# EDGAR Filing Document

**Accession Number:** 0000731890
**File Stem:** 0001099263-25-001765
**Filing Date:** 2025-10
**Character Count:** 421422
**Document Hash:** 572aa61d574176e669ab33bc206ae68c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-25-001765.hdr.sgml**: 20251028

**ACCESSION NUMBER**: 0001099263-25-001765

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20251028

**DATE AS OF CHANGE**: 20251028

**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:** 251424234

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

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

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

## Series and Classes Contracts Data

### T. Rowe Price Short-Term Bond Fund, Inc. (Series ID: S000002141)

| Class ID   | Class Name                                       | Ticker Symbol   |
|:---|:---|:---|
| C000005536 | T. Rowe Price Short-Term Bond Fund, Inc.         | PRWBX           |
| C000005537 | T. Rowe Price Short-Term Bond Fund-Advisor Class | PASHX           |
| C000166333 | T. Rowe Price Short-Term Bond Fund-I Class       | TBSIX           |
| C000225824 | T. Rowe Price Short-Term Bond Fund-Z Class       | TRZOX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Baltimore

  - **State:** MD

  - **Foreign country:** US

  - **Zip / Postal Code:** 21231

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

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

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

- **b. EDGAR series identifier (if any):** S000002141

- **c. LEI of Series:** O3EF15Z749ITOPZMGX97

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

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

- **b. Date as of which information is reported:** 2025-08-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $4737487692.70

**Total Liabilities:** $107623402.35

**Net Assets:** $4629864290.35

**Stand-by Commitments:** $43910677.17

**Cash Not Reported:** $740.72

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -19375.721579 | **1-Year:** -346564.433955 | **5-Year:** -345235.902346 | **10-Year:** -64198.839332 | **30-Year:** -1.680120

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

- **3-Month:** -67.235537 | **1-Year:** -1749.690762 | **5-Year:** -1587.853673 | **10-Year:** -274.846423 | **30-Year:** -56.094484

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000005536 | 0.77%                | -0.06%               | 1.02%                |
| Class ID C000005537 | 0.53%                | 0.12%                | 0.99%                |
| Class ID C000166333 | 0.79%                | 0.16%                | 0.82%                |
| Class ID C000225824 | 0.81%                | -0.02%               | 1.07%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-8712.13                | $16731758.40                               |
| Month 2  | $672451.97               | $-8768101.66                               |
| Month 3  | $2092684.26              | $20215085.55                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                       | CUSIP: 00774MBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2160000 | PA      | $2206491.84   | 0.05%             | 2027-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                       | CUSIP: 00774MBG9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |  11189000 | PA      | $11552642.50  | 0.25%             | 2027-04-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| AES Corp/The                                                                    | AES CORP/THE                                                                    | CUSIP: 00130HCE3<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   9631000 | PA      | $9505825.89   | 0.21%             | 2026-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                                             | AFFIRM MASTER TRUST                                                             | CUSIP: 00833BAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3990000 | PA      | $4012189.59   | 0.09%             | 2033-07-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                                             | AFFIRM MASTER TRUST                                                             | CUSIP: 00833BAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4190000 | PA      | $4217790.18   | 0.09%             | 2033-07-15      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Alen 2021-ACEN Mortgage Trust                                                   | ALEN 2021-ACEN MORTGAGE TRUST                                                   | CUSIP: 01449NAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2610000 | PA      | $2531700.00   | 0.05%             | 2034-04-15      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Alinea CLO 2018-1 Ltd                                                           | ALINEA CLO 2018-1 LTD                                                           | CUSIP: 016269AE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1146095 | PA      | $1145572.92   | 0.02%             | 2031-07-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Alinea CLO 2018-1 Ltd                                                           | ALINEA CLO 2018-1 LTD                                                           | CUSIP: 016269AG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    600000 | PA      | $600210.29    | 0.01%             | 2031-07-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST 2023-A                                              | ALLY AUTO RECEIVABLES TRUST 2023-A                                              | CUSIP: 02008NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    304777 | PA      | $305600.24    | 0.01%             | 2034-01-17      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST 2023-A                                              | ALLY AUTO RECEIVABLES TRUST 2023-A                                              | CUSIP: 02008NAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1947065 | PA      | $1973496.41   | 0.04%             | 2034-01-17      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2024-A                                | ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2024-A                                | CUSIP: 02007GZ55<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    141250 | PA      | $143412.09    | 0.00%             | 2032-05-17      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2024-A                                | ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2024-A                                | CUSIP: 02007GZ63<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    155375 | PA      | $157465.10    | 0.00%             | 2032-05-17      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2024-B                                | ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2024-B                                | CUSIP: 02007G4B6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1062932 | PA      | $1071818.07   | 0.02%             | 2032-09-15      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2024-B                                | ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2024-B                                | CUSIP: 02007G4D2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1165797 | PA      | $1170527.61   | 0.03%             | 2032-09-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                | ALTRIA GROUP INC                                                                | CUSIP: 02209SAU7<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   5137000 | PA      | $5055095.67   | 0.11%             | 2026-09-16      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| American Airlines 2017-2 Class B                                                | AMERICAN AIRLINES 2017-2 CLASS B                                                | CUSIP: 02377DAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1939122 | PA      | $1930481.76   | 0.04%             | 2025-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                  | AMERICAN ELECTRIC POWER CO INC                                                  | CUSIP: 025537AY7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   8040000 | PA      | $8287189.80   | 0.18%             | 2029-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                             | AMERICAN EXPRESS CO                                                             | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   5340000 | PA      | $5424574.92   | 0.12%             | 2029-04-25      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                             | AMERICAN EXPRESS CO                                                             | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2625000 | PA      | $2655066.75   | 0.06%             | 2028-02-16      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                             | AMERICAN EXPRESS CO                                                             | CUSIP: 025816DV8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   4305000 | PA      | $4376234.84   | 0.09%             | 2028-07-26      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                             | AMERICAN EXPRESS CO                                                             | CUSIP: 025816DU0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   5175000 | PA      | $5396355.45   | 0.12%             | 2030-04-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                     | AMERICAN HONDA FINANCE CORP                                                     | CUSIP: 02665WEV9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   8055000 | PA      | $8402114.12   | 0.18%             | 2028-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                             | AMERICAN TOWER CORP                                                             | CUSIP: 03027XAP5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   4480000 | PA      | $4427118.08   | 0.10%             | 2027-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                             | AMERICAN TOWER CORP                                                             | CUSIP: 03027XBL3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |  11099000 | PA      | $10896798.42  | 0.24%             | 2026-04-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust 2021-2                                 | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2021-2                                 | CUSIP: 03066RAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8770000 | PA      | $8653868.54   | 0.19%             | 2027-06-18      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                   | AMPHENOL CORP                                                                   | CUSIP: 032095AM3<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   9211000 | PA      | $9225323.11   | 0.20%             | 2026-03-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Amrize Finance US LLC                                                           | AMRIZE FINANCE US LLC                                                           | CUSIP: 43475RAB2<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |   6565000 | PA      | $6647830.61   | 0.14%             | 2028-04-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Amrize Finance US LLC                                                           | AMRIZE FINANCE US LLC                                                           | CUSIP: 43475RAC0<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |   2415000 | PA      | $2455741.05   | 0.05%             | 2030-04-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Amur Equipment Finance Receivables X LLC                                        | AMUR EQUIPMENT FINANCE RECEIVABLES X LLC                                        | CUSIP: 03236VAF8<br>LEI: 549300K5Y88MV8B4M421 | Long             | ABS-O            | CORP              | US        |   4900000 | PA      | $4898386.43   | 0.11%             | 2028-12-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2021-1                                                 | ANGEL OAK MORTGAGE TRUST 2021-1                                                 | CUSIP: 03465CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3048226 | PA      | $2659277.13   | 0.06%             | 2066-01-25      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2021-2                                                 | ANGEL OAK MORTGAGE TRUST 2021-2                                                 | CUSIP: 03465DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2974156 | PA      | $2566910.26   | 0.06%             | 2066-04-25      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2021-2                                                 | ANGEL OAK MORTGAGE TRUST 2021-2                                                 | CUSIP: 03465DAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    859012 | PA      | $744817.27    | 0.02%             | 2066-04-25      | Variable      | 1.19%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2025-5                                                 | ANGEL OAK MORTGAGE TRUST 2025-5                                                 | CUSIP: 03466EAA8<br>LEI: 254900QA46POYH7UR768 | Long             | ABS-MBS          | CORP              | US        |  11571398 | PA      | $11678600.79  | 0.25%             | 2070-04-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Anthelion CLO 2025-1 Ltd                                                        | ANTHELION CLO 2025-1 LTD                                                        | CUSIP: 03676GAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7045000 | PA      | $7051213.20   | 0.15%             | 2036-07-20      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| APA Infrastructure Ltd                                                          | APA INFRASTRUCTURE LTD                                                          | CUSIP: 00205GAD9<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |  11219000 | PA      | $11209205.81  | 0.24%             | 2027-07-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co                                                            | APPALACHIAN POWER CO                                                            | CUSIP: 037735CW5<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |  10397000 | PA      | $10256890.03  | 0.22%             | 2027-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Arbys Funding LLC                                                               | ARBYS FUNDING LLC                                                               | CUSIP: 038779AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12048850 | PA      | $11597274.77  | 0.25%             | 2050-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust 2024-B                                                    | ARI FLEET LEASE TRUST 2024-B                                                    | CUSIP: 04033HAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3744107 | PA      | $3772075.32   | 0.08%             | 2033-04-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Aspen Insurance Holdings Ltd                                                    | ASPEN INSURANCE HOLDINGS LTD                                                    | CUSIP: 04530DAE2<br>LEI: 549300YX6HECG9XQCQ75 | Long             | DBT              | CORP              | BM        |   3015000 | PA      | $3132428.34   | 0.07%             | 2030-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                                                                        | CUSIP: 00206RGL0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2395000 | PA      | $2387858.11   | 0.05%             | 2028-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                           | ATHENE GLOBAL FUNDING                                                           | CUSIP: 04685A4A6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   5285000 | PA      | $5310769.66   | 0.11%             | 2026-08-27      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                           | ATHENE GLOBAL FUNDING                                                           | CUSIP: 04685A3S8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   6780000 | PA      | $6819818.94   | 0.15%             | 2026-02-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                           | ATHENE GLOBAL FUNDING                                                           | CUSIP: 04685A3X7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   5190000 | PA      | $5276340.84   | 0.11%             | 2027-07-09      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Atlassian Corp                                                                  | ATLASSIAN CORP                                                                  | CUSIP: 049468AA9<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |   2605000 | PA      | $2679865.10   | 0.06%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                    | AUTOZONE INC                                                                    | CUSIP: 053332BM3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |   5080000 | PA      | $5238968.44   | 0.11%             | 2030-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Auxilior Term Funding 2023-1 LLC                                                | AUXILIOR TERM FUNDING 2023-1 LLC                                                | CUSIP: 05335JAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2466041 | PA      | $2484950.90   | 0.05%             | 2028-12-15      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Auxilior Term Funding 2024-1 LLC                                                | AUXILIOR TERM FUNDING 2024-1 LLC                                                | CUSIP: 05335FAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2955000 | PA      | $3014755.42   | 0.07%             | 2031-07-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                        | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC                                        | CUSIP: 05377RFX7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   2065000 | PA      | $2073236.67   | 0.04%             | 2027-04-20      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                        | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC                                        | CUSIP: 05377RGN8<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1455000 | PA      | $1466198.55   | 0.03%             | 2027-10-20      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd                                                     | AVOLON HOLDINGS FUNDING LTD                                                     | CUSIP: 05401AAM3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   3687000 | PA      | $3643545.02   | 0.08%             | 2026-02-21      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd                                                     | AVOLON HOLDINGS FUNDING LTD                                                     | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   2200000 | PA      | $2302726.80   | 0.05%             | 2028-05-04      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd                                                     | AVOLON HOLDINGS FUNDING LTD                                                     | CUSIP: 05401AAU5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   4810000 | PA      | $4968470.26   | 0.11%             | 2029-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BACARDI-MARTINI BV                                                              | BACARDI MARTINI B V DIS 0.0 11SEP25                                             | CUSIP: 05634EWB4<br>LEI: 5493002XXBV8B88K2408 | Long             | DBT              | CORP              | NL        |  12525000 | PA      | $12503185.21  | 0.27%             | 2025-09-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                                                 | BAE SYSTEMS PLC                                                                 | CUSIP: 05523RAH0<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |   5475000 | PA      | $5538614.03   | 0.12%             | 2027-03-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Balboa Bay Loan Funding 2023-1 Ltd                                              | BALBOA BAY LOAN FUNDING 2023-1 LTD                                              | CUSIP: 05765DAR6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4305000 | PA      | $4313683.19   | 0.09%             | 2036-04-20      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER SA                                                              | CUSIP: 05964HBA2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   4000000 | PA      | $4070820.00   | 0.09%             | 2028-03-14      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Bank 2019-BNK19                                                                 | BANK 2019-BNK19                                                                 | CUSIP: 06540WBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    279273 | PA      | $264566.79    | 0.01%             | 2061-08-15      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| BANK 2024-BNK47                                                                 | BANK 2024-BNK47                                                                 | CUSIP: 06540GAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    967597 | PA      | $993284.52    | 0.02%             | 2057-06-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMERICA CORP                                                            | CUSIP: 06051GLE7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3965000 | PA      | $3980558.66   | 0.09%             | 2027-01-20      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMERICA CORP                                                            | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5125000 | PA      | $5008549.75   | 0.11%             | 2027-07-22      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMERICA CORP                                                            | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   9115000 | PA      | $9204454.61   | 0.20%             | 2029-05-09      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                | BANK OF NEW YORK MELLON CORP/THE                                                | CUSIP: 06406RBQ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   6805000 | PA      | $6838432.97   | 0.15%             | 2027-04-26      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon/The                                                     | BANK OF NEW YORK MELLON/THE                                                     | CUSIP: 06405LAH4<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |   6635000 | PA      | $6745539.10   | 0.15%             | 2029-04-20      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR11                                                                | BANK5 2024-5YR11                                                                | CUSIP: 06644WBL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3815000 | PA      | $3991761.92   | 0.09%             | 2057-11-15      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR12                                                                | BANK5 2024-5YR12                                                                | CUSIP: 06644XBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6435000 | PA      | $6781756.41   | 0.15%             | 2057-12-15      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR12                                                                | BANK5 2024-5YR12                                                                | CUSIP: 06644XBP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2725000 | PA      | $2855582.82   | 0.06%             | 2057-12-15      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR9                                                                 | BANK5 2024-5YR9                                                                 | CUSIP: 06644VBA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3693708 | PA      | $3728207.02   | 0.08%             | 2057-08-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                           | BANQUE FEDERATIVE DU CREDIT MUTUEL SA                                           | CUSIP: 06675FAZ0<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   4965000 | PA      | $4973991.62   | 0.11%             | 2026-01-26      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                                                                    | CUSIP: 06738ECC7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   4915000 | PA      | $4934576.45   | 0.11%             | 2026-11-02      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                                                                    | CUSIP: 06738ECX1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   6705000 | PA      | $6803221.55   | 0.15%             | 2029-02-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                                                                    | CUSIP: 06738EDD4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   3745000 | PA      | $3732113.46   | 0.08%             | 2029-11-11      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| BAT International Finance PLC                                                   | BAT INTERNATIONAL FINANCE PLC                                                   | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   7140000 | PA      | $7029508.50   | 0.15%             | 2026-03-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| BAT International Finance PLC                                                   | BAT INTERNATIONAL FINANCE PLC                                                   | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |  13155000 | PA      | $13207225.35  | 0.29%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Battalion CLO XII Ltd                                                           | BATTALION CLO XII LTD                                                           | CUSIP: 07133RBA2<br>LEI: 549300JIE0P78OIZGS60 | Long             | ABS-CBDO         | CORP              | KY        |   6065000 | PA      | $6067832.78   | 0.13%             | 2031-05-17      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Battalion CLO XII Ltd                                                           | BATTALION CLO XII LTD                                                           | CUSIP: 07133RAY1<br>LEI: 549300JIE0P78OIZGS60 | Long             | ABS-CBDO         | CORP              | KY        |   5600000 | PA      | $5600251.27   | 0.12%             | 2031-05-17      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Battalion Clo XV Ltd                                                            | BATTALION CLO XV LTD                                                            | CUSIP: 07131AAM6<br>LEI: 549300CJP8HGT746II19 | Long             | ABS-CBDO         | CORP              | KY        |  17167164 | PA      | $17167171.16  | 0.37%             | 2033-01-17      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Battalion Clo XV Ltd                                                            | BATTALION CLO XV LTD                                                            | CUSIP: 07131AAT1<br>LEI: 549300CJP8HGT746II19 | Long             | ABS-CBDO         | CORP              | KY        |   4035000 | PA      | $4036676.58   | 0.09%             | 2033-01-17      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Battalion Clo XXI Ltd                                                           | BATTALION CLO XXI LTD                                                           | CUSIP: 07134WAS2<br>LEI: 549300EOF4JL75TYXX49 | Long             | ABS-CBDO         | CORP              | KY        |   3540000 | PA      | $3546084.02   | 0.08%             | 2034-07-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | BAYVIEW FINANCING TRUST 2024-2F A                                               | CUSIP: 07336XAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5447843 | PA      | $5474809.75   | 0.12%             | 2029-11-01      | Variable      | 7.07%                 | Yes           |                  3 | On Loan: No      |
| Bayview Opportunity Master Fund VII 2024-CAR1 LLC                               | BAYVIEW OPPORTUNITY MASTER FUND VII 2024-CAR1 LLC                               | CUSIP: 07336QAA0<br>LEI: 254900S53K9VTUR1UX42 | Long             | ABS-O            | CORP              | US        |   1552850 | PA      | $1557199.09   | 0.03%             | 2031-12-26      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                                           | BECTON DICKINSON & CO                                                           | CUSIP: 075887CQ0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |  10060000 | PA      | $10177108.46  | 0.22%             | 2028-02-13      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V11 Mortgage Trust                                               | BENCHMARK 2024-V11 MORTGAGE TRUST                                               | CUSIP: 081921BC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3235000 | PA      | $3394645.31   | 0.07%             | 2057-11-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V6 Mortgage Trust                                                | BENCHMARK 2024-V6 MORTGAGE TRUST                                                | CUSIP: 081927AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    830004 | PA      | $834005.75    | 0.02%             | 2057-03-15      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V8 Mortgage Trust                                                | BENCHMARK 2024-V8 MORTGAGE TRUST                                                | CUSIP: 08190AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2347734 | PA      | $2391685.21   | 0.05%             | 2057-07-15      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| BINOM Securitization Trust 2021-INV1                                            | BINOM SECURITIZATION TRUST 2021-INV1                                            | CUSIP: 05552UAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1717649 | PA      | $1583058.57   | 0.03%             | 2056-06-25      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Blue Owl Asset Leasing Trust 2024-1 LLC                                         | BLUE OWL ASSET LEASING TRUST 2024-1 LLC                                         | CUSIP: 095921AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1330000 | PA      | $1346765.45   | 0.03%             | 2030-03-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Blue Owl Asset Leasing Trust 2024-1 LLC                                         | BLUE OWL ASSET LEASING TRUST 2024-1 LLC                                         | CUSIP: 095921AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4011896 | PA      | $4027380.19   | 0.09%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BlueMountain CLO 2016-3 Ltd                                                     | BLUEMOUNTAIN CLO 2016-3 LTD                                                     | CUSIP: 09628VAW4<br>LEI: 549300EYIDIF4X8MHI21 | Long             | ABS-CBDO         | CORP              | KY        |   4425558 | PA      | $4427694.55   | 0.10%             | 2030-11-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| BlueMountain CLO 2018-3 Ltd                                                     | BLUEMOUNTAIN CLO 2018-3 LTD                                                     | CUSIP: 09630AAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3448335 | PA      | $3453683.30   | 0.07%             | 2030-10-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C4 Mortgage Trust                                                     | BMO 2024-5C4 MORTGAGE TRUST                                                     | CUSIP: 09660SAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6350000 | PA      | $6775911.01   | 0.15%             | 2057-05-15      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| BMO 2024-C8 Mortgage Trust                                                      | BMO 2024-C8 MORTGAGE TRUST                                                      | CUSIP: 05593HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1838618 | PA      | $1859565.31   | 0.04%             | 2057-03-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                              | BMW US CAPITAL LLC                                                              | CUSIP: 05565ECQ6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |  11810000 | PA      | $11921887.94  | 0.26%             | 2027-08-13      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP PARIBAS SA                                                                  | CUSIP: 09659W3C6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |  11255000 | PA      | $11353188.62  | 0.25%             | 2029-05-09      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO/THE                                                                   | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   4995000 | PA      | $4787962.25   | 0.10%             | 2029-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO/THE                                                                   | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   9763000 | PA      | $10053605.46  | 0.22%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO/THE                                                                   | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   3925000 | PA      | $3885695.05   | 0.08%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton Inc                                                         | BOOZ ALLEN HAMILTON INC                                                         | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |  11780000 | PA      | $11517895.00  | 0.25%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton Inc                                                         | BOOZ ALLEN HAMILTON INC                                                         | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1248170.24   | 0.03%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Bowling Green Park CLO LLC                                                      | BOWLING GREEN PARK CLO LLC                                                      | CUSIP: 102875AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9730000 | PA      | $9721244.85   | 0.21%             | 2035-04-18      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                  | BP CAPITAL MARKETS AMERICA INC                                                  | CUSIP: 10373QAE0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   3769000 | PA      | $3784916.49   | 0.08%             | 2028-11-06      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                          | BP CAPITAL MARKETS PLC                                                          | CUSIP: 05565QDH8<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |   5544000 | PA      | $5482162.22   | 0.12%             | 2028-11-28      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| BPR Trust 2021-TY                                                               | BPR TRUST 2021-TY                                                               | CUSIP: 05592AAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6525000 | PA      | $6520940.15   | 0.14%             | 2038-09-15      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| BRE Grand Islander Timeshare Issuer 2019-A LLC                                  | BRE GRAND ISLANDER TIMESHARE ISSUER 2019-A LLC                                  | CUSIP: 05588UAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1408489 | PA      | $1391936.48   | 0.03%             | 2033-09-26      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial Global Funding                                            | BRIGHTHOUSE FINANCIAL GLOBAL FUNDING                                            | CUSIP: 10921U2C1<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |   1680000 | PA      | $1642576.32   | 0.04%             | 2026-05-24      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                               | BROWN & BROWN INC                                                               | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   2575000 | PA      | $2601190.33   | 0.06%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP                                                                  | BRUNSWICK CORP/DE                                                               | CUSIP: 11704MW45<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |  12740000 | PA      | $12729535.36  | 0.27%             | 2025-09-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd Finance Corp                                                          | BUNGE LTD FINANCE CORP                                                          | CUSIP: 120568BM1<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   7230000 | PA      | $7296349.71   | 0.16%             | 2027-04-21      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd Finance Corp                                                          | BUNGE LTD FINANCE CORP                                                          | CUSIP: 120568BL3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   1515000 | PA      | $1491858.38   | 0.03%             | 2026-04-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2024-GPA3                                          | BX COMMERCIAL MORTGAGE TRUST 2024-GPA3                                          | CUSIP: 123910AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3621985 | PA      | $3632171.53   | 0.08%             | 2039-12-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2024-MDHS                                          | BX COMMERCIAL MORTGAGE TRUST 2024-MDHS                                          | CUSIP: 12433BAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4665147 | PA      | $4676809.91   | 0.10%             | 2041-05-15      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2024-MDHS                                          | BX COMMERCIAL MORTGAGE TRUST 2024-MDHS                                          | CUSIP: 12433BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4748793 | PA      | $4760664.69   | 0.10%             | 2041-05-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2024-SLCT                                          | BX COMMERCIAL MORTGAGE TRUST 2024-SLCT                                          | CUSIP: 12433JAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5925000 | PA      | $5876875.37   | 0.13%             | 2042-01-15      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2024-SLCT                                          | BX COMMERCIAL MORTGAGE TRUST 2024-SLCT                                          | CUSIP: 12433JAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2275000 | PA      | $2274333.43   | 0.05%             | 2042-01-15      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| BX Trust 2021-VIEW                                                              | BX TRUST 2021-VIEW                                                              | CUSIP: 05606GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3785000 | PA      | $3781451.56   | 0.08%             | 2036-06-15      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| BX Trust 2025-GW                                                                | BX TRUST 2025-GW                                                                | CUSIP: 12433GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1415000 | PA      | $1418719.04   | 0.03%             | 2042-07-15      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                    | CAIXABANK SA                                                                    | CUSIP: 12803RAB0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   6125000 | PA      | $6269868.50   | 0.14%             | 2027-09-13      | Variable      | 6.68%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                          | CANADIAN NAT RES LTD D 0.00 25SEP25                                             | CUSIP: 13638WWR9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |  11590000 | PA      | $11549081.51  | 0.25%             | 2025-09-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                  | CANADIAN NATURAL RESOURCES LTD                                                  | CUSIP: 136385AX9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   5283000 | PA      | $5241618.26   | 0.11%             | 2027-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                     | CANADIAN PACIFIC RAILWAY CO                                                     | CUSIP: 13645RBE3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   4645000 | PA      | $4521847.12   | 0.10%             | 2026-12-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | CAPITAL ONE FINANCIAL CORP                                                      | CUSIP: 14040HDB8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   2860000 | PA      | $2946500.70   | 0.06%             | 2027-10-29      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | CAPITAL ONE FINANCIAL CORP                                                      | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3149241.00   | 0.07%             | 2029-06-08      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                             | CARDINAL HEALTH INC                                                             | CUSIP: 14149YBU1<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |   4990000 | PA      | $4995439.10   | 0.11%             | 2030-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2023-3                                                  | CARMAX AUTO OWNER TRUST 2023-3                                                  | CUSIP: 14319BAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2515000 | PA      | $2589168.61   | 0.06%             | 2030-12-16      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2023-3                                                  | CARMAX AUTO OWNER TRUST 2023-3                                                  | CUSIP: 14319BAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5070000 | PA      | $5179232.14   | 0.11%             | 2029-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2023-4                                                  | CARMAX AUTO OWNER TRUST 2023-4                                                  | CUSIP: 14318XAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8020000 | PA      | $8351388.00   | 0.18%             | 2029-05-15      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2024-1                                                  | CARMAX AUTO OWNER TRUST 2024-1                                                  | CUSIP: 14318WAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3605000 | PA      | $3681157.07   | 0.08%             | 2029-08-15      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2024-2                                                  | CARMAX AUTO OWNER TRUST 2024-2                                                  | CUSIP: 14319EAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $415956.36    | 0.01%             | 2030-10-15      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2024-3                                                  | CARMAX AUTO OWNER TRUST 2024-3                                                  | CUSIP: 14319GAH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1525000 | PA      | $1563022.83   | 0.03%             | 2031-01-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Carmax Select Receivables Trust 2024-A                                          | CARMAX SELECT RECEIVABLES TRUST 2024-A                                          | CUSIP: 14319FAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6990000 | PA      | $7148659.02   | 0.15%             | 2030-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Carmax Select Receivables Trust 2024-A                                          | CARMAX SELECT RECEIVABLES TRUST 2024-A                                          | CUSIP: 14319FAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1640000 | PA      | $1666549.63   | 0.04%             | 2030-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2022-N1                                          | CARVANA AUTO RECEIVABLES TRUST 2022-N1                                          | CUSIP: 14686GAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    177193 | PA      | $174816.60    | 0.00%             | 2028-12-11      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2022-P1                                          | CARVANA AUTO RECEIVABLES TRUST 2022-P1                                          | CUSIP: 14688DAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12803282 | PA      | $12745018.97  | 0.28%             | 2028-02-10      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2024-N2                                          | CARVANA AUTO RECEIVABLES TRUST 2024-N2                                          | CUSIP: 14687VAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4955000 | PA      | $5033203.77   | 0.11%             | 2030-09-10      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| CBRE Services Inc                                                               | CBRE SERVICES INC                                                               | CUSIP: 12505BAJ9<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |   2485000 | PA      | $2521946.98   | 0.05%             | 2030-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                        | CELANESE US HOLDINGS LLC                                                        | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   3274000 | PA      | $3355850.00   | 0.07%             | 2027-07-15      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                        | CELANESE US HOLDINGS LLC                                                        | CUSIP: 15089QAK0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   5220000 | PA      | $5004675.00   | 0.11%             | 2026-08-05      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                     | CENCORA INC                                                                     | CUSIP: 03073EAV7<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |   3970000 | PA      | $4012475.03   | 0.09%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                     | CENCORA INC                                                                     | CUSIP: 03073EAP0<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |   1454000 | PA      | $1430926.47   | 0.03%             | 2027-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                     | CENCORA INC                                                                     | CUSIP: 03073EAW5<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |   2125000 | PA      | $2173420.25   | 0.05%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CENT 2025-CITY                                                                  | CENT 2025-CITY                                                                  | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5365000 | PA      | $5435627.54   | 0.12%             | 2040-07-10      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                    | CENTENE CORP                                                                    | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $19128660.00  | 0.41%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                         | CHARLES SCHWAB CORP/THE                                                         | CUSIP: 808513BY0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |  11128000 | PA      | $10871065.61  | 0.23%             | 2027-03-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CUSIP: 161175CM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2995000 | PA      | $3061429.10   | 0.07%             | 2026-11-10      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Chase Auto Credit Linked Notes Series 2025-1                                    | CHASE AUTO CREDIT LINKED NOTES SERIES 2025-1                                    | CUSIP: 46591HCS7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4013382 | PA      | $4038963.56   | 0.09%             | 2033-02-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Chenango Park CLO Ltd                                                           | CHENANGO PARK CLO LTD                                                           | CUSIP: 16409TAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3710000 | PA      | $3718660.44   | 0.08%             | 2030-04-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Chenango Park CLO Ltd                                                           | CHENANGO PARK CLO LTD                                                           | CUSIP: 16409TAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7815000 | PA      | $7821891.11   | 0.17%             | 2030-04-15      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                                            | CHENIERE CORPUS CHRISTI HOLDINGS LLC                                            | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |   6487000 | PA      | $6547121.52   | 0.14%             | 2027-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CIFC Funding 2016-I Ltd                                                         | CIFC FUNDING 2016-I LTD                                                         | CUSIP: 17180TBS0<br>LEI: 54930076OPDXR0U68E20 | Long             | ABS-CBDO         | CORP              | KY        |   3685000 | PA      | $3617253.08   | 0.08%             | 2031-10-21      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| CIFC Funding 2016-I Ltd                                                         | CIFC FUNDING 2016-I LTD                                                         | CUSIP: 17180TBL5<br>LEI: 54930076OPDXR0U68E20 | Long             | ABS-CBDO         | CORP              | KY        |   8873856 | PA      | $8870893.45   | 0.19%             | 2031-10-21      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                                                                   | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4635000 | PA      | $4751968.86   | 0.10%             | 2030-02-13      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                                               | CITIGROUP MORTGAGE LOAN TRUST INC                                               | CUSIP: 17328PAQ6<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |   3203958 | PA      | $2774676.04   | 0.06%             | 2050-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Clarus Capital Funding 2024-1 LLC                                               | CLARUS CAPITAL FUNDING 2024-1 LLC                                               | CUSIP: 18271JAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    480022 | PA      | $481165.99    | 0.01%             | 2032-08-20      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Clarus Capital Funding 2024-1 LLC                                               | CLARUS CAPITAL FUNDING 2024-1 LLC                                               | CUSIP: 18271JAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    990000 | PA      | $992115.53    | 0.02%             | 2032-08-20      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| CNO Global Funding                                                              | CNO GLOBAL FUNDING                                                              | CUSIP: 18977W2G4<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   2586000 | PA      | $2621746.28   | 0.06%             | 2027-12-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CNO Global Funding                                                              | CNO GLOBAL FUNDING                                                              | CUSIP: 18977W2A7<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |  10627000 | PA      | $10324491.82  | 0.22%             | 2026-10-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Europacific Partners PLC                                              | COCA-COLA EUROPACIFIC PARTNERS PLC                                              | CUSIP: 19123MAF0<br>LEI: 549300LTH67W4GWMRF57 | Long             | DBT              | CORP              | GB        |   1091000 | PA      | $1051932.38   | 0.02%             | 2027-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| COLT 2020-3 Mortgage Loan Trust                                                 | COLT 2020-3 MORTGAGE LOAN TRUST                                                 | CUSIP: 12597QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     86894 | PA      | $85549.51     | 0.00%             | 2065-04-27      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| COLT 2021-1 Mortgage Loan Trust                                                 | COLT 2021-1 MORTGAGE LOAN TRUST                                                 | CUSIP: 19688EAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1883017 | PA      | $1639578.25   | 0.04%             | 2066-06-25      | Variable      | 1.37%                 | No            |                  2 | On Loan: No      |
| COLT 2024-6 Mortgage Loan Trust                                                 | COLT 2024-6 MORTGAGE LOAN TRUST                                                 | CUSIP: 19688XAB2<br>LEI: 213800U2X2TO1PQH1O75 | Long             | ABS-MBS          | CORP              | US        |   6201919 | PA      | $6241301.65   | 0.13%             | 2069-11-25      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| COLT 2024-INV4 Mortgage Loan Trust                                              | COLT 2024-INV4 MORTGAGE LOAN TRUST                                              | CUSIP: 19688QAC5<br>LEI: 2138008UGM66WOAUY633 | Long             | ABS-MBS          | CORP              | US        |   6068238 | PA      | $6121847.51   | 0.13%             | 2069-05-25      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| COLT 2025-4 Mortgage Loan Trust                                                 | COLT 2025-4 MORTGAGE LOAN TRUST                                                 | CUSIP: 12674HAA0<br>LEI: 2138002WIT3BHLQD3E93 | Long             | ABS-MBS          | CORP              | US        |   2504840 | PA      | $2536440.61   | 0.05%             | 2070-04-25      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| COLT 2025-INV2 Mortgage Loan Trust                                              | COLT 2025-INV2 MORTGAGE LOAN TRUST                                              | CUSIP: 12673UAA2<br>LEI: 213800M5KYYIOHI7KW93 | Long             | ABS-MBS          | CORP              | US        |   4904884 | PA      | $4945757.93   | 0.11%             | 2070-02-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Holding Co LLC                                               | COLUMBIA PIPELINES HOLDING CO LLC                                               | CUSIP: 19828AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1072660.64   | 0.02%             | 2026-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                                                                    | CUSIP: 20030NCT6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2785000 | PA      | $2793288.16   | 0.06%             | 2028-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| COMM 2014-CCRE15 Mortgage Trust                                                 | COMM 2014-CCRE15 MORTGAGE TRUST                                                 | CUSIP: 12591RBD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3210103 | PA      | $3140827.13   | 0.07%             | 2047-02-10      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| COMM 2014-CCRE19 Mortgage Trust                                                 | COMM 2014-CCRE19 MORTGAGE TRUST                                                 | CUSIP: 12592GAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     96497 | PA      | $93601.54     | 0.00%             | 2047-08-10      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                              | CONAGRA BRANDS INC                                                              | CUSIP: 205887CK6<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |   1990000 | PA      | $2007830.40   | 0.04%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Series 2025-R01                                   | CONNECTICUT AVENUE SECURITIES SERIES 2025-R01                                   | CUSIP: 20755JAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4299896 | PA      | $4302598.95   | 0.09%             | 2045-01-25      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R03                                    | CONNECTICUT AVENUE SECURITIES TRUST 2025-R03                                    | CUSIP: 20754VAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2122441 | PA      | $2138911.58   | 0.05%             | 2045-03-25      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R05                                    | CONNECTICUT AVENUE SECURITIES TRUST 2025-R05                                    | CUSIP: 20753CAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3825921 | PA      | $3835880.24   | 0.08%             | 2045-07-25      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                             | CONSTELLATION ENERGY GENERATION LLC                                             | CUSIP: 210385AB6<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   3910000 | PA      | $4055889.92   | 0.09%             | 2028-03-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                                       | COREBRIDGE GLOBAL FUNDING                                                       | CUSIP: 00138CAX6<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2366375.70   | 0.05%             | 2029-01-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                                       | COREBRIDGE GLOBAL FUNDING                                                       | CUSIP: 00138CBG2<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   4710000 | PA      | $4723272.78   | 0.10%             | 2028-08-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                                       | COREBRIDGE GLOBAL FUNDING                                                       | CUSIP: 00138CBB3<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   2475000 | PA      | $2497564.58   | 0.05%             | 2027-08-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Corp Nacional del Cobre de Chile                                                | CORP NACIONAL DEL COBRE DE CHILE                                                | CUSIP: ZR7485918<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |  10190000 | PA      | $9569762.52   | 0.21%             | 2029-09-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cox Communications Inc                                                          | COX COMMUNICATIONS INC                                                          | CUSIP: 224044CG0<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   2825000 | PA      | $2790800.55   | 0.06%             | 2026-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Cox Communications Inc                                                          | COX COMMUNICATIONS INC                                                          | CUSIP: 224044CJ4<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   2570000 | PA      | $2525104.67   | 0.05%             | 2027-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                              | CREDIT AGRICOLE SA                                                              | CUSIP: 22535WAP2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   6930000 | PA      | $7035772.59   | 0.15%             | 2029-01-09      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                              | CREDIT AGRICOLE SA                                                              | CUSIP: 22535WAR8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   4470000 | PA      | $4569765.93   | 0.10%             | 2031-05-27      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Cross 2024-H6 Mortgage Trust                                                    | CROSS 2024-H6 MORTGAGE TRUST                                                    | CUSIP: 227919AB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4151922 | PA      | $4149118.13   | 0.09%             | 2069-09-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INC                                                                | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   3330000 | PA      | $3377076.21   | 0.07%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INC                                                                | CUSIP: 22822VAB7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   4475000 | PA      | $4470596.60   | 0.10%             | 2026-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INC                                                                | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   7465000 | PA      | $7312027.22   | 0.16%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INC                                                                | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   9140000 | PA      | $8880241.20   | 0.19%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INC                                                                | CUSIP: 22822VBB6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   4700000 | PA      | $4756296.60   | 0.10%             | 2028-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INC                                                                | CUSIP: 22822VAL5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    945000 | PA      | $941340.96    | 0.02%             | 2029-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INC                                                                | CUSIP: 22822VBD2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   3540000 | PA      | $3677472.36   | 0.08%             | 2029-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Crown Castle Towers LLC                                                         | CROWN CASTLE TOWERS LLC                                                         | CUSIP: 22822RBH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2075000 | PA      | $2049772.30   | 0.04%             | 2028-07-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| CSL Finance PLC                                                                 | CSL FINANCE PLC                                                                 | CUSIP: 12661PAA7<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |   2575000 | PA      | $2565902.53   | 0.06%             | 2027-04-27      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS HEALTH CORP                                                                 | CUSIP: 126650DF4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2945000 | PA      | $2905154.15   | 0.06%             | 2026-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS HEALTH CORP                                                                 | CUSIP: 126650DS6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |  13414000 | PA      | $13432819.84  | 0.29%             | 2026-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS HEALTH CORP                                                                 | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |  13114000 | PA      | $12381229.02  | 0.27%             | 2027-08-21      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS HEALTH CORP                                                                 | CUSIP: 126650CU2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   4883000 | PA      | $4817001.37   | 0.10%             | 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        |   4105000 | PA      | $4106687.16   | 0.09%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC                                              | CYRUSONE DATA CENTERS ISSUER I LLC                                              | CUSIP: 23284BAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9325000 | PA      | $9157578.02   | 0.20%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                         | DAIMLER TRUCK FINANCE NORTH AMERICA LLC                                         | CUSIP: 233853BG4<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   5380000 | PA      | $5387806.38   | 0.12%             | 2027-08-12      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                         | DAIMLER TRUCK FINANCE NORTH AMERICA LLC                                         | CUSIP: 233853AV2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   2215000 | PA      | $2235663.74   | 0.05%             | 2027-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                         | DAIMLER TRUCK FINANCE NORTH AMERICA LLC                                         | CUSIP: 233853AY6<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   4210000 | PA      | $4277629.44   | 0.09%             | 2027-09-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                 | DANSKE BANK A/S                                                                 | CUSIP: 23636ABG5<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   4760000 | PA      | $4845246.84   | 0.10%             | 2028-03-01      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                 | DANSKE BANK A/S                                                                 | CUSIP: 23636ABE0<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   3080000 | PA      | $3081195.04   | 0.07%             | 2026-09-22      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                 | DANSKE BANK A/S                                                                 | CUSIP: 23636ABJ9<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   4555000 | PA      | $4592428.44   | 0.10%             | 2030-10-02      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants Inc                                                          | DARDEN RESTAURANTS INC                                                          | CUSIP: 237194AP0<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |   6645000 | PA      | $6668789.10   | 0.14%             | 2027-10-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust 2021-2                                     | DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2021-2                                     | CUSIP: 24381WAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1284862 | PA      | $1146403.91   | 0.02%             | 2066-04-25      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust 2023-3                                             | DELL EQUIPMENT FINANCE TRUST 2023-3                                             | CUSIP: 24702EAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    820000 | PA      | $830483.70    | 0.02%             | 2029-10-22      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust 2024-1                                             | DELL EQUIPMENT FINANCE TRUST 2024-1                                             | CUSIP: 24702GAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1185000 | PA      | $1207688.96   | 0.03%             | 2030-09-23      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust 2024-2                                             | DELL EQUIPMENT FINANCE TRUST 2024-2                                             | CUSIP: 24704EAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    635000 | PA      | $640288.22    | 0.01%             | 2030-08-22      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust 2024-2                                             | DELL EQUIPMENT FINANCE TRUST 2024-2                                             | CUSIP: 24704EAL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1470000 | PA      | $1483568.69   | 0.03%             | 2031-02-24      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust 2025-1                                             | DELL EQUIPMENT FINANCE TRUST 2025-1                                             | CUSIP: 24703UAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    510000 | PA      | $518278.73    | 0.01%             | 2031-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                               | DELL INTERNATIONAL LLC / EMC CORP                                               | CUSIP: 24703TAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6465000 | PA      | $6555600.51   | 0.14%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc                                                             | DELTA AIR LINES INC                                                             | CUSIP: 247361A24<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   4275000 | PA      | $4319733.60   | 0.09%             | 2028-07-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                          | DIAMONDBACK ENERGY INC                                                          | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   5417000 | PA      | $5497518.29   | 0.12%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DLLAA 2023-1 LLC                                                                | DLLAA 2023-1 LLC                                                                | CUSIP: 23292HAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4710000 | PA      | $4765056.13   | 0.10%             | 2028-02-22      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| DLLST 2024-1 LLC                                                                | DLLST 2024-1 LLC                                                                | CUSIP: 23346HAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    465000 | PA      | $469856.13    | 0.01%             | 2030-04-22      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| DLLST 2024-1 LLC                                                                | DLLST 2024-1 LLC                                                                | CUSIP: 23346HAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1720000 | PA      | $1726902.36   | 0.04%             | 2027-08-20      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp                                                             | DOLLAR GENERAL CORP                                                             | CUSIP: 256677AE5<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |   2255000 | PA      | $2242710.25   | 0.05%             | 2027-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| Dollar General Corp                                                             | DOLLAR GENERAL CORP                                                             | CUSIP: 256677AF2<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |   7688000 | PA      | $7654472.63   | 0.17%             | 2028-05-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp                                                             | DOLLAR GENERAL CORP                                                             | CUSIP: 256677AK1<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6039816.00   | 0.13%             | 2027-11-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp                                                             | DOLLAR GENERAL CORP                                                             | CUSIP: 256677AN5<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |   4099000 | PA      | $4197441.58   | 0.09%             | 2028-07-05      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding LLC                                                       | DRIVEN BRANDS FUNDING LLC                                                       | CUSIP: 26208LAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4269349 | PA      | $4259669.64   | 0.09%             | 2049-04-20      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding LLC                                                       | DRIVEN BRANDS FUNDING LLC                                                       | CUSIP: 26208LAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4699021 | PA      | $4644556.42   | 0.10%             | 2049-10-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Dryden 86 CLO Ltd                                                               | DRYDEN 86 CLO LTD                                                               | CUSIP: 26245XAY3<br>LEI: 25490017VKY7XEFZL303 | Long             | ABS-CBDO         | CORP              | KY        |   9455000 | PA      | $9473854.59   | 0.20%             | 2034-07-17      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                   | DTE ENERGY CO                                                                   | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   3625000 | PA      | $3670337.88   | 0.08%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                   | DTE ENERGY CO                                                                   | CUSIP: 233331BN6<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   4880000 | PA      | $5020275.60   | 0.11%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                | DUKE ENERGY CORP                                                                | CUSIP: 26441CBS3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   3243000 | PA      | $3261287.28   | 0.07%             | 2028-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Eagle Funding Luxco Sarl                                                        | EAGLE FUNDING LUXCO SARL                                                        | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |   8100000 | PA      | $8224335.00   | 0.18%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EFMT 2024-INV2                                                                  | EFMT 2024-INV2                                                                  | CUSIP: 26844LAB4<br>LEI: 254900QTMZ2ZHRYMFA85 | Long             | ABS-MBS          | CORP              | US        |   2914471 | PA      | $2907944.88   | 0.06%             | 2069-10-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| EFMT 2024-INV2                                                                  | EFMT 2024-INV2                                                                  | CUSIP: 26844LAA6<br>LEI: 254900QTMZ2ZHRYMFA85 | Long             | ABS-MBS          | CORP              | US        |   5182831 | PA      | $5162352.73   | 0.11%             | 2069-10-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| EFMT 2024-NQM1                                                                  | EFMT 2024-NQM1                                                                  | CUSIP: 26845DAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9305026 | PA      | $9395164.02   | 0.20%             | 2069-11-25      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-INV2                                                                  | EFMT 2025-INV2                                                                  | CUSIP: 281914AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2313580 | PA      | $2326248.69   | 0.05%             | 2070-05-26      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Elara HGV Timeshare Issuer 2019-A LLC                                           | ELARA HGV TIMESHARE ISSUER 2019-A LLC                                           | CUSIP: 28416TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    951817 | PA      | $939884.58    | 0.02%             | 2034-01-25      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Elara HGV Timeshare Issuer 2023-A LLC                                           | ELARA HGV TIMESHARE ISSUER 2023-A LLC                                           | CUSIP: 28415AAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1228485 | PA      | $1268614.98   | 0.03%             | 2038-02-25      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| Elara HGV Timeshare Issuer 2023-A LLC                                           | ELARA HGV TIMESHARE ISSUER 2023-A LLC                                           | CUSIP: 28415AAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1667614 | PA      | $1723033.90   | 0.04%             | 2038-02-25      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp                                                   | ELEMENT FLEET MANAGEMENT CORP                                                   | CUSIP: 286181AM4<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   4310000 | PA      | $4378050.59   | 0.09%             | 2027-03-13      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp                                                   | ELEMENT FLEET MANAGEMENT CORP                                                   | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   4460000 | PA      | $4530793.58   | 0.10%             | 2030-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                             | ELEVANCE HEALTH INC                                                             | CUSIP: 036752AV5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   2325000 | PA      | $2325030.23   | 0.05%             | 2025-10-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust 2019-2                                       | ELLINGTON FINANCIAL MORTGAGE TRUST 2019-2                                       | CUSIP: 31573TAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    265642 | PA      | $253345.55    | 0.01%             | 2059-11-25      | Variable      | 3.05%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust 2021-3                                       | ELLINGTON FINANCIAL MORTGAGE TRUST 2021-3                                       | CUSIP: 31573JAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1802600 | PA      | $1520127.92   | 0.03%             | 2066-09-25      | Variable      | 1.55%                 | No            |                  2 | On Loan: No      |
| EMD Finance LLC                                                                 | EMD FINANCE LLC                                                                 | CUSIP: 26867LAN0<br>LEI: 529900C8KS5G529A0B76 | Long             | DBT              | CORP              | US        |  12285000 | PA      | $12286891.89  | 0.27%             | 2028-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | ENBRIDGE INC                                                                    | CUSIP: 29250NBW4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   2765000 | PA      | $2814739.59   | 0.06%             | 2026-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | ENBRIDGE INC                                                                    | CUSIP: 29250NBX2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   2270000 | PA      | $2386180.87   | 0.05%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | ENBRIDGE INC                                                                    | CUSIP: 29250NCH6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   2140000 | PA      | $2162512.80   | 0.05%             | 2028-06-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                   | ENEL FINANCE INTERNATIONAL NV                                                   | CUSIP: 29278GAZ1<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   2880000 | PA      | $2887274.88   | 0.06%             | 2025-10-14      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                   | ENEL FINANCE INTERNATIONAL NV                                                   | CUSIP: 29278GAM0<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   9605000 | PA      | $9367631.64   | 0.20%             | 2026-07-12      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER LP                                                              | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3905000 | PA      | $4021197.18   | 0.09%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER LP                                                              | CUSIP: 29273VAR1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |  10455000 | PA      | $10658307.93  | 0.23%             | 2026-12-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2023-2 LLC                                           | ENTERPRISE FLEET FINANCING 2023-2 LLC                                           | CUSIP: 29375NAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4759701 | PA      | $4790355.38   | 0.10%             | 2030-04-22      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2024-3 LLC                                           | ENTERPRISE FLEET FINANCING 2024-3 LLC                                           | CUSIP: 29375QAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1235000 | PA      | $1263387.96   | 0.03%             | 2031-03-20      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                                        | EQT CORP                                                                        | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   1885000 | PA      | $1859827.71   | 0.04%             | 2026-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| EQUATE Petrochemical Co KSC                                                     | EQUATE PETROCHEMICAL CO KSC                                                     | CUSIP: AL0164361<br>LEI: 635400J73BDO4TTGXD45 | Long             | DBT              | CORP              | KW        |  12000000 | PA      | $11961318.00  | 0.26%             | 2026-11-03      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Equitable America Global Funding                                                | EQUITABLE AMERICA GLOBAL FUNDING                                                | CUSIP: 29446Q2A0<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |   5545000 | PA      | $5602058.05   | 0.12%             | 2028-06-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                                         | EQUITABLE FINANCIAL LIFE GLOBAL FUNDING                                         | CUSIP: 29449WAL1<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |   2095000 | PA      | $2033738.01   | 0.04%             | 2026-11-12      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                                         | EQUITABLE FINANCIAL LIFE GLOBAL FUNDING                                         | CUSIP: 29449WAP2<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3504917.50   | 0.08%             | 2025-12-02      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                            | ERAC USA FINANCE LLC                                                            | CUSIP: 26884TAY8<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |   3460000 | PA      | $3545292.46   | 0.08%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                            | ERAC USA FINANCE LLC                                                            | CUSIP: 26884TAV4<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |   8895000 | PA      | $8992693.79   | 0.19%             | 2028-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                     | EXELON CORP                                                                     | CUSIP: 30161NBM2<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   2470000 | PA      | $2540666.70   | 0.05%             | 2029-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2022-4                                      | EXETER AUTOMOBILE RECEIVABLES TRUST 2022-4                                      | CUSIP: 30166BAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4100000 | PA      | $4130127.62   | 0.09%             | 2028-12-15      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2022-5                                      | EXETER AUTOMOBILE RECEIVABLES TRUST 2022-5                                      | CUSIP: 30167FAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3505354 | PA      | $3511827.66   | 0.08%             | 2027-12-15      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2023-1                                      | EXETER AUTOMOBILE RECEIVABLES TRUST 2023-1                                      | CUSIP: 30168BAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    485000 | PA      | $494349.20    | 0.01%             | 2029-06-15      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2025-4                                      | EXETER AUTOMOBILE RECEIVABLES TRUST 2025-4                                      | CUSIP: 30167KAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5690000 | PA      | $5712167.10   | 0.12%             | 2031-06-16      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2025-4                                      | EXETER AUTOMOBILE RECEIVABLES TRUST 2025-4                                      | CUSIP: 30167KAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1585000 | PA      | $1590039.19   | 0.03%             | 2030-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Exeter Select Automobile Receivables Trust 2025-1                               | EXETER SELECT AUTOMOBILE RECEIVABLES TRUST 2025-1                               | CUSIP: 30185AAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3185000 | PA      | $3223968.16   | 0.07%             | 2031-08-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Exeter Select Automobile Receivables Trust 2025-2                               | EXETER SELECT AUTOMOBILE RECEIVABLES TRUST 2025-2                               | CUSIP: 30185EAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3670000 | PA      | $3701891.93   | 0.08%             | 2031-12-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Exeter Select Automobile Receivables Trust 2025-2                               | EXETER SELECT AUTOMOBILE RECEIVABLES TRUST 2025-2                               | CUSIP: 30185EAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1510000 | PA      | $1522641.42   | 0.03%             | 2031-11-17      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31416BLD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    396546 | PA      | $411326.21    | 0.01%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140XQ2C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  24708822 | PA      | $24478772.66  | 0.53%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31410KJY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13964 | PA      | $14708.06     | 0.00%             | 2038-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140XRSX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7639625 | PA      | $7726516.02   | 0.17%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 313617NN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       407 | PA      | $402.92       | 0.00%             | 2027-07-01      | Variable      | 4.31%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31408GJG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6646 | PA      | $6769.96      | 0.00%             | 2035-12-01      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31402RDF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     81174 | PA      | $85225.23     | 0.00%             | 2035-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31403DDX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     83897 | PA      | $87061.15     | 0.00%             | 2036-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31419A3K1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    865968 | PA      | $912132.04    | 0.02%             | 2039-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31408DVP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19418 | PA      | $19620.09     | 0.00%             | 2035-12-01      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140Q9NZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    283254 | PA      | $276871.86    | 0.01%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31403DBX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47099 | PA      | $48874.68     | 0.00%             | 2036-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31402Q2N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1877 | PA      | $1913.20      | 0.00%             | 2034-07-01      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140QT2T5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1885121 | PA      | $1913981.82   | 0.04%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31410GGR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49234 | PA      | $51855.50     | 0.00%             | 2037-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418CUA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4426225 | PA      | $4070195.23   | 0.09%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31402RJV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    594177 | PA      | $605821.35    | 0.01%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31415AY70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3039 | PA      | $3097.49      | 0.00%             | 2038-08-01      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418EKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6658692 | PA      | $6424011.51   | 0.14%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138EH7F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    136125 | PA      | $143381.54    | 0.00%             | 2042-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31415LL96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9875 | PA      | $10225.24     | 0.00%             | 2038-08-01      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31411ETV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12689 | PA      | $13269.10     | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31388RNR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17955 | PA      | $18264.16     | 0.00%             | 2032-12-01      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31388RNM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11150 | PA      | $11346.33     | 0.00%             | 2032-10-01      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31403C6L0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    108492 | PA      | $110754.88    | 0.00%             | 2036-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31403DGZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58944 | PA      | $61166.93     | 0.00%             | 2036-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31403DPZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    567219 | PA      | $579166.88    | 0.01%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31403VLM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9764 | PA      | $9962.60      | 0.00%             | 2034-01-01      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418EP38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4194384 | PA      | $4236791.17   | 0.09%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31402CVW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    282767 | PA      | $292077.01    | 0.01%             | 2034-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31414SED1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50837 | PA      | $51826.22     | 0.00%             | 2038-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31402RRN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3774 | PA      | $3851.29      | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140X6C66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    570384 | PA      | $580929.50    | 0.01%             | 2045-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418UEL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    415591 | PA      | $423260.79    | 0.01%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140X4GD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3562255 | PA      | $3759683.76   | 0.08%             | 2049-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140XH4E4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    844053 | PA      | $838312.33    | 0.02%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31419AF69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    134731 | PA      | $139697.47    | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140APFF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    464990 | PA      | $481887.98    | 0.01%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138AFC24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1311112 | PA      | $1309937.46   | 0.03%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138EGQ49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1471321 | PA      | $1520877.18   | 0.03%             | 2041-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418EGJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2240024 | PA      | $2094240.86   | 0.05%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140X5ZM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    734809 | PA      | $710522.43    | 0.02%             | 2035-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140QCCH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    401075 | PA      | $379289.28    | 0.01%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31402RFT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    354799 | PA      | $361758.22    | 0.01%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31402RF87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     78149 | PA      | $79680.01     | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31410GJ95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13117 | PA      | $13611.12     | 0.00%             | 2037-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140Q9XM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5322102 | PA      | $5207834.36   | 0.11%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31411HJ35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25846 | PA      | $26459.54     | 0.00%             | 2038-05-01      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140QUXA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5625081 | PA      | $5771149.46   | 0.12%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31413VJY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57736 | PA      | $59479.33     | 0.00%             | 2038-04-01      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140QEEH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3356406 | PA      | $3034547.45   | 0.07%             | 2050-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418DTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2220529 | PA      | $1780935.97   | 0.04%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418BW93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    313546 | PA      | $292026.44    | 0.01%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140XPHC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5245491 | PA      | $5325795.75   | 0.12%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140W0BS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    115550 | PA      | $117318.83    | 0.00%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418EAQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1368926 | PA      | $1244790.38   | 0.03%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31410LQV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    613660 | PA      | $644788.69    | 0.01%             | 2045-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418MZ47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    449853 | PA      | $466621.31    | 0.01%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31402DC73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    340583 | PA      | $350175.86    | 0.01%             | 2034-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31404A3G7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    147947 | PA      | $150703.74    | 0.00%             | 2033-10-01      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138ERYP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1794396 | PA      | $1704802.14   | 0.04%             | 2047-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140QUM94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    213579 | PA      | $216848.99    | 0.00%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31416VKM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46197 | PA      | $48656.15     | 0.00%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138X6M85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1082884 | PA      | $1065487.02   | 0.02%             | 2028-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31385JJC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     85314 | PA      | $89641.72     | 0.00%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31400BYV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1694 | PA      | $1724.83      | 0.00%             | 2033-02-01      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31413MUF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7556 | PA      | $7717.70      | 0.00%             | 2037-09-01      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31410KLN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    311416 | PA      | $323155.05    | 0.01%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31407CB71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16734 | PA      | $16896.92     | 0.00%             | 2035-07-01      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418C2A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    292216 | PA      | $285821.88    | 0.01%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140AXVY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    534988 | PA      | $554454.16    | 0.01%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140XNZY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4095874 | PA      | $3404652.98   | 0.07%             | 2054-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140QCLD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    127773 | PA      | $121052.65    | 0.00%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31419ANJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    177984 | PA      | $184196.97    | 0.00%             | 2039-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31408DT95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41088 | PA      | $41919.41     | 0.00%             | 2035-12-01      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31416BN53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13877 | PA      | $14365.53     | 0.00%             | 2036-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31416CA63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     76677 | PA      | $79749.49     | 0.00%             | 2032-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418EHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10692184 | PA      | $9996314.38   | 0.22%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31402QTS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30365 | PA      | $31868.03     | 0.00%             | 2034-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138EPSG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1201981 | PA      | $1200902.92   | 0.03%             | 2044-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140QM4V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6739507 | PA      | $5651935.62   | 0.12%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418MWZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6566 | PA      | $6803.06      | 0.00%             | 2036-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140QTBD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6689385 | PA      | $6616923.21   | 0.14%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140QCXQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    232650 | PA      | $226218.84    | 0.00%             | 2050-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31406AUU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7205 | PA      | $7314.70      | 0.00%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31402RFV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    209461 | PA      | $213565.52    | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140QCNB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1371603 | PA      | $1326284.93   | 0.03%             | 2034-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140GYJX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    473054 | PA      | $435321.01    | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140XRDC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3492534 | PA      | $3454310.83   | 0.07%             | 2054-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31408BQC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5468 | PA      | $5581.01      | 0.00%             | 2035-12-01      | Variable      | 6.89%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418E2F6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  51167982 | PA      | $53026893.43  | 1.15%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140Y6U57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3554783 | PA      | $3693251.55   | 0.08%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31403DE70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9980 | PA      | $10511.76     | 0.00%             | 2036-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31415LL62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48020 | PA      | $49750.64     | 0.00%             | 2038-08-01      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31402QWA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    734442 | PA      | $759698.39    | 0.02%             | 2035-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31402RR92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    191095 | PA      | $198299.62    | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140M7LH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1348788 | PA      | $1405449.12   | 0.03%             | 2055-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31410KGP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44009 | PA      | $46352.23     | 0.00%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31368HMT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15631 | PA      | $16462.72     | 0.00%             | 2036-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31414DPA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63847 | PA      | $65777.82     | 0.00%             | 2038-05-01      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140QVLJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2733823 | PA      | $2774059.32   | 0.06%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418C4G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    429780 | PA      | $420375.49    | 0.01%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140HMPA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    459637 | PA      | $461534.35    | 0.01%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Remic Trust 2001-W4                                                  | FANNIE MAE REMIC TRUST 2001-W4                                                  | CUSIP: 3139216U7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        74 | PA      | $74.34        | 0.00%             | 2032-01-25      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| Finance of America HECM Buyout 2024-HB1                                         | FINANCE OF AMERICA HECM BUYOUT 2024-HB1                                         | CUSIP: 31737DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5327265 | PA      | $5303168.75   | 0.11%             | 2034-10-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                                                | FIRSTENERGY CORP                                                                | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   8066000 | PA      | $7999576.49   | 0.17%             | 2027-07-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                                    | FIRSTENERGY TRANSMISSION LLC                                                    | CUSIP: 33767BAG4<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |   1855000 | PA      | $1867665.94   | 0.04%             | 2030-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| FirstKey Homes 2020-SFR1 Trust                                                  | FIRSTKEY HOMES 2020-SFR1 TRUST                                                  | CUSIP: 33767MAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6850000 | PA      | $6833590.14   | 0.15%             | 2037-08-17      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes 2020-SFR2 Trust                                                  | FIRSTKEY HOMES 2020-SFR2 TRUST                                                  | CUSIP: 33767JAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7535000 | PA      | $7477265.32   | 0.16%             | 2037-10-19      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                      | FISERV INC                                                                      | CUSIP: 337738BP2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   3490000 | PA      | $3495852.73   | 0.08%             | 2031-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                      | FISERV INC                                                                      | CUSIP: 337738BJ6<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   5895000 | PA      | $5966689.10   | 0.13%             | 2027-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                      | FISERV INC                                                                      | CUSIP: 337738AR9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   4348000 | PA      | $4339912.72   | 0.09%             | 2028-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust 2020-1NV                                                | FLAGSTAR MORTGAGE TRUST 2020-1NV                                                | CUSIP: 33851YAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1345251 | PA      | $1288009.94   | 0.03%             | 2050-03-25      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| FMC Corp                                                                        | FMC CORP                                                                        | CUSIP: 302491AU9<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |   4977000 | PA      | $4702403.98   | 0.10%             | 2029-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                                        | FMC CORP DISC COML 0.0 18SEP25 144A                                             | CUSIP: 34410WWJ7<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |  12720000 | PA      | $12683314.25  | 0.27%             | 2025-09-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2023-B                                             | FORD CREDIT AUTO LEASE TRUST 2023-B                                             | CUSIP: 34529NAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2440000 | PA      | $2465417.24   | 0.05%             | 2027-04-15      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2020-REV2                                          | FORD CREDIT AUTO OWNER TRUST 2020-REV2                                          | CUSIP: 34532JAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4600000 | PA      | $4580805.58   | 0.10%             | 2033-04-15      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2023-A                                             | FORD CREDIT AUTO OWNER TRUST 2023-A                                             | CUSIP: 344928AF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2655000 | PA      | $2681643.72   | 0.06%             | 2029-01-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                      | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A                                      | CUSIP: 34528QHY3<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |   2985000 | PA      | $3005487.85   | 0.06%             | 2028-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                      | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A                                      | CUSIP: 34528QHZ0<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |   5293000 | PA      | $5343276.09   | 0.12%             | 2028-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                      | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A                                      | CUSIP: 34528QJC9<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |   3375000 | PA      | $3424449.83   | 0.07%             | 2029-04-15      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CREDIT CO LLC                                                        | CUSIP: 345397F81<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   4650000 | PA      | $4656812.25   | 0.10%             | 2026-11-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CREDIT CO LLC                                                        | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   3560000 | PA      | $3616322.76   | 0.08%             | 2028-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CREDIT CO LLC                                                        | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   5830000 | PA      | $5885309.21   | 0.13%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fortinet Inc                                                                    | FORTINET INC                                                                    | CUSIP: 34959EAA7<br>LEI: 549300O0QJWDBAS0QX03 | Long             | DBT              | CORP              | US        |   8090000 | PA      | $7931597.80   | 0.17%             | 2026-03-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Fortitude Group Holdings LLC                                                    | FORTITUDE GROUP HOLDINGS LLC                                                    | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |  10060000 | PA      | $10446052.50  | 0.23%             | 2030-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fortive Corp                                                                    | FORTIVE CORP                                                                    | CUSIP: 34959JAG3<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |   6418000 | PA      | $6359403.66   | 0.14%             | 2026-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fortress Credit Bsl VII Ltd                                                     | FORTRESS CREDIT BSL VII LTD                                                     | CUSIP: 34956NAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5430000 | PA      | $5437606.02   | 0.12%             | 2032-07-23      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Fortress Credit Bsl VII Ltd                                                     | FORTRESS CREDIT BSL VII LTD                                                     | CUSIP: 34956NAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1703789 | PA      | $1703982.85   | 0.04%             | 2032-07-23      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Fortress Credit Bsl VII Ltd                                                     | FORTRESS CREDIT BSL VII LTD                                                     | CUSIP: 34956NAQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6935000 | PA      | $6945981.50   | 0.15%             | 2032-07-23      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Fortress Credit BSL VIII Ltd                                                    | FORTRESS CREDIT BSL VIII LTD                                                    | CUSIP: 34962DAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  13575000 | PA      | $13593625.44  | 0.29%             | 2032-10-20      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Fortress Credit BSL VIII Ltd                                                    | FORTRESS CREDIT BSL VIII LTD                                                    | CUSIP: 34962DAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5674159 | PA      | $5674294.72   | 0.12%             | 2032-10-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Fortress Credit BSL XV Ltd                                                      | FORTRESS CREDIT BSL XV LTD                                                      | CUSIP: 34964WAN2<br>LEI: 254900VHYDP7XYPMH337 | Long             | ABS-CBDO         | CORP              | JE        |  11805000 | PA      | $11812784.57  | 0.26%             | 2033-10-18      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Fortress Credit BSL XVIII Ltd                                                   | FORTRESS CREDIT BSL XVIII LTD                                                   | CUSIP: 34965DAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1655000 | PA      | $1662748.86   | 0.04%             | 2036-04-23      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                           | FOUNDRY JV HOLDCO LLC                                                           | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2329130.25   | 0.05%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                           | FOUNDRY JV HOLDCO LLC                                                           | CUSIP: 350930AB9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   2025000 | PA      | $2133807.30   | 0.05%             | 2030-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128M76Q4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16039 | PA      | $16586.13     | 0.00%             | 2038-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31335CHG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    305458 | PA      | $320105.37    | 0.01%             | 2038-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128MJ3A6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1222926 | PA      | $1127619.77   | 0.02%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128LXDC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     61679 | PA      | $64807.71     | 0.00%             | 2035-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31283H6N0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    179610 | PA      | $185732.28    | 0.00%             | 2035-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31297EJ72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9577 | PA      | $10021.72     | 0.00%             | 2034-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31335CHF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    359072 | PA      | $377806.02    | 0.01%             | 2039-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31335APZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1865412 | PA      | $1740094.03   | 0.04%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES                    | CUSIP: 3137HAZH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3806404 | PA      | $3871662.04   | 0.08%             | 2030-06-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC NON GOLD POOL                                                       | CUSIP: 3128QJPK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27641 | PA      | $28454.41     | 0.00%             | 2036-11-01      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC NON GOLD POOL                                                       | CUSIP: 3128QS3L8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     49795 | PA      | $50780.94     | 0.00%             | 2036-10-01      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC NON GOLD POOL                                                       | CUSIP: 3128QJUV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18379 | PA      | $18823.52     | 0.00%             | 2037-02-01      | Variable      | 6.73%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC NON GOLD POOL                                                       | CUSIP: 3128LU7A8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    113565 | PA      | $117748.27    | 0.00%             | 2038-02-01      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC NON GOLD POOL                                                       | CUSIP: 3128QTFG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16472 | PA      | $16875.67     | 0.00%             | 2038-06-01      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC NON GOLD POOL                                                       | CUSIP: 3128JRZ33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     50931 | PA      | $52103.39     | 0.00%             | 2038-05-01      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC NON GOLD POOL                                                       | CUSIP: 3128QJQE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27206 | PA      | $27947.71     | 0.00%             | 2036-12-01      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC NON GOLD POOL                                                       | CUSIP: 31336SLR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       517 | PA      | $528.45       | 0.00%             | 2033-02-01      | Variable      | 6.84%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC NON GOLD POOL                                                       | CUSIP: 31342A6S3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       357 | PA      | $365.15       | 0.00%             | 2033-10-01      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC NON GOLD POOL                                                       | CUSIP: 3128JNNV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17789 | PA      | $18153.47     | 0.00%             | 2037-01-01      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC NON GOLD POOL                                                       | CUSIP: 3128QTE91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     80591 | PA      | $82138.02     | 0.00%             | 2038-06-01      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC NON GOLD POOL                                                       | CUSIP: 3128QJ2R6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3751 | PA      | $3843.60      | 0.00%             | 2037-04-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC NON GOLD POOL                                                       | CUSIP: 3128NC3S1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26613 | PA      | $27183.92     | 0.00%             | 2035-07-01      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC NON GOLD POOL                                                       | CUSIP: 3128S4GD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12864 | PA      | $13325.22     | 0.00%             | 2037-02-01      | Variable      | 6.99%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC NON GOLD POOL                                                       | CUSIP: 3128NGAT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     47386 | PA      | $48637.16     | 0.00%             | 2034-11-01      | Variable      | 6.68%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC NON GOLD POOL                                                       | CUSIP: 3128JRBQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1203 | PA      | $1233.02      | 0.00%             | 2034-02-01      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC NON GOLD POOL                                                       | CUSIP: 3128LUHZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9598 | PA      | $9854.88      | 0.00%             | 2037-02-01      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC NON GOLD POOL                                                       | CUSIP: 3128QSD29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15026 | PA      | $15427.83     | 0.00%             | 2037-05-01      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 31426K3Q7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4889492 | PA      | $5001429.44   | 0.11%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 31425VMB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    258387 | PA      | $264975.45    | 0.01%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 31425WYY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    843083 | PA      | $874122.99    | 0.02%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132DWES8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  17154437 | PA      | $16597264.92  | 0.36%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 31425YBE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    284640 | PA      | $294984.32    | 0.01%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132DVE92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4191010 | PA      | $4289522.13   | 0.09%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132E0K50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7262856 | PA      | $7467092.71   | 0.16%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132CWG73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    503875 | PA      | $488089.10    | 0.01%             | 2034-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3133KH3Q7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    650284 | PA      | $632309.36    | 0.01%             | 2050-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 31427M6N6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3644627 | PA      | $3675197.84   | 0.08%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132A4LW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1335912 | PA      | $1360569.61   | 0.03%             | 2041-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132DWDZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9097749 | PA      | $7898952.88   | 0.17%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3133KNLC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7177389 | PA      | $6049228.51   | 0.13%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 31427NWZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7611184 | PA      | $7916634.69   | 0.17%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3133KHDK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    308332 | PA      | $292212.57    | 0.01%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 31427PB29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3620553 | PA      | $3645802.08   | 0.08%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132E0A77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6757392 | PA      | $6855499.45   | 0.15%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132DWGF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2943768 | PA      | $2839404.25   | 0.06%             | 2053-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 31427MW49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2258427 | PA      | $2308108.41   | 0.05%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 31425UTP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    570972 | PA      | $591721.50    | 0.01%             | 2054-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3142GS4H8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1303081 | PA      | $1322517.40   | 0.03%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3133CWHU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    780893 | PA      | $811198.53    | 0.02%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132DUQU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5588024 | PA      | $5720361.76   | 0.12%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3133KHKY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1389167 | PA      | $1320282.86   | 0.03%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2021-DNA5                                         | FREDDIE MAC STACR REMIC TRUST 2021-DNA5                                         | CUSIP: 35564KHE2<br>LEI: 5493000ISU5NYXNHD479 | Long             | ABS-MBS          | USGSE             | US        |   1121656 | PA      | $1126210.34   | 0.02%             | 2034-01-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-DNA5                                         | FREDDIE MAC STACR REMIC TRUST 2022-DNA5                                         | CUSIP: 35564KYN3<br>LEI: 5493000IS349P4O9HR58 | Long             | ABS-MBS          | USGSE             | US        |   3692597 | PA      | $3767281.31   | 0.08%             | 2042-06-25      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2023-HQA3                                         | FREDDIE MAC STACR REMIC TRUST 2023-HQA3                                         | CUSIP: 35564K3F4<br>LEI: 529900ZTXRUUVE8G8W08 | Long             | ABS-MBS          | USGSE             | US        |   1795020 | PA      | $1814617.03   | 0.04%             | 2043-11-25      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2025-DNA1                                         | FREDDIE MAC STACR REMIC TRUST 2025-DNA1                                         | CUSIP: 35564NFY4<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-MBS          | USGSE             | US        |   1508500 | PA      | $1508497.44   | 0.03%             | 2045-01-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Whole Loan Securities Trust 2017-SC02                               | FREDDIE MAC WHOLE LOAN SECURITIES TRUST 2017-SC02                               | CUSIP: 3137G1BY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     37761 | PA      | $37523.98     | 0.00%             | 2047-05-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                                                             | FRONTIER ISSUER LLC                                                             | CUSIP: 35910EAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1175000 | PA      | $1214012.59   | 0.03%             | 2054-06-20      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                                         | GA GLOBAL FUNDING TRUST                                                         | CUSIP: 36143L2R5<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   6415000 | PA      | $6626893.87   | 0.14%             | 2030-01-13      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| Galton Funding Mortgage Trust 2017-1                                            | GALTON FUNDING MORTGAGE TRUST 2017-1                                            | CUSIP: 36417JAS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    286823 | PA      | $262234.81    | 0.01%             | 2057-11-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Galton Funding Mortgage Trust 2019-1                                            | GALTON FUNDING MORTGAGE TRUST 2019-1                                            | CUSIP: 36418WAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    266660 | PA      | $254491.45    | 0.01%             | 2059-02-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Galton Funding Mortgage Trust 2019-H1                                           | GALTON FUNDING MORTGAGE TRUST 2019-H1                                           | CUSIP: 36418XAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7916000 | PA      | $7647603.27   | 0.17%             | 2059-10-25      | Variable      | 3.34%                 | No            |                  2 | On Loan: No      |
| Galton Funding Mortgage Trust 2020-H1                                           | GALTON FUNDING MORTGAGE TRUST 2020-H1                                           | CUSIP: 36418HAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4592000 | PA      | $3774038.98   | 0.08%             | 2060-01-25      | Variable      | 2.83%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                       | GATX CORP                                                                       | CUSIP: 361448AY9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |   3544000 | PA      | $3497552.34   | 0.08%             | 2026-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                       | GATX CORP                                                                       | CUSIP: 361448BP7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |   4745000 | PA      | $4810983.97   | 0.10%             | 2027-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                       | GATX CORP                                                                       | CUSIP: 361448AZ6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |   1932000 | PA      | $1915247.63   | 0.04%             | 2027-03-30      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| GCAT 2025-NQM1 Trust                                                            | GCAT 2025-NQM1 TRUST                                                            | CUSIP: 36171GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3778419 | PA      | $3801799.49   | 0.08%             | 2069-11-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                               | GENERAL MOTORS CO                                                               | CUSIP: 37045VBC3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   3385000 | PA      | $3442710.87   | 0.07%             | 2028-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| General Motors Financial Co Inc                                                 | GENERAL MOTORS FINANCIAL CO INC                                                 | CUSIP: 37045XEF9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   3685000 | PA      | $3701541.97   | 0.08%             | 2026-04-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GENERAL MOTORS FINANCIAL CO INC                                                 | CUSIP: 37045XEX0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   7510000 | PA      | $7641515.12   | 0.17%             | 2027-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GENERAL MOTORS FINANCIAL CO INC                                                 | CUSIP: 37045XEQ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   4756000 | PA      | $4835777.14   | 0.10%             | 2027-05-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GENERAL MOTORS FINANCIAL CO INC                                                 | CUSIP: 37045XFE1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   9395000 | PA      | $9544418.08   | 0.21%             | 2028-04-04      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE                                                                      | CUSIP: 21H062693<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  22765000 | PA      | $23422584.10  | 0.51%             | 2034-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE                                                                      | CUSIP: 21H050698<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8170000 | PA      | $8087009.96   | 0.17%             | 2033-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE                                                                      | CUSIP: 21H052694<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  12345000 | PA      | $12435617.98  | 0.27%             | 2033-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE I POOL                                                               | CUSIP: 36241L5Z5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    899038 | PA      | $943577.10    | 0.02%             | 2036-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE I POOL                                                               | CUSIP: 3622AABW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1507119 | PA      | $1565863.77   | 0.03%             | 2045-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179TNU5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1280698 | PA      | $1296554.06   | 0.03%             | 2047-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 3617MLYC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     34558 | PA      | $32400.06     | 0.00%             | 2050-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179TUE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    224955 | PA      | $231675.74    | 0.01%             | 2048-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 3617N3MD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    139316 | PA      | $130496.12    | 0.00%             | 2050-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179SUV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    532179 | PA      | $493418.66    | 0.01%             | 2047-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179SQW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    496482 | PA      | $461373.36    | 0.01%             | 2046-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36202FQ82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     57253 | PA      | $58277.65     | 0.00%             | 2041-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179UH70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     60674 | PA      | $62264.64     | 0.00%             | 2048-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36202EBU2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     94683 | PA      | $96253.92     | 0.00%             | 2034-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179TG33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5579087 | PA      | $5000214.60   | 0.11%             | 2047-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 3617MHSV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     61593 | PA      | $57769.89     | 0.00%             | 2050-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179RNX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    805881 | PA      | $767238.42    | 0.02%             | 2045-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179XBS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9175199 | PA      | $8363321.07   | 0.18%             | 2052-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179TQS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    919153 | PA      | $928276.65    | 0.02%             | 2048-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36202EH36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     62273 | PA      | $63269.60     | 0.00%             | 2036-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 3617MHSU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     42287 | PA      | $39620.33     | 0.00%             | 2050-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179VV31<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1205391 | PA      | $1138308.43   | 0.02%             | 2050-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179TXX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    177295 | PA      | $178618.93    | 0.00%             | 2048-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 3617MHSW7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14718 | PA      | $13795.27     | 0.00%             | 2050-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179SNV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8299 | PA      | $7715.13      | 0.00%             | 2046-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 3617MLYN1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    169909 | PA      | $159404.55    | 0.00%             | 2050-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36202FEJ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     95414 | PA      | $97005.69     | 0.00%             | 2040-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 3622A2RW4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1190809 | PA      | $1110561.87   | 0.02%             | 2044-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 3617MRJ47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     69607 | PA      | $65200.21     | 0.00%             | 2050-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179TLV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    369764 | PA      | $374341.56    | 0.01%             | 2047-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36202FCP9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    494943 | PA      | $504704.97    | 0.01%             | 2039-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 3617N3ME3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    105404 | PA      | $98684.67     | 0.00%             | 2050-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179UMP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    143721 | PA      | $147066.16    | 0.00%             | 2049-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36202EGC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     62226 | PA      | $63221.10     | 0.00%             | 2035-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179TJ22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1131347 | PA      | $1149873.33   | 0.02%             | 2047-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179WY85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    458647 | PA      | $375851.61    | 0.01%             | 2052-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36202EGN3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     48608 | PA      | $49384.98     | 0.00%             | 2036-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1173927 | PA      | $1104336.90   | 0.02%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 3617MRJ39<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     58495 | PA      | $54841.75     | 0.00%             | 2050-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 3617G1SL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    197344 | PA      | $185137.01    | 0.00%             | 2048-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GROUP INC/THE                                                     | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4835000 | PA      | $4857651.98   | 0.10%             | 2028-08-23      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GROUP INC/THE                                                     | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  12485000 | PA      | $12604493.94  | 0.27%             | 2028-04-23      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GROUP INC/THE                                                     | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   6975000 | PA      | $7185610.13   | 0.16%             | 2031-04-23      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners Static 2024-1 Ltd                                        | GOLUB CAPITAL PARTNERS STATIC 2024-1 LTD                                        | CUSIP: 381929AQ1<br>LEI: 25490083RWI1EQQYLH43 | Long             | ABS-CBDO         | CORP              | KY        |  11725000 | PA      | $11617379.39  | 0.25%             | 2035-07-20      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Goto Foods Funding LLC                                                          | GOTO FOODS FUNDING LLC                                                          | CUSIP: 34417MAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11615550 | PA      | $11581532.70  | 0.25%             | 2047-04-30      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Gray Oak Pipeline LLC                                                           | GRAY OAK PIPELINE LLC                                                           | CUSIP: 38937LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3115000 | PA      | $3102571.15   | 0.07%             | 2025-10-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2022-GR2                                    | GS MORTGAGE-BACKED SECURITIES TRUST 2022-GR2                                    | CUSIP: 36250BAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     56441 | PA      | $56047.43     | 0.00%             | 2044-07-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Hardee s Funding LLC                                                            | HARDEE'S FUNDING LLC                                                            | CUSIP: 411707AH5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7950375 | PA      | $7636929.88   | 0.16%             | 2050-12-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Hardee s Funding LLC                                                            | HARDEE'S FUNDING LLC                                                            | CUSIP: 411707AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000409 | PA      | $2991824.43   | 0.06%             | 2048-06-20      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Hardee s Funding LLC                                                            | HARDEE'S FUNDING LLC                                                            | CUSIP: 411707AK8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3366720 | PA      | $3124449.15   | 0.07%             | 2051-06-20      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON FINL SER                                                        | HARLEY DAVIDSON FINL SV 0.0 17OCT25                                             | CUSIP: 41282JXH9<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |  12690000 | PA      | $12609400.73  | 0.27%             | 2025-10-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA INC                                                                         | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   9032000 | PA      | $9319244.70   | 0.20%             | 2028-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| HCA Inc                                                                         | HCA INC                                                                         | CUSIP: 404119BS7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   5890000 | PA      | $5881512.51   | 0.13%             | 2026-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA INC                                                                         | CUSIP: 404119CH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   7560000 | PA      | $7430104.08   | 0.16%             | 2027-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA INC DISC COML PAPE 0.00 09SEP25                                             | CUSIP: 40412BW90<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   7535000 | PA      | $7523839.91   | 0.16%             | 2025-09-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Health Care Service Corp A Mutual Legal Reserve Co                              | HEALTH CARE SERVICE CORP A MUTUAL LEGAL RESERVE CO                              | CUSIP: 42218SAK4<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |   3540000 | PA      | $3644624.70   | 0.08%             | 2029-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Heineken NV                                                                     | HEINEKEN NV                                                                     | CUSIP: 423012AF0<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |  24087000 | PA      | $23763029.85  | 0.51%             | 2028-01-29      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HF Sinclair Corp                                                                | HF SINCLAIR CORP                                                                | CUSIP: 403949AR1<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |   6910000 | PA      | $7130104.23   | 0.15%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Highmark Inc                                                                    | HIGHMARK INC                                                                    | CUSIP: 431116AD4<br>LEI: 549300B6868ZXXEB2Y57 | Long             | DBT              | CORP              | US        |    295000 | PA      | $289098.53    | 0.01%             | 2026-05-10      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| HILT COMMERCIAL MORTGAGE TRUST 2024-ORL                                         | HILT COMMERCIAL MORTGAGE TRUST 2024-ORL                                         | CUSIP: 403956AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5885000 | PA      | $5894195.31   | 0.13%             | 2037-05-15      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust 2019-A                                             | HILTON GRAND VACATIONS TRUST 2019-A                                             | CUSIP: 43284HAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    266599 | PA      | $263961.46    | 0.01%             | 2033-07-25      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust 2019-A                                             | HILTON GRAND VACATIONS TRUST 2019-A                                             | CUSIP: 43284HAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    549099 | PA      | $543446.84    | 0.01%             | 2033-07-25      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust 2020-A                                             | HILTON GRAND VACATIONS TRUST 2020-A                                             | CUSIP: 43285HAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    420934 | PA      | $412940.86    | 0.01%             | 2039-02-25      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust 2022-1D                                            | HILTON GRAND VACATIONS TRUST 2022-1D                                            | CUSIP: 43283BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    763566 | PA      | $757443.24    | 0.02%             | 2034-06-20      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust 2023-1                                             | HILTON GRAND VACATIONS TRUST 2023-1                                             | CUSIP: 432917AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4030079 | PA      | $4132312.81   | 0.09%             | 2038-01-25      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust 2023-1                                             | HILTON GRAND VACATIONS TRUST 2023-1                                             | CUSIP: 432917AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    751584 | PA      | $775884.43    | 0.02%             | 2038-01-25      | Fixed         | 6.94%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust 2025-1                                             | HILTON GRAND VACATIONS TRUST 2025-1                                             | CUSIP: 43283CAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4231090 | PA      | $4285940.49   | 0.09%             | 2042-05-27      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust 2025-1                                             | HILTON GRAND VACATIONS TRUST 2025-1                                             | CUSIP: 43283CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2509969 | PA      | $2545241.43   | 0.05%             | 2042-05-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HOMES 2025-NQM2 Trust                                                           | HOMES 2025-NQM2 TRUST                                                           | CUSIP: 403966AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3032076 | PA      | $3050750.63   | 0.07%             | 2070-02-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| HOMES 2025-NQM4 Trust                                                           | HOMES 2025-NQM4 TRUST                                                           | CUSIP: 403958AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7073561 | PA      | $7093463.95   | 0.15%             | 2070-08-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2023-1                                                    | HPEFS EQUIPMENT TRUST 2023-1                                                    | CUSIP: 40443DAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4315000 | PA      | $4322708.75   | 0.09%             | 2028-04-20      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2023-1                                                    | HPEFS EQUIPMENT TRUST 2023-1                                                    | CUSIP: 40443DAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3381466 | PA      | $3383210.40   | 0.07%             | 2028-04-20      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2023-2                                                    | HPEFS EQUIPMENT TRUST 2023-2                                                    | CUSIP: 44328UAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3042000 | PA      | $3088734.55   | 0.07%             | 2031-07-21      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2023-2                                                    | HPEFS EQUIPMENT TRUST 2023-2                                                    | CUSIP: 44328UAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1440000 | PA      | $1450017.50   | 0.03%             | 2031-01-21      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2024-1                                                    | HPEFS EQUIPMENT TRUST 2024-1                                                    | CUSIP: 403963AE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8335000 | PA      | $8391269.59   | 0.18%             | 2031-05-20      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2024-2                                                    | HPEFS EQUIPMENT TRUST 2024-2                                                    | CUSIP: 40444MAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1025000 | PA      | $1036328.20   | 0.02%             | 2031-10-20      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2024-2                                                    | HPEFS EQUIPMENT TRUST 2024-2                                                    | CUSIP: 40444MAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2535000 | PA      | $2597273.54   | 0.06%             | 2032-04-20      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| HPHT Finance 21 II Ltd                                                          | HPHT FINANCE 21 II LTD                                                          | CUSIP: BR4365655<br>LEI: 254900SLH6EYTB8QK559 | Long             | DBT              | CORP              | KY        |   6650000 | PA      | $6457549.00   | 0.14%             | 2026-09-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS PLC                                                               | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   6740000 | PA      | $6842057.08   | 0.15%             | 2028-11-19      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS PLC                                                               | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   6005000 | PA      | $6088979.93   | 0.13%             | 2029-03-03      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS PLC                                                               | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   6410000 | PA      | $6540090.95   | 0.14%             | 2028-05-17      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                      | HUMANA INC                                                                      | CUSIP: 444859BZ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   5742000 | PA      | $5982015.60   | 0.13%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                      | HUMANA INC                                                                      | CUSIP: 444859BU5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   2290000 | PA      | $2365382.22   | 0.05%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes Series 2024-1                          | HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2024-1                          | CUSIP: 44644NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4341555 | PA      | $4405022.57   | 0.10%             | 2032-05-20      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes Series 2024-2                          | HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2024-2                          | CUSIP: 44644NAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7717776 | PA      | $7776585.60   | 0.17%             | 2032-10-20      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes Series 2025-1                          | HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2025-1                          | CUSIP: 446438SX2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6507827 | PA      | $6542352.70   | 0.14%             | 2033-03-21      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries Inc                                               | HUNTINGTON INGALLS INDUSTRIES INC                                               | CUSIP: 446413BA3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |   1835000 | PA      | $1891558.37   | 0.04%             | 2030-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HYT Commercial Mortgage Trust 2024-RGCY                                         | HYT COMMERCIAL MORTGAGE TRUST 2024-RGCY                                         | CUSIP: 449173AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3055000 | PA      | $3058815.70   | 0.07%             | 2041-09-15      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2025-B                                  | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-B                                  | CUSIP: 44935DAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2460000 | PA      | $2479415.55   | 0.05%             | 2028-04-17      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2025-B                                  | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-B                                  | CUSIP: 44935DAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5205000 | PA      | $5274066.19   | 0.11%             | 2029-08-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                         | HYUNDAI CAPITAL AMERICA                                                         | CUSIP: 44891ADL8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   5565000 | PA      | $5638291.05   | 0.12%             | 2028-01-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                         | HYUNDAI CAPITAL AMERICA                                                         | CUSIP: 44891ADP9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   5330000 | PA      | $5369553.93   | 0.12%             | 2027-03-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                         | HYUNDAI CAPITAL AMERICA                                                         | CUSIP: 44891ACT2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   2440000 | PA      | $2465744.44   | 0.05%             | 2027-01-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                         | HYUNDAI CAPITAL AMERICA                                                         | CUSIP: 44891ADU8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   4785000 | PA      | $4821791.87   | 0.10%             | 2027-06-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Hyundai Capital America                                                         | HYUNDAI CAPITAL AMERICA                                                         | CUSIP: 44891ACQ8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $3107142.40   | 0.07%             | 2025-11-03      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                         | HYUNDAI CAPITAL AMERICA                                                         | CUSIP: 44891ACB1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   3270000 | PA      | $3289463.04   | 0.07%             | 2026-03-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                         | HYUNDAI CAPITAL AMERICA                                                         | CUSIP: 44891ACD7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   4300000 | PA      | $4422016.80   | 0.10%             | 2028-03-30      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Icon Investments Six DAC                                                        | ICON INVESTMENTS SIX DAC                                                        | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |  10405000 | PA      | $10602934.32  | 0.23%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                                                     | IMPERIAL BRANDS FINANCE PLC                                                     | CUSIP: 45262BAF0<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   6550000 | PA      | $6765036.50   | 0.15%             | 2027-07-27      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                                                     | IMPERIAL BRANDS FINANCE PLC                                                     | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   5070000 | PA      | $5101621.59   | 0.11%             | 2028-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Imperial Fund Mortgage Trust 2021-NQM2                                          | IMPERIAL FUND MORTGAGE TRUST 2021-NQM2                                          | CUSIP: 452761AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2754829 | PA      | $2374842.64   | 0.05%             | 2056-09-01      | Variable      | 1.52%                 | No            |                  2 | On Loan: No      |
| Imperial Fund Mortgage Trust 2022-NQM4                                          | IMPERIAL FUND MORTGAGE TRUST 2022-NQM4                                          | CUSIP: 45276NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7790404 | PA      | $7758935.70   | 0.17%             | 2067-06-25      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                    | ING GROEP NV                                                                    | CUSIP: 456837BQ5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   6845000 | PA      | $6947449.12   | 0.15%             | 2029-03-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                                                                      | CUSIP: 458140BY5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   3890000 | PA      | $3845517.85   | 0.08%             | 2027-08-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                                                                      | CUSIP: 458140BZ2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   4290000 | PA      | $4223951.16   | 0.09%             | 2029-08-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                                                                      | CUSIP: 458140AX8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   2223000 | PA      | $2180245.04   | 0.05%             | 2027-05-11      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                                                                      | CUSIP: 458140CE8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1326000 | PA      | $1341080.60   | 0.03%             | 2028-02-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                   | INTERCONTINENTAL EXCHANGE INC                                                   | CUSIP: 45866FBB9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   4820000 | PA      | $4754804.68   | 0.10%             | 2028-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                            | INTERNATIONAL BUSINESS MACHINES CORP                                            | CUSIP: 459200LF6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |  16424000 | PA      | $16660932.62  | 0.36%             | 2028-02-10      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc                                                                       | IQVIA INC                                                                       | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   3065000 | PA      | $3222911.87   | 0.07%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Jack in the Box Funding LLC                                                     | JACK IN THE BOX FUNDING LLC                                                     | CUSIP: 466365AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6228210 | PA      | $6024353.84   | 0.13%             | 2052-02-26      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Jackson National Life Global Funding                                            | JACKSON NATIONAL LIFE GLOBAL FUNDING                                            | CUSIP: 46849LUZ2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   7525000 | PA      | $7580293.70   | 0.16%             | 2026-04-10      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Jackson National Life Global Funding                                            | JACKSON NATIONAL LIFE GLOBAL FUNDING                                            | CUSIP: 46849LVA6<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   4325000 | PA      | $4420366.25   | 0.10%             | 2027-07-02      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Jackson National Life Global Funding                                            | JACKSON NATIONAL LIFE GLOBAL FUNDING                                            | CUSIP: 46849LVC2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   5200000 | PA      | $5241418.00   | 0.11%             | 2027-01-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Japan Tobacco Inc                                                               | JAPAN TOBACCO INC                                                               | CUSIP: 471105AC0<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |  10295000 | PA      | $10466875.03  | 0.23%             | 2028-05-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Jersey Mike s Funding                                                           | JERSEY MIKE'S FUNDING                                                           | CUSIP: 476681AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    125412 | PA      | $122161.47    | 0.00%             | 2052-02-15      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2020-INV1                                              | JP MORGAN MORTGAGE TRUST 2020-INV1                                              | CUSIP: 46591VBC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    555928 | PA      | $524662.68    | 0.01%             | 2050-08-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2020-INV1                                              | JP MORGAN MORTGAGE TRUST 2020-INV1                                              | CUSIP: 46591VBH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    914355 | PA      | $823320.59    | 0.02%             | 2050-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST                                                        | JP MORGAN MORTGAGE TRUST 2025-DSC2                                              | CUSIP: 46659VAA6<br>LEI: 529900SXYOW2J5ABY729 | Long             | ABS-MBS          | CORP              | US        |   3730000 | PA      | $3729960.46   | 0.08%             | 2065-10-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust Series 2025-DSC1                                       | JP MORGAN MORTGAGE TRUST SERIES 2025-DSC1                                       | CUSIP: 46593TAA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6465327 | PA      | $6528684.94   | 0.14%             | 2065-09-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE & CO                                                             | CUSIP: 46647PCF1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5480000 | PA      | $5494993.28   | 0.12%             | 2027-04-22      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE & CO                                                             | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4620000 | PA      | $4670381.10   | 0.10%             | 2028-01-23      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE & CO                                                             | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4820000 | PA      | $4890425.02   | 0.11%             | 2028-07-22      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE & CO                                                             | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5305000 | PA      | $5473587.60   | 0.12%             | 2031-04-22      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Keysight Technologies Inc                                                       | KEYSIGHT TECHNOLOGIES INC                                                       | CUSIP: 49338LAH6<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |   5450000 | PA      | $5656309.75   | 0.12%             | 2030-07-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                                | KILROY REALTY LP                                                                | CUSIP: 49427RAL6<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |   2355000 | PA      | $2354121.59   | 0.05%             | 2025-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                               | KINDER MORGAN INC                                                               | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   5490000 | PA      | $5641139.70   | 0.12%             | 2030-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Korea Electric Power Corp                                                       | KOREA ELECTRIC POWER CORP                                                       | CUSIP: 500631AX4<br>LEI: 988400QG33WS7JEIV602 | Long             | DBT              | NUSS              | KR        |  12400000 | PA      | $12488288.25  | 0.27%             | 2026-04-06      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Korea Housing Finance Corp                                                      | KOREA HOUSING FINANCE CORP                                                      | CUSIP: 50065RAK3<br>LEI: 9884002AAOBT56QW9B80 | Long             | DBT              | NUSS              | KR        |  12080000 | PA      | $12257354.33  | 0.26%             | 2028-02-24      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Korea Hydro & Nuclear Power Co Ltd                                              | KOREA HYDRO & NUCLEAR POWER CO LTD                                              | CUSIP: 50064YAP8<br>LEI: 9884008CRY5MLCN8OQ43 | Long             | DBT              | NUSS              | KR        |  12038000 | PA      | $11814067.20  | 0.26%             | 2026-04-27      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Korea Hydro & Nuclear Power Co Ltd                                              | KOREA HYDRO & NUCLEAR POWER CO LTD                                              | CUSIP: 50064YAS2<br>LEI: 9884008CRY5MLCN8OQ43 | Long             | DBT              | NUSS              | KR        |   1400000 | PA      | $1432179.10   | 0.03%             | 2028-07-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                   | KROGER CO/THE                                                                   | CUSIP: 501044DJ7<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   1206000 | PA      | $1196710.18   | 0.03%             | 2027-08-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| KT Corp                                                                         | KT CORP                                                                         | CUSIP: 48268KAH4<br>LEI: 9884005ACF8449EANY26 | Long             | DBT              | CORP              | KR        |   5350000 | PA      | $5334338.89   | 0.12%             | 2028-02-02      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| Lloyds Banking Group PLC                                                        | LLOYDS BANKING GROUP PLC                                                        | CUSIP: 53944YAZ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   4660000 | PA      | $4724452.46   | 0.10%             | 2028-01-05      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| Lowe s Cos Inc                                                                  | LOWE'S COS INC                                                                  | CUSIP: 548661EG8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   2275000 | PA      | $2248318.80   | 0.05%             | 2027-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Lowe s Cos Inc                                                                  | LOWE'S COS INC                                                                  | CUSIP: 548661EP8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   4745000 | PA      | $4754319.18   | 0.10%             | 2026-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc                                                                | LPL HOLDINGS INC                                                                | CUSIP: 50212YAC8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1336824.20   | 0.03%             | 2027-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc                                                                | LPL HOLDINGS INC                                                                | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   2275000 | PA      | $2430064.00   | 0.05%             | 2028-11-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc                                                                | LPL HOLDINGS INC                                                                | CUSIP: 50212YAN4<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   2960000 | PA      | $2999148.96   | 0.06%             | 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        |   8115000 | PA      | $8269671.90   | 0.18%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| LSTAR Commercial Mortgage Trust 2017-5                                          | LSTAR COMMERCIAL MORTGAGE TRUST 2017-5                                          | CUSIP: 54910TAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4905000 | PA      | $4731004.94   | 0.10%             | 2050-03-10      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                               | LYB INTERNATIONAL FINANCE III LLC                                               | CUSIP: 50249AAF0<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |   5631000 | PA      | $5613611.47   | 0.12%             | 2025-10-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Ma aden Sukuk Ltd                                                               | MA'ADEN SUKUK LTD                                                               | CUSIP: YR2407173<br>LEI: 254900QDNU6I6VA8UL14 | Long             | DBT              | NUSS              | KY        |    813000 | PA      | $836039.72    | 0.02%             | 2030-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ma aden Sukuk Ltd                                                               | MA'ADEN SUKUK LTD                                                               | CUSIP: 55407NAA0<br>LEI: 254900QDNU6I6VA8UL14 | Long             | DBT              | NUSS              | KY        |   8290000 | PA      | $8524931.47   | 0.18%             | 2030-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XLII Ltd                                                   | MADISON PARK FUNDING XLII LTD                                                   | CUSIP: 55822RAA8<br>LEI: 549300YWZ8HFDYP0MR16 | Long             | ABS-CBDO         | CORP              | KY        |   6226824 | PA      | $6228315.06   | 0.13%             | 2030-11-21      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XXIII Ltd                                                  | MADISON PARK FUNDING XXIII LTD                                                  | CUSIP: 55820TAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7810000 | PA      | $7811247.96   | 0.17%             | 2031-07-27      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XXIII Ltd                                                  | MADISON PARK FUNDING XXIII LTD                                                  | CUSIP: 55820TAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5877674 | PA      | $5883463.83   | 0.13%             | 2031-07-27      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XXIV Ltd                                                   | MADISON PARK FUNDING XXIV LTD                                                   | CUSIP: 55820NBA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5240000 | PA      | $5242987.48   | 0.11%             | 2029-10-20      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XXXIII Ltd                                                 | MADISON PARK FUNDING XXXIII LTD                                                 | CUSIP: 55819JAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  13755640 | PA      | $13760527.99  | 0.30%             | 2032-10-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XXXV Ltd                                                   | MADISON PARK FUNDING XXXV LTD                                                   | CUSIP: 55819MAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    745000 | PA      | $746925.63    | 0.02%             | 2032-04-20      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| Manufacturers & Traders Trust Co                                                | MANUFACTURERS & TRADERS TRUST CO                                                | CUSIP: 564760CC8<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |   5255000 | PA      | $5296325.32   | 0.11%             | 2028-07-06      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| Marble Point CLO XIV Ltd                                                        | MARBLE POINT CLO XIV LTD                                                        | CUSIP: 56608KAW3<br>LEI: 254900N4UCG37B1HFL93 | Long             | ABS-CBDO         | CORP              | KY        |  11465502 | PA      | $11470411.41  | 0.25%             | 2032-01-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Marble Point CLO XV Ltd                                                         | MARBLE POINT CLO XV LTD                                                         | CUSIP: 56606YAW5<br>LEI: 549300CO8XB55W8SS394 | Long             | ABS-CBDO         | CORP              | KY        |   7477124 | PA      | $7477087.71   | 0.16%             | 2032-07-23      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                   | MARRIOTT INTERNATIONAL INC/MD                                                   | CUSIP: 571903AS2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   9676000 | PA      | $9585074.63   | 0.21%             | 2026-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                                        | MARS INC                                                                        | CUSIP: 571676AT2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   9340000 | PA      | $9448306.64   | 0.20%             | 2028-04-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                                        | MARS INC                                                                        | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   6720000 | PA      | $6803005.44   | 0.15%             | 2028-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                        | MARSH & MCLENNAN COS INC                                                        | CUSIP: 571748BY7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   8560000 | PA      | $8653988.80   | 0.19%             | 2027-11-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                                          | MARVELL TECHNOLOGY INC                                                          | CUSIP: 573874AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2943933.00   | 0.06%             | 2026-04-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: —       |
| Marvell Technology Inc                                                          | MARVELL TECHNOLOGY INC                                                          | CUSIP: 573874AN4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9338000 | PA      | $9469917.93   | 0.20%             | 2028-06-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                                          | MARVELL TECHNOLOGY INC                                                          | CUSIP: 573874AR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1905000 | PA      | $1922706.98   | 0.04%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Mattel Inc                                                                      | MATTEL INC                                                                      | CUSIP: 577081BE1<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |   7967000 | PA      | $7880773.16   | 0.17%             | 2026-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MED Commercial Mortgage Trust 2024-MOB                                          | MED COMMERCIAL MORTGAGE TRUST 2024-MOB                                          | CUSIP: 55287BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6250000 | PA      | $6216093.75   | 0.13%             | 2041-05-15      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                         | MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                         | CUSIP: 58769JAF4<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   2305000 | PA      | $2311938.05   | 0.05%             | 2026-03-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                         | MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                         | CUSIP: 58769JAQ0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |  14430000 | PA      | $14546276.94  | 0.31%             | 2027-01-11      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MFA 2021-INV1 Trust                                                             | MFA 2021-INV1 TRUST                                                             | CUSIP: 552747AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    557022 | PA      | $539728.43    | 0.01%             | 2056-01-25      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| MFA 2021-NQM2 Trust                                                             | MFA 2021-NQM2 TRUST                                                             | CUSIP: 55283WAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1236788 | PA      | $1101966.76   | 0.02%             | 2064-11-25      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| MHC Commercial Mortgage Trust 2021-MHC                                          | MHC COMMERCIAL MORTGAGE TRUST 2021-MHC                                          | CUSIP: 55316VAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8836000 | PA      | $8847045.00   | 0.19%             | 2038-04-15      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                           | MICRON TECHNOLOGY INC                                                           | CUSIP: 595112CA9<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |  12995000 | PA      | $13379249.16  | 0.29%             | 2028-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| MidOcean Credit CLO VI                                                          | MIDOCEAN CREDIT CLO VI                                                          | CUSIP: 59802XBN2<br>LEI: 549300YUUBR2C1GYW366 | Long             | ABS-CBDO         | CORP              | KY        |   2405667 | PA      | $2408022.02   | 0.05%             | 2033-04-20      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC 2021-A                                               | MMAF EQUIPMENT FINANCE LLC 2021-A                                               | CUSIP: 55317JAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1430000 | PA      | $1405679.70   | 0.03%             | 2043-11-13      | Fixed         | 1.19%                 | No            |                  2 | On Loan: No      |
| Mohawk Industries Inc                                                           | MOHAWK INDUSTRIES INC                                                           | CUSIP: 608190AM6<br>LEI: 549300JI1115MG3Q6322 | Long             | DBT              | CORP              | US        |   2853000 | PA      | $2980195.30   | 0.06%             | 2028-09-18      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                                                                  | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   6780000 | PA      | $6905491.02   | 0.15%             | 2029-04-12      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                                                                  | CUSIP: 61747YEX9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   6730000 | PA      | $6738587.48   | 0.15%             | 2026-10-16      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2025-C35                     | MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2025-C35                     | CUSIP: 61779CAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1265000 | PA      | $1270289.85   | 0.03%             | 2058-08-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2014-150E                                        | MORGAN STANLEY CAPITAL I TRUST 2014-150E                                        | CUSIP: 61764BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9590000 | PA      | $8704931.23   | 0.19%             | 2032-09-09      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2025-DSC2                        | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-DSC2                        | CUSIP: 61778XAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    637063 | PA      | $642017.93    | 0.01%             | 2070-07-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP                                                                         | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |  17760000 | PA      | $17730482.88  | 0.38%             | 2031-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MVW 2020-1 LLC                                                                  | MVW 2020-1 LLC                                                                  | CUSIP: 55400EAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    449780 | PA      | $441020.24    | 0.01%             | 2037-10-20      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| MVW 2021-1W LLC                                                                 | MVW 2021-1W LLC                                                                 | CUSIP: 55389TAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    258571 | PA      | $248109.22    | 0.01%             | 2041-01-22      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| MVW 2023-1 LLC                                                                  | MVW 2023-1 LLC                                                                  | CUSIP: 62848PAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4572307 | PA      | $4619815.95   | 0.10%             | 2040-10-20      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| MVW 2023-2 LLC                                                                  | MVW 2023-2 LLC                                                                  | CUSIP: 55400WAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    753009 | PA      | $772461.52    | 0.02%             | 2040-11-20      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| MVW 2023-2 LLC                                                                  | MVW 2023-2 LLC                                                                  | CUSIP: 55400WAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    429231 | PA      | $438580.91    | 0.01%             | 2040-11-20      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                      | NASDAQ INC                                                                      | CUSIP: 63111XAH4<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |   2440000 | PA      | $2518202.00   | 0.05%             | 2028-06-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                               | NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP                               | CUSIP: 63743HFR8<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   3761000 | PA      | $3823489.02   | 0.08%             | 2027-05-06      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Loan Trust 2020-A                                     | NAVIENT PRIVATE EDUCATION LOAN TRUST 2020-A                                     | CUSIP: 63941FAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2247686 | PA      | $2169191.72   | 0.05%             | 2068-11-15      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2019-A                                | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-A                                | CUSIP: 63941BAB1<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    693542 | PA      | $690124.90    | 0.01%             | 2043-01-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2019-E                                | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-E                                | CUSIP: 63941MAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1840599 | PA      | $1802469.98   | 0.04%             | 2068-05-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2019-G                                | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-G                                | CUSIP: 63941JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3108632 | PA      | $3017034.75   | 0.07%             | 2068-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2020-B                                | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-B                                | CUSIP: 63941GAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1266463 | PA      | $1209617.28   | 0.03%             | 2069-01-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2020-C                                | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-C                                | CUSIP: 63941KAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8640051 | PA      | $8258453.93   | 0.18%             | 2068-11-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2020-D                                | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-D                                | CUSIP: 63941HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1326857 | PA      | $1255700.52   | 0.03%             | 2069-05-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2020-F                                | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-F                                | CUSIP: 63941XAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1458732 | PA      | $1374855.78   | 0.03%             | 2069-07-15      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2020-G                                | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-G                                | CUSIP: 63941UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    887246 | PA      | $832045.52    | 0.02%             | 2069-09-16      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2020-H                                | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-H                                | CUSIP: 63935BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    722462 | PA      | $682710.62    | 0.01%             | 2069-01-15      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| Navistar Financial Dealer Note Master Owner Trust                               | NAVISTAR FINANCIAL DEALER NOTE MASTER OWNER TRUST                               | CUSIP: 63938PBX6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    625000 | PA      | $629422.44    | 0.01%             | 2029-04-25      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Navistar Financial Dealer Note Master Owner Trust                               | NAVISTAR FINANCIAL DEALER NOTE MASTER OWNER TRUST                               | CUSIP: 63938PBY4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    980000 | PA      | $986634.40    | 0.02%             | 2029-04-25      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| NBN Co Ltd                                                                      | NBN CO LTD                                                                      | CUSIP: 62878U2A9<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |  15195000 | PA      | $14911932.35  | 0.32%             | 2026-05-05      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust 2005-4                                                | NELNET STUDENT LOAN TRUST 2005-4                                                | CUSIP: 64031QCJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1508733 | PA      | $1479986.21   | 0.03%             | 2032-03-22      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust 2020-1                                                | NELNET STUDENT LOAN TRUST 2020-1                                                | CUSIP: 64034GAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1032839 | PA      | $1030265.62   | 0.02%             | 2068-03-26      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust 2021-C                                                | NELNET STUDENT LOAN TRUST 2021-C                                                | CUSIP: 64035GAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5360564 | PA      | $5015226.32   | 0.11%             | 2062-04-20      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust 2021-D                                                | NELNET STUDENT LOAN TRUST 2021-D                                                | CUSIP: 64034YAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1809532 | PA      | $1715556.18   | 0.04%             | 2062-04-20      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers Clo 43 Ltd                                       | NEUBERGER BERMAN LOAN ADVISERS CLO 43 LTD                                       | CUSIP: 64134AAJ1<br>LEI: 549300N83MM16HCONB28 | Long             | ABS-CBDO         | CORP              | KY        |  16575000 | PA      | $16523188.70  | 0.36%             | 2036-07-17      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust 2025-NQM4                                   | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM4                                   | CUSIP: 64832FAC0<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |   3421711 | PA      | $3450486.84   | 0.07%             | 2065-07-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust 2025-NQM4                                   | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM4                                   | CUSIP: 64832FAD8<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |   6912748 | PA      | $6966012.20   | 0.15%             | 2065-07-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                             | NEXTERA ENERGY CAPITAL HOLDINGS INC                                             | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1587048.75   | 0.03%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                             | NEXTERA ENERGY CAPITAL HOLDINGS INC                                             | CUSIP: 65339KBY5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   9130000 | PA      | $8846951.74   | 0.19%             | 2027-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                             | NEXTERA ENERGY CAPITAL HOLDINGS INC                                             | CUSIP: 65339KBS8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   2175000 | PA      | $2174660.70   | 0.05%             | 2025-09-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Niagara Mohawk Power Corp                                                       | NIAGARA MOHAWK POWER CORP                                                       | CUSIP: 653522DT6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |   4085000 | PA      | $4106458.51   | 0.09%             | 2030-10-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                    | NISOURCE INC                                                                    | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   1560000 | PA      | $1600662.96   | 0.03%             | 2028-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NMEF Funding 2025-A LLC                                                         | NMEF FUNDING 2025-A LLC                                                         | CUSIP: 62919VAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3410000 | PA      | $3417657.50   | 0.07%             | 2032-07-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                                             | NORTHERN TRUST CORP                                                             | CUSIP: 665859AP9<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |   4035000 | PA      | $4029774.68   | 0.09%             | 2025-10-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                           | NORTHROP GRUMMAN CORP                                                           | CUSIP: 666807BN1<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1364474.04   | 0.03%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Global Funding                                              | NORTHWESTERN MUTUAL GLOBAL FUNDING                                              | CUSIP: 66815L2K4<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |   3582000 | PA      | $3604627.49   | 0.08%             | 2027-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                                                  | NRG ENERGY INC                                                                  | CUSIP: 629377CN0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   3140000 | PA      | $3108232.62   | 0.07%             | 2025-12-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                | NTT FINANCE CORP                                                                | CUSIP: 62954WAQ8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   4405000 | PA      | $4453217.13   | 0.10%             | 2028-07-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                     | NUTRIEN LTD                                                                     | CUSIP: 67077MBA5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |   2955000 | PA      | $3003943.67   | 0.06%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC                                                        | NXP BV / NXP FUNDING LLC                                                        | CUSIP: 62947QBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    915000 | PA      | $917555.60    | 0.02%             | 2026-03-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                                          | NXP BV / NXP FUNDING LLC / NXP USA INC                                          | CUSIP: 62954HAV0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   5609000 | PA      | $5598292.42   | 0.12%             | 2029-06-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                                          | NXP BV / NXP FUNDING LLC / NXP USA INC                                          | CUSIP: 62954HBE7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1040000 | PA      | $1041721.20   | 0.02%             | 2027-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                                          | NXP BV / NXP FUNDING LLC / NXP USA INC                                          | CUSIP: 62954HAX6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1235000 | PA      | $1213862.98   | 0.03%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                                          | NXP BV / NXP FUNDING LLC / NXP USA INC                                          | CUSIP: 62954HAZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   4939000 | PA      | $4915460.73   | 0.11%             | 2026-06-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                                          | NXP BV / NXP FUNDING LLC / NXP USA INC                                          | CUSIP: 62954HBF4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   2250000 | PA      | $2250729.00   | 0.05%             | 2028-08-19      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| O Reilly Automotive Inc                                                         | O'REILLY AUTOMOTIVE INC                                                         | CUSIP: 67103HAM9<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |  13817000 | PA      | $14051018.53  | 0.30%             | 2026-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| O Reilly Automotive Inc                                                         | O'REILLY AUTOMOTIVE INC                                                         | CUSIP: 67103HAG2<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |   4597000 | PA      | $4617447.46   | 0.10%             | 2028-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| OBX 2019-EXP2 Trust                                                             | OBX 2019-EXP2 TRUST                                                             | CUSIP: 67113KAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    107498 | PA      | $106384.01    | 0.00%             | 2059-06-25      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| OBX 2019-EXP3 Trust                                                             | OBX 2019-EXP3 TRUST                                                             | CUSIP: 67113ABB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    377517 | PA      | $377815.05    | 0.01%             | 2059-10-25      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| OBX 2020-EXP1 Trust                                                             | OBX 2020-EXP1 TRUST                                                             | CUSIP: 67448TBF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    222225 | PA      | $219676.99    | 0.00%             | 2060-02-25      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| OBX 2020-EXP2 Trust                                                             | OBX 2020-EXP2 TRUST                                                             | CUSIP: 67448VAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    318727 | PA      | $279063.39    | 0.01%             | 2060-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| OBX 2020-INV1 Trust                                                             | OBX 2020-INV1 TRUST                                                             | CUSIP: 67113CAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    530103 | PA      | $477928.88    | 0.01%             | 2049-12-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| OBX 2021-NQM1 Trust                                                             | OBX 2021-NQM1 TRUST                                                             | CUSIP: 67114BAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2371855 | PA      | $2049261.35   | 0.04%             | 2066-02-25      | Variable      | 1.18%                 | No            |                  2 | On Loan: No      |
| OBX 2023-NQM10 Trust                                                            | OBX 2023-NQM10 TRUST                                                            | CUSIP: 67449CAB7<br>LEI: 254900O44XNRXAW7W466 | Long             | ABS-MBS          | CORP              | US        |    630857 | PA      | $638291.57    | 0.01%             | 2063-10-25      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM15 Trust                                                            | OBX 2025-NQM15 TRUST                                                            | CUSIP: 67122CAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2075000 | PA      | $2075000.00   | 0.04%             | 2065-07-27      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM15 Trust                                                            | OBX 2025-NQM15 TRUST                                                            | CUSIP: 67122CAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3975000 | PA      | $3974985.29   | 0.09%             | 2065-07-27      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                       | OCCIDENTAL PETROLEUM CORP                                                       | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   2805000 | PA      | $2836491.74   | 0.06%             | 2029-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                       | OCCIDENTAL PETROLEUM CORP                                                       | CUSIP: 674599EH4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   2039000 | PA      | $2058488.76   | 0.04%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 39 Ltd                                              | OCTAGON INVESTMENT PARTNERS 39 LTD                                              | CUSIP: 67592CAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3517618 | PA      | $3518648.74   | 0.08%             | 2030-10-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XXI Ltd                                             | OCTAGON INVESTMENT PARTNERS XXI LTD                                             | CUSIP: 67590QCA3<br>LEI: 549300XIS9D4AHDX5A35 | Long             | ABS-CBDO         | CORP              | KY        |  11495000 | PA      | $11500040.79  | 0.25%             | 2031-02-14      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XXI Ltd                                             | OCTAGON INVESTMENT PARTNERS XXI LTD                                             | CUSIP: 67590QBW6<br>LEI: 549300XIS9D4AHDX5A35 | Long             | ABS-CBDO         | CORP              | KY        |   3002445 | PA      | $3003325.49   | 0.06%             | 2031-02-14      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XXI Ltd                                             | OCTAGON INVESTMENT PARTNERS XXI LTD                                             | CUSIP: 67590QCC9<br>LEI: 549300XIS9D4AHDX5A35 | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $4503694.23   | 0.10%             | 2031-02-14      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust 2022-1                                                 | OCTANE RECEIVABLES TRUST 2022-1                                                 | CUSIP: 67571EAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2350628 | PA      | $2351043.28   | 0.05%             | 2028-05-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust 2023-1                                                 | OCTANE RECEIVABLES TRUST 2023-1                                                 | CUSIP: 67571BAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2695000 | PA      | $2714676.46   | 0.06%             | 2029-07-20      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust 2023-3                                                 | OCTANE RECEIVABLES TRUST 2023-3                                                 | CUSIP: 67571CAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    515000 | PA      | $527288.67    | 0.01%             | 2029-08-20      | Fixed         | 6.74%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust 2023-3                                                 | OCTANE RECEIVABLES TRUST 2023-3                                                 | CUSIP: 67571CAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1570000 | PA      | $1596237.06   | 0.03%             | 2029-07-20      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust 2024-3                                                 | OCTANE RECEIVABLES TRUST 2024-3                                                 | CUSIP: 67571GAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1650000 | PA      | $1683805.37   | 0.04%             | 2031-10-20      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust 2024-3                                                 | OCTANE RECEIVABLES TRUST 2024-3                                                 | CUSIP: 67571GAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1700186 | PA      | $1706280.30   | 0.04%             | 2030-05-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc / Omnicom Capital Inc                                         | OMNICOM GROUP INC / OMNICOM CAPITAL INC                                         | CUSIP: 68217FAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2060000 | PA      | $2046191.82   | 0.04%             | 2026-04-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ONE 2021-PARK Mortgage Trust                                                    | ONE 2021-PARK MORTGAGE TRUST                                                    | CUSIP: 682413AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11219000 | PA      | $10927873.68  | 0.24%             | 2036-03-15      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| ONE 2021-PARK Mortgage Trust                                                    | ONE 2021-PARK MORTGAGE TRUST                                                    | CUSIP: 682413AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6005000 | PA      | $5821893.74   | 0.13%             | 2036-03-15      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                       | ONEOK INC                                                                       | CUSIP: 682680CB7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   9355000 | PA      | $9361716.89   | 0.20%             | 2027-09-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                       | ONEOK INC                                                                       | CUSIP: 682680CL5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |  11352000 | PA      | $11396011.70  | 0.25%             | 2026-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                       | ONEOK INC                                                                       | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   4840000 | PA      | $4899391.64   | 0.11%             | 2026-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                                                                     | CUSIP: 68389XCC7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  12195000 | PA      | $12011635.98  | 0.26%             | 2026-03-25      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                     | OVINTIV INC                                                                     | CUSIP: 651290AR9<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2500222.50   | 0.05%             | 2026-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| Owens Corning                                                                   | OWENS CORNING                                                                   | CUSIP: 690742AF8<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |   3093000 | PA      | $3070798.45   | 0.07%             | 2026-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                   | OWENS CORNING                                                                   | CUSIP: 690742AN1<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |   4210000 | PA      | $4295020.95   | 0.09%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OZLM Funding II Ltd                                                             | OZLM FUNDING II LTD                                                             | CUSIP: 67108BCG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4450000 | PA      | $4460753.02   | 0.10%             | 2037-07-30      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| OZLM Funding II Ltd                                                             | OZLM FUNDING II LTD                                                             | CUSIP: 67108BCJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8115000 | PA      | $8116479.69   | 0.18%             | 2037-07-30      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| OZLM XXI Ltd                                                                    | OZLM XXI LTD                                                                    | CUSIP: 67112AAJ0<br>LEI: 5493002HF6D1C4B1AK86 | Long             | ABS-CBDO         | CORP              | KY        |   1859689 | PA      | $1860609.51   | 0.04%             | 2031-01-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS AND ELECTRIC CO                                                     | CUSIP: 694308JP3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   3350000 | PA      | $3330000.50   | 0.07%             | 2026-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Paychex Inc                                                                     | PAYCHEX INC                                                                     | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |   7461000 | PA      | $7671661.34   | 0.17%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PeaceHealth Obligated Group                                                     | PEACEHEALTH OBLIGATED GROUP                                                     | CUSIP: 70462GAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1555000 | PA      | $1541995.54   | 0.03%             | 2025-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                                   | PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP                                   | CUSIP: 709599BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12797000 | PA      | $12902396.09  | 0.28%             | 2026-05-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                                   | PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP                                   | CUSIP: 709599AW4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2240000 | PA      | $2213364.16   | 0.05%             | 2026-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                                   | PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP                                   | CUSIP: 709599BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3125000 | PA      | $3157893.75   | 0.07%             | 2027-01-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                                   | PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP                                   | CUSIP: 709599BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1164272.20   | 0.03%             | 2026-06-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Pernod Ricard SA                                                                | PERNOD RICARD SA                                                                | CUSIP: 714264AM0<br>LEI: 52990097YFPX9J0H5D87 | Long             | DBT              | CORP              | FR        |   8525000 | PA      | $8451719.10   | 0.18%             | 2026-06-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS INTERNATIONAL INC                                                 | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1948000 | PA      | $1987719.72   | 0.04%             | 2027-11-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                            | PNC FINANCIAL SERVICES GROUP INC/THE                                            | CUSIP: 693475BL8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   7035000 | PA      | $7037483.36   | 0.15%             | 2027-01-26      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| POSCO                                                                           | POSCO                                                                           | CUSIP: 73730EAC7<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |   6020000 | PA      | $6048637.44   | 0.13%             | 2026-01-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Post Road Equipment Finance 2024-1 LLC                                          | POST ROAD EQUIPMENT FINANCE 2024-1 LLC                                          | CUSIP: 737473AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    379007 | PA      | $381100.31    | 0.01%             | 2029-11-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2021-SFR8 Trust                                            | PROGRESS RESIDENTIAL 2021-SFR8 TRUST                                            | CUSIP: 74333TAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1548000 | PA      | $1506850.44   | 0.03%             | 2038-10-17      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2021-SFR8 Trust                                            | PROGRESS RESIDENTIAL 2021-SFR8 TRUST                                            | CUSIP: 74333TAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7820000 | PA      | $7606069.04   | 0.16%             | 2038-10-17      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                     | PROLOGIS LP                                                                     | CUSIP: 74340XBH3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |   2215000 | PA      | $2199481.71   | 0.05%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                                             | PUBLIC SERVICE ENTERPRISE GROUP INC                                             | CUSIP: 744573BA3<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   8275000 | PA      | $8448535.03   | 0.18%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2024-CES8                                                   | RCKT MORTGAGE TRUST 2024-CES8                                                   | CUSIP: 749421AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6665872 | PA      | $6717789.06   | 0.15%             | 2044-11-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2024-CES9                                                   | RCKT MORTGAGE TRUST 2024-CES9                                                   | CUSIP: 749426AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1750291 | PA      | $1766273.33   | 0.04%             | 2044-12-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                              | REALTY INCOME CORP                                                              | CUSIP: 756109BQ6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   1780000 | PA      | $1779887.86   | 0.04%             | 2026-01-13      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp                                                              | REGAL REXNORD CORP                                                              | CUSIP: 758750AL7<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |  13934000 | PA      | $13999629.14  | 0.30%             | 2026-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp                                                              | REGAL REXNORD CORP                                                              | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   6701000 | PA      | $6927842.25   | 0.15%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America Inc                                                | REINSURANCE GROUP OF AMERICA INC                                                | CUSIP: 759351AM1<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |   5184000 | PA      | $5164269.70   | 0.11%             | 2026-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                           | REPUBLIC SERVICES INC                                                           | CUSIP: 760759AY6<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |   1566000 | PA      | $1553310.70   | 0.03%             | 2025-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| RGA Global Funding                                                              | RGA GLOBAL FUNDING                                                              | CUSIP: 76209PAH6<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |   7545000 | PA      | $7555736.54   | 0.16%             | 2028-08-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO 2019-2 Ltd                                                   | ROCKFORD TOWER CLO 2019-2 LTD                                                   | CUSIP: 77341GAS9<br>LEI: 549300IG5M07NI4QKK80 | Long             | ABS-CBDO         | CORP              | KY        |  12870518 | PA      | $12874823.92  | 0.28%             | 2032-08-20      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                       | ROGERS COMMUNICATIONS INC                                                       | CUSIP: 775109DE8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |  11825000 | PA      | $12051791.68  | 0.26%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                       | ROGERS COMMUNICATIONS INC                                                       | CUSIP: 775109CG4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   9100000 | PA      | $8951224.10   | 0.19%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Romark CLO II Ltd                                                               | ROMARK CLO II LTD                                                               | CUSIP: 77587EAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  13080000 | PA      | $13121448.69  | 0.28%             | 2031-07-25      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Ross Stores Inc                                                                 | ROSS STORES INC                                                                 | CUSIP: 778296AF0<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |   9068000 | PA      | $8855663.71   | 0.19%             | 2026-04-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                        | RTX CORP                                                                        | CUSIP: 913017AT6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    879000 | PA      | $929539.86    | 0.02%             | 2028-08-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                        | RTX CORP                                                                        | CUSIP: 75513EBZ3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   3456000 | PA      | $3699119.23   | 0.08%             | 2028-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                  | S&P GLOBAL INC                                                                  | CUSIP: 78409VBH6<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |  11400000 | PA      | $11135930.40  | 0.24%             | 2027-03-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                    | SABINE PASS LIQUEFACTION LLC                                                    | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   1930000 | PA      | $1929826.30   | 0.04%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                    | SABINE PASS LIQUEFACTION LLC                                                    | CUSIP: 785592AV8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   3887000 | PA      | $3901028.18   | 0.08%             | 2026-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sammons Financial Group Global Funding                                          | SAMMONS FINANCIAL GROUP GLOBAL FUNDING                                          | CUSIP: 79587J2B8<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |   3275000 | PA      | $3326990.63   | 0.07%             | 2028-01-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2023-B                           | SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2023-B                           | CUSIP: 80290CCC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1537433 | PA      | $1552639.97   | 0.03%             | 2033-12-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2023-B                           | SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2023-B                           | CUSIP: 80290CCA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    745204 | PA      | $754812.89    | 0.02%             | 2033-12-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2023-B                           | SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2023-B                           | CUSIP: 80290CCD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2487465 | PA      | $2522959.19   | 0.05%             | 2033-12-15      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2024-A                           | SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2024-A                           | CUSIP: 80290CCK8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2001585 | PA      | $2022424.10   | 0.04%             | 2032-06-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2024-A                           | SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2024-A                           | CUSIP: 80290CCJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1655680 | PA      | $1671990.12   | 0.04%             | 2032-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2024-B                           | SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2024-B                           | CUSIP: 80280BAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1945000 | PA      | $1951416.94   | 0.04%             | 2033-01-18      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2024-B                           | SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2024-B                           | CUSIP: 80280BAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1440000 | PA      | $1444437.65   | 0.03%             | 2033-01-18      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Santander Consumer Auto Receivables Trust 2021-B                                | SANTANDER CONSUMER AUTO RECEIVABLES TRUST 2021-B                                | CUSIP: 802824AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1308628 | PA      | $1297769.22   | 0.03%             | 2029-03-15      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2020-4                                   | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2020-4                                   | CUSIP: 80286WAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6110864 | PA      | $6088874.07   | 0.13%             | 2028-04-17      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2021-1                                   | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2021-1                                   | CUSIP: 80286NAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9537018 | PA      | $9480300.22   | 0.20%             | 2028-12-15      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2021-3                                   | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2021-3                                   | CUSIP: 80287EAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15050000 | PA      | $15031124.14  | 0.32%             | 2028-10-16      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2021-4                                   | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2021-4                                   | CUSIP: 80285VAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9700000 | PA      | $9672345.30   | 0.21%             | 2029-03-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2021-4                                   | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2021-4                                   | CUSIP: 80285VAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3466910 | PA      | $3440217.13   | 0.07%             | 2027-10-15      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc                                                      | SANTANDER HOLDINGS USA INC                                                      | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   5540000 | PA      | $5401926.58   | 0.12%             | 2028-01-06      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc                                                      | SANTANDER HOLDINGS USA INC                                                      | CUSIP: 80282KBK1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    980000 | PA      | $989651.04    | 0.02%             | 2027-05-31      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                 | SANTANDER UK GROUP HOLDINGS PLC                                                 | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   2595000 | PA      | $2540357.09   | 0.05%             | 2027-06-14      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bond                                             | SAUDI GOVERNMENT INTERNATIONAL BOND                                             | CUSIP: 80413TBJ7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   5320000 | PA      | $5436003.88   | 0.12%             | 2028-01-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                                                 | SBA TOWER TRUST                                                                 | CUSIP: 78403DBD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  13380000 | PA      | $13404689.04  | 0.29%             | 2029-10-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                                                 | SBA TOWER TRUST                                                                 | CUSIP: 78403DAZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7561000 | PA      | $7800563.40   | 0.17%             | 2028-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                                                 | SBA TOWER TRUST                                                                 | CUSIP: 78403DAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5077000 | PA      | $4906802.76   | 0.11%             | 2026-11-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                                                 | SBA TOWER TRUST                                                                 | CUSIP: 78403DAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3232000 | PA      | $3195178.66   | 0.07%             | 2026-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust 2024-B                                                    | SBNA AUTO LEASE TRUST 2024-B                                                    | CUSIP: 78437VAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6630000 | PA      | $6728753.85   | 0.15%             | 2028-12-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust 2016-1 LLC                                                  | SCF EQUIPMENT TRUST 2016-1 LLC                                                  | CUSIP: 78437DAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3520000 | PA      | $3608364.67   | 0.08%             | 2033-11-21      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust 2016-1 LLC                                                  | SCF EQUIPMENT TRUST 2016-1 LLC                                                  | CUSIP: 78437DAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2685126 | PA      | $2692195.63   | 0.06%             | 2030-07-22      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Schlumberger Holdings Corp                                                      | SCHLUMBERGER HOLDINGS CORP                                                      | CUSIP: 806851AK7<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |   8758000 | PA      | $8725026.13   | 0.19%             | 2028-05-17      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Schlumberger Investment SA                                                      | SCHLUMBERGER INVESTMENT SA                                                      | CUSIP: 806854AK1<br>LEI: 529900EZ29I5KXPV2J32 | Long             | DBT              | CORP              | LU        |   4853000 | PA      | $4891955.03   | 0.11%             | 2028-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SDR Commercial Mortgage Trust 2024-DSNY                                         | SDR COMMERCIAL MORTGAGE TRUST 2024-DSNY                                         | CUSIP: 811304AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4880000 | PA      | $4873902.44   | 0.11%             | 2039-05-15      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| SEB Funding LLC                                                                 | SEB FUNDING LLC                                                                 | CUSIP: 78433DAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6015000 | PA      | $6172851.04   | 0.13%             | 2054-04-30      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust                                         | SECURITIZED TERM AUTO RECEIVABLES TRUST                                         | CUSIP: 81378RAB0<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | CA        |   1716356 | PA      | $1729987.01   | 0.04%             | 2031-07-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust 2025-B                                  | SECURITIZED TERM AUTO RECEIVABLES TRUST 2025-B                                  | CUSIP: 81378WAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |    585312 | PA      | $589029.97    | 0.01%             | 2032-12-29      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust 2025-B                                  | SECURITIZED TERM AUTO RECEIVABLES TRUST 2025-B                                  | CUSIP: 81378WAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |   1264453 | PA      | $1273617.55   | 0.03%             | 2032-12-29      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                          | SEMPRA                                                                          | CUSIP: 816851BQ1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   2840000 | PA      | $2862671.72   | 0.06%             | 2026-08-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2018-CH2                                                 | SEQUOIA MORTGAGE TRUST 2018-CH2                                                 | CUSIP: 81747EAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    228017 | PA      | $213981.48    | 0.00%             | 2048-06-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2018-CH2                                                 | SEQUOIA MORTGAGE TRUST 2018-CH2                                                 | CUSIP: 81747EAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    596930 | PA      | $560182.84    | 0.01%             | 2048-06-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2018-CH3                                                 | SEQUOIA MORTGAGE TRUST 2018-CH3                                                 | CUSIP: 81746WAU2<br>LEI: 549300FECQ7XLTBL1027 | Long             | ABS-MBS          | CORP              | US        |     13719 | PA      | $13590.23     | 0.00%             | 2048-08-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2024-1                                | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-1                                | CUSIP: 78435VAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    655000 | PA      | $671452.36    | 0.01%             | 2032-01-20      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2024-1                                | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-1                                | CUSIP: 78435VAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1912361 | PA      | $1922843.01   | 0.04%             | 2029-05-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                         | SHERWIN-WILLIAMS CO/THE                                                         | CUSIP: 824348BS4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   5375000 | PA      | $5424901.50   | 0.12%             | 2028-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Sierra Timeshare 2025-2 Receivables Funding LLC                                 | SIERRA TIMESHARE 2025-2 RECEIVABLES FUNDING LLC                                 | CUSIP: 82653HAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2579279 | PA      | $2602044.48   | 0.06%             | 2044-04-20      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                                | SMB PRIVATE EDUCATION LOAN TRUST                                                | CUSIP: 78449XAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    944652 | PA      | $895706.02    | 0.02%             | 2053-07-15      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2018-B                                         | SMB PRIVATE EDUCATION LOAN TRUST 2018-B                                         | CUSIP: 78449LAC2<br>LEI: 549300INMCHM7L5O6M41 | Long             | ABS-O            | CORP              | US        |   2148121 | PA      | $2144853.14   | 0.05%             | 2037-01-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2020-PTB                                       | SMB PRIVATE EDUCATION LOAN TRUST 2020-PTB                                       | CUSIP: 78449DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3621594 | PA      | $3420698.14   | 0.07%             | 2054-09-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2021-B                                         | SMB PRIVATE EDUCATION LOAN TRUST 2021-B                                         | CUSIP: 78449YAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4886154 | PA      | $4596412.43   | 0.10%             | 2051-07-17      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2025-A                                         | SMB PRIVATE EDUCATION LOAN TRUST 2025-A                                         | CUSIP: 83207EAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3728001 | PA      | $3803787.70   | 0.08%             | 2054-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                             | SOCIETE GENERALE SA                                                             | CUSIP: 83368RCH3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   8440000 | PA      | $8559181.24   | 0.18%             | 2029-05-22      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                             | SOCIETE GENERALE SA                                                             | CUSIP: 83368RBV3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   6811000 | PA      | $6893957.98   | 0.15%             | 2028-01-19      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Solventum Corp                                                                  | SOLVENTUM CORP                                                                  | CUSIP: 83444MAN1<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |  11990000 | PA      | $12231562.53  | 0.26%             | 2027-02-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOUND POINT CLO XXII LTD                                                        | SOUND POINT CLO XXII LTD                                                        | CUSIP: 83611KAY8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1360000 | PA      | $1361584.24   | 0.03%             | 2032-01-20      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                                       | SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC                                       | CUSIP: 83007CAB8<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |   6646000 | PA      | $6702969.51   | 0.14%             | 2027-09-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                      | SOUTHERN CALIFORNIA GAS CO                                                      | CUSIP: 842434CW0<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |   5420000 | PA      | $5325280.08   | 0.12%             | 2027-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                 | SOUTHERN CO/THE                                                                 | CUSIP: 842587DD6<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   4238000 | PA      | $4316004.63   | 0.09%             | 2027-08-01      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                          | STANDARD CHARTERED PLC                                                          | CUSIP: 853254DB3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   4780000 | PA      | $4883310.14   | 0.11%             | 2028-05-14      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                          | STANDARD CHARTERED PLC                                                          | CUSIP: 853254BF6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   2937000 | PA      | $2930473.99   | 0.06%             | 2027-02-19      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                  | STARBUCKS CORP                                                                  | CUSIP: 855244BE8<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   5815000 | PA      | $5823204.97   | 0.13%             | 2026-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                  | STARBUCKS CORP                                                                  | CUSIP: 855244AR0<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   4793000 | PA      | $4785546.89   | 0.10%             | 2028-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                  | STARBUCKS CORP                                                                  | CUSIP: 855244AV1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1840832.10   | 0.04%             | 2027-03-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust 2019-INV1                                   | STARWOOD MORTGAGE RESIDENTIAL TRUST 2019-INV1                                   | CUSIP: 85572JAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    705917 | PA      | $697393.20    | 0.02%             | 2049-09-27      | Variable      | 2.92%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust 2020-1                                      | STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-1                                      | CUSIP: 85573AAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2054845 | PA      | $1963090.42   | 0.04%             | 2050-02-25      | Variable      | 2.41%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust 2021-2                                      | STARWOOD MORTGAGE RESIDENTIAL TRUST 2021-2                                      | CUSIP: 85573HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1183071 | PA      | $1111333.79   | 0.02%             | 2065-05-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust 2021-4                                      | STARWOOD MORTGAGE RESIDENTIAL TRUST 2021-4                                      | CUSIP: 85573PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6459207 | PA      | $5753783.91   | 0.12%             | 2056-08-25      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| Stratus Funding CLO 2025-1 Ltd                                                  | STRATUS FUNDING CLO 2025-1 LTD                                                  | CUSIP: 863163AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3855000 | PA      | $3847725.58   | 0.08%             | 2033-07-15      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                    | STRYKER CORP                                                                    | CUSIP: 863667BK6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |   7620000 | PA      | $7732494.06   | 0.17%             | 2028-02-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Sydney Airport Finance Co Pty Ltd                                               | SYDNEY AIRPORT FINANCE CO PTY LTD                                               | CUSIP: 87124VAF6<br>LEI: 549300MJAANHLHOVTO40 | Long             | DBT              | CORP              | AU        |   1351000 | PA      | $1344353.08   | 0.03%             | 2026-04-28      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Symphony CLO XXIII Ltd                                                          | SYMPHONY CLO XXIII LTD                                                          | CUSIP: 87167NDL6<br>LEI: 54930001DQI1CFLYVB48 | Long             | ABS-CBDO         | CORP              | KY        |   2519528 | PA      | $2517673.32   | 0.05%             | 2034-01-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Symphony CLO XXVI Ltd                                                           | SYMPHONY CLO XXVI LTD                                                           | CUSIP: 87190GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3192626 | PA      | $3194632.25   | 0.07%             | 2033-04-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                    | SYNOPSYS INC                                                                    | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |  12370000 | PA      | $12537514.54  | 0.27%             | 2028-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-MOBILE USA INC                                                                | CUSIP: 87264ABU8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2755000 | PA      | $2723975.95   | 0.06%             | 2026-04-15      | Fixed         | 2.62%                 | 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        | 136690235 | NS      | $136690235.16 | 2.95%             |  |  |  | No            |                  1 | On Loan: No      |
| T. Rowe Price Government Reserve Fund                                           | T. Rowe Price Government Reserve Fund - Collateral                              | CUSIP: 76105YYY8<br>LEI: 5493002Y0IYARJVQ5N24 | Long             | STIV             | RF                | US        |  44372868 | NS      | $44372867.50  | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software Inc                                               | TAKE-TWO INTERACTIVE SOFTWARE INC                                               | CUSIP: 874054AJ8<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |   9055000 | PA      | $9075509.58   | 0.20%             | 2026-03-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software Inc                                               | TAKE-TWO INTERACTIVE SOFTWARE INC                                               | CUSIP: 874054AK5<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6112596.00   | 0.13%             | 2028-03-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                            | TARGA RESOURCES CORP                                                            | CUSIP: 87612KAA0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   2155000 | PA      | $2190579.05   | 0.05%             | 2027-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Tenaga Nasional Bhd                                                             | TENAGA NASIONAL BHD                                                             | CUSIP: DD0052462<br>LEI: 549300FV8X6UID6I1413 | Long             | DBT              | CORP              | MY        |   8850000 | PA      | $8892283.44   | 0.19%             | 2025-11-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Tengizchevroil Finance Co International Ltd                                     | TENGIZCHEVROIL FINANCE CO INTERNATIONAL LTD                                     | CUSIP: LW9712917<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |   9400000 | PA      | $9338304.04   | 0.20%             | 2026-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| THL Credit Wind River 2015-1 CLO Ltd                                            | THL CREDIT WIND RIVER 2015-1 CLO LTD                                            | CUSIP: 97316XAA0<br>LEI: 549300H4V7OE3OL7II20 | Long             | ABS-CBDO         | CORP              | KY        |   1148389 | PA      | $1148554.51   | 0.02%             | 2030-10-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| THL Credit Wind River 2019-3 Clo Ltd                                            | THL CREDIT WIND RIVER 2019-3 CLO LTD                                            | CUSIP: 97314JAJ4<br>LEI: 549300QKM4OHZM4I5C40 | Long             | ABS-CBDO         | CORP              | KY        |   1222370 | PA      | $1222442.53   | 0.03%             | 2031-04-15      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| THL Credit Wind River 2019-3 Clo Ltd                                            | THL CREDIT WIND RIVER 2019-3 CLO LTD                                            | CUSIP: 97314JAN5<br>LEI: 549300QKM4OHZM4I5C40 | Long             | ABS-CBDO         | CORP              | KY        |   2725000 | PA      | $2730762.61   | 0.06%             | 2031-04-15      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| THL Credit Wind River 2019-3 Clo Ltd                                            | THL CREDIT WIND RIVER 2019-3 CLO LTD                                            | CUSIP: 97314JAL9<br>LEI: 549300QKM4OHZM4I5C40 | Long             | ABS-CBDO         | CORP              | KY        |   6280000 | PA      | $6286611.02   | 0.14%             | 2031-04-15      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| TIAA CLO I Ltd                                                                  | TIAA CLO I LTD                                                                  | CUSIP: 87271LAY8<br>LEI: 549300SWQCCOXV4X1761 | Long             | ABS-CBDO         | CORP              | KY        |   8442508 | PA      | $8445611.59   | 0.18%             | 2031-07-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2018-1                                                | TOWD POINT MORTGAGE TRUST 2018-1                                                | CUSIP: 89176EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    223506 | PA      | $221212.19    | 0.00%             | 2058-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| TPIC SPV I LLC                                                                  | TPIC SPV I LLC                                                                  | CUSIP: 872660AA3<br>LEI: 98450079E44D2D1B6432 | Long             | ABS-O            | CORP              | US        |   7743045 | PA      | $7743044.98   | 0.17%             | 2044-11-30      | Fixed         | 7.13%                 | Yes           |                  3 | On Loan: No      |
| Trans-Allegheny Interstate Line Co                                              | TRANS-ALLEGHENY INTERSTATE LINE CO                                              | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1195000 | PA      | $1223812.65   | 0.03%             | 2031-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tricon Residential 2024-SFR2 Trust                                              | TRICON RESIDENTIAL 2024-SFR2 TRUST                                              | CUSIP: 89616VAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6225000 | PA      | $6317126.89   | 0.14%             | 2040-06-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Tricon Residential 2024-SFR2 Trust                                              | TRICON RESIDENTIAL 2024-SFR2 TRUST                                              | CUSIP: 89616VAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3398415 | PA      | $3418660.91   | 0.07%             | 2040-06-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Trinitas Clo IX Ltd                                                             | TRINITAS CLO IX LTD                                                             | CUSIP: 89641JAW6<br>LEI: 549300QFERVNPGSISO16 | Long             | ABS-CBDO         | CORP              | KY        |   2887499 | PA      | $2889637.69   | 0.06%             | 2032-01-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Trinitas Clo IX Ltd                                                             | TRINITAS CLO IX LTD                                                             | CUSIP: 89641JAY2<br>LEI: 549300QFERVNPGSISO16 | Long             | ABS-CBDO         | CORP              | KY        |   2515000 | PA      | $2519842.18   | 0.05%             | 2032-01-20      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO VI Ltd                                                             | TRINITAS CLO VI LTD                                                             | CUSIP: 89640YBN3<br>LEI: 549300IUAXGLQ814UD95 | Long             | ABS-CBDO         | CORP              | KY        |  11805000 | PA      | $11819992.35  | 0.26%             | 2034-01-25      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Trinitas Clo VII Ltd                                                            | TRINITAS CLO VII LTD                                                            | CUSIP: 89641CAU5<br>LEI: 549300F3XEPDOX3FOP69 | Long             | ABS-CBDO         | CORP              | KY        |  11690000 | PA      | $11676956.41  | 0.25%             | 2035-01-25      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| TX Trust 2024-HOU                                                               | TX TRUST 2024-HOU                                                               | CUSIP: 90216DAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6490000 | PA      | $6482337.26   | 0.14%             | 2039-06-15      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                           | UBER TECHNOLOGIES INC                                                           | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |  10995000 | PA      | $10970250.26  | 0.24%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP AG                                                                    | CUSIP: 225401BC1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   6100000 | PA      | $6263400.70   | 0.14%             | 2027-12-22      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP AG                                                                    | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   3200000 | PA      | $3112182.40   | 0.07%             | 2027-08-10      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                  | UNITED STATES TREASURY INFLATION INDEXED BONDS                                  | CUSIP: 91282CNB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35147698 | PA      | $35878111.00  | 0.77%             | 2030-04-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  40515000 | PA      | $40746061.91  | 0.88%             | 2027-02-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CMV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 156980000 | PA      | $157396978.13 | 3.40%             | 2027-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CNM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 133130000 | PA      | $134170078.13 | 2.90%             | 2028-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21005000 | PA      | $21076384.23  | 0.46%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CMH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 318540000 | PA      | $320120257.83 | 6.91%             | 2027-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35120000 | PA      | $35158412.50  | 0.76%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BOND - WHEN ISSUED                                  | CUSIP: 91282CNP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  58375000 | PA      | $58621269.53  | 1.27%             | 2027-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| CBOT 10 YEAR US TREASURY NOTE                                                   | US 10YR NOTE (CBT)DEC25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     -1125 | NC      | $-572883.75   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ULTRA 10-YEAR US TREASURY NOTE FUTURES                                          | US 10YR ULTRA FUT DEC25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |      -402 | NC      | $-179585.46   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ULTRA U.S. TREASURY BOND FUTURES                                                | US 2YR NOTE (CBT) DEC25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |       112 | NC      | $28204.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ULTRA U.S. TREASURY BOND FUTURES                                                | US 2YR NOTE (CBT) DEC25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |      6209 | NC      | $1563571.50   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOT 5 YEAR US TREASURY NOTE                                                    | US 5YR NOTE (CBT) DEC25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     -1496 | NC      | $-410307.92   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                                                      | US BANCORP                                                                      | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   7145000 | PA      | $7193278.77   | 0.16%             | 2028-07-22      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                      | US BANCORP                                                                      | CUSIP: 91159HJH4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   4020000 | PA      | $4025101.38   | 0.09%             | 2026-10-21      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| US Bank NA                                                                      | US BANK NA                                                                      | CUSIP: 90357PAV6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    550900 | PA      | $557446.33    | 0.01%             | 2032-08-25      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| ULTRA U.S. TREASURY BOND FUTURES                                                | US ULTRA BOND CBT DEC25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |      -303 | NC      | $162240.86    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Utah Acquisition Sub Inc                                                        | UTAH ACQUISITION SUB INC                                                        | CUSIP: 62854AAN4<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |   6750000 | PA      | $6708703.50   | 0.14%             | 2026-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                              | VALERO ENERGY CORP                                                              | CUSIP: 91913YBF6<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $2216086.70   | 0.05%             | 2030-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Verdant Receivables 2023-1 LLC                                                  | VERDANT RECEIVABLES 2023-1 LLC                                                  | CUSIP: 92339GAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2892235 | PA      | $2942003.84   | 0.06%             | 2031-01-13      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| Verdant Receivables 2024-1 LLC                                                  | VERDANT RECEIVABLES 2024-1 LLC                                                  | CUSIP: 92339MAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1225837 | PA      | $1247520.86   | 0.03%             | 2031-12-12      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                                                            | VERISK ANALYTICS INC                                                            | CUSIP: 92345YAM8<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |   6685000 | PA      | $6712996.78   | 0.14%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMMUNICATIONS INC                                                      | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |  10164000 | PA      | $9681972.30   | 0.21%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                            | VERIZON MASTER TRUST                                                            | CUSIP: 92348KDG5<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   8440000 | PA      | $8456855.52   | 0.18%             | 2030-08-20      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-1                                               | VERUS SECURITIZATION TRUST 2021-1                                               | CUSIP: 92537QAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    685895 | PA      | $616455.77    | 0.01%             | 2066-01-25      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-1                                               | VERUS SECURITIZATION TRUST 2021-1                                               | CUSIP: 92537QAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1160834 | PA      | $1046927.72   | 0.02%             | 2066-01-25      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-2                                               | VERUS SECURITIZATION TRUST 2021-2                                               | CUSIP: 92538FAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1627454 | PA      | $1453916.92   | 0.03%             | 2066-02-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-R1                                              | VERUS SECURITIZATION TRUST 2021-R1                                              | CUSIP: 92538BAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    296073 | PA      | $285215.50    | 0.01%             | 2063-10-25      | Variable      | 1.06%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-R2                                              | VERUS SECURITIZATION TRUST 2021-R2                                              | CUSIP: 92538DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1640703 | PA      | $1527814.32   | 0.03%             | 2064-02-25      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2022-6                                               | VERUS SECURITIZATION TRUST 2022-6                                               | CUSIP: 92539AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3885174 | PA      | $3893772.59   | 0.08%             | 2067-06-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2023-4                                               | VERUS SECURITIZATION TRUST 2023-4                                               | CUSIP: 92539TAB9<br>LEI: 2138008DC17PCNG48R87 | Long             | ABS-MBS          | CORP              | US        |    509245 | PA      | $509911.25    | 0.01%             | 2068-05-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2023-6                                               | VERUS SECURITIZATION TRUST 2023-6                                               | CUSIP: 92539XAB0<br>LEI: 984500915DDB7T2ACA27 | Long             | ABS-MBS          | CORP              | US        |   1910224 | PA      | $1931399.43   | 0.04%             | 2068-09-25      | Variable      | 6.94%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2023-7                                               | VERUS SECURITIZATION TRUST 2023-7                                               | CUSIP: 92539YAB8<br>LEI: 213800W65K5FH3AI2J91 | Long             | ABS-MBS          | CORP              | US        |   3820480 | PA      | $3877046.74   | 0.08%             | 2068-10-25      | Variable      | 7.27%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2023-8                                               | VERUS SECURITIZATION TRUST 2023-8                                               | CUSIP: 92540DAB1<br>LEI: 213800DTJD5UKJR53O34 | Long             | ABS-MBS          | CORP              | US        |    777626 | PA      | $786327.59    | 0.02%             | 2068-12-25      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2025-3                                               | VERUS SECURITIZATION TRUST 2025-3                                               | CUSIP: 924928AA2<br>LEI: 213800DYYV3EM7TSTN14 | Long             | ABS-MBS          | CORP              | US        |   2612977 | PA      | $2639178.84   | 0.06%             | 2070-05-25      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2025-7                                               | VERUS SECURITIZATION TRUST 2025-7                                               | CUSIP: 924931AD0<br>LEI: 213800OVCAXDOBS94P47 | Long             | ABS-MBS          | CORP              | US        |   5410000 | PA      | $5401731.36   | 0.12%             | 2070-08-25      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| Viatris Inc                                                                     | VIATRIS INC                                                                     | CUSIP: 92556VAC0<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   5092000 | PA      | $4880783.84   | 0.11%             | 2027-06-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Trust 2020-2                                         | VISTA POINT SECURITIZATION TRUST 2020-2                                         | CUSIP: 92838TAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    398654 | PA      | $384560.43    | 0.01%             | 2065-04-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                        | VISTRA OPERATIONS CO LLC                                                        | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   3002000 | PA      | $3026088.05   | 0.07%             | 2026-12-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                         | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                         | CUSIP: 928668CA8<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   4520000 | PA      | $4593965.28   | 0.10%             | 2026-11-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                         | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                         | CUSIP: 928668BU5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   4550000 | PA      | $4551019.20   | 0.10%             | 2025-09-12      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                         | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                         | CUSIP: 928668CL4<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   8305000 | PA      | $8361208.24   | 0.18%             | 2027-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                         | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                         | CUSIP: 928668BV3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   6435000 | PA      | $6518146.64   | 0.14%             | 2026-09-12      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                         | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                         | CUSIP: 928668CP5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   3770000 | PA      | $3818580.22   | 0.08%             | 2028-03-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| Voya CLO 2018-3 Ltd                                                             | VOYA CLO 2018-3 LTD                                                             | CUSIP: 92917KAU8<br>LEI: 54930068MLVF3BECCK93 | Long             | ABS-CBDO         | CORP              | KY        |  10460000 | PA      | $10476755.04  | 0.23%             | 2031-10-15      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                            | WASTE MANAGEMENT INC                                                            | CUSIP: 94106LCA5<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |   9705000 | PA      | $9597458.90   | 0.21%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Wellfleet CLO 2021-1 Ltd                                                        | WELLFLEET CLO 2021-1 LTD                                                        | CUSIP: 94950CAQ9<br>LEI: 2549004R1NTM2HJCGO78 | Long             | ABS-CBDO         | CORP              | KY        |   9235000 | PA      | $9251154.42   | 0.20%             | 2034-04-20      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO & CO                                                                | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  18395000 | PA      | $18742187.23  | 0.40%             | 2029-04-23      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO & CO                                                                | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   8725000 | PA      | $8793543.60   | 0.19%             | 2028-01-24      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Western Union Co/The                                                            | WESTERN UNION CO/THE                                                            | CUSIP: 959802AZ2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |  16695000 | PA      | $16398663.75  | 0.35%             | 2026-03-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding 1 LLC                                                | WHEELS FLEET LEASE FUNDING 1 LLC                                                | CUSIP: 96328GBG1<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |   4944840 | PA      | $5010143.78   | 0.11%             | 2038-08-18      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding 1 LLC                                                | WHEELS FLEET LEASE FUNDING 1 LLC                                                | CUSIP: 96328GBM8<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |   5900461 | PA      | $5968156.26   | 0.13%             | 2039-02-18      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                            | WILLIAMS COS INC/THE                                                            | CUSIP: 969457CL2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   4020000 | PA      | $4087600.32   | 0.09%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                            | WILLIAMS COS INC/THE                                                            | CUSIP: 969457CR9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   6535000 | PA      | $6555637.53   | 0.14%             | 2030-06-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                            | WILLIAMS COS INC/THE                                                            | CUSIP: 969457CH1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |  11725000 | PA      | $11771747.58  | 0.25%             | 2026-03-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd                                                            | WOODSIDE FINANCE LTD                                                            | CUSIP: 980236AN3<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |   2682000 | PA      | $2662421.40   | 0.06%             | 2026-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Workday Inc                                                                     | WORKDAY INC                                                                     | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |   3450000 | PA      | $3411663.60   | 0.07%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2022-A                                        | WORLD OMNI AUTO RECEIVABLES TRUST 2022-A                                        | CUSIP: 98164GAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4240000 | PA      | $4194605.29   | 0.09%             | 2028-09-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                      | ZOETIS INC                                                                      | CUSIP: 98978VAL7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   7355000 | PA      | $7206429.00   | 0.16%             | 2027-09-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-10-02

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

**Signature:** /s/ Alan Dupski

**Name of Signer:** Alan Dupski

**Title:** Treasurer & Vice President