 2026-04-28      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SYMP 2020-23A AR2 144A                | SYMPHONY CLO XXIII LTD                                       | CUSIP: 87167NDL6<br>LEI: 54930001DQI1CFLYVB48 | Long             | ABS-CBDO         | CORP              | KY        |    394607 | PA      | $394369.84    | 0.19%             | 2034-01-15      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| SYMP 2021-26A AR 144A                 | SYMPHONY CLO XXVI LTD                                        | CUSIP: 87190GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    148091 | PA      | $148197.77    | 0.07%             | 2033-04-20      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                          | SYNOPSYS INC                                                 | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    510000 | PA      | $516847.47    | 0.25%             | 2028-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                      | T-MOBILE USA INC                                             | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    195000 | PA      | $194492.96    | 0.09%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| T. Rowe Price Government Reserve Fund | T. Rowe Price Government Reserve Fund                        | CUSIP: 76105Y109<br>LEI: 5493002Y0IYARJVQ5N24 | Long             | STIV             | RF                | US        |   4297044 | NS      | $4297044.48   | 2.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOFTWRE          | TAKE-TWO INTERACTIVE SOFTWARE INC                            | CUSIP: 874054AJ8<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    340000 | PA      | $340489.14    | 0.16%             | 2026-03-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                  | TARGA RESOURCES CORP                                         | CUSIP: 87612KAA0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     92000 | PA      | $93470.21     | 0.04%             | 2027-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                  | TARGA RESOURCES CORP                                         | CUSIP: 87612GAR2<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    205000 | PA      | $205569.01    | 0.10%             | 2029-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TENGIZCHEVROIL FIN CO IN              | TENGIZCHEVROIL FINANCE CO INTERNATIONAL LTD                  | CUSIP: LW9712917<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |    220000 | PA      | $219104.26    | 0.10%             | 2026-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TERRAFORM GLOBAL OPERATI 144A         | TERRAFORM GLOBAL OPERATING LP                                | CUSIP: 88104UAC7<br>LEI: 549300LC7QMVR79H5O86 | Long             | DBT              | CORP              | US        |    173000 | PA      | $171478.45    | 0.08%             | 2026-03-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TIA 2016-1A ARR 144A                  | TIAA CLO I LTD                                               | CUSIP: 87271LAY8<br>LEI: 549300SWQCCOXV4X1761 | Long             | ABS-CBDO         | CORP              | KY        |    113560 | PA      | $113531.42    | 0.05%             | 2031-07-20      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| TPMT 2018-1 A1 144A                   | TOWD POINT MORTGAGE TRUST 2018-1                             | CUSIP: 89176EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10929 | PA      | $10862.90     | 0.01%             | 2058-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| TPMT 2022-4 A1 144A                   | TOWD POINT MORTGAGE TRUST 2022-4                             | CUSIP: 89180YAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    288645 | PA      | $278159.67    | 0.13%             | 2062-09-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TPIC SPV I LLC 2024-1 A1 PP           | TPIC SPV I LLC                                               | CUSIP: 872660AA3<br>LEI: 98450079E44D2D1B6432 | Long             | ABS-O            | CORP              | US        |    340324 | PA      | $305305.01    | 0.15%             | 2044-11-30      | Fixed         | 7.13%                 | Yes           |                  3 | On Loan: No      |
| GRS - SECURITY LENDING COLLATERAL     | TREASURY RESERVE FUND - Collateral                           | CUSIP: 000000000<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | STIV             | RF                | US        |   1051938 | NS      | $1051937.50   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| TCN 2024-SFR2 D 144A                  | TRICON RESIDENTIAL 2024-SFR2 TRUST                           | CUSIP: 89616VAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    255000 | PA      | $257475.77    | 0.12%             | 2040-06-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TCN 2024-SFR2 A 144A                  | TRICON RESIDENTIAL 2024-SFR2 TRUST                           | CUSIP: 89616VAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    139558 | PA      | $140010.12    | 0.07%             | 2040-06-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TRNTS 2018-9A ARRR 144A               | TRINITAS CLO IX LTD                                          | CUSIP: 89641JAW6<br>LEI: 549300QFERVNPGSISO16 | Long             | ABS-CBDO         | CORP              | KY        |     37390 | PA      | $37379.90     | 0.02%             | 2032-01-20      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| TRNTS 2017-6A AR4 144A                | TRINITAS CLO VI LTD                                          | CUSIP: 89640YBQ6<br>LEI: 549300IUAXGLQ814UD95 | Long             | ABS-CBDO         | CORP              | KY        |    515000 | PA      | $514682.76    | 0.25%             | 2034-01-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| TRNTS 2017-7A A1R2 144A               | TRINITAS CLO VII LTD                                         | CUSIP: 89641CAU5<br>LEI: 549300F3XEPDOX3FOP69 | Long             | ABS-CBDO         | CORP              | KY        |    480000 | PA      | $478439.52    | 0.23%             | 2035-01-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| TRK 2021-INV1 A2 144A                 | TRK 2021-INV1 TRUST                                          | CUSIP: 89688WAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     35820 | PA      | $32158.76     | 0.02%             | 2056-07-25      | Variable      | 1.41%                 | No            |                  2 | On Loan: No      |
| TX 2024-HOU B 144A                    | TX TRUST 2024-HOU                                            | CUSIP: 90216DAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    270000 | PA      | $270319.44    | 0.13%             | 2039-06-15      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC 144A            | UBER TECHNOLOGIES INC                                        | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    463000 | PA      | $463842.50    | 0.22%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                       | UNITED STATES TREASURY INFLATION INDEXED BONDS               | CUSIP: 91282CNB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1032927 | PA      | $1039423.14   | 0.50%             | 2030-04-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | UNITED STATES TREASURY NOTE/BOND                             | CUSIP: 91282CPB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5670000 | PA      | $5672214.84   | 2.71%             | 2027-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | UNITED STATES TREASURY NOTE/BOND                             | CUSIP: 91282CPL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5850000 | PA      | $5839259.77   | 2.79%             | 2027-11-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | UNITED STATES TREASURY NOTE/BOND                             | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12655000 | PA      | $12684165.82  | 6.05%             | 2027-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | UNITED STATES TREASURY NOTE/BOND                             | CUSIP: 91282CPE5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7040000 | PA      | $7042750.00   | 3.36%             | 2027-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | UNITED STATES TREASURY NOTE/BOND                             | CUSIP: 91282CNM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4660000 | PA      | $4701139.06   | 2.24%             | 2028-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TYH6 US 10YR NOTE (CBT)MAR26          | US 10YR NOTE (CBT)MAR26                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        -1 | NC      | $845.70       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TYH6 US 10YR NOTE (CBT)MAR26          | US 10YR NOTE (CBT)MAR26                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |       -36 | NC      | $30445.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UXYH6 US 10YR ULTRA FUT MAR26         | US 10YR ULTRA FUT MAR26                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |       -24 | NC      | $16427.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UXYH6 US 10YR ULTRA FUT MAR26         | US 10YR ULTRA FUT MAR26                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        -1 | NC      | $684.47       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TUH6 US 2YR NOTE (CBT) MAR26          | US 2YR NOTE (CBT) MAR26                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        93 | NC      | $-3116.27     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TUH6 US 2YR NOTE (CBT) MAR26          | US 2YR NOTE (CBT) MAR26                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         6 | NC      | $-201.05      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TUH6 US 2YR NOTE (CBT) MAR26          | US 2YR NOTE (CBT) MAR26                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |       254 | NC      | $-8511.12     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FVH6 US 5YR NOTE (CBT) MAR26          | US 5YR NOTE (CBT) MAR26                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        -7 | NC      | $2610.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FVH6 US 5YR NOTE (CBT) MAR26          | US 5YR NOTE (CBT) MAR26                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |       -70 | NC      | $26101.03     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP                            | US BANCORP                                                   | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    265000 | PA      | $267209.74    | 0.13%             | 2028-07-22      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| USCLN 2023-1 B 144A                   | US BANK NA                                                   | CUSIP: 90357PAV6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     53943 | PA      | $54495.18     | 0.03%             | 2032-08-25      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| WNH6 US ULTRA BOND CBT MAR26          | US ULTRA BOND CBT MAR26                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |       -15 | NC      | $32322.45     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UTAH ACQUISITION SUB                  | UTAH ACQUISITION SUB INC                                     | CUSIP: 62854AAN4<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |    263000 | PA      | $262107.44    | 0.13%             | 2026-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                    | VALERO ENERGY CORP                                           | CUSIP: 91913YBF6<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92751.29     | 0.04%             | 2030-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA 144A                   | VAR ENERGI ASA                                               | CUSIP: 92212WAA8<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    430000 | PA      | $434043.64    | 0.21%             | 2027-05-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VERD 2023-1A A2 144A                  | VERDANT RECEIVABLES 2023-1 LLC                               | CUSIP: 92339GAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     93967 | PA      | $95625.89     | 0.05%             | 2031-01-13      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| VERD 2024-1A A2 144A                  | VERDANT RECEIVABLES 2024-1 LLC                               | CUSIP: 92339MAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     69016 | PA      | $70391.66     | 0.03%             | 2031-12-12      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| VERD 2025-1A B 144A                   | VERDANT RECEIVABLES 2025-1 LLC                               | CUSIP: 92340GAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $102663.96    | 0.05%             | 2033-05-12      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| VERD 2025-1A A2 144A                  | VERDANT RECEIVABLES 2025-1 LLC                               | CUSIP: 92340GAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    172776 | PA      | $173581.19    | 0.08%             | 2028-03-13      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                  | VERISK ANALYTICS INC                                         | CUSIP: 92345YAM8<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    295000 | PA      | $297950.00    | 0.14%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                | VERIZON COMMUNICATIONS INC                                   | CUSIP: 92343VHF4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    215000 | PA      | $215080.41    | 0.10%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                | VERIZON COMMUNICATIONS INC                                   | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    446000 | PA      | $428426.15    | 0.20%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| VZMT 2024-6 B                         | VERIZON MASTER TRUST                                         | CUSIP: 92348KDG5<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |    370000 | PA      | $371695.60    | 0.18%             | 2030-08-20      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| VERUS 2021-1 A3 144A                  | VERUS SECURITIZATION TRUST 2021-1                            | CUSIP: 92537QAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     21854 | PA      | $19899.19     | 0.01%             | 2066-01-25      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| VERUS 2021-1 A1 144A                  | VERUS SECURITIZATION TRUST 2021-1                            | CUSIP: 92537QAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     22945 | PA      | $20734.35     | 0.01%             | 2066-01-25      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| VERUS 2021-1 A2 144A                  | VERUS SECURITIZATION TRUST 2021-1                            | CUSIP: 92537QAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     30596 | PA      | $27818.64     | 0.01%             | 2066-01-25      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| VERUS 2021-2 A1 144A                  | VERUS SECURITIZATION TRUST 2021-2                            | CUSIP: 92538FAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     42515 | PA      | $38950.36     | 0.02%             | 2066-02-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| VERUS 2021-R1 A2 144A                 | VERUS SECURITIZATION TRUST 2021-R1                           | CUSIP: 92538BAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7083 | PA      | $6881.51      | 0.00%             | 2063-10-25      | Variable      | 1.06%                 | No            |                  2 | On Loan: No      |
| VERUS 2021-R2 A1 144A                 | VERUS SECURITIZATION TRUST 2021-R2                           | CUSIP: 92538DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     37155 | PA      | $35009.84     | 0.02%             | 2064-02-25      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| VERUS 2023-6 A2 144A                  | VERUS SECURITIZATION TRUST 2023-6                            | CUSIP: 92539XAB0<br>LEI: 984500915DDB7T2ACA27 | Long             | ABS-MBS          | CORP              | US        |     68417 | PA      | $68944.95     | 0.03%             | 2068-09-25      | Variable      | 6.94%                 | No            |                  2 | On Loan: No      |
| VERUS 2023-8 A2 144A                  | VERUS SECURITIZATION TRUST 2023-8                            | CUSIP: 92540DAB1<br>LEI: 213800DTJD5UKJR53O34 | Long             | ABS-MBS          | CORP              | US        |     49845 | PA      | $50287.97     | 0.02%             | 2068-12-25      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| VERUS 2025-3 A1 144A                  | VERUS SECURITIZATION TRUST 2025-3                            | CUSIP: 924928AA2<br>LEI: 213800DYYV3EM7TSTN14 | Long             | ABS-MBS          | CORP              | US        |     99895 | PA      | $100917.79    | 0.05%             | 2070-05-25      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| VERUS 2025-7 A1F 144A                 | VERUS SECURITIZATION TRUST 2025-7                            | CUSIP: 924931AD0<br>LEI: 213800OVCAXDOBS94P47 | Long             | ABS-MBS          | CORP              | US        |    226925 | PA      | $227561.04    | 0.11%             | 2070-08-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                           | VIATRIS INC                                                  | CUSIP: 92556VAC0<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    203000 | PA      | $197161.67    | 0.09%             | 2027-06-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC 144A         | VISTRA OPERATIONS CO LLC                                     | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    193000 | PA      | $194317.23    | 0.09%             | 2026-12-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA 144A         | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                      | CUSIP: 928668BV3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    240000 | PA      | $242462.68    | 0.12%             | 2026-09-12      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA 144A         | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                      | CUSIP: 928668CP5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203079.83    | 0.10%             | 2028-03-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA 144A         | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                      | CUSIP: 928668CL4<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    340000 | PA      | $343221.93    | 0.16%             | 2027-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA 144A         | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                      | CUSIP: 928668CV2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200796.92    | 0.10%             | 2027-09-11      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA 144A         | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                      | CUSIP: 928668CA8<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203160.31    | 0.10%             | 2026-11-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                  | WASTE MANAGEMENT INC                                         | CUSIP: 94106LCA5<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    410000 | PA      | $409557.46    | 0.20%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WELF 2021-1A BR 144A                  | WELLFLEET CLO 2021-1 LTD                                     | CUSIP: 94950CAQ9<br>LEI: 2549004R1NTM2HJCGO78 | Long             | ABS-CBDO         | CORP              | KY        |    395000 | PA      | $395514.69    | 0.19%             | 2034-04-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                 | WELLS FARGO & CO                                             | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    770000 | PA      | $784528.96    | 0.37%             | 2029-04-23      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                 | WELLS FARGO & CO                                             | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    365000 | PA      | $368200.89    | 0.18%             | 2028-01-24      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| WFCM 2025-5C6 A1                      | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2025-5C6               | CUSIP: 95004TAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    101951 | PA      | $101999.48    | 0.05%             | 2058-10-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                  | WESTERN DIGITAL CORP                                         | CUSIP: 958102AM7<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |    103000 | PA      | $102965.22    | 0.05%             | 2026-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WESTERN UNION CO/THE                  | WESTERN UNION CO/THE                                         | CUSIP: 959802AZ2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |    676000 | PA      | $671413.20    | 0.32%             | 2026-03-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| WFLF 2023-2A A 144A                   | WHEELS FLEET LEASE FUNDING 1 LLC                             | CUSIP: 96328GBG1<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |    149991 | PA      | $151751.13    | 0.07%             | 2038-08-18      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| WFLF 2025-3A C 144A                   | WHEELS FLEET LEASE FUNDING 1 LLC                             | CUSIP: 96328GCS4<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |    170000 | PA      | $169887.46    | 0.08%             | 2040-09-18      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| WFLF 2025-3A A1 144A                  | WHEELS FLEET LEASE FUNDING 1 LLC                             | CUSIP: 96328GCP0<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |    105000 | PA      | $105271.98    | 0.05%             | 2040-09-18      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                | WILLIAMS COS INC/THE                                         | CUSIP: 969457CH1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    505000 | PA      | $506123.14    | 0.24%             | 2026-03-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                | WILLIAMS COS INC/THE                                         | CUSIP: 969457CL2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    165000 | PA      | $168161.83    | 0.08%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                | WILLIAMS COS INC/THE                                         | CUSIP: 969457CR9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    280000 | PA      | $283189.42    | 0.14%             | 2030-06-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WEF 2025-1A C 144A                    | WINGSPIRE EQUIPMENT FINANCE 2025-1 LLC                       | CUSIP: 97415CAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100184.19    | 0.05%             | 2033-09-20      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| WEF 2025-1A A2 144A                   | WINGSPIRE EQUIPMENT FINANCE 2025-1 LLC                       | CUSIP: 97415CAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100161.38    | 0.05%             | 2033-09-20      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD 144A             | WOODSIDE FINANCE LTD                                         | CUSIP: 980236AN3<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    119000 | PA      | $118547.35    | 0.06%             | 2026-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                           | WORKDAY INC                                                  | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119275.74    | 0.06%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WOART 2022-A C                        | WORLD OMNI AUTO RECEIVABLES TRUST 2022-A                     | CUSIP: 98164GAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    155000 | PA      | $154435.24    | 0.07%             | 2028-09-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ZAXBY 2021-1A A2 144A                 | ZAXBYS FUNDING LLC                                           | CUSIP: 98920MAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    287250 | PA      | $271092.27    | 0.13%             | 2051-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-04

**Name of Applicant:** T. ROWE PRICE FIXED INCOME SERIES, INC.

**Signature:** /s/ Alan Dupski

**Name of Signer:** Alan Dupski

**Title:** Treasurer & Vice President