# EDGAR Filing Document

**Accession Number:** 0000731890
**File Stem:** 0001099263-26-004384
**Filing Date:** 2026-4
**Character Count:** 217064
**Document Hash:** 5eff8110a1aaf73ad227ab516cb64259
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-26-004384.hdr.sgml**: 20260427

**ACCESSION NUMBER**: 0001099263-26-004384

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260427

**DATE AS OF CHANGE**: 20260427

**PERIOD START**: 20260531

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03894
- **FILM NUMBER:** 26899552

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Baltimore

  - **State:** MD

  - **Foreign country:** US

  - **Zip / Postal Code:** 21231

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

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

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

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

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

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2779556105.48

**Total Liabilities:** $33754724.03

**Net Assets:** $2745801381.45

**Delayed Delivery Securities:** $12928329.60

**Cash Not Reported:** $8517.54

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -21717.396359 | **1-Year:** -198665.091948 | **5-Year:** -44250.560514 | **10-Year:** -1128.220808 | **30-Year:** 0.000000

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

- **3-Month:** -693.887848 | **1-Year:** -440.536228 | **5-Year:** 0.000000 | **10-Year:** 0.000000 | **30-Year:** 0.000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000119983 | 0.58%                | 0.37%                | 0.34%                |
| Class ID C000193195 | 0.39%                | 0.57%                | 0.15%                |
| Class ID C000225825 | 0.41%                | 0.39%                | 0.36%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $483186.92               | $719823.92                                 |
| Month 2  | $85157.90                | $1185492.18                                |
| Month 3  | $439186.10               | $257260.58                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| SFRZ5 3 MONTH SOFR FUT  DEC25         | 3 MONTH SOFR FUT  DEC25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        204 | NC      | $-6756.48     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGN 2019-5A AR2 144A                | 522 FUNDING CLO 2019-5 LTD                                                      | CUSIP: 33829WAL3<br>LEI: 549300HKB0UTKU91DG08 | Long             | ABS-CBDO         | CORP              | KY        |   13350000 | PA      | $13350000.00  | 0.49%             | 2035-04-15      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| ABJA INVESTMENT CO                    | ABJA INVESTMENT CO PTE LTD                                                      | CUSIP: AQ8490791<br>LEI: 254900E6OE5YJ9WCCU19 | Long             | DBT              | CORP              | SG        |    7180000 | PA      | $7336870.93   | 0.27%             | 2028-01-24      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV 144A                 | ABN AMRO BANK NV                                                                | CUSIP: 00084DBA7<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    4000000 | PA      | $4049789.41   | 0.15%             | 2027-09-18      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV 144A                 | ABN AMRO BANK NV                                                                | CUSIP: 00084DAL4<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    3200000 | PA      | $3201562.14   | 0.12%             | 2026-04-18      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ABU DHABI NATIONAL ENERG              | ABU DHABI NATIONAL ENERGY CO PJSC                                               | CUSIP: LW4546815<br>LEI: 213800UNJSVQFNUYYW03 | Long             | DBT              | CORP              | AE        |    8900000 | PA      | $8912802.09   | 0.32%             | 2026-06-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AFFRM 2025-X1 A 144A                  | AFFIRM ASSET SECURITIZATION TRUST 2025-X1                                       | CUSIP: 00834MAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     714830 | PA      | $715753.59    | 0.03%             | 2030-04-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| AFFRM 2025-X2 B 144A                  | AFFIRM ASSET SECURITIZATION TRUST 2025-X2                                       | CUSIP: 00835DAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5870000 | PA      | $5878786.22   | 0.21%             | 2030-10-15      | Fixed         | 4.56%                 | 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        |    5700872 | PA      | $5707408.01   | 0.21%             | 2030-10-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AFRMT 2026-1A A 144A                  | AFFIRM MASTER TRUST                                                             | CUSIP: 00833BAU2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3505000 | PA      | $3520508.57   | 0.13%             | 2034-02-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| AFRMT 2025-2A A 144A                  | AFFIRM MASTER TRUST                                                             | CUSIP: 00833BAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8465000 | PA      | $8524569.05   | 0.31%             | 2033-07-15      | Fixed         | 4.67%                 | 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        |    9450000 | PA      | $9518826.24   | 0.35%             | 2034-10-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AGCO CORP                             | AGCO CORP                                                                       | CUSIP: 001084AR3<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |   14272000 | PA      | $14441195.97  | 0.53%             | 2027-03-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ABCLN 2024-A A2 144A                  | ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2024-A                                | CUSIP: 02007GZ48<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3537242 | PA      | $3597779.35   | 0.13%             | 2032-05-17      | Fixed         | 5.68%                 | 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        |    1492107 | PA      | $1506464.40   | 0.05%             | 2032-09-15      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| ABCLN 2024-B B 144A                   | ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2024-B                                | CUSIP: 02007G4C4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1183027 | PA      | $1194253.13   | 0.04%             | 2032-09-15      | Fixed         | 5.12%                 | 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        |    1869228 | PA      | $1880132.60   | 0.07%             | 2033-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ABCLN 2025-B A2 144A                  | ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2025-B                                | CUSIP: 02007G6N8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2091616 | PA      | $2103035.64   | 0.08%             | 2033-09-15      | Fixed         | 4.34%                 | 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        |    7387502 | PA      | $7431621.26   | 0.27%             | 2033-09-15      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                    | ALLY FINANCIAL INC                                                              | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    3210000 | PA      | $3296591.62   | 0.12%             | 2029-05-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                           | AMEREN CORP                                                                     | CUSIP: 023608AK8<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    3389000 | PA      | $3241950.66   | 0.12%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| AMERICAN HOMES 4 RENT                 | AMERICAN HOMES 4 RENT LP                                                        | CUSIP: 02666TAA5<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    7723000 | PA      | $7738622.02   | 0.28%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                | AMERICAN HONDA FINANCE CORP                                                     | CUSIP: 02665WGE5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    8425000 | PA      | $8471312.36   | 0.31%             | 2027-07-09      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                | AMERICAN HONDA FINANCE CORP                                                     | CUSIP: 02665WFN6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     831000 | PA      | $832975.20    | 0.03%             | 2026-10-05      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| AMCAR 2025-1 A3 144A                  | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2025-1                                 | CUSIP: 03067FAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6215000 | PA      | $6251334.13   | 0.23%             | 2030-05-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AMCAR 2025-1 A2B 144A                 | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2025-1                                 | CUSIP: 03067FAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4285000 | PA      | $4290812.60   | 0.16%             | 2029-03-19      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                         | AMPHENOL CORP                                                                   | CUSIP: 032095AV3<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   19500000 | PA      | $19501236.66  | 0.71%             | 2027-11-15      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                 | AMRIZE FINANCE US LLC                                                           | CUSIP: 43475RAN6<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $7460076.03   | 0.27%             | 2026-09-22      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                 | AMRIZE FINANCE US LLC                                                           | CUSIP: 43475RAP1<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    8450000 | PA      | $8510721.72   | 0.31%             | 2027-04-07      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AXIS 2024-2A A2 144A                  | AMUR EQUIPMENT FINANCE RECEIVABLES XIV LLC                                      | CUSIP: 03238BAB9<br>LEI: 254900VBZK8DVZNJFJ70 | Long             | ABS-O            | CORP              | US        |    3991302 | PA      | $4046129.53   | 0.15%             | 2031-06-20      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| AXIS 2025-1A A2 144A                  | AMUR EQUIPMENT FINANCE RECEIVABLES XV LLC                                       | CUSIP: 03237FAB1<br>LEI: 254900UXD59DZRJ7U848 | Long             | ABS-O            | CORP              | US        |    4360648 | PA      | $4407553.10   | 0.16%             | 2031-09-22      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AOMT 2019-5 A1 144A                   | ANGEL OAK MORTGAGE TRUST 2019-5                                                 | CUSIP: 03464KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     244451 | PA      | $242255.87    | 0.01%             | 2049-10-25      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL 144A           | ANGLO AMERICAN CAPITAL PLC                                                      | CUSIP: 034863AT7<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    3474000 | PA      | $3466982.59   | 0.13%             | 2027-09-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL                         | ARCELORMITTAL SA                                                                | CUSIP: 03938LBA1<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    2800000 | PA      | $2799745.03   | 0.10%             | 2026-03-11      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ARIFL 2023-B A2 144A                  | ARI FLEET LEASE TRUST 2023-B                                                    | CUSIP: 04033GAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1039034 | PA      | $1045806.50   | 0.04%             | 2032-07-15      | Fixed         | 6.05%                 | 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        |    1941228 | PA      | $1953786.73   | 0.07%             | 2033-04-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| ARIFL 2025-A A2 144A                  | ARI FLEET LEASE TRUST 2025-A                                                    | CUSIP: 04033CAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7520231 | PA      | $7545434.41   | 0.27%             | 2034-01-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING 144A            | ATHENE GLOBAL FUNDING                                                           | CUSIP: 04685A4E8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    5750000 | PA      | $5790512.29   | 0.21%             | 2027-01-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| AUST & NZ BANKING GROUP 144A          | AUSTRALIA & NEW ZEALAND BANKING GROUP LTD                                       | CUSIP: 052528AK2<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    8355000 | PA      | $8362017.98   | 0.30%             | 2026-05-19      | Fixed         | 4.40%                 | 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        |     491505 | PA      | $493119.61    | 0.02%             | 2028-12-15      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| XCAP 2024-1A A2 144A                  | AUXILIOR TERM FUNDING 2024-1 LLC                                                | CUSIP: 05335FAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      37810 | PA      | $37838.98     | 0.00%             | 2027-03-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| AESOP 2025-3A A 144A                  | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC                                        | CUSIP: 05377RKW3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    1120000 | PA      | $1124796.29   | 0.04%             | 2030-02-20      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| AXIATA SPV2 BHD                       | AXIATA SPV2 BHD                                                                 | CUSIP: JK4656050<br>LEI: 254900P49KQFQ10AF282 | Long             | DBT              | CORP              | MY        |    8820000 | PA      | $8820802.08   | 0.32%             | 2026-03-24      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| BACARDI MARTINI 4/2 144A CP           | BACARDI MARTINI B V DIS 0.0 24MAR26                                             | CUSIP: 05634FCQ0<br>LEI: 5493002XXBV8B88K2408 | Long             | DBT              | CORP              | NL        |    7650000 | PA      | $7628079.69   | 0.28%             | 2026-03-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BACARDI MARTINI 4/2 144A CP           | BACARDI-MARTINI BV                                                              | CUSIP: 05634FCC1<br>LEI: 5493002XXBV8B88K2408 | Long             | DBT              | CORP              | NL        |    5650000 | PA      | $5641673.03   | 0.21%             | 2026-03-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BCC 2020-2A AR3 144A                  | BAIN CAPITAL CREDIT CLO 2020-2 LTD                                              | CUSIP: 05683EBE1<br>LEI: 254900JJEDONFKODOF95 | Long             | ABS-CBDO         | CORP              | KY        |    6035000 | PA      | $6028488.24   | 0.22%             | 2034-07-19      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| BCC 2020-5A ARR 144A                  | BAIN CAPITAL CREDIT CLO 2020-5 LTD                                              | CUSIP: 05683FBE8<br>LEI: 2549006JVW9O28JU2J23 | Long             | ABS-CBDO         | CORP              | KY        |   13000000 | PA      | $13010660.00  | 0.47%             | 2034-04-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| BCC 2021-2A A1R2 144A                 | BAIN CAPITAL CREDIT CLO 2021-2 LTD                                              | CUSIP: 05684RAW2<br>LEI: 254900REGRH89UW3BK51 | Long             | ABS-CBDO         | CORP              | KY        |    4235000 | PA      | $4235000.00   | 0.15%             | 2034-07-16      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| BCC 2021-4A A1RR 144A                 | BAIN CAPITAL CREDIT CLO 2021-4 LTD                                              | CUSIP: 05685ABA5<br>LEI: 254900YJBP8866ZPO033 | Long             | ABS-CBDO         | CORP              | KY        |   15000000 | PA      | $15000000.00  | 0.55%             | 2034-10-20      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG              | BANCO BILBAO VIZCAYA ARGENTARIA SA                                              | CUSIP: 05946KAT8<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    4200000 | PA      | $4199940.60   | 0.15%             | 2029-03-03      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                    | BANCO SANTANDER SA                                                              | CUSIP: 05964HBA2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    3800000 | PA      | $3855859.22   | 0.14%             | 2028-03-14      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| BANK MANDIRI PT                       | BANK MANDIRI PERSERO TBK PT                                                     | CUSIP: ZL8867026<br>LEI: 549300RSKQN4Z5ZSGH94 | Long             | DBT              | CORP              | ID        |    9000000 | PA      | $9016310.34   | 0.33%             | 2026-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH CO                      | BANK OF AMERICA CORP                                                            | CUSIP: 59022CAB9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4548764.61   | 0.17%             | 2026-09-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                      | BANK OF MONTREAL                                                                | CUSIP: 06368L8M1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    3250000 | PA      | $3257846.04   | 0.12%             | 2027-09-10      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL 144A           | BANQUE FEDERATIVE DU CREDIT MUTUEL SA                                           | CUSIP: 06675DCL4<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    6200000 | PA      | $6245312.72   | 0.23%             | 2028-02-16      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                          | BARCLAYS PLC                                                                    | CUSIP: 06738EAP0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    7805000 | PA      | $7813385.50   | 0.28%             | 2026-05-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                          | BARCLAYS PLC                                                                    | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    4000000 | PA      | $3947662.94   | 0.14%             | 2027-11-24      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                          | BARCLAYS PLC                                                                    | CUSIP: 06738EDG7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    5080000 | PA      | $5079764.05   | 0.19%             | 2030-05-24      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                          | BARCLAYS PLC                                                                    | CUSIP: 06738ECP8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    2035000 | PA      | $2067019.20   | 0.08%             | 2028-03-12      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                      | BAT CAPITAL CORP                                                                | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   15900000 | PA      | $15818221.32  | 0.58%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                      | BAT CAPITAL CORP                                                                | CUSIP: 05526DBP9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2617507.17   | 0.10%             | 2027-04-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BATLN 2015-9A ARR 144A                | BATTALION CLO IX LTD                                                            | CUSIP: 07132EAS4<br>LEI: 549300JMWGEYZEC6GK98 | Long             | ABS-CBDO         | CORP              | KY        |    7139295 | PA      | $7137653.02   | 0.26%             | 2031-07-15      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| BATLN 2015-8A A2R3 144A               | BATTALION CLO VIII LTD                                                          | CUSIP: 07132ACL5<br>LEI: 549300WH2OE0BGHQQP83 | Long             | ABS-CBDO         | CORP              | KY        |    3478017 | PA      | $3477311.43   | 0.13%             | 2030-07-18      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| BATLN 2016-10A A1R3 144A              | BATTALION CLO X LTD                                                             | CUSIP: 07132JBL7<br>LEI: 549300RRK5G3IT4Y7N27 | Long             | ABS-CBDO         | CORP              | KY        |   19963549 | PA      | $19970036.75  | 0.73%             | 2035-01-24      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| BATLN 2018-12A ARR 144A               | BATTALION CLO XII LTD                                                           | CUSIP: 07133RAW5<br>LEI: 549300JIE0P78OIZGS60 | Long             | ABS-CBDO         | CORP              | KY        |    1587923 | PA      | $1587501.08   | 0.06%             | 2031-05-17      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| BATLN 2020-15A A1RR 144A              | BATTALION CLO XV LTD                                                            | CUSIP: 07131AAM6<br>LEI: 549300CJP8HGT746II19 | Long             | ABS-CBDO         | CORP              | KY        |    8622106 | PA      | $8621424.90   | 0.31%             | 2033-01-17      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC              | BAXTER INTERNATIONAL INC                                                        | CUSIP: 071813CL1<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    6870000 | PA      | $6734837.32   | 0.25%             | 2027-02-01      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC 144A          | BAYER US FINANCE II LLC                                                         | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    9500000 | PA      | $9534048.50   | 0.35%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC 144A             | BAYER US FINANCE LLC                                                            | CUSIP: 07274EAH6<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |    4227000 | PA      | $4277222.81   | 0.16%             | 2026-11-21      | Fixed         | 6.12%                 | No            |                  2 | 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        |    1079137 | PA      | $1082064.03   | 0.04%             | 2031-12-26      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| BINOM 2021-INV1 A1 144A               | BINOM SECURITIZATION TRUST 2021-INV1                                            | CUSIP: 05552UAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6470928 | PA      | $6033414.68   | 0.22%             | 2056-06-25      | Variable      | 2.03%                 | No            |                  2 | On Loan: No      |
| OWLEF 2024-1A B 144A                  | BLUE OWL ASSET LEASING TRUST 2024-1 LLC                                         | CUSIP: 095921AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     940000 | PA      | $950509.58    | 0.03%             | 2030-03-15      | Fixed         | 5.41%                 | 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        |    1248913 | PA      | $1248774.39   | 0.05%             | 2030-11-15      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS 144A                      | BNP PARIBAS SA                                                                  | CUSIP: 05565AAR4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    4000000 | PA      | $3999269.47   | 0.15%             | 2026-05-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS 144A                      | BNP PARIBAS SA                                                                  | CUSIP: 09659W2R4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   11000000 | PA      | $10462394.58  | 0.38%             | 2029-09-15      | Variable      | 2.16%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS 144A                      | BNP PARIBAS SA                                                                  | CUSIP: 05581KAC5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     750000 | PA      | $753844.41    | 0.03%             | 2027-03-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| BOEING CO                             | BOEING CO/THE                                                                   | CUSIP: 097023CH6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6986376.77   | 0.25%             | 2026-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BOEING CO                             | BOEING CO/THE                                                                   | CUSIP: 097023BU8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    4823000 | PA      | $4764807.22   | 0.17%             | 2027-03-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BOEING CO                             | BOEING CO/THE                                                                   | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $7418906.29   | 0.27%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BPCE SA 144A                          | BPCE SA                                                                         | CUSIP: 05583JAE2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    2000000 | PA      | $2023162.78   | 0.07%             | 2028-09-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BLAST 2026-1 B                        | BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2026-1                            | CUSIP: 107927AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6995000 | PA      | $7020442.91   | 0.26%             | 2031-11-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BRIGHTHSE FIN GLBL FUND 144A          | BRIGHTHOUSE FINANCIAL GLOBAL FUNDING                                            | CUSIP: 10921U2C1<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $992867.33    | 0.04%             | 2026-05-24      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                | BRIXMOR OPERATING PARTNERSHIP LP                                                | CUSIP: 11120VAE3<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |   14023000 | PA      | $14005299.20  | 0.51%             | 2027-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                     | BROWN & BROWN INC                                                               | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    1385000 | PA      | $1399827.64   | 0.05%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP 4/2 144A CP            | BRUNSWICK CORP/DE                                                               | CUSIP: 11704NC52<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |   25500000 | PA      | $25481943.45  | 0.93%             | 2026-03-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BX 2021-RISE A 144A                   | BX TRUST 2021-RISE                                                              | CUSIP: 12434EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3017825 | PA      | $3017318.49   | 0.11%             | 2036-11-15      | Floating      | 4.52%                 | 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        |   12255000 | PA      | $12266489.06  | 0.45%             | 2044-12-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA 144A                     | CAIXABANK SA                                                                    | CUSIP: 12803RAB0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   11450000 | PA      | $11609998.85  | 0.42%             | 2027-09-13      | Variable      | 6.68%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                | CANADIAN IMPERIAL BANK OF COMMERCE                                              | CUSIP: 13607QWB4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    3880000 | PA      | $3903306.30   | 0.14%             | 2030-01-29      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO              | CAPITAL ONE FINANCIAL CORP                                                      | CUSIP: 14040HBK0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    9575000 | PA      | $9552836.80   | 0.35%             | 2026-07-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SVS                | CAPITAL ONE FINANCIAL CORP                                                      | CUSIP: 254709AM0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    2639000 | PA      | $2642258.53   | 0.10%             | 2027-02-09      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE NA                        | CAPITAL ONE NA                                                                  | CUSIP: 25466AAJ0<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $997838.17    | 0.04%             | 2026-07-27      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CMXS 2025-B A2                        | CARMAX SELECT RECEIVABLES TRUST 2025-B                                          | CUSIP: 14320BAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6600000 | PA      | $6608473.74   | 0.24%             | 2029-03-15      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP 144A                    | CARNIVAL CORP                                                                   | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    7000000 | PA      | $6945040.00   | 0.25%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CRVNA 2021-N4 B                       | CARVANA AUTO RECEIVABLES TRUST 2021-N4                                          | CUSIP: 14687HAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     768483 | PA      | $750334.06    | 0.03%             | 2028-09-11      | Fixed         | 1.24%                 | No            |                  2 | On Loan: No      |
| CRVNA 2023-N1 C 144A                  | CARVANA AUTO RECEIVABLES TRUST 2023-N1                                          | CUSIP: 14688FAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9312097 | PA      | $9353580.71   | 0.34%             | 2029-07-10      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| CRVNA 2024-N1 A3 144A                 | CARVANA AUTO RECEIVABLES TRUST 2024-N1                                          | CUSIP: 14687QAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     676045 | PA      | $676839.81    | 0.02%             | 2028-03-10      | Fixed         | 5.60%                 | 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        |    7000000 | PA      | $7150067.40   | 0.26%             | 2030-09-10      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| CRVNA 2024-N2 A3 144A                 | CARVANA AUTO RECEIVABLES TRUST 2024-N2                                          | CUSIP: 14687VAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1142573 | PA      | $1145929.92   | 0.04%             | 2028-07-10      | Fixed         | 5.71%                 | 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        |   14825000 | PA      | $14983356.20  | 0.55%             | 2030-09-10      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| CRVNA 2024-N3 B 144A                  | CARVANA AUTO RECEIVABLES TRUST 2024-N3                                          | CUSIP: 14687WAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11000000 | PA      | $11062077.40  | 0.40%             | 2030-12-10      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| CRVNA 2024-P2 A3                      | CARVANA AUTO RECEIVABLES TRUST 2024-P2                                          | CUSIP: 14688PAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2932941 | PA      | $2957498.62   | 0.11%             | 2029-07-10      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| CRVNA 2025-P2 A2                      | CARVANA AUTO RECEIVABLES TRUST 2025-P2                                          | CUSIP: 14688YAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1868651 | PA      | $1871903.80   | 0.07%             | 2028-08-10      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| CRVNA 2025-P2 A3                      | CARVANA AUTO RECEIVABLES TRUST 2025-P2                                          | CUSIP: 14688YAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4365000 | PA      | $4407565.30   | 0.16%             | 2030-08-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CRVNA 2025-P4 A2                      | CARVANA AUTO RECEIVABLES TRUST 2025-P4                                          | CUSIP: 14689AAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5910000 | PA      | $5921968.93   | 0.22%             | 2029-03-12      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| BARCLAYS                              | CDX IG S45 PAY 55 4/15/2026 BARC                                                | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |          1 | NC      | $342240.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS                              | CDX IG S45 PAY 80 4/15/2026 BARC                                                | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-81090.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC              | CELANESE US HOLDINGS LLC                                                        | CUSIP: 15089QAK0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    5048000 | PA      | $4961983.04   | 0.18%             | 2026-08-05      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                           | CENCORA INC                                                                     | CUSIP: 03073EBC8<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    3375000 | PA      | $3376748.68   | 0.12%             | 2029-02-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CENCOSUD SA 144A                      | CENCOSUD SA                                                                     | CUSIP: 15132HAH4<br>LEI: 549300NLTGCFV7482429 | Long             | DBT              | CORP              | CL        |    6010000 | PA      | $6023818.39   | 0.22%             | 2027-07-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                          | CENTENE CORP                                                                    | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   15632000 | PA      | $15537132.02  | 0.57%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP              | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CUSIP: 161175BJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2633000 | PA      | $2609195.24   | 0.10%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP              | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CUSIP: 161175BK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2996437.53   | 0.11%             | 2028-03-15      | Fixed         | 4.20%                 | 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        |    4197791 | PA      | $4233577.38   | 0.15%             | 2033-02-25      | Fixed         | 4.98%                 | 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        |    2896691 | PA      | $2896291.75   | 0.11%             | 2030-04-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                   | CHENIERE ENERGY INC                                                             | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    2650000 | PA      | $2648944.73   | 0.10%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CIFC 2022-3A AR 144A                  | CIFC FUNDING 2022-III LTD                                                       | CUSIP: 12571KAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6500000 | PA      | $6500000.00   | 0.24%             | 2035-04-21      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                           | CITIBANK NA                                                                     | CUSIP: 17325FBQ0<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    6250000 | PA      | $6285006.49   | 0.23%             | 2027-05-29      | Floating      | 4.50%                 | 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        |    4364317 | PA      | $3935705.92   | 0.14%             | 2050-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| CMLTI 2020-EXP2 A4 144A               | CITIGROUP MORTGAGE LOAN TRUST INC                                               | CUSIP: 17328PAX1<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |    1055085 | PA      | $946481.55    | 0.03%             | 2050-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                | CNH INDUSTRIAL CAPITAL LLC                                                      | CUSIP: 12592BAU8<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $6080476.76   | 0.22%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COLORADO INT GAS CO/ISS 144A          | COLORADO INTERSTATE GAS CO LLC / COLORADO INTERSTATE ISSUING CORP               | CUSIP: 196500AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1114000 | PA      | $1113298.95   | 0.04%             | 2026-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| COLT 2025-8 A1 144A                   | COLT 2025-8 MORTGAGE LOAN TRUST                                                 | CUSIP: 19689DAA7<br>LEI: 2138009IZ4NQZAKAEN75 | Long             | ABS-MBS          | CORP              | US        |    5306428 | PA      | $5363713.47   | 0.20%             | 2070-08-25      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                    | CONAGRA BRANDS INC                                                              | CUSIP: 205887CC4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    7260000 | PA      | $7361880.07   | 0.27%             | 2028-11-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CONAGRA FOODS INC 4/2 144A CP         | CONAGRA BRANDS INC                                                              | CUSIP: 20600HC28<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6997743.90   | 0.25%             | 2026-03-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CONAGRA FOODS INC 4/2 144A CP         | CONAGRA BRANDS INC                                                              | CUSIP: 20600HCB8<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $19973892.00  | 0.73%             | 2026-03-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CAS 2023-R05 1M1 144A                 | CONNECTICUT AVENUE SECURITIES TRUST 2023-R05                                    | CUSIP: 207942AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2290149 | PA      | $2309682.86   | 0.08%             | 2043-06-25      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| CAS 2024-R02 1M1 144A                 | CONNECTICUT AVENUE SECURITIES TRUST 2024-R02                                    | CUSIP: 20754GAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1126934 | PA      | $1126933.70   | 0.04%             | 2044-02-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| CAS 2024-R05 2M1 144A                 | CONNECTICUT AVENUE SECURITIES TRUST 2024-R05                                    | CUSIP: 20754XAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      40014 | PA      | $40014.35     | 0.00%             | 2044-07-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| CAS 2025-R04 1A1 144A                 | CONNECTICUT AVENUE SECURITIES TRUST 2025-R04                                    | CUSIP: 20755TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3259745 | PA      | $3263248.73   | 0.12%             | 2045-05-25      | Floating      | 4.67%                 | 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        |    3023868 | PA      | $3030846.11   | 0.11%             | 2045-09-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| CAS 2026-R01 2A1 144A                 | CONNECTICUT AVENUE SECURITIES TRUST 2026-R01                                    | CUSIP: 20755BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5375000 | PA      | $5371284.80   | 0.20%             | 2046-01-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES 144A            | CONTINENTAL RESOURCES INC/OK                                                    | CUSIP: 212015AU5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   13582000 | PA      | $13393900.70  | 0.49%             | 2026-11-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                 | CONTINENTAL RESOURCES INC/OK                                                    | CUSIP: 212015AS0<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2303277.32   | 0.08%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA              | COOPERATIEVE RABOBANK UA                                                        | CUSIP: 21684AAF3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    4320000 | PA      | $4313255.09   | 0.16%             | 2026-07-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC              | COREBRIDGE FINANCIAL INC                                                        | CUSIP: 21871XAD1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    9388000 | PA      | $9339317.35   | 0.34%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                           | CORP NACIONAL DEL COBRE DE CHILE                                                | CUSIP: AO5022774<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    9740000 | PA      | $9688252.15   | 0.35%             | 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        |    1000000 | PA      | $995928.97    | 0.04%             | 2026-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA 144A               | CREDIT AGRICOLE SA                                                              | CUSIP: 22535WAP2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   14910000 | PA      | $15220488.65  | 0.55%             | 2029-01-09      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| CROSS 2025-H7 A1 144A                 | CROSS 2025-H7 MORTGAGE TRUST                                                    | CUSIP: 22757JAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11442342 | PA      | $11465660.81  | 0.42%             | 2070-09-25      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| XROAD 2024-A A2 144A                  | CROSSROADS ASSET TRUST 2024-A                                                   | CUSIP: 227927AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1454230 | PA      | $1468382.51   | 0.05%             | 2030-08-20      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTL CORP                | CROWN CASTLE INC                                                                | CUSIP: 22822VAK7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    4850000 | PA      | $4830289.49   | 0.18%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                      | CROWN CASTLE INC                                                                | CUSIP: 22822VAE1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3498936.94   | 0.13%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTL CORP                | CROWN CASTLE INC                                                                | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    6130000 | PA      | $6059730.31   | 0.22%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTL CORP                | CROWN CASTLE INC                                                                | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    4250000 | PA      | $4202981.50   | 0.15%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTL CORP 4/2 144A CP    | CROWN CASTLE INTL 0.0 19MAR26 144A                                              | CUSIP: 22823QCK5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    8050000 | PA      | $8031286.97   | 0.29%             | 2026-03-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CRNPT 2018-7A AR 144A                 | CROWN POINT CLO 7 LTD                                                           | CUSIP: 22846MAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     178232 | PA      | $178204.96    | 0.01%             | 2031-10-20      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                          | CUBESMART LP                                                                    | CUSIP: 22966RAD8<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |     946000 | PA      | $940498.25    | 0.03%             | 2026-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                       | CVS HEALTH CORP                                                                 | CUSIP: 126650CU2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    8120000 | PA      | $8098460.38   | 0.29%             | 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        |    5450000 | PA      | $5481026.31   | 0.20%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                       | CVS HEALTH CORP                                                                 | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    4600000 | PA      | $4429260.60   | 0.16%             | 2027-08-21      | Fixed         | 1.30%                 | 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        |    2800000 | PA      | $2848422.34   | 0.10%             | 2027-09-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S 144A                  | DANSKE BANK A/S                                                                 | CUSIP: 23636ABC4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    5628000 | PA      | $5649440.89   | 0.21%             | 2028-04-01      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| DRMT 2021-1 A1 144A                   | DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2021-1                                     | CUSIP: 24380VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1849378 | PA      | $1788218.73   | 0.07%             | 2065-05-25      | Variable      | 0.71%                 | No            |                  2 | On Loan: No      |
| DEFT 2023-2 A3 144A                   | DELL EQUIPMENT FINANCE TRUST 2023-2                                             | CUSIP: 24703GAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     934662 | PA      | $935753.95    | 0.03%             | 2029-01-22      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| DEFT 2024-2 A3 144A                   | DELL EQUIPMENT FINANCE TRUST 2024-2                                             | CUSIP: 24704EAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2900000 | PA      | $2918709.64   | 0.11%             | 2030-08-22      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| DEFT 2025-1 A3 144A                   | DELL EQUIPMENT FINANCE TRUST 2025-1                                             | CUSIP: 24703UAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1925000 | PA      | $1948055.92   | 0.07%             | 2031-02-24      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                   | DELTA AIR LINES INC                                                             | CUSIP: 247361A24<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    2965000 | PA      | $3013882.55   | 0.11%             | 2028-07-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DEXT 2025-2 A2 144A                   | DEXT ABS 2025-2 LLC                                                             | CUSIP: 252153AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4545000 | PA      | $4544332.34   | 0.17%             | 2028-04-17      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| DEXT 2025-2 A3 144A                   | DEXT ABS 2025-2 LLC                                                             | CUSIP: 252153AC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1280000 | PA      | $1284040.83   | 0.05%             | 2036-04-15      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| DEXT 2025-2 B 144A                    | DEXT ABS 2025-2 LLC                                                             | CUSIP: 252153AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3912000 | PA      | $3932561.08   | 0.14%             | 2036-04-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| DP WORLD CRESCENT LTD                 | DP WORLD CRESCENT LTD                                                           | CUSIP: AU4586304<br>LEI: 21380096JRTWB8TL9236 | Long             | DBT              | CORP              | KY        |    7640000 | PA      | $7709004.71   | 0.28%             | 2028-09-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DRIVE 2021-3 D 144A                   | DRIVE AUTO RECEIVABLES TRUST 2021-3                                             | CUSIP: 262081AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6318566 | PA      | $6266252.67   | 0.23%             | 2029-06-15      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| DRIVE 2024-1 B                        | DRIVE AUTO RECEIVABLES TRUST 2024-1                                             | CUSIP: 26208WAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4045451 | PA      | $4059338.61   | 0.15%             | 2029-01-16      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| DRIVE 2024-2 A3                       | DRIVE AUTO RECEIVABLES TRUST 2024-2                                             | CUSIP: 26207AAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1265739 | PA      | $1266872.62   | 0.05%             | 2028-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DRIVE 2024-2 B                        | DRIVE AUTO RECEIVABLES TRUST 2024-2                                             | CUSIP: 26207AAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2650000 | PA      | $2659951.28   | 0.10%             | 2029-07-16      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| DRIVE 2025-1 B                        | DRIVE AUTO RECEIVABLES TRUST 2025-1                                             | CUSIP: 262102AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6000000 | PA      | $6054564.60   | 0.22%             | 2032-09-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| DRIVE 2025-1 A3                       | DRIVE AUTO RECEIVABLES TRUST 2025-1                                             | CUSIP: 262102AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4250000 | PA      | $4273092.38   | 0.16%             | 2032-09-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| DRSLF 2017-53A AR 144A                | DRYDEN 53 CLO LTD                                                               | CUSIP: 26243EAP6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7184158 | PA      | $7182771.70   | 0.26%             | 2031-01-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| DRSLF 2019-80A ARR 144A               | DRYDEN 80 CLO LTD                                                               | CUSIP: 26245JBA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5021813 | PA      | $5021124.92   | 0.18%             | 2033-01-17      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| EFMT 2024-INV2 A1 144A                | EFMT 2024-INV2                                                                  | CUSIP: 26844LAA6<br>LEI: 254900QTMZ2ZHRYMFA85 | Long             | ABS-MBS          | CORP              | US        |    3123995 | PA      | $3133313.67   | 0.11%             | 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        |    2331721 | PA      | $2353750.47   | 0.09%             | 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        |    5865469 | PA      | $5871572.34   | 0.21%             | 2070-10-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-NQM5 A1 144A                | EFMT 2025-NQM5                                                                  | CUSIP: 28225KAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2277856 | PA      | $2289842.04   | 0.08%             | 2070-11-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-NQM6 A1 144A                | EFMT 2025-NQM6                                                                  | CUSIP: 281916AE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2347767 | PA      | $2361128.74   | 0.09%             | 2070-12-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| EMAAR SUKUK LTD                       | EMAAR SUKUK LTD                                                                 | CUSIP: LW3641039<br>LEI: 549300NZHOOO6634T541 | Long             | DBT              | NUSS              | KY        |    9561000 | PA      | $9543661.23   | 0.35%             | 2026-09-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| EMIRATES NBD BANK PJSC                | EMIRATES NBD BANK PJSC                                                          | CUSIP: DC7004138<br>LEI: 54930029BCN8HF3B1286 | Long             | DBT              | CORP              | AE        |    6610000 | PA      | $6628837.40   | 0.24%             | 2029-01-13      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV 144A             | ENEL FINANCE INTERNATIONAL NV                                                   | CUSIP: 29278GAN8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   12500000 | PA      | $11964548.92  | 0.44%             | 2028-07-12      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER PARTNERS 4/2 144A CP  | ENERGY TRANSFER LP                                                              | CUSIP: 29277FC25<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   10700000 | PA      | $10696595.26  | 0.39%             | 2026-03-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EFF 2023-2 A2 144A                    | ENTERPRISE FLEET FINANCING 2023-2 LLC                                           | CUSIP: 29375NAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2005473 | PA      | $2014800.35   | 0.07%             | 2030-04-22      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| EFF 2023-3 A2 144A                    | ENTERPRISE FLEET FINANCING 2023-3 LLC                                           | CUSIP: 29374LAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3500446 | PA      | $3541189.56   | 0.13%             | 2030-03-20      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| EFF 2024-1 A2 144A                    | ENTERPRISE FLEET FINANCING 2024-1 LLC                                           | CUSIP: 29375PAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3185143 | PA      | $3208527.42   | 0.12%             | 2030-03-20      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| EFF 2024-2 A2 144A                    | ENTERPRISE FLEET FINANCING 2024-2 LLC                                           | CUSIP: 29375RAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1597089 | PA      | $1601051.19   | 0.06%             | 2026-12-20      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| EFF 2024-3 A2 144A                    | ENTERPRISE FLEET FINANCING 2024-3 LLC                                           | CUSIP: 29375QAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     736422 | PA      | $738640.08    | 0.03%             | 2027-04-20      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| EFF 2025-2 A2 144A                    | ENTERPRISE FLEET FINANCING 2025-2 LLC                                           | CUSIP: 29375TAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2287769 | PA      | $2296659.87   | 0.08%             | 2028-02-22      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| EQT CORP 144A                         | EQT CORP                                                                        | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1994760.25   | 0.07%             | 2026-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL 144A         | EQUITABLE AMERICA GLOBAL FUNDING                                                | CUSIP: 29446Q2D4<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |    1830000 | PA      | $1831505.21   | 0.07%             | 2027-09-15      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL 144A         | EQUITABLE AMERICA GLOBAL FUNDING                                                | CUSIP: 29446Q2F9<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |    1860000 | PA      | $1868799.35   | 0.07%             | 2028-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                    | ESSEX PORTFOLIO LP                                                              | CUSIP: 29717PAQ0<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    1899000 | PA      | $1896725.39   | 0.07%             | 2026-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EART 2025-3A B                        | EXETER AUTOMOBILE RECEIVABLES TRUST                                             | CUSIP: 30166XAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3185000 | PA      | $3229663.89   | 0.12%             | 2030-02-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| EART 2025-3A A3                       | EXETER AUTOMOBILE RECEIVABLES TRUST                                             | CUSIP: 30166XAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3035000 | PA      | $3055624.95   | 0.11%             | 2029-07-16      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| EART 2021-2A E 144A                   | EXETER AUTOMOBILE RECEIVABLES TRUST 2021-1                                      | CUSIP: 30165XAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   25325000 | PA      | $25307606.79  | 0.92%             | 2028-07-17      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| EART 2024-1A C                        | EXETER AUTOMOBILE RECEIVABLES TRUST 2024-1                                      | CUSIP: 30167PAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1582000 | PA      | $1596820.18   | 0.06%             | 2030-05-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| EART 2024-3A C                        | EXETER AUTOMOBILE RECEIVABLES TRUST 2024-3                                      | CUSIP: 30165AAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13780000 | PA      | $13978172.94  | 0.51%             | 2029-07-16      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| EART 2024-4A B                        | EXETER AUTOMOBILE RECEIVABLES TRUST 2024-4                                      | CUSIP: 30166UAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4645000 | PA      | $4663387.23   | 0.17%             | 2030-08-15      | Fixed         | 5.29%                 | 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        |    6080000 | PA      | $6123005.06   | 0.22%             | 2030-07-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| EART 2025-5A A3                       | EXETER AUTOMOBILE RECEIVABLES TRUST 2025-5                                      | CUSIP: 30166VAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1750000 | PA      | $1757606.20   | 0.06%             | 2029-11-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| EART 2026-1A B                        | EXETER AUTOMOBILE RECEIVABLES TRUST 2026-1                                      | CUSIP: 30168HAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3345000 | PA      | $3364100.95   | 0.12%             | 2030-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                                                 | CUSIP: 31418FDC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8382830 | PA      | $8602181.03   | 0.31%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                                                 | CUSIP: 31418ET67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   22929283 | PA      | $23398727.47  | 0.85%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNR 2014-89 FM                        | FANNIE MAE REMICS                                                               | CUSIP: 3136AL5R8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     104115 | PA      | $103747.99    | 0.00%             | 2045-01-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV               | FIDELITY NATIONAL INFORMATION SERVICES INC                                      | CUSIP: 31620MBJ4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    4015000 | PA      | $3957690.38   | 0.14%             | 2029-05-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FISERV INC                            | FISERV INC                                                                      | CUSIP: 337738BG2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   12750000 | PA      | $13068195.29  | 0.48%             | 2028-08-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FISERV INC                            | FISERV INC                                                                      | CUSIP: 337738BJ6<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    7550000 | PA      | $7622717.25   | 0.28%             | 2027-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FORDR 2021-1 B 144A                   | FORD CREDIT AUTO OWNER TRUST 2021-REV1                                          | CUSIP: 345340AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1600000 | PA      | $1594397.92   | 0.06%             | 2033-10-17      | Fixed         | 1.61%                 | 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        |    3225000 | PA      | $3276497.77   | 0.12%             | 2029-04-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| FORDF 2023-1 B 144A                   | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A                                      | CUSIP: 34528QHX5<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    4495000 | PA      | $4507127.06   | 0.16%             | 2028-05-15      | Fixed         | 5.31%                 | 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        |     805000 | PA      | $808316.68    | 0.03%             | 2028-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FORDF 2025-2 B                        | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A                                      | CUSIP: 34528QJW5<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    1460000 | PA      | $1467294.60   | 0.05%             | 2030-09-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC              | FORD MOTOR CREDIT CO LLC                                                        | CUSIP: 345397F81<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    6375000 | PA      | $6402996.12   | 0.23%             | 2026-11-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC              | FORD MOTOR CREDIT CO LLC                                                        | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   13650000 | PA      | $13551075.55  | 0.49%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| FORTIVE CORPORATION                   | FORTIVE CORP                                                                    | CUSIP: 34959JAG3<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |    1340000 | PA      | $1335452.23   | 0.05%             | 2026-06-15      | Fixed         | 3.15%                 | 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        |    1672371 | PA      | $1671837.69   | 0.06%             | 2032-07-23      | Floating      | 4.76%                 | 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        |    4899208 | PA      | $4898027.08   | 0.18%             | 2032-10-20      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                                                | CUSIP: 31425YXX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4112840 | PA      | $4286091.24   | 0.16%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                                                | CUSIP: 3132DUQU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10908031 | PA      | $11282029.59  | 0.41%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                                                | CUSIP: 3142GVGD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8734033 | PA      | $9021187.12   | 0.33%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHR 4434 FA                           | FREDDIE MAC REMICS                                                              | CUSIP: 3137BGE39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     131065 | PA      | $129727.37    | 0.00%             | 2045-02-15      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| STACR 2021-HQA3 M2 144A               | FREDDIE MAC STACR REMIC TRUST 2021-HQA3                                         | CUSIP: 35564KJP5<br>LEI: 5493000ISHRHX47NOH65 | Long             | ABS-MBS          | USGSE             | US        |   11000000 | PA      | $11069577.20  | 0.40%             | 2041-09-25      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| STACR 2022-DNA2 M1A 144A              | FREDDIE MAC STACR REMIC TRUST 2022-DNA2                                         | CUSIP: 35564KRE1<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | USGSE             | US        |     701367 | PA      | $701808.84    | 0.03%             | 2042-02-25      | Floating      | 4.97%                 | 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        |    2577227 | PA      | $2617081.70   | 0.10%             | 2042-06-25      | Floating      | 6.62%                 | 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        |    2016470 | PA      | $2032768.42   | 0.07%             | 2043-11-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| STACR 2024-DNA2 A1 144A               | FREDDIE MAC STACR REMIC TRUST 2024-DNA2                                         | CUSIP: 35564NCW1<br>LEI: 529900GRKKKHILZX4347 | Long             | ABS-MBS          | USGSE             | US        |   10365564 | PA      | $10420350.11  | 0.38%             | 2044-05-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| STACR 2024-DNA3 A1 144A               | FREDDIE MAC STACR REMIC TRUST 2024-DNA3                                         | CUSIP: 35564NEY5<br>LEI: 529900P3PHNE8PW64Z68 | Long             | ABS-MBS          | USGSE             | US        |    2721750 | PA      | $2728737.55   | 0.10%             | 2044-10-25      | Floating      | 4.72%                 | 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        |    6376499 | PA      | $6400289.60   | 0.23%             | 2044-03-25      | Floating      | 4.92%                 | 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        |     725400 | PA      | $725399.71    | 0.03%             | 2045-01-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| STACR 2025-DNA2 A1 144A               | FREDDIE MAC STACR REMIC TRUST 2025-DNA2                                         | CUSIP: 35564NHY2<br>LEI: 529900XX8WXEM4FBIH80 | Long             | ABS-MBS          | USGSE             | US        |    2279000 | PA      | $2283645.97   | 0.08%             | 2045-05-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| STACR 2025-DNA3 A1 144A               | FREDDIE MAC STACR REMIC TRUST 2025-DNA3                                         | CUSIP: 35564UAQ0<br>LEI: 5299009HC4IGFM6RXF30 | Long             | ABS-MBS          | USGSE             | US        |    3534375 | PA      | $3541900.74   | 0.13%             | 2045-09-25      | Floating      | 4.62%                 | 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        |    4143750 | PA      | $4147320.67   | 0.15%             | 2045-10-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                 | FREEPORT INDONESIA PT                                                           | CUSIP: BV7716632<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    7100000 | PA      | $7139507.57   | 0.26%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                  | FREEPORT-MCMORAN INC                                                            | CUSIP: 35671DCG8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    5600000 | PA      | $5607216.73   | 0.20%             | 2028-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                  | FREEPORT-MCMORAN INC                                                            | CUSIP: 35671DCC7<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     883000 | PA      | $883772.72    | 0.03%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                  | FREEPORT-MCMORAN INC                                                            | CUSIP: 35671DCD5<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    4321000 | PA      | $4386154.50   | 0.16%             | 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        |    3822000 | PA      | $3819091.40   | 0.14%             | 2028-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FREMF 2017-K65 B 144A                 | FREMF 2017-K056 MORTGAGE TRUST                                                  | CUSIP: 30302XAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1325000 | PA      | $1321087.94   | 0.05%             | 2050-07-25      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| GFMT 2019-2 A21 144A                  | GALTON FUNDING MORTGAGE TRUST 2019-2                                            | CUSIP: 36418AAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     161113 | PA      | $154454.50    | 0.01%             | 2059-06-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| GFMT 2020-H1 A2 144A                  | GALTON FUNDING MORTGAGE TRUST 2020-H1                                           | CUSIP: 36418HAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2157348 | PA      | $2072760.62   | 0.08%             | 2060-01-25      | Variable      | 2.41%                 | No            |                  2 | On Loan: No      |
| GARTNER INC 144A                      | GARTNER INC                                                                     | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |   14430000 | PA      | $14221860.15  | 0.52%             | 2028-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GATX CORP                             | GATX CORP                                                                       | CUSIP: 361448BP7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    3230000 | PA      | $3276094.61   | 0.12%             | 2027-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                | GENERAL MOTORS FINANCIAL CO INC                                                 | CUSIP: 37045XES1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    2250000 | PA      | $2263700.38   | 0.08%             | 2027-05-08      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                | GENERAL MOTORS FINANCIAL CO INC                                                 | CUSIP: 37045XFH4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   12500000 | PA      | $12661746.31  | 0.46%             | 2027-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| GLOBAL PAYMENTS INC                   | GLOBAL PAYMENTS INC                                                             | CUSIP: 37940XAV4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   13000000 | PA      | $13044914.13  | 0.48%             | 2028-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC 4/2 CP            | GLOBAL PAYMENTS INC                                                             | CUSIP: 37961DC65<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   19750000 | PA      | $19734638.45  | 0.72%             | 2026-03-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GMALT 2025-1 A4                       | GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-1                                    | CUSIP: 36271VAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $2022886.40   | 0.07%             | 2029-02-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GMALT 2025-1 B                        | GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-1                                    | CUSIP: 36271VAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3290000 | PA      | $3332220.90   | 0.12%             | 2029-02-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| GMALT 2025-2 B                        | GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-2                                    | CUSIP: 362962AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4200000 | PA      | $4257246.00   | 0.16%             | 2029-04-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GOHL CAPITAL LTD                      | GOHL CAPITAL LTD                                                                | CUSIP: AM1928143<br>LEI: 254900TF7OK6KSDZA888 | Long             | DBT              | CORP              | IM        |    5040000 | PA      | $5024916.97   | 0.18%             | 2027-01-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HARLEY DAVIDSON FINL SER 4/2 144A CP  | HARLEY DAVIDSON FINL SER 4/2 144A CP 4.1800 20260317                            | CUSIP: 41282KCH9<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |   15900000 | PA      | $15868533.90  | 0.58%             | 2026-03-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HARLEY DAVIDSON FINL SER 4/2 144A CP  | HARLEY DAVIDSON FINL SV 0.0 06MAR26                                             | CUSIP: 41282KC63<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5995473.60   | 0.22%             | 2026-03-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HARLEY DAVIDSON FINL SER 4/2 144A CP  | HARLEY-DAVIDSON FINANCIAL SERVICES INC                                          | CUSIP: 41282KC48<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3997847.60   | 0.15%             | 2026-03-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HARLEY DAVIDSON FINL SER 4/2 144A CP  | HARLEY-DAVIDSON FINANCIAL SERVICES INC                                          | CUSIP: 41282KEU8<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1088505.00   | 0.04%             | 2026-05-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HCA INC 4/2 144A CP                   | HCA INC                                                                         | CUSIP: 40412DEC9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    7700000 | PA      | $7633766.14   | 0.28%             | 2026-05-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                               | HCA INC                                                                         | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   19776000 | PA      | $19808745.52  | 0.72%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA INC 4/2 144A CP                   | HCA INC DISC COML PAPE 0.00 02MAR26                                             | CUSIP: 40412DC23<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    6600000 | PA      | $6597792.96   | 0.24%             | 2026-03-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HDFC BANK LTD                         | HDFC BANK LTD/GANDHINAGAR                                                       | CUSIP: ZL2067664<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | DBT              | CORP              | IN        |    8500000 | PA      | $8500000.00   | 0.31%             | 2026-03-02      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP              | HEALTHCARE REALTY HOLDINGS LP                                                   | CUSIP: 42225UAD6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |   12253000 | PA      | $12199074.78  | 0.44%             | 2026-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                     | HEALTHPEAK OP LLC                                                               | CUSIP: 42250PAC7<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    1365000 | PA      | $1333745.32   | 0.05%             | 2027-02-01      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| HCP INC                               | HEALTHPEAK OP LLC                                                               | CUSIP: 40414LAQ2<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    8500000 | PA      | $8474446.13   | 0.31%             | 2026-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HIGHMARK INC 144A                     | HIGHMARK INC                                                                    | CUSIP: 431116AD4<br>LEI: 549300B6868ZXXEB2Y57 | Long             | DBT              | CORP              | US        |   12754000 | PA      | $12674682.12  | 0.46%             | 2026-05-10      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| HOMES 2024-AFC1 A1 144A               | HOMES 2024-AFC1 TRUST                                                           | CUSIP: 403945AC2<br>LEI: 2549009KYOPIDSS2IL61 | Long             | ABS-MBS          | CORP              | US        |    7928445 | PA      | $7965888.72   | 0.29%             | 2059-08-25      | Variable      | 5.22%                 | 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        |    2133414 | PA      | $2148614.00   | 0.08%             | 2070-08-25      | Variable      | 5.22%                 | 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        |    1880000 | PA      | $1897645.12   | 0.07%             | 2031-10-20      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                     | HSBC HOLDINGS PLC                                                               | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    5600000 | PA      | $5700454.52   | 0.21%             | 2028-05-17      | Variable      | 5.60%                 | 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        |     579449 | PA      | $589295.09    | 0.02%             | 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        |    3513889 | PA      | $3553063.97   | 0.13%             | 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        |    5530943 | PA      | $5576705.93   | 0.20%             | 2033-03-21      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| HACLN 2025-2 B1 144A                  | HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2025-2                          | CUSIP: 44644NAN9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5671052 | PA      | $5715703.13   | 0.21%             | 2033-09-20      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| HALST 2024-A A3 144A                  | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2024-A                                  | CUSIP: 448988AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1886743 | PA      | $1888811.84   | 0.07%             | 2027-03-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| HALST 2024-A B 144A                   | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2024-A                                  | CUSIP: 448988AF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3335000 | PA      | $3347902.11   | 0.12%             | 2028-05-15      | Fixed         | 5.35%                 | 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        |    3095000 | PA      | $3142545.08   | 0.11%             | 2029-08-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| HALST 2026-A B 144A                   | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2026-A                                  | CUSIP: 448970AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1800000 | PA      | $1809857.52   | 0.07%             | 2030-05-15      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA 144A          | HYUNDAI CAPITAL AMERICA                                                         | CUSIP: 44891ABP1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1462416.09   | 0.05%             | 2027-10-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA 144A          | HYUNDAI CAPITAL AMERICA                                                         | CUSIP: 44891ACR6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    2550000 | PA      | $2708255.11   | 0.10%             | 2029-01-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA 144A          | HYUNDAI CAPITAL AMERICA                                                         | CUSIP: 44891ADP9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    7255000 | PA      | $7320819.01   | 0.27%             | 2027-03-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA 144A          | HYUNDAI CAPITAL AMERICA                                                         | CUSIP: 44891ADY0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $7546270.02   | 0.27%             | 2027-06-23      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA 144A          | HYUNDAI CAPITAL AMERICA                                                         | CUSIP: 44891AED5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    2480000 | PA      | $2493356.14   | 0.09%             | 2029-01-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC              | ICON INVESTMENTS SIX DAC                                                        | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |   14074000 | PA      | $14203854.16  | 0.52%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC 144A          | IMPERIAL BRANDS FINANCE PLC                                                     | CUSIP: 45262BAB9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    1262000 | PA      | $1258550.49   | 0.05%             | 2026-07-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| IMPRL 2021-NQM2 A1 144A               | IMPERIAL FUND MORTGAGE TRUST 2021-NQM2                                          | CUSIP: 452761AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6159153 | PA      | $5340153.72   | 0.19%             | 2056-09-25      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                          | ING GROEP NV                                                                    | CUSIP: 456837BF9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    3845000 | PA      | $3886389.78   | 0.14%             | 2027-09-11      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                            | INTEL CORP                                                                      | CUSIP: 458140AU4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    4011000 | PA      | $3999284.02   | 0.15%             | 2026-05-19      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| INTL FLAVORS & FRAGRANCE 4/2 144A CP  | INTERNATIONAL FLAVORS + 0.0 02MAR26                                             | CUSIP: 4595A3C21<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14995290.00  | 0.55%             | 2026-03-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INTL FLAVORS & FRAGRANCE 4/2 144A CP  | INTERNATIONAL FLAVORS + 0.0 10MAR26                                             | CUSIP: 4595A3CA3<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7990721.60   | 0.29%             | 2026-03-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                             | IQVIA INC                                                                       | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $7357603.56   | 0.27%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JPMCC 2016-NINE A 144A                | J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2016-NINE                | CUSIP: 46646GAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1535000 | PA      | $1522723.53   | 0.06%             | 2038-09-06      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| JACK 2022-1A A2I 144A                 | JACK IN THE BOX FUNDING LLC                                                     | CUSIP: 466365AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3794080 | PA      | $3700222.43   | 0.13%             | 2052-02-26      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                 | JACKSON FINANCIAL INC                                                           | CUSIP: 46817MAR8<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    1455000 | PA      | $1473307.29   | 0.05%             | 2027-06-08      | Fixed         | 5.17%                 | No            |                  2 | On Loan: —       |
| JACKSON NATL LIFE GLOBAL 144A         | JACKSON NATIONAL LIFE GLOBAL FUNDING                                            | CUSIP: 46849LVC2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    6215000 | PA      | $6263736.42   | 0.23%             | 2027-01-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| JACKSON NATL LIFE GLOBAL 144A         | JACKSON NATIONAL LIFE GLOBAL FUNDING                                            | CUSIP: 46849LVA6<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    7590000 | PA      | $7721284.87   | 0.28%             | 2027-07-02      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| JAPAN T BILL                          | JAPAN TREASURY DISCOUNT BILL                                                    | CUSIP: YI3460197<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 2079900000 | PA      | $13300670.90  | 0.48%             | 2026-05-07      | None          | 0.00%                 | 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        |    2157662 | PA      | $2172341.59   | 0.08%             | 2065-10-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                  | KEURIG DR PEPPER INC                                                            | CUSIP: 49271VAY6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6500206.96   | 0.24%             | 2026-11-15      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                  | KEURIG DR PEPPER INC                                                            | CUSIP: 49271VAZ3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6535672.08   | 0.24%             | 2028-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                  | KEURIG DR PEPPER INC                                                            | CUSIP: 49271VAW0<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    6250000 | PA      | $6315823.43   | 0.23%             | 2027-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| KKR 18 A1R2 144A                      | KKR CLO 18 LTD                                                                  | CUSIP: 48251JAS2<br>LEI: 54930088PYF0FHKY5C94 | Long             | ABS-CBDO         | CORP              | KY        |    9938749 | PA      | $9954074.16   | 0.36%             | 2035-10-18      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| KKR 40A AR 144A                       | KKR CLO 40 LTD                                                                  | CUSIP: 48254UAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   13265000 | PA      | $13287006.64  | 0.48%             | 2034-10-20      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| KKR 49A X 144A                        | KKR CLO 49 LTD                                                                  | CUSIP: 481939AP1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1618750 | PA      | $1619879.90   | 0.06%             | 2037-10-20      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| KT CORP 144A                          | KT CORP                                                                         | CUSIP: 48268KAJ0<br>LEI: 9884005ACF8449EANY26 | Long             | DBT              | CORP              | KR        |    5260000 | PA      | $5322938.90   | 0.19%             | 2029-01-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KOREA TOBACCO & GINSENG               | KT&G CORP                                                                       | CUSIP: YQ9995073<br>LEI: 988400ZJV6ISYBLQX875 | Long             | DBT              | CORP              | KR        |    4570000 | PA      | $4664152.09   | 0.17%             | 2028-05-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KCOT 2023-2A A3 144A                  | KUBOTA CREDIT OWNER TRUST 2023-2                                                | CUSIP: 500945AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1639318 | PA      | $1651387.54   | 0.06%             | 2028-01-18      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| KCOT 2024-2A A2 144A                  | KUBOTA CREDIT OWNER TRUST 2024-2                                                | CUSIP: 50117DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     304968 | PA      | $305609.71    | 0.01%             | 2027-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| KCOT 2024-2A A3 144A                  | KUBOTA CREDIT OWNER TRUST 2024-2                                                | CUSIP: 50117DAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2900000 | PA      | $2942541.55   | 0.11%             | 2028-11-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| LCM 39A A1R2 144A                     | LCM 39 LTD/JERSEY                                                               | CUSIP: 50204NBA5<br>LEI: 549300EGR9FOWDWS1239 | Long             | ABS-CBDO         | CORP              | JE        |    6120000 | PA      | $6120000.00   | 0.22%             | 2034-10-15      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                            | LEIDOS INC                                                                      | CUSIP: 52532XAM7<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    2610000 | PA      | $2615883.64   | 0.10%             | 2029-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| LG ELECTRONICS INC 144A               | LG ELECTRONICS INC                                                              | CUSIP: 50186QAC7<br>LEI: 988400RMQFTGZIOG0609 | Long             | DBT              | CORP              | KR        |    6740000 | PA      | $6857210.62   | 0.25%             | 2027-04-24      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LGENERGYSOLUTION                      | LG ENERGY SOLUTION LTD                                                          | CUSIP: YX5618112<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |    8785000 | PA      | $8926698.08   | 0.33%             | 2027-07-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC              | LLOYDS BANKING GROUP PLC                                                        | CUSIP: 53944YAB9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   20150000 | PA      | $20155941.86  | 0.73%             | 2026-03-24      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC 144A                 | LPL HOLDINGS INC                                                                | CUSIP: 50212YAC8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     600000 | PA      | $600102.64    | 0.02%             | 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        |    2345000 | PA      | $2371733.10   | 0.09%             | 2028-04-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                      | LPL HOLDINGS INC                                                                | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   13063000 | PA      | $13266248.97  | 0.48%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MTLRF 2023-1A A3 144A                 | M&T EQUIPMENT 2023-LEAF1 NOTES                                                  | CUSIP: 551925AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1608133 | PA      | $1616431.39   | 0.06%             | 2030-07-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| MTLRF 2025-1A A2 144A                 | M&T EQUIPMENT 2025-LEAF1 NOTES                                                  | CUSIP: 55340QAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6128109 | PA      | $6156315.24   | 0.22%             | 2027-12-16      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MDPK 2021-50A AR 144A                 | MADISON PARK FUNDING L LTD                                                      | CUSIP: 55821FAJ6<br>LEI: 549300XQII222AK58E79 | Long             | ABS-CBDO         | CORP              | KY        |    7500000 | PA      | $7491907.50   | 0.27%             | 2034-04-19      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| MDPK 2021-52A AR 144A                 | MADISON PARK FUNDING LII LTD                                                    | CUSIP: 55822BAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6000000 | PA      | $5998290.00   | 0.22%             | 2035-01-22      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| ATRM 13A AR2 144A                     | MADISON PARK FUNDING XLII LTD                                                   | CUSIP: 55822RAB6<br>LEI: 549300YWZ8HFDYP0MR16 | Long             | ABS-CBDO         | CORP              | KY        |    3269508 | PA      | $3273431.47   | 0.12%             | 2030-11-21      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| MANUF & TRADERS TRUST CO              | MANUFACTURERS & TRADERS TRUST CO                                                | CUSIP: 564760CC8<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    3980000 | PA      | $4016556.33   | 0.15%             | 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        |    4754402 | PA      | $4753693.54   | 0.17%             | 2032-07-23      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC              | MARSH & MCLENNAN COS INC                                                        | CUSIP: 571748BZ4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    4125000 | PA      | $4137491.83   | 0.15%             | 2027-11-08      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                | MARVELL TECHNOLOGY INC                                                          | CUSIP: 573874AC8<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |   15737000 | PA      | $15692190.03  | 0.57%             | 2026-04-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP 144A              | MEDLINE BORROWER LP                                                             | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   13500000 | PA      | $13277310.75  | 0.48%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP 144A              | MEDLINE BORROWER LP/MEDLINE CO-ISSUER INC                                       | CUSIP: 58506DAA6<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    9110000 | PA      | $9401554.60   | 0.34%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EQUATE PETROCHEMICAL BV               | MEGLOBAL BV                                                                     | CUSIP: BP2041641<br>LEI: 549300WBVLU2FILR7W19 | Long             | DBT              | CORP              | NL        |   10681000 | PA      | $10291395.62  | 0.37%             | 2028-04-28      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| MFRA 2020-NQM3 A2 144A                | MFA 2020-NQM3 TRUST                                                             | CUSIP: 552757AB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     454023 | PA      | $436898.30    | 0.02%             | 2065-01-26      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| MFRA 2023-NQM3 A1 144A                | MFA 2023-NQM3 TRUST                                                             | CUSIP: 55286MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1414156 | PA      | $1420937.75   | 0.05%             | 2068-07-25      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| MFRA 2023-NQM4 A1 144A                | MFA 2023-NQM4 TRUST                                                             | CUSIP: 55286LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4875269 | PA      | $4921090.69   | 0.18%             | 2068-12-25      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                | MORGAN STANLEY BANK NA                                                          | CUSIP: 61690U8D5<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6531325.06   | 0.24%             | 2028-07-14      | Floating      | 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        |    1015433 | PA      | $1027346.17   | 0.04%             | 2070-07-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| MSCI INC 144A                         | MSCI INC                                                                        | CUSIP: 55354GAH3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6870912.91   | 0.25%             | 2029-11-15      | Fixed         | 4.00%                 | 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        |      19816 | PA      | $19584.70     | 0.00%             | 2037-10-20      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| MVWOT 2021-1WA A 144A                 | MVW 2021-1W LLC                                                                 | CUSIP: 55389TAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1016512 | PA      | $987553.95    | 0.04%             | 2041-01-22      | Fixed         | 1.14%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                  | NATIONAL FUEL GAS CO                                                            | CUSIP: 636180BN0<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |   14059000 | PA      | $14030451.89  | 0.51%             | 2027-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| NATIONWIDE BLDG SOCIETY 144A          | NATIONWIDE BUILDING SOCIETY                                                     | CUSIP: 63859WAE9<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    3700000 | PA      | $3690717.54   | 0.13%             | 2026-09-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NAVSL 2016-AA A2A 144A                | NAVIENT PRIVATE EDUCATION LOAN TRUST 2016-A                                     | CUSIP: 63939NAB9<br>LEI: 549300JSCKIU587G1R13 | Long             | ABS-O            | CORP              | US        |      81234 | PA      | $81216.21     | 0.00%             | 2045-12-15      | Fixed         | 3.91%                 | 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        |     265194 | PA      | $254401.89    | 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        |    1088679 | PA      | $1036307.15   | 0.04%             | 2069-07-15      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| NAVSL 2021-CA A 144A                  | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-C                                | CUSIP: 63942JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6753051 | PA      | $6250579.32   | 0.23%             | 2069-10-15      | Fixed         | 1.06%                 | No            |                  2 | On Loan: No      |
| NAVSL 2021-GA A 144A                  | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-G                                | CUSIP: 63942KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6912797 | PA      | $6360236.07   | 0.23%             | 2070-04-15      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| NAVMT 2024-1 A 144A                   | NAVISTAR FINANCIAL DEALER NOTE MASTER OWNER TRUST                               | CUSIP: 63938PBW8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4300000 | PA      | $4310301.94   | 0.16%             | 2029-04-25      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| NAVMT 2025-1 A 144A                   | NAVISTAR FINANCIAL DEALER NOTE MASTER OWNER TRUST II 2025-1                     | CUSIP: 63938PBZ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2285000 | PA      | $2295366.36   | 0.08%             | 2030-09-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| NSLT 2021-DA AFL 144A                 | NELNET STUDENT LOAN TRUST 2021-D                                                | CUSIP: 64034YAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2004239 | PA      | $1996082.66   | 0.07%             | 2062-04-20      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| NEUB 2022-50A AR2 144A                | NEUBERGER BERMAN LOAN ADVISERS CLO 50 LTD                                       | CUSIP: 64134VAY2<br>LEI: 549300UMYON6L2REF246 | Long             | ABS-CBDO         | CORP              | JE        |    4850000 | PA      | $4850000.00   | 0.18%             | 2036-07-23      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| NLT 2021-INV2 A1 144A                 | NLT 2021-INV2 TRUST                                                             | CUSIP: 62917JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11874189 | PA      | $10575582.76  | 0.39%             | 2056-08-25      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| WOODS 2018-14BA AR 144A               | NORTHWOODS CAPITAL XIV-B LTD                                                    | CUSIP: 66860CAL7<br>LEI: 549300QQDSTCZ860F679 | Long             | ABS-CBDO         | CORP              | KY        |   13577479 | PA      | $13607566.29  | 0.50%             | 2031-11-13      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| NRZT 2025-NQM6 A1 144A                | NRZT 2025-NQM6                                                                  | CUSIP: 64832KAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5721147 | PA      | $5762102.49   | 0.21%             | 2065-10-25      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP 144A                 | NTT FINANCE CORP                                                                | CUSIP: 62954WAR6<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    5835000 | PA      | $5888547.29   | 0.21%             | 2028-07-16      | Floating      | 4.74%                 | 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        |    2625000 | PA      | $2601364.54   | 0.09%             | 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: 62954HBF4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    1830000 | PA      | $1841457.19   | 0.07%             | 2028-08-19      | Fixed         | 4.30%                 | 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        |      28245 | PA      | $28229.95     | 0.00%             | 2059-10-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| OBX 2020-EXP3 1A8 144A                | OBX 2020-EXP3 TRUST                                                             | CUSIP: 67448WAP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2689464 | PA      | $2419233.97   | 0.09%             | 2060-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| OBX 2020-INV1 A11 144A                | OBX 2020-INV1 TRUST                                                             | CUSIP: 67113CAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     389684 | PA      | $382369.56    | 0.01%             | 2049-12-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM13 A1 144A                | OBX 2025-NQM13 TRUST                                                            | CUSIP: 67121UAA4<br>LEI: 254900FPAGVH6E25VL74 | Long             | ABS-MBS          | CORP              | US        |    6857705 | PA      | $6932352.96   | 0.25%             | 2065-05-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM14 A1F 144A               | OBX 2025-NQM14 TRUST                                                            | CUSIP: 673924AP1<br>LEI: 254900T4WKE0IYMYAI09 | Long             | ABS-MBS          | CORP              | US        |    3325970 | PA      | $3329065.17   | 0.12%             | 2065-07-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM15 A1 144A                | OBX 2025-NQM15 TRUST                                                            | CUSIP: 67122CAC9<br>LEI: 254900Y3YIZHUWMEGC78 | Long             | ABS-MBS          | CORP              | US        |    4514552 | PA      | $4549043.62   | 0.17%             | 2065-07-27      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR              | OCCIDENTAL PETROLEUM CORP                                                       | CUSIP: 674599CR4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    4740000 | PA      | $4709317.49   | 0.17%             | 2026-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| OCT39 2018-3A AR 144A                 | OCTAGON INVESTMENT PARTNERS 39 LTD                                              | CUSIP: 67592CAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     302517 | PA      | $302463.27    | 0.01%             | 2030-10-20      | Floating      | 4.82%                 | 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        |     613670 | PA      | $613396.78    | 0.02%             | 2031-02-14      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| OCTL 2023-1A B 144A                   | OCTANE RECEIVABLES TRUST 2023-1                                                 | CUSIP: 67571BAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2623969 | PA      | $2632082.53   | 0.10%             | 2029-07-20      | Fixed         | 5.96%                 | 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        |    5610000 | PA      | $5670208.20   | 0.21%             | 2029-07-20      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| OCTL 2023-3A A2 144A                  | OCTANE RECEIVABLES TRUST 2023-3                                                 | CUSIP: 67571CAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1839611 | PA      | $1846084.41   | 0.07%             | 2029-03-20      | Fixed         | 6.44%                 | 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        |    3306229 | PA      | $3319906.57   | 0.12%             | 2030-05-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| OCTL 2024-RVM1 A 144A                 | OCTANE RECEIVABLES TRUST 2024-RVM1                                              | CUSIP: 67579FAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2548450 | PA      | $2593933.44   | 0.09%             | 2046-01-22      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| OCTL 2025-RVM1 A 144A                 | OCTANE RECEIVABLES TRUST 2025-RVM1                                              | CUSIP: 67571HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6380814 | PA      | $6410417.44   | 0.23%             | 2046-12-20      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| ONEOK INC 144A                        | ONEOK INC                                                                       | CUSIP: 682680CM3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    4151000 | PA      | $4240063.19   | 0.15%             | 2028-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                             | ONEOK INC                                                                       | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    3665000 | PA      | $3697302.49   | 0.13%             | 2026-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                             | ONEOK INC                                                                       | CUSIP: 682680CL5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1000721.47   | 0.04%             | 2026-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ONEOK INC 4/2 144A CP                 | ONEOK INC                                                                       | CUSIP: 68269FC98<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14984107.50  | 0.55%             | 2026-03-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC 4/2 CP                    | OVINTIV INC DISC C 0.0 16MAR26 144A                                             | CUSIP: 69047KCG8<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    7700000 | PA      | $7684902.61   | 0.28%             | 2026-03-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC 4/2 CP                    | OVINTIV INC DISC C 0.0 20MAR26 144A                                             | CUSIP: 69047KCL7<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |   19300000 | PA      | $19253018.01  | 0.70%             | 2026-03-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OZLM 2017-19A A1R3 144A               | OZLM XIX LTD                                                                    | CUSIP: 67112CBN6<br>LEI: 5493009C40QUU66J8E83 | Long             | ABS-CBDO         | CORP              | KY        |    9810000 | PA      | $9810000.00   | 0.36%             | 2035-01-15      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| OZLM 2016-15A A1R3 144A               | OZLM XV LTD                                                                     | CUSIP: 67111DBG0<br>LEI: 5493008RJIODIVVGSK16 | Long             | ABS-CBDO         | CORP              | KY        |    4524408 | PA      | $4530769.13   | 0.17%             | 2033-04-20      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                | PACIFIC GAS AND ELECTRIC CO                                                     | CUSIP: 694308KF3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    7690000 | PA      | $7813236.69   | 0.28%             | 2027-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                | PACIFIC GAS AND ELECTRIC CO                                                     | CUSIP: 694308HS9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1488588.41   | 0.05%             | 2027-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                | PACIFIC GAS AND ELECTRIC CO                                                     | CUSIP: 694308HW0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   10430000 | PA      | $10300824.32  | 0.38%             | 2027-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PEAC 2025-1A A2 144A                  | PEAC SOLUTIONS RECEIVABLES 2025-1 LLC                                           | CUSIP: 69392HAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3069656 | PA      | $3087812.87   | 0.11%             | 2028-10-20      | Fixed         | 4.94%                 | 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        |    5000000 | PA      | $4976727.40   | 0.18%             | 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        |    4239000 | PA      | $4207006.24   | 0.15%             | 2026-06-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                | PHILIP MORRIS INTERNATIONAL INC                                                 | CUSIP: 718172EB1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6502479.23   | 0.24%             | 2028-10-27      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                           | PNC BANK NA                                                                     | CUSIP: 69353RGA0<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6508302.32   | 0.24%             | 2028-07-21      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| POST 2021-1A AR 144A                  | POST CLO 2021-1 LTD                                                             | CUSIP: 73742FAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3520000 | PA      | $3519764.16   | 0.13%             | 2034-10-15      | Floating      | 4.75%                 | 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        |     214071 | PA      | $214794.03    | 0.01%             | 2029-11-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| PREF 2025-1A A2 144A                  | POST ROAD EQUIPMENT FINANCE 2025-1 LLC                                          | CUSIP: 73747LAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5138534 | PA      | $5183540.58   | 0.19%             | 2031-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| INDIGO MERGER SUB INC 144A            | PRA HEALTH SCIENCES INC                                                         | CUSIP: 45569KAA1<br>LEI: 549300R1HR1VWWHIAK47 | Long             | DBT              | CORP              | US        |    3530000 | PA      | $3501945.23   | 0.13%             | 2026-07-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PROG 2021-SFR8 A 144A                 | PROGRESS RESIDENTIAL 2021-SFR8 TRUST                                            | CUSIP: 74333TAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2290035 | PA      | $2256606.71   | 0.08%             | 2038-10-17      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| PROG 2021-SFR6 A 144A                 | PROGRESS RESIDENTIAL TRUST                                                      | CUSIP: 74333HAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4337400 | PA      | $4297483.77   | 0.16%             | 2038-07-17      | Fixed         | 1.52%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                             | PROSUS NV                                                                       | CUSIP: BT4309394<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |     785000 | PA      | $778530.70    | 0.03%             | 2027-01-19      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES CP 4/2 144A           | QUANTA SERVICES INC                                                             | CUSIP: 74767HC24<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |   19000000 | PA      | $18993623.60  | 0.69%             | 2026-03-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RAD 2023-21A A1R 144A                 | RAD CLO 21 LTD                                                                  | CUSIP: 750099AJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     790000 | PA      | $789775.64    | 0.03%             | 2037-01-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                    | REGAL REXNORD CORP                                                              | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   12150000 | PA      | $12598744.11  | 0.46%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| RELX INC 4/2 144A CP                  | RELX INC                                                                        | CUSIP: 75955HC23<br>LEI: 549300TEN8O7HZZY5K14 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1399563.90   | 0.05%             | 2026-03-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC 144A         | ROCKET MORTGAGE LLC / ROCKET MORTGAGE CO-ISSUER INC                             | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   13000000 | PA      | $12845490.85  | 0.47%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS 4/2 144A CP     | ROGERS COMMUNICATIONS 4/2 144A CP 3.9900 20260312                               | CUSIP: 77511MCC3<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2995809.00   | 0.11%             | 2026-03-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN              | ROGERS COMMUNICATIONS INC                                                       | CUSIP: 775109CG4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   13000000 | PA      | $12902987.03  | 0.47%             | 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        |    4425000 | PA      | $4524197.48   | 0.16%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS 4/2 144A CP     | ROGERS COMMUNICATIONS INC/ONTARIO                                               | CUSIP: 77511MD24<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    6400000 | PA      | $6376297.60   | 0.23%             | 2026-04-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RMRK 2018-2A A1R 144A                 | ROMARK CLO II LTD                                                               | CUSIP: 77587EAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1613686 | PA      | $1613461.86   | 0.06%             | 2031-07-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| ROSS STORES INC                       | ROSS STORES INC                                                                 | CUSIP: 778296AF0<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6474481.67   | 0.24%             | 2026-04-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES 144A          | ROYAL CARIBBEAN CRUISES LTD                                                     | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    5250000 | PA      | $5250000.00   | 0.19%             | 2026-08-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES 144A          | ROYAL CARIBBEAN CRUISES LTD                                                     | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    3427000 | PA      | $3453088.08   | 0.13%             | 2027-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SA GLOBAL SUKUK LTD                   | SA GLOBAL SUKUK LTD                                                             | CUSIP: BP9911382<br>LEI: 5493007DFAVKU7UOGR47 | Long             | DBT              | NUSS              | KY        |    9450000 | PA      | $9391337.65   | 0.34%             | 2026-06-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| SBCLN 2023-B B 144A                   | SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2023-B                           | CUSIP: 80290CCB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     324147 | PA      | $328587.61    | 0.01%             | 2033-12-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| SBCLN 2025-A B 144A                   | SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2025-A                           | CUSIP: 80290CCR3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     930000 | PA      | $935331.69    | 0.03%             | 2034-01-16      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| SDART 2024-1 B                        | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-1                                   | CUSIP: 80288AAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14340861 | PA      | $14397202.98  | 0.52%             | 2028-12-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| SDART 2025-1 B                        | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-1                                   | CUSIP: 80288DAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2200000 | PA      | $2216985.10   | 0.08%             | 2031-03-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SDART 2025-4 A2                       | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-4                                   | CUSIP: 802923AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10240000 | PA      | $10261482.50  | 0.37%             | 2029-01-15      | Fixed         | 4.28%                 | 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        |    2765000 | PA      | $2788132.54   | 0.10%             | 2032-01-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS              | SANTANDER UK GROUP HOLDINGS PLC                                                 | CUSIP: 80281LAX3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    1890000 | PA      | $1896203.22   | 0.07%             | 2029-09-22      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS              | SANTANDER UK GROUP HOLDINGS PLC                                                 | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    8000000 | PA      | $7944500.21   | 0.29%             | 2027-06-14      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND 144A         | SAUDI GOVERNMENT INTERNATIONAL BOND                                             | CUSIP: 80413TBJ7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    5290000 | PA      | $5397533.19   | 0.20%             | 2028-01-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST 144A                  | SBA TOWER TRUST                                                                 | CUSIP: 78403DAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2850000 | PA      | $2801290.37   | 0.10%             | 2026-11-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| SBALT 2024-A A4 144A                  | SBNA AUTO LEASE TRUST 2024-A                                                    | CUSIP: 78414SAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3105000 | PA      | $3112479.01   | 0.11%             | 2029-01-22      | Fixed         | 5.24%                 | 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        |    3155000 | PA      | $3189028.88   | 0.12%             | 2028-12-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SBALT 2024-B A3 144A                  | SBNA AUTO LEASE TRUST 2024-B                                                    | CUSIP: 78437VAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2165414 | PA      | $2175081.25   | 0.08%             | 2027-11-22      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| SBALT 2024-C A3 144A                  | SBNA AUTO LEASE TRUST 2024-C                                                    | CUSIP: 78398DAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1081938 | PA      | $1084004.61   | 0.04%             | 2028-02-22      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| SBALT 2024-C A4 144A                  | SBNA AUTO LEASE TRUST 2024-C                                                    | CUSIP: 78398DAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1045000 | PA      | $1048106.16   | 0.04%             | 2029-03-20      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| SBAT 2024-A A3 144A                   | SBNA AUTO RECEIVABLES TRUST 2024-A                                              | CUSIP: 78437PAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1424728 | PA      | $1429517.54   | 0.05%             | 2028-12-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| SCFET 2025-1A A2 144A                 | SCF EQUIPMENT LEASING 2025-1 LLC                                                | CUSIP: 78437DAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1534115 | PA      | $1538585.85   | 0.06%             | 2030-07-22      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| SDR 2024-DSNY A 144A                  | SDR COMMERCIAL MORTGAGE TRUST 2024-DSNY                                         | CUSIP: 811304AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6665000 | PA      | $6660834.38   | 0.24%             | 2039-05-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| SEB4P 2021-1A A2 144A                 | SEB FUNDING LLC                                                                 | CUSIP: 78433DAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3705712 | PA      | $3705693.60   | 0.13%             | 2052-01-30      | Fixed         | 4.97%                 | 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        |    1986855 | PA      | $2007953.67   | 0.07%             | 2031-07-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| SSTRT 2026-A B 144A                   | SECURITIZED TERM AUTO RECEIVABLES TRUST                                         | CUSIP: 81378WAF0<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | CA        |   10060144 | PA      | $10105448.27  | 0.37%             | 2033-03-25      | Fixed         | 4.28%                 | 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        |    2918968 | PA      | $2951672.10   | 0.11%             | 2032-12-29      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| SEMT 2018-CH1 A1 144A                 | SEQUOIA MORTGAGE TRUST 2018-CH1                                                 | CUSIP: 81747DAA7<br>LEI: 549300ZUG1L9OO3W6B29 | Long             | ABS-MBS          | CORP              | US        |     128039 | PA      | $122758.78    | 0.00%             | 2048-03-25      | Variable      | 4.00%                 | 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        |    3096371 | PA      | $3113082.17   | 0.11%             | 2029-05-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC 144A                     | SK HYNIX INC                                                                    | CUSIP: 78392BAJ6<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |    5250000 | PA      | $5292240.33   | 0.19%             | 2028-09-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SMB 2019-A A2A 144A                   | SMB PRIVATE EDUCATION LOAN TRUST 2019-A                                         | CUSIP: 78449TAB7<br>LEI: 549300WEYOS38NWU8D22 | Long             | ABS-O            | CORP              | US        |     462512 | PA      | $459428.30    | 0.02%             | 2036-07-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE 144A                 | SOCIETE GENERALE SA                                                             | CUSIP: 83368RCA8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    5000000 | PA      | $5020415.55   | 0.18%             | 2027-02-19      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE 144A                 | SOCIETE GENERALE SA                                                             | CUSIP: 83368JKF6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    3240000 | PA      | $3238636.51   | 0.12%             | 2026-08-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE 144A                 | SOCIETE GENERALE SA                                                             | CUSIP: 83368RBV3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    6575000 | PA      | $6655767.76   | 0.24%             | 2028-01-19      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE 144A                 | SOCIETE GENERALE SA                                                             | CUSIP: 83368RCH3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    2455000 | PA      | $2508455.76   | 0.09%             | 2029-05-22      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                        | SOLVENTUM CORP                                                                  | CUSIP: 83444MAN1<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    6760000 | PA      | $6850630.12   | 0.25%             | 2027-02-25      | Fixed         | 5.45%                 | 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        |    7705000 | PA      | $7784952.40   | 0.28%             | 2027-09-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                   | SOUTHERN CALIFORNIA EDISON CO                                                   | CUSIP: 842400HW6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3001880.63   | 0.11%             | 2026-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                   | SOUTHERN CALIFORNIA EDISON CO                                                   | CUSIP: 842400JA2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5034216.14   | 0.18%             | 2027-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                   | SOUTHERN CALIFORNIA EDISON CO                                                   | CUSIP: 842400JC8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    5130000 | PA      | $5276632.28   | 0.19%             | 2029-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                   | SOUTHERN CALIFORNIA EDISON CO                                                   | CUSIP: 842400HQ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $7052320.60   | 0.26%             | 2027-06-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF EDISON CO 4/2 144A CP  | SOUTHERN CALIFORNIA EDISON CO                                                   | CUSIP: 8424C1C63<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   17000000 | PA      | $16986843.70  | 0.62%             | 2026-03-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC 144A           | STANDARD CHARTERED PLC                                                          | CUSIP: 853254CT5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    5800000 | PA      | $5842019.12   | 0.21%             | 2027-07-06      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC 144A           | STANDARD CHARTERED PLC                                                          | CUSIP: 85325C2K7<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   10530000 | PA      | $10562397.92  | 0.38%             | 2030-01-13      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC 144A           | STANDARD CHARTERED PLC                                                          | CUSIP: 853254BF6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    3464000 | PA      | $3466038.08   | 0.13%             | 2027-02-19      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC 144A           | STANDARD CHARTERED PLC                                                          | CUSIP: 853254DB3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    1205000 | PA      | $1228667.99   | 0.04%             | 2028-05-14      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER 4/2 144A CP    | STANLEY BLACK & DECKER INC                                                      | CUSIP: 85462DCG6<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |   24500000 | PA      | $24454236.45  | 0.89%             | 2026-03-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| STAR 2020-INV1 A1 144A                | STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-INV                                    | CUSIP: 85573EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1069276 | PA      | $1027956.11   | 0.04%             | 2055-11-25      | Variable      | 1.03%                 | 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        |     880327 | PA      | $841069.83    | 0.03%             | 2065-05-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FIN US INC 144A            | STELLANTIS FINANCE US INC                                                       | CUSIP: 85855CAA8<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    5855000 | PA      | $5719798.94   | 0.21%             | 2027-01-29      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL SER 144A         | STELLANTIS FINANCIAL SERVICES US CORP                                           | CUSIP: 85855FAC7<br>LEI: 5493000KNKFDOC1BOW59 | Long             | DBT              | CORP              | US        |    6400000 | PA      | $6414325.21   | 0.23%             | 2028-09-15      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| SFUEL 2025-AA A2 144A                 | STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST 2025-A                   | CUSIP: 858928AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1355954 | PA      | $1359818.97   | 0.05%             | 2027-07-20      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SFUEL 2025-CA B 144A                  | STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST 2025-C                   | CUSIP: 85855EAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3725000 | PA      | $3755556.18   | 0.14%             | 2029-12-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SFUEL 2025-CA A2 144A                 | STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST 2025-C                   | CUSIP: 85855EAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3890000 | PA      | $3899041.53   | 0.14%             | 2028-06-20      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| STACR 2026-DNA1 A1 144A               | STRUCTURED AGENCY CREDIT RISK 2026-DNA1                                         | CUSIP: 35564UCQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5690000 | PA      | $5688033.44   | 0.21%             | 2046-02-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| STACR 2026-DNA1 M1 144A               | STRUCTURED AGENCY CREDIT RISK 2026-DNA1                                         | CUSIP: 35564UCR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3370000 | PA      | $3370116.31   | 0.12%             | 2046-02-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| SYMP 2015-16A ARR 144A                | SYMPHONY CLO XVI LTD                                                            | CUSIP: 87165VAX7<br>LEI: 5493004PWOYFPAFQVT02 | Long             | ABS-CBDO         | CORP              | KY        |    1890879 | PA      | $1890784.48   | 0.07%             | 2031-10-15      | Floating      | 4.87%                 | 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        |       2664 | NS      | $2664.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGA RESOURCES CORP                  | TARGA RESOURCES CORP                                                            | CUSIP: 87612KAA0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    3092000 | PA      | $3141405.58   | 0.11%             | 2027-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP 4/2 144A CP      | TARGA RESOURCES CORP                                                            | CUSIP: 87613LC23<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6997749.50   | 0.25%             | 2026-03-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                  | TARGA RESOURCES CORP                                                            | CUSIP: 87612GAR2<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2317341.33   | 0.08%             | 2029-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP 4/2 144A CP      | TARGA RESOURCES CORP                                                            | CUSIP: 87613LC31<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7996568.00   | 0.29%             | 2026-03-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP 4/2 144A CP      | TARGA RESOURCES CORP                                                            | CUSIP: 87613LCB3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5992270.80   | 0.22%             | 2026-03-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS              | TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP             | CUSIP: 87612BBG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8202000 | PA      | $8204688.28   | 0.30%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| THAIOIL TRSRY CENTER                  | THAIOIL TREASURY CENTER CO LTD                                                  | CUSIP: 88323AAC6<br>LEI: 549300NH03B9E8VGJR89 | Long             | DBT              | CORP              | TH        |    7610000 | PA      | $7660091.23   | 0.28%             | 2028-11-20      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TML HOLDINGS PTE LTD                  | TML HOLDINGS PTE LTD                                                            | CUSIP: BP9083935<br>LEI: 254900EBGMM47QH02V57 | Long             | DBT              | CORP              | SG        |    9200000 | PA      | $9191775.43   | 0.33%             | 2026-06-09      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                 | TORONTO-DOMINION BANK/THE                                                       | CUSIP: 89115KAA8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    6000000 | PA      | $6033405.19   | 0.22%             | 2028-06-02      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| TPMT 2017-4 A1 144A                   | TOWD POINT MORTGAGE TRUST 2017-4                                                | CUSIP: 89173UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      55316 | PA      | $54472.34     | 0.00%             | 2057-06-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| GRS - SECURITY LENDING COLLATERAL     | TREASURY RESERVE FUND - Collateral                                              | CUSIP: 000000000<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | STIV             | RF                | US        |    3487515 | NS      | $3487515.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TUM6P 103.5 PUT OPT 2YR FUT JUN 26    | TUM6P    103.5 PIT                                                              | CUSIP: 000000000<br>LEI: 254900HROIFWPRGM1V77 | N/A              | DIR              | CORP              | US        |       2000 | NC      | $31252.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TX 2024-HOU A 144A                    | TX TRUST 2024-HOU                                                               | CUSIP: 90216DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2440000 | PA      | $2441524.76   | 0.09%             | 2039-06-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG 144A                     | UBS GROUP AG                                                                    | CUSIP: 225401BC1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    5700000 | PA      | $5805698.19   | 0.21%             | 2027-12-22      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| U S TREASURY BILL                     | UNITED STATES TREASURY BILL                                                     | CUSIP: 912797TR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   13335000 | PA      | $13240654.19  | 0.48%             | 2026-05-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| U S TREASURY BILL                     | UNITED STATES TREASURY BILL                                                     | CUSIP: 912797SZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   13000000 | PA      | $12980366.06  | 0.47%             | 2026-03-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CLS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   11800000 | PA      | $11836414.06  | 0.43%             | 2026-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   12025000 | PA      | $12094519.53  | 0.44%             | 2027-02-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CME8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    8285000 | PA      | $8331926.76   | 0.30%             | 2026-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CPL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   15680000 | PA      | $15670812.50  | 0.57%             | 2027-11-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CLB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5575000 | PA      | $5591115.23   | 0.20%             | 2026-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CPE5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   26500000 | PA      | $26531054.69  | 0.97%             | 2027-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TYM6 US 10YR NOTE (CBT)JUN26          | US 10YR NOTE (CBT)JUN26                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |       -107 | NC      | $-53651.94    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UXYM6 US 10YR ULTRA FUT JUN26         | US 10YR ULTRA FUT JUN26                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        -86 | NC      | $-53872.12    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TUM6 US 2YR NOTE (CBT) JUN26          | US 2YR NOTE (CBT) JUN26                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |       -520 | NC      | $-122613.66   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FVM6 US 5YR NOTE (CBT) JUN26          | US 5YR NOTE (CBT) JUN26                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |       -676 | NC      | $-216854.04   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| USCLN 2023-1 B 144A                   | US BANK NA                                                                      | CUSIP: 90357PAV6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     906130 | PA      | $915098.00    | 0.03%             | 2032-08-25      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| US BANK NA CINCINNATI                 | US BANK NA/CINCINNATI OH                                                        | CUSIP: 90331HPT4<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |   11750000 | PA      | $11797224.27  | 0.43%             | 2028-05-15      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| USM6 US LONG BOND(CBT) JUN26          | US LONG BOND(CBT) JUN26                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        -34 | NC      | $-30329.36    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| WNM6 US ULTRA BOND CBT JUN26          | US ULTRA BOND CBT JUN26                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        -13 | NC      | $-15151.24    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JP MORGAN CHASE BANK                  | USD/JPY FWD 20260507 CHASGB2L                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $77262.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB                  | UTAH ACQUISITION SUB INC                                                        | CUSIP: 62854AAN4<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |   15400000 | PA      | $15374065.78  | 0.56%             | 2026-06-15      | Fixed         | 3.95%                 | 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        |    2137725 | PA      | $2173097.96   | 0.08%             | 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        |     451274 | PA      | $459826.53    | 0.02%             | 2031-12-12      | Fixed         | 5.68%                 | 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        |    7504504 | PA      | $7536595.19   | 0.27%             | 2028-03-13      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| VZMT 2024-6 B                         | VERIZON MASTER TRUST                                                            | CUSIP: 92348KDG5<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |    2295000 | PA      | $2309950.78   | 0.08%             | 2030-08-20      | Fixed         | 4.42%                 | 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        |    3209926 | PA      | $2952356.16   | 0.11%             | 2066-01-25      | Variable      | 0.81%                 | 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        |    2812397 | PA      | $2598194.98   | 0.09%             | 2066-02-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| VERUS 2021-R1 A1 144A                 | VERUS SECURITIZATION TRUST 2021-R1                                              | CUSIP: 92538BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     570794 | PA      | $554695.89    | 0.02%             | 2063-10-25      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| VERUS 2021-R3  A1 144A                | VERUS SECURITIZATION TRUST 2021-R3                                              | CUSIP: 92538EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3819254 | PA      | $3670391.76   | 0.13%             | 2064-04-25      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| VERUS 2023-3 A1 144A                  | VERUS SECURITIZATION TRUST 2023-3                                               | CUSIP: 92539GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4535969 | PA      | $4528507.48   | 0.16%             | 2068-03-25      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| VERUS 2023-8 A1 144A                  | VERUS SECURITIZATION TRUST 2023-8                                               | CUSIP: 92540DAA3<br>LEI: 213800DTJD5UKJR53O34 | Long             | ABS-MBS          | CORP              | US        |    1177562 | PA      | $1187490.76   | 0.04%             | 2068-12-25      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| VERUS 2023-INV3 A1 144A               | VERUS SECURITIZATION TRUST 2023-INV3                                            | CUSIP: 92540CAA5<br>LEI: 9845008F97BFO762AF95 | Long             | ABS-MBS          | CORP              | US        |    2667503 | PA      | $2695377.95   | 0.10%             | 2068-11-25      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| VERUS 2024-1 A1 144A                  | VERUS SECURITIZATION TRUST 2024-1                                               | CUSIP: 92540EAA1<br>LEI: 984500A3F1D749452747 | Long             | ABS-MBS          | CORP              | US        |    4927382 | PA      | $4954277.02   | 0.18%             | 2069-01-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| VERUS 2024-INV1 A1 144A               | VERUS SECURITIZATION TRUST 2024-INV1                                            | CUSIP: 92540FAA8<br>LEI: 9845000FE754F4AE7E70 | Long             | ABS-MBS          | CORP              | US        |    1780751 | PA      | $1800138.04   | 0.07%             | 2069-03-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| VERUS 2025-7 A1B 144A                 | VERUS SECURITIZATION TRUST 2025-7                                               | CUSIP: 924931AB4<br>LEI: 213800OVCAXDOBS94P47 | Long             | ABS-MBS          | CORP              | US        |    2399179 | PA      | $2411505.51   | 0.09%             | 2070-08-25      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                           | VIATRIS INC                                                                     | CUSIP: 92556VAC0<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    2250000 | PA      | $2193985.07   | 0.08%             | 2027-06-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| VSTA 2020-2 A1 144A                   | VISTA POINT SECURITIZATION TRUST 2020-2                                         | CUSIP: 92838TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     910641 | PA      | $887846.30    | 0.03%             | 2065-04-25      | Variable      | 1.48%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA 144A         | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                         | CUSIP: 928668CB6<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     750000 | PA      | $786940.20    | 0.03%             | 2028-11-16      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA 144A         | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                         | CUSIP: 928668CA8<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    5925000 | PA      | $5996685.37   | 0.22%             | 2026-11-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA 144A         | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                         | CUSIP: 928668CM2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    2189000 | PA      | $2232025.38   | 0.08%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA 144A         | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                         | CUSIP: 928668CL4<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    1880000 | PA      | $1899644.19   | 0.07%             | 2027-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA 144A         | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                         | CUSIP: 928668CN0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $6053643.79   | 0.22%             | 2027-03-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| VOLKSWAGEN GROUP AMERICA 144A         | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                         | CUSIP: 928668CG5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    2961000 | PA      | $3041560.01   | 0.11%             | 2029-03-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC                    | VOYA FINANCIAL INC                                                              | CUSIP: 929089AB6<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |   17754000 | PA      | $17738473.75  | 0.65%             | 2026-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| WELF 2021-2A A1R 144A                 | WELLFLEET CLO 2021-2 LTD                                                        | CUSIP: 95023AAL4<br>LEI: 2549005MTORTL04RYQ32 | Long             | ABS-CBDO         | CORP              | KY        |   11640000 | PA      | $11645307.84  | 0.42%             | 2034-07-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                 | WELLS FARGO & CO                                                                | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    6480000 | PA      | $6598990.57   | 0.24%             | 2028-04-22      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                 | WELLS FARGO & CO                                                                | CUSIP: 95000U4D2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6523162.38   | 0.24%             | 2030-01-23      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| WESTERN UNION CO/THE                  | WESTERN UNION CO/THE                                                            | CUSIP: 959802AZ2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |    9635000 | PA      | $9624042.44   | 0.35%             | 2026-03-15      | Fixed         | 1.35%                 | 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        |    2525000 | PA      | $2535421.94   | 0.09%             | 2040-09-18      | Fixed         | 4.08%                 | 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        |    1175000 | PA      | $1179290.04   | 0.04%             | 2033-09-20      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** /s/ Alan Dupski

**Name of Signer:** Alan Dupski

**Title:** Treasurer & Vice President