# EDGAR Filing Document

**Accession Number:** 0000701939
**File Stem:** 0002048251-26-002513
**Filing Date:** 2026-3
**Character Count:** 199564
**Document Hash:** b7df222f26221862e5ce530bb1eac599
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002048251-26-002513.hdr.sgml**: 20260331

**ACCESSION NUMBER**: 0002048251-26-002513

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260331

**DATE AS OF CHANGE**: 20260331

**PERIOD START**: 20260131

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SEI DAILY INCOME TRUST /MA/
- **CENTRAL INDEX KEY:** 0000701939

**ORGANIZATION NAME:**
- **EIN:** 236756825
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0131

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03451
- **FILM NUMBER:** 26818783

**BUSINESS ADDRESS:**
- **STREET 1:** 2 OLIVER ST
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02109
- **BUSINESS PHONE:** 8003425734

**MAIL ADDRESS:**
- **STREET 1:** ONE FREEDOM VALLEY DRIVE
- **CITY:** OAKS
- **STATE:** PA
- **ZIP:** 19456

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SEI CASH & PLUS TRUST
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** TRUSTFUNDS CASH & PLUS TRUST
- **DATE OF NAME CHANGE:** 19890123

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** CASH PLUS TRUST
- **DATE OF NAME CHANGE:** 19860827

## Series and Classes Contracts Data

### SDIT ULTRA SHORT DURATION BOND FUND (Series ID: S000008266)

| Class ID   | Class Name                                                                            | Ticker Symbol   |
|:---|:---|:---|
| C000022551 | SDIT ULTRA SHORT DURATION BOND FUND - CLASS F, effective 1-31-2017 (formerly Class A) | SECPX           |
| C000158211 | Class Y                                                                               | SECYX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** SEI DAILY INCOME TRUST

- **b. Investment Company Act file number:** 811-03451

- **c. CIK number of Registrant:** 0000701939

- **d. LEI of Registrant:** LTKY0J47NCTZPKTU4C46

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

  - **Street Address 1:** 2 OLIVER STREET

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02109

  - **Telephone number:** 8003455734

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

- **a. Name of Series:** SDIT Ultra Short Duration Bond Fund

- **b. EDGAR series identifier (if any):** S000008266

- **c. LEI of Series:** QHE4BC1KQ4QI4DLFWQ86

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

- **a. Date of fiscal year-end:** 2026-01-31

- **b. Date as of which information is reported:** 2026-01-31

**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:** $195254441.17

**Total Liabilities:** $1994443.88

**Net Assets:** $193259997.29

**Cash Not Reported:** $549660.26

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1914.33070726 | **1-Year:** -10850.24582136 | **5-Year:** -5600.88913951 | **10-Year:** -1167.97495243 | **30-Year:** -121.67500991

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

- **3-Month:** -87.25295249 | **1-Year:** -1248.19577684 | **5-Year:** -1767.23685772 | **10-Year:** -249.98430485 | **30-Year:** -19.92616298

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000158211 | 0.34%                | 0.45%                | 0.34%                |
| Class ID C000022551 | 0.34%                | 0.45%                | 0.33%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $31657.25                | $4210.27                                   |
| Month 2  | $68994.97                | $-23067.76                                 |
| Month 3  | $48829.33                | $44911.91                                  |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Swedbank AB                                              | SWEDBANK AB 144A 6.136000% 09/12/2026                                            | CUSIP: 87020PAX5<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | NUSS              | SE        |    375000 | PA      | $379936.80    | 0.20%             | 2026-09-12      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE, LLC                              | ALLIANT ENERGY FINANCE LLC 144A 5.400000% 06/06/2027                             | CUSIP: 01882YAF3<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |    260000 | PA      | $263570.02    | 0.14%             | 2027-06-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO., L.P.                           | PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP 144A 5.750000% 05/24/2026          | CUSIP: 709599BU7<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250969.20    | 0.13%             | 2026-05-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STAR TRUST                                               | STAR 2025-SFR5 TRUST STAR 2025-SFR5 A                                            | CUSIP: 85520CAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    284624 | PA      | $284980.14    | 0.15%             | 2042-02-17      | Floating      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| TOYOTA LEASE OWNER TRUST                                 | TOYOTA LEASE OWNER TRUST 2024-B TLOT 2024-B A2A                                  | CUSIP: 891943AB8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      1930 | PA      | $1930.74      | 0.00%             | 2027-02-22      | Fixed         | 4.31%                 | Yes           |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS, INC.                    | NEXTERA ENERGY CAPITAL HOLDINGS INC VARIABLE RATE 02/04/2028                     | CUSIP: 65339KDH0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1217042.20   | 0.63%             | 2028-02-04      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                    | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2025-P1 WLAKE 2025-P1 A4                   | CUSIP: 96043LAD2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    400000 | PA      | $405033.44    | 0.21%             | 2030-04-15      | Fixed         | 4.66%                 | Yes           |                  2 | On Loan: No      |
| CSMC TRUST                                               | CSMC 2021-AFC1 TRUST CSMC 2021-AFC1 A1                                           | CUSIP: 12657LAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    140118 | PA      | $117973.55    | 0.06%             | 2056-03-25      | Floating      | 0.83%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2025-47 HA                          | CUSIP: 38385DC79<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    731341 | PA      | $732809.37    | 0.38%             | 2052-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST   | STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE T SFUEL 2025-BA A2              | CUSIP: 858933AB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    540000 | PA      | $541874.50    | 0.28%             | 2028-05-22      | Fixed         | 4.31%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FANNIE MAE REMICS FNR 2015-57 CA                                                 | CUSIP: 3136APZT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    107049 | PA      | $106040.63    | 0.05%             | 2034-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE CLO                                        | PALMER SQUARE CLO 2021-3 LTD PLMRS 2021-3A A1R                                   | CUSIP: 69688FAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $502697.50    | 0.26%             | 2038-10-15      | Floating      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                                 | ANGEL OAK MORTGAGE TRUST 2020-1 AOMT 2020-1 A1                                   | CUSIP: 03464RAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     11201 | PA      | $10980.60     | 0.01%             | 2059-12-25      | Floating      | 2.47%                 | No            |                  2 | On Loan: No      |
| SECURITIZED TERM AUTO RECEIVABLES TRUST                  | SECURITIZED TERM AUTO RECEIVABLES TRUST SSTRT 2025-A B                           | CUSIP: 81378RAB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | CA        |    175727 | PA      | $177527.57    | 0.09%             | 2031-07-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| USQ RAIL I LLC                                           | USQ RAIL I LLC STEAM 2021-1A A                                                   | CUSIP: 90352WAD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    634775 | PA      | $605666.77    | 0.31%             | 2051-02-28      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS TRUST                             | HILTON GRAND VACATIONS TRUST 2020-A HGVT 2020-AA A                               | CUSIP: 43285HAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     30621 | PA      | $30146.41     | 0.02%             | 2039-02-25      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE TRUST                       | ELLINGTON FINANCIAL MORTGAGE TRUST 2019-2 EFMT 2019-2 A1                         | CUSIP: 31573TAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      8286 | PA      | $8084.24      | 0.00%             | 2059-11-25      | Floating      | 2.74%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FANNIE MAE POOL FN AZ4793                                                        | CUSIP: 3138YWKF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     42767 | PA      | $42046.46     | 0.02%             | 2030-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PORSCHE INNOVATIVE LEASE OWNER TRUST                     | PORSCHE INNOVATIVE LEASE OWNER TRUST 2024-1 PILOT 2024-1A A3                     | CUSIP: 73328AAD1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $501521.75    | 0.26%             | 2027-11-22      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORPORATION                          | TOYOTA MOTOR CREDIT CORP 4.500000% 05/14/2027                                    | CUSIP: 89236TNG6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    350000 | PA      | $353384.55    | 0.18%             | 2027-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                            | FREDDIE MAC STACR REMIC TRUST 2025-DNA1 STACR 2025-DNA1 M2                       | CUSIP: 35564NGA5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    150000 | PA      | $150136.74    | 0.08%             | 2045-01-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| PORSCHE FINANCIAL AUTO SECURITIZATION TRUST              | PORSCHE FINANCIAL AUTO SECURITIZATION TRUST 2023-2 PFAST 2023-2A A3              | CUSIP: 732916AD3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    189872 | PA      | $191461.05    | 0.10%             | 2029-01-22      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                            | FREDDIE MAC STACR REMIC TRUST 2024-HQA1 STACR 2024-HQA1 M1                       | CUSIP: 35564NBX0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    100220 | PA      | $100381.21    | 0.05%             | 2044-03-25      | Floating      | 4.95%                 | Yes           |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                     | VERIZON MASTER TRUST SERIES 2025-9 VZMT 2025-9 A1A                               | CUSIP: 92348KEV1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    200000 | PA      | $200384.22    | 0.10%             | 2030-10-21      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| FONTAINEBLEAU MIAMI BEACH TRUST                          | FONTAINEBLEAU MIAMI BEACH MORTGAGE TRUST 2024-FBLU FMBT 2024-FBLU A              | CUSIP: 34461WAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    555000 | PA      | $556387.50    | 0.29%             | 2039-12-15      | Floating      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST                           | HYUNDAI AUTO RECEIVABLES TRUST 2025-C HART 2025-C A3                             | CUSIP: 44935JAD8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    245000 | PA      | $245304.68    | 0.13%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| STAR TRUST                                               | STAR 2024-SFR4 TRUST STAR 2024-SFR4 B                                            | CUSIP: 85520AAC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    175000 | PA      | $176052.87    | 0.09%             | 2041-10-17      | Floating      | 5.78%                 | Yes           |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST       | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR 2023-3 A3               | CUSIP: 36267KAD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    551737 | PA      | $555496.64    | 0.29%             | 2028-06-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC COMPANY                                     | DTE ELECTRIC CO 4.250000% 05/14/2027                                             | CUSIP: 23338VAW6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    160000 | PA      | $161129.93    | 0.08%             | 2027-05-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KKR FINANCIAL CLO, LTD.                                  | KKR CLO 21 LTD KKR 21 A                                                          | CUSIP: 48252KAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     59735 | PA      | $59734.35     | 0.03%             | 2031-04-15      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES CLO LTD                 | CARLYLE GLOBAL MARKET STRATEGIES CLO 2015-1 LTD CGMS 2015-1A AR3                 | CUSIP: 14311DBN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     38522 | PA      | $38512.04     | 0.02%             | 2031-07-20      | Floating      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                     | VERIZON MASTER TRUST VZMT 2024-6 B                                               | CUSIP: 92348KDG5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    485000 | PA      | $487783.75    | 0.25%             | 2030-08-20      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST                            | MILL CITY MORTGAGE LOAN TRUST 2018-3 MCMLT 2018-3 A1                             | CUSIP: 59980XAC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     83673 | PA      | $82887.91     | 0.04%             | 2058-08-25      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| TOYOTA LEASE OWNER TRUST                                 | TOYOTA LEASE OWNER TRUST 2025-B TLOT 2025-B A3                                   | CUSIP: 89240NAD4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    215000 | PA      | $215488.05    | 0.11%             | 2028-11-20      | Fixed         | 3.96%                 | Yes           |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST                      | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-NQM NRZT 2020-NQM2 A1                   | CUSIP: 64830UAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     19922 | PA      | $19520.61     | 0.01%             | 2060-05-24      | Floating      | 1.65%                 | No            |                  2 | On Loan: No      |
| FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST           | FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 202 FCRT 2023-2 A2                | CUSIP: 35104AAB4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     29998 | PA      | $30082.92     | 0.02%             | 2028-05-15      | Fixed         | 5.99%                 | Yes           |                  2 | On Loan: No      |
| Enbridge Inc.                                            | ENBRIDGE INC 3.700000% 07/15/2027                                                | CUSIP: 29250NAR6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | NUSS              | CA        |    875000 | PA      | $871410.72    | 0.45%             | 2027-07-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                | AT&T INC 4.250000% 03/01/2027                                                    | CUSIP: 00206RDQ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1485000 | PA      | $1489353.72   | 0.77%             | 2027-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-177 LA                         | CUSIP: 38383UB82<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    652899 | PA      | $648670.09    | 0.34%             | 2052-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                               | VERUS SECURITIZATION TRUST 2021-R2 VERUS 2021-R2 A1                              | CUSIP: 92538DAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     97916 | PA      | $92444.28     | 0.05%             | 2064-02-25      | Floating      | 0.92%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                           | ENTERPRISE FLEET FINANCING 2025-2 LLC EFF 2025-2 A1                              | CUSIP: 29375TAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     10738 | PA      | $10741.53     | 0.01%             | 2026-05-20      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                             | FORD CREDIT AUTO OWNER TRUST 2023-A FORDO 2023-A A3                              | CUSIP: 344928AD8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     74272 | PA      | $74472.09     | 0.04%             | 2028-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                    | ARI FLEET LEASE TRUST 2024-A ARIFL 2024-A A2                                     | CUSIP: 00218KAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     51018 | PA      | $51308.45     | 0.03%             | 2032-11-15      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| VOYA CLO                                                 | VOYA CLO 2013-2 LTD INGIM 2013-2A A1R                                            | CUSIP: 92916WAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5792 | PA      | $5791.78      | 0.00%             | 2031-04-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| IMPERIAL FUND MORTGAGE TRUST                             | IMPERIAL FUND MORTGAGE TRUST 2021-NQM3 IMPRL 2021-NQM3 A1                        | CUSIP: 452762AA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    168370 | PA      | $146609.23    | 0.08%             | 2056-11-25      | Floating      | 1.60%                 | Yes           |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                           | CARVANA AUTO RECEIVABLES TRUST 2025-P3 CRVNA 2025-P3 A2                          | CUSIP: 14688AAB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    496485 | PA      | $496503.01    | 0.26%             | 2029-02-12      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FANNIE MAE REMICS FNR 2017-81 YA                                                 | CUSIP: 3136AX3U7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    352427 | PA      | $343300.81    | 0.18%             | 2046-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FANNIE MAE POOL FN 493805                                                        | CUSIP: 31382VR22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      1194 | PA      | $1202.53      | 0.00%             | 2029-01-01      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                           | ENTERPRISE FLEET FINANCING 2023-2 LLC EFF 2023-2 A2                              | CUSIP: 29375NAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    105183 | PA      | $105688.53    | 0.05%             | 2030-04-22      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                             | FORD CREDIT AUTO OWNER TRUST 2025-B FORDO 2025-B A3                              | CUSIP: 34532BAG6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    200000 | PA      | $200475.86    | 0.10%             | 2030-04-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST A               | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A FORDF 2025-1 A1                       | CUSIP: 34529BAA4<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-MBS          |  | US        |   1410000 | PA      | $1431289.87   | 0.74%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                      | CONNECTICUT AVENUE SECURITIES TRUST 2023-R03 CAS 2023-R03 2M1                    | CUSIP: 20753ACJ1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    115625 | PA      | $116781.27    | 0.06%             | 2043-04-25      | Floating      | 6.20%                 | Yes           |                  2 | On Loan: No      |
| APIDOS CLO                                               | APIDOS CLO XXIII APID 2015-23A ARR                                               | CUSIP: 03765YBG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    366590 | PA      | $366438.55    | 0.19%             | 2033-04-15      | Floating      | 4.72%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                       | AMERICAN HONDA FINANCE CORP MTN 2.300000% 09/09/2026                             | CUSIP: 02665WBH3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495361.65    | 0.26%             | 2026-09-09      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                   | CVS HEALTH CORP 5.000000% 02/20/2026                                             | CUSIP: 126650DS6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    275000 | PA      | $275061.46    | 0.14%             | 2026-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                              | TRUIST BANK 4.144000% 01/27/2029                                                 | CUSIP: 89788JAJ8<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1241403.28   | 0.64%             | 2029-01-27      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| PHILADELPHIA PA AUTH FOR INDL DEV PENSION FDG            | PHILADELPHIA PA AUTH FOR INDL PHILADELPHIA AUTHORITY FOR INDUSTRIAL DEVELOPMENT  | CUSIP: 71781LAM1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    450000 | PA      | $466467.75    | 0.24%             | 2028-04-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| AUXILIOR TERM FUNDING LLC                                | AUXILIOR TERM FUNDING 2023-1 LLC XCAP 2023-1A A2                                 | CUSIP: 05335JAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     32218 | PA      | $32361.26     | 0.02%             | 2028-12-15      | Fixed         | 6.18%                 | Yes           |                  2 | On Loan: No      |
| BOFA AUTO TRUST                                          | BOFA AUTO TRUST 2025-1 BAAT 2025-1A A2A                                          | CUSIP: 05594BAB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     42044 | PA      | $42115.89     | 0.02%             | 2027-11-22      | Fixed         | 4.52%                 | Yes           |                  2 | On Loan: No      |
| The Bank of New York Mellon                              | BANK OF NEW YORK MELLON/THE 4.587000% 04/20/2027                                 | CUSIP: 06405LAF8<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1091530.53   | 0.56%             | 2027-04-20      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                    | ARI FLEET LEASE TRUST 2023-B ARIFL 2023-B A3                                     | CUSIP: 04033GAC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    283000 | PA      | $289750.71    | 0.15%             | 2032-07-15      | Fixed         | 5.89%                 | Yes           |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                    | ARI FLEET LEASE TRUST 2026-A ARIFL 2026-A A2                                     | CUSIP: 04033DAB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1175000 | PA      | $1175902.99   | 0.61%             | 2034-11-15      | Fixed         | 3.96%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                      | CONNECTICUT AVENUE SECURITIES TRUST 2023-R02 CAS 2023-R02 1M1                    | CUSIP: 20755AAB8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     85149 | PA      | $86972.50     | 0.05%             | 2043-01-25      | Floating      | 6.17%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company       | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 6.100000% 01/15/2027          | CUSIP: 00774MBD6<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | NUSS              | IE        |    250000 | PA      | $254744.74    | 0.13%             | 2027-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| BOFA AUTO TRUST                                          | BOFA AUTO TRUST 2025-1 BAAT 2025-1A A3                                           | CUSIP: 05594BAD8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $503321.05    | 0.26%             | 2029-11-20      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                              | FREDDIE MAC REMICS FHR 4479 TA                                                   | CUSIP: 3137BJVU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    454695 | PA      | $449963.10    | 0.23%             | 2034-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citizens Bank, National Association                      | CITIZENS BANK NA/PROVIDENCE RI 4.192000% 01/29/2029                              | CUSIP: 75524KSA3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |    475000 | PA      | $475739.84    | 0.25%             | 2029-01-29      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                     | JPMORGAN CHASE & CO 1.470000% 09/22/2027                                         | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1665000 | PA      | $1638686.81   | 0.85%             | 2027-09-22      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                  | CARMAX AUTO OWNER TRUST 2023-1 CARMX 2023-1 A3                                   | CUSIP: 14318DAC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    135564 | PA      | $135821.61    | 0.07%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FREDDIE MAC REMICS FHR 4166 PV                                                   | CUSIP: 3137AYD32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    709051 | PA      | $705069.16    | 0.36%             | 2037-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                           | ENTERPRISE FLEET FINANCING 2024-2 LLC EFF 2024-2 A2                              | CUSIP: 29375RAB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     47934 | PA      | $48077.36     | 0.02%             | 2026-12-20      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                           | WHEELS FLEET LEASE FUNDING 1 LLC WFLF 2024-2A A1                                 | CUSIP: 96328GBT3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    183683 | PA      | $185641.27    | 0.10%             | 2039-06-21      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                  | HYUNDAI CAPITAL AMERICA 144A 5.450000% 06/24/2026                                | CUSIP: 44891ADA2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    275000 | PA      | $276566.84    | 0.14%             | 2026-06-24      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST                              | ALLY AUTO RECEIVABLES TRUST 2025-1 ALLYA 2025-1 A2                               | CUSIP: 02008KAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    185000 | PA      | $185199.99    | 0.10%             | 2028-07-17      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FREDDIE MAC REMICS FHR 4150 GE                                                   | CUSIP: 3137AY3V1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    490962 | PA      | $470388.05    | 0.24%             | 2033-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TRK TRUST                                                | TRK 2021-INV1 TRUST TRK 2021-INV1 A1                                             | CUSIP: 89688WAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    109807 | PA      | $99572.81     | 0.05%             | 2056-07-25      | Floating      | 1.15%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                               | JP MORGAN MORTGAGE TRUST 2014-5 JPMMT 2014-5 A1                                  | CUSIP: 46643KAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    199473 | PA      | $197250.60    | 0.10%             | 2029-10-25      | Floating      | 2.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN HERITAGE AUTO RECEIVABLES TRUST                 | AMERICAN HERITAGE AUTO RECEIVABLES TRUST 2024-1 AHART 2024-1A A2                 | CUSIP: 026944AB4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     43646 | PA      | $43738.58     | 0.02%             | 2028-03-15      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| BMW US CAPITAL, LLC                                      | BMW US CAPITAL LLC 144A 1.250000% 08/12/2026                                     | CUSIP: 05565EBW4<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | DE        |    500000 | PA      | $493038.15    | 0.26%             | 2026-08-12      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US 10YR NOTE (CBT)MAR26 FINANCIAL COMMODITY FUTURE.                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -19 | NC      | $-2124734.38  | -1.10%            |  |  |  | No            |                  1 | On Loan: No      |
| CCG RECEIVABLES TRUST                                    | CCG RECEIVABLES TRUST 2025-2 CCG 2025-2 A2                                       | CUSIP: 12516XAB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    205000 | PA      | $205419.88    | 0.11%             | 2034-08-15      | Fixed         | 4.14%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                | TOWD POINT MORTGAGE TRUST 2018-5 TPMT 2018-5 A1A                                 | CUSIP: 89176VAK8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     78809 | PA      | $78186.35     | 0.04%             | 2058-07-25      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV              | NEW YORK CITY NY TRANSITIONAL NEW YORK CITY TRANSITIONAL FINANCE AUTHORITY FUTUR | CUSIP: 64972JUW6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    375000 | PA      | $377179.43    | 0.20%             | 2026-11-01      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FANNIE MAE POOL FN 928005                                                        | CUSIP: 31412LAE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       785 | PA      | $803.72       | 0.00%             | 2027-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO LEASE TRUST                                  | NISSAN AUTO LEASE TRUST 2024-A NALT 2024-A A3                                    | CUSIP: 65481CAD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    373301 | PA      | $374085.33    | 0.19%             | 2027-04-15      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA (New York Branch)               | COOPERATIEVE RABOBANK UA/NY 4.372000% 05/27/2027                                 | CUSIP: 21688ABM3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    500000 | PA      | $504082.71    | 0.26%             | 2027-05-27      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                | TOWD POINT MORTGAGE TRUST 2017-6 TPMT 2017-6 A1                                  | CUSIP: 89175JAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     18925 | PA      | $18688.34     | 0.01%             | 2057-10-25      | Floating      | 2.75%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                      | FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS 2016-C03 2M2                        | CUSIP: 30711XCT9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     54187 | PA      | $54525.96     | 0.03%             | 2028-10-25      | Floating      | 9.89%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST                     | MERCEDES-BENZ AUTO RECEIVABLES TRUST 2024-1 MBART 2024-1 A3                      | CUSIP: 587918AD5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    386660 | PA      | $389345.46    | 0.20%             | 2029-04-16      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                             | FORD CREDIT AUTO OWNER TRUST 2022-REV1 FORDR 2022-1 A                            | CUSIP: 34528EAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $500334.75    | 0.26%             | 2034-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC                        | CITIGROUP MORTGAGE LOAN TRUST 2018-RP2 CMLTI 2018-RP2 A1                         | CUSIP: 17326UAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     41164 | PA      | $40684.47     | 0.02%             | 2058-02-25      | Floating      | 3.15%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS PLC                                             | BARCLAYS PLC 6.496000% 09/13/2027                                                | CUSIP: 06738ECJ2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | NUSS              | GB        |    275000 | PA      | $278954.15    | 0.14%             | 2027-09-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                  | CARMAX AUTO OWNER TRUST 2025-3 CARMX 2025-3 A2A                                  | CUSIP: 14290FAB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     68498 | PA      | $68671.38     | 0.04%             | 2028-08-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER COMPANY                                    | GEORGIA POWER CO VARIABLE RATE 09/15/2026                                        | CUSIP: 373334KZ3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500095.00    | 0.26%             | 2026-09-15      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FREDDIE MAC GOLD POOL FG G15562                                                  | CUSIP: 3128MEMK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    291326 | PA      | $286948.69    | 0.15%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST                | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2025-2 SFAST 2025-2A A3                | CUSIP: 78398HAC2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    180000 | PA      | $181450.08    | 0.09%             | 2030-12-20      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                    | ARI FLEET LEASE TRUST 2024-B ARIFL 2024-B A2                                     | CUSIP: 04033HAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    455053 | PA      | $458163.64    | 0.24%             | 2033-04-15      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| CARDS II TRUST                                           | CARDS II TRUST CARD2 2024-1A A                                                   | CUSIP: 14161GCJ7<br>LEI: N/A                  | Long             | ABS-MBS          |  | CA        |    410000 | PA      | $410619.72    | 0.21%             | 2029-07-15      | Floating      | 4.33%                 | Yes           |                  2 | On Loan: No      |
| BOCA COMMERCIAL MORTGAGE TRUST                           | BOCA COMMERCIAL MORTGAGE TRUST 2025-BOCA BOCA 2025-BOCA A                        | CUSIP: 05619RAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    990000 | PA      | $996187.50    | 0.52%             | 2042-12-15      | Floating      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| NEXTGEAR FLOORPLAN MASTER OWNER TRUST                    | NEXTGEAR FLOORPLAN MASTER OWNER TRUST NFMOT 2024-2A A2                           | CUSIP: 65341KCC8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    380000 | PA      | $382857.75    | 0.20%             | 2029-09-15      | Fixed         | 4.42%                 | Yes           |                  2 | On Loan: No      |
| NEW JERSEY ST TRANSN TR FD AUTH                          | NEW JERSEY ST TRANSPRTN TRUST NEW JERSEY TRANSPORTATION TRUST FUND AUTHORITY     | CUSIP: 64613CEZ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    595000 | PA      | $596788.81    | 0.31%             | 2026-06-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 3.250000% 06/30/2027                                             | CUSIP: 91282CEW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   7450000 | PA      | $7421480.51   | 3.84%             | 2027-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                   | GOLDMAN SACHS BANK USA/NEW YORK NY 5.414000% 05/21/2027                          | CUSIP: 38151LAG5<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |    325000 | PA      | $326406.86    | 0.17%             | 2027-05-21      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST                   | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-2 SDART 2022-2 C                     | CUSIP: 80286MAE8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    404346 | PA      | $404034.27    | 0.21%             | 2029-07-16      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST   | STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE T SFUEL 2025-BA A4              | CUSIP: 858933AD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    100000 | PA      | $100504.72    | 0.05%             | 2029-06-20      | Fixed         | 4.29%                 | Yes           |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST                                 | COLT 2021-1 MORTGAGE LOAN TRUST COLT 2021-1 A1                                   | CUSIP: 19688EAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    123013 | PA      | $107701.47    | 0.06%             | 2066-06-25      | Floating      | 0.91%                 | Yes           |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL TRUST                      | STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-3 STAR 2020-3 A1                        | CUSIP: 85573MAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     10922 | PA      | $10716.85     | 0.01%             | 2065-04-25      | Floating      | 1.49%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                           | ENTERPRISE FLEET FINANCING 2024-4 LLC EFF 2024-4 A2                              | CUSIP: 29374MAB4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    656236 | PA      | $658490.08    | 0.34%             | 2027-07-20      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| CAPITAL ONE PRIME AUTO RECEIVABLES TRUST                 | CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2025-1 COPAR 2025-1 A2A                 | CUSIP: 14043YAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    915000 | PA      | $915737.49    | 0.47%             | 2029-01-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                | TOWD POINT MORTGAGE TRUST 2018-2 TPMT 2018-2 A1                                  | CUSIP: 89175VAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     43199 | PA      | $42831.89     | 0.02%             | 2058-03-25      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 3.625000% 08/31/2027                                             | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   2950000 | PA      | $2953917.95   | 1.53%             | 2027-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BANQUE ROYALE DU CANADA                                  | ROYAL BANK OF CANADA MTN 5.069000% 07/23/2027                                    | CUSIP: 78016HZX1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | NUSS              | CA        |   1300000 | PA      | $1306673.93   | 0.68%             | 2027-07-23      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LEASE TRUST                              | VOLKSWAGEN AUTO LEASE TRUST 2025-A VWALT 2025-A A2A                              | CUSIP: 92868WAB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    420971 | PA      | $422383.40    | 0.22%             | 2027-12-20      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL MORTGAGE LOAN TRUST                          | RESIDENTIAL MORTGAGE LOAN TRUST 2020-1 RMLT 2020-1 A1                            | CUSIP: 76119CAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      1838 | PA      | $1830.72      | 0.00%             | 2060-01-26      | Floating      | 2.38%                 | No            |                  2 | On Loan: No      |
| CNH EQUIPMENT TRUST                                      | CNH EQUIPMENT TRUST 2022-C CNH 2022-C A3                                         | CUSIP: 12664JAC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    146855 | PA      | $147803.44    | 0.08%             | 2028-04-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLE TRUST                         | WORLD OMNI AUTO RECEIVABLES TRUST 2022-A WOART 2022-A A4                         | CUSIP: 98164GAD2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    398637 | PA      | $397704.07    | 0.21%             | 2028-03-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                 | BX TRUST 2021-LGCY BX 2021-LGCY A                                                | CUSIP: 12434DAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    600000 | PA      | $599812.50    | 0.31%             | 2036-10-15      | Floating      | 4.30%                 | Yes           |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST                    | GM FINANCIAL AUTOMOBILE LEASING TRUST 2024-3 GMALT 2024-3 A3                     | CUSIP: 38012QAD0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $500841.20    | 0.26%             | 2027-10-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST                                 | COLT FUNDING LLC COLT 2021-3R A1                                                 | CUSIP: 19688DAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     63257 | PA      | $58968.11     | 0.03%             | 2064-12-25      | Floating      | 1.05%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                              | FREDDIE MAC GOLD POOL FG G18545                                                  | CUSIP: 3128MMTB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     34344 | PA      | $33833.57     | 0.02%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LA BANQUE TORONTO-DOMINION                               | TORONTO-DOMINION BANK/THE MTN 5.532000% 07/17/2026                               | CUSIP: 89115A2S0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | NUSS              | CA        |   1560000 | PA      | $1571842.65   | 0.81%             | 2026-07-17      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST         | WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST 2 WOLS 2025-A A3                | CUSIP: 98164PAD2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    475000 | PA      | $478521.51    | 0.25%             | 2028-04-17      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| BPR TRUST                                                | BPR TRUST 2021-TY BPR 2021-TY A                                                  | CUSIP: 05592AAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    960000 | PA      | $959562.14    | 0.50%             | 2038-09-15      | Floating      | 4.85%                 | Yes           |                  2 | On Loan: No      |
| NEW YORK TAX LIEN NYCTL                                  | NYCTL 2025-A TRUST NYCTL 2025-A A                                                | CUSIP: 62957CAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    617988 | PA      | $617781.27    | 0.32%             | 2038-11-10      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| HCA INC.                                                 | HCA INC VARIABLE RATE 03/01/2028                                                 | CUSIP: 404119CX5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    745000 | PA      | $747986.53    | 0.39%             | 2028-03-01      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                    | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-C39 WFCM 2017-C39 ASB                 | CUSIP: 95000XAD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     55430 | PA      | $55075.43     | 0.03%             | 2050-09-15      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST                               | CPS AUTO RECEIVABLES TRUST 2025-C CPS 2025-C B                                   | CUSIP: 12634SAB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    750000 | PA      | $753923.55    | 0.39%             | 2029-12-17      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| WF CARD ISSUANCE TRUST                                   | WF CARD ISSUANCE TRUST WFCIT 2025-A1 A                                           | CUSIP: 92970QAJ4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    425000 | PA      | $429993.54    | 0.22%             | 2030-05-15      | Fixed         | 4.34%                 | Yes           |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                               | VERUS SECURITIZATION TRUST 2021-1 VERUS 2021-1 A1                                | CUSIP: 92537QAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     63030 | PA      | $57760.65     | 0.03%             | 2066-01-25      | Floating      | 0.82%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST                           | MORGAN STANLEY CAPITAL I 2017-HR2 MSC 2017-HR2 ASB                               | CUSIP: 61691NAC9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     75078 | PA      | $74772.32     | 0.04%             | 2050-12-15      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS LLC                       | NEUBERGER BERMAN LOAN ADVISERS CLO 45 LTD NEUB 2021-45A AR                       | CUSIP: 64134MAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $750896.25    | 0.39%             | 2036-10-14      | Floating      | 4.73%                 | Yes           |                  2 | On Loan: No      |
| NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV              | NEW YORK CITY NY TRANSITIONAL NEW YORK CITY TRANSITIONAL FINANCE AUTHORITY FUTUR | CUSIP: 64972JZK7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    415000 | PA      | $414982.99    | 0.21%             | 2027-11-01      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO LEASE TRUST                           | MERCEDES-BENZ AUTO LEASE TRUST 2024-B MBALT 2024-B A2A                           | CUSIP: 58769GAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      2405 | PA      | $2405.21      | 0.00%             | 2026-12-15      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE OWNER TRUST                                  | BMW VEHICLE OWNER TRUST 2023-A BMWOT 2023-A A3                                   | CUSIP: 05592XAD2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    188884 | PA      | $190042.38    | 0.10%             | 2028-02-25      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| PFS FINANCING CORP.                                      | PFS FINANCING CORP PFSFC 2025-A B                                                | CUSIP: 69335PFT7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    350000 | PA      | $351983.63    | 0.18%             | 2029-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES OWNER TRUST                       | HONDA AUTO RECEIVABLES 2023-3 OWNER TRUST HAROT 2023-3 A3                        | CUSIP: 43815QAC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    234889 | PA      | $236538.29    | 0.12%             | 2028-02-18      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST                           | MORGAN STANLEY CAPITAL I TRUST 2018-H3 MSC 2018-H3 ASB                           | CUSIP: 61767YAW0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     45539 | PA      | $45544.82     | 0.02%             | 2051-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                              | NATIONWIDE BUILDING SOCIETY 144A 6.557000% 10/18/2027                            | CUSIP: 63861VAJ6<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | NUSS              | GB        |    250000 | PA      | $254311.32    | 0.13%             | 2027-10-18      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| STAR TRUST                                               | STAR 2025-SFR5 TRUST STAR 2025-SFR5 B                                            | CUSIP: 85520CAC9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    550000 | PA      | $550687.50    | 0.28%             | 2042-02-17      | Floating      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                       | F&G GLOBAL FUNDING MTN 5.875000% 06/10/2027                                      | CUSIP: 30321L2G6<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |    400000 | PA      | $408229.77    | 0.21%             | 2027-06-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                    | WELLS FARGO & CO MTN 3.196000% 06/17/2027                                        | CUSIP: 95000U2F9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1615000 | PA      | $1610150.36   | 0.83%             | 2027-06-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                           | WHEELS FLEET LEASE FUNDING 1 LLC WFLF 2025-1A A1                                 | CUSIP: 96328GCE5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    349654 | PA      | $352903.76    | 0.18%             | 2040-01-18      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                | KRAFT HEINZ FOODS CO 3.000000% 06/01/2026                                        | CUSIP: 50077LAD8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    565000 | PA      | $563170.32    | 0.29%             | 2026-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-50 BD                          | CUSIP: 38383PJL6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    833483 | PA      | $804967.09    | 0.42%             | 2050-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                      | CONNECTICUT AVENUE SECURITIES TRUST 2024-R03 CAS 2024-R03 2M1                    | CUSIP: 207941AA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     66867 | PA      | $66948.28     | 0.03%             | 2044-03-25      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                | TOWD POINT MORTGAGE TRUST 2018-3 TPMT 2018-3 A1                                  | CUSIP: 89175MAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     18220 | PA      | $17969.40     | 0.01%             | 2058-05-25      | Floating      | 3.75%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST                                   | SEQUOIA MORTGAGE TRUST 2018-CH3 SEMT 2018-CH3 A1                                 | CUSIP: 81746WAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      1495 | PA      | $1491.16      | 0.00%             | 2048-08-25      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| NYSEG STORM FUNDING, LLC                                 | NYSEG STORM FUNDING LLC 4.713000% 05/01/2029                                     | CUSIP: 67122QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    337991 | PA      | $341614.83    | 0.18%             | 2029-05-01      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                    | AIR LEASE CORP 2.200000% 01/15/2027                                              | CUSIP: 00914AAR3<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1061755.57   | 0.55%             | 2027-01-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                              | BANK OF AMERICA CORP 4.623000% 05/09/2029                                        | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253352.10    | 0.13%             | 2029-05-09      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING LLC                                | SCF EQUIPMENT LEASING 2025-2 LLC SCFET 2025-2A A2                                | CUSIP: 78439XAB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    950000 | PA      | $953081.61    | 0.49%             | 2031-12-22      | Fixed         | 4.26%                 | Yes           |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                           | CARVANA AUTO RECEIVABLES TRUST 2022-N1 CRVNA 2022-N1 A2                          | CUSIP: 14686GAB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     56404 | PA      | $55949.48     | 0.03%             | 2028-12-11      | Fixed         | 3.21%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                     | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-A NAVSL 2021-A A                  | CUSIP: 63942BAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    262776 | PA      | $242574.49    | 0.13%             | 2069-05-15      | Fixed         | 0.84%                 | Yes           |                  2 | On Loan: No      |
| KUBOTA CREDIT OWNER TRUST                                | KUBOTA CREDIT OWNER TRUST 2025-2 KCOT 2025-2A A2                                 | CUSIP: 50117LAB4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    100000 | PA      | $100518.88    | 0.05%             | 2028-04-17      | Fixed         | 4.48%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Bank, National Association                | MORGAN STANLEY BANK NA 4.754000% 04/21/2026                                      | CUSIP: 61690U4T4<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250272.95    | 0.13%             | 2026-04-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST   | STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE T SFUEL 2025-AA B               | CUSIP: 858928AF1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    220000 | PA      | $222788.79    | 0.12%             | 2029-04-20      | Fixed         | 4.74%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC                          | HERTZ VEHICLE FINANCING III LLC HERTZ 2023-3A A                                  | CUSIP: 42806MCA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    225000 | PA      | $228247.04    | 0.12%             | 2028-02-25      | Fixed         | 5.94%                 | Yes           |                  2 | On Loan: No      |
| CNH EQUIPMENT TRUST                                      | CNH EQUIPMENT TRUST 2025-A CNH 2025-A A2A                                        | CUSIP: 12674BAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    183219 | PA      | $183597.91    | 0.10%             | 2028-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PHILADELPHIA PA REDEV AUTH REV                           | PHILADELPHIA PA REDEV AUTH REDEVELOPMENT AUTHORITY OF THE CITY OF PHILADELPHI    | CUSIP: 717868JT1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    165000 | PA      | $165768.11    | 0.09%             | 2026-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 1.625000% 11/30/2026                                             | CUSIP: 912828YU8<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   5025000 | PA      | $4945738.46   | 2.56%             | 2026-11-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| EVERGREEN CREDIT CARD TRUST                              | EVERGREEN CREDIT CARD TRUST EVGRN 2025-CRT5 B                                    | CUSIP: 30023JCX4<br>LEI: N/A                  | Long             | ABS-MBS          |  | CA        |    355000 | PA      | $359387.59    | 0.19%             | 2029-05-15      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST                          | BRAVO RESIDENTIAL FUNDING TRUST 2021-NQM1 BRAVO 2021-NQM1 A1                     | CUSIP: 10569TAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     56963 | PA      | $52734.80     | 0.03%             | 2049-02-25      | Floating      | 0.94%                 | Yes           |                  2 | On Loan: No      |
| NEW YORK N Y                                             | NEW YORK NY CITY OF NEW YORK NY                                                  | CUSIP: 64966SHP4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    330000 | PA      | $330869.81    | 0.17%             | 2026-10-01      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST                      | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2017-3 NRZT 2017-3A A1                       | CUSIP: 64828MAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     58910 | PA      | $57464.33     | 0.03%             | 2057-04-25      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| MFA TRUST                                                | MFA 2021-INV1 TRUST MFRA 2021-INV1 A1                                            | CUSIP: 552747AA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     25150 | PA      | $24426.96     | 0.01%             | 2056-01-25      | Floating      | 0.85%                 | Yes           |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST                     | DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2021-1 DRMT 2021-1 A1                       | CUSIP: 24380VAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     22939 | PA      | $22136.97     | 0.01%             | 2065-05-25      | Floating      | 0.71%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                | TOWD POINT MORTGAGE TRUST 2021-SJ1 TPMT 2021-SJ1 A1                              | CUSIP: 89180FCD1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    246460 | PA      | $239920.65    | 0.12%             | 2068-07-25      | Floating      | 2.25%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORPORATION                                       | ORACLE CORP 1.650000% 03/25/2026                                                 | CUSIP: 68389XCC7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1086143.85   | 0.56%             | 2026-03-25      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                               | LAD AUTO RECEIVABLES TRUST 2025-2 LADAR 2025-2A A2                               | CUSIP: 505912AB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    261583 | PA      | $261893.89    | 0.14%             | 2028-07-17      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 4.250000% 02/15/2028                                             | CUSIP: 91282CMN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    325000 | PA      | $329443.36    | 0.17%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING, LTD.                               | MADISON PARK FUNDING XXX LTD MDPK 2018-30A A1R                                   | CUSIP: 55821TAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    875000 | PA      | $876607.38    | 0.45%             | 2037-07-16      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| METLIFE SECURITIZATION TRUST                             | METLIFE SECURITIZATION TRUST MST 2017-1A A                                       | CUSIP: 59166BAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     31974 | PA      | $30842.00     | 0.02%             | 2055-04-25      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| KUBOTA CREDIT OWNER TRUST                                | KUBOTA CREDIT OWNER TRUST 2025-1 KCOT 2025-1A A2                                 | CUSIP: 50117FAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    414094 | PA      | $415675.00    | 0.22%             | 2027-12-15      | Fixed         | 4.61%                 | Yes           |                  2 | On Loan: No      |
| TRINITY RAIL LEASING LLC                                 | TRINITY RAIL LEASING 2020 LLC TRL 2020-2A A2                                     | CUSIP: 89656YAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    590000 | PA      | $569202.80    | 0.29%             | 2050-11-19      | Fixed         | 2.56%                 | Yes           |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                     | VERIZON MASTER TRUST VZMT 2025-1 A                                               | CUSIP: 92348KDR1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    180000 | PA      | $182955.62    | 0.09%             | 2031-01-21      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| ALLY BANK AUTO CREDIT-LINKED NOTES                       | ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2024-A ABCLN 2024-A B                  | CUSIP: 02007GZ55<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    373963 | PA      | $380140.01    | 0.20%             | 2032-05-17      | Fixed         | 5.83%                 | Yes           |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORPORATION                          | TOYOTA MOTOR CREDIT CORP MTN 3.750000% 01/12/2028                                | CUSIP: 89236TPF6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    475000 | PA      | $475166.29    | 0.25%             | 2028-01-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SECURITIZED TERM AUTO RECEIVABLES TRUST                  | SECURITIZED TERM AUTO RECEIVABLES TRUST SSTRT 2025-A C                           | CUSIP: 81378RAC8<br>LEI: N/A                  | Long             | ABS-MBS          |  | CA        |    157857 | PA      | $159555.68    | 0.08%             | 2031-07-25      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLE TRUST                         | WORLD OMNI AUTO RECEIVABLES TRUST 2022-D WOART 2022-D A3                         | CUSIP: 98163VAD0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    104647 | PA      | $105011.34    | 0.05%             | 2028-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                            | FREDDIE MAC STACR REMIC TRUST 2024-DNA2 STACR 2024-DNA2 A1                       | CUSIP: 35564NCW1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    164396 | PA      | $165062.36    | 0.09%             | 2044-05-25      | Floating      | 4.95%                 | Yes           |                  2 | On Loan: No      |
| LA BANQUE TORONTO-DOMINION                               | TORONTO-DOMINION BANK/THE 3.913000% 01/13/2028                                   | CUSIP: 89115KAK6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | NUSS              | CA        |    475000 | PA      | $475164.11    | 0.25%             | 2028-01-13      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| IMPERIAL FUND MORTGAGE TRUST                             | IMPERIAL FUND MORTGAGE TRUST 2021-NQM1 IMPRL 2021-NQM1 A1                        | CUSIP: 452764AA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    192785 | PA      | $173367.89    | 0.09%             | 2056-06-25      | Floating      | 1.07%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                             | FORD CREDIT AUTO OWNER TRUST 2025-A FORDO 2025-A A2A                             | CUSIP: 34535KAB4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    328148 | PA      | $328988.51    | 0.17%             | 2027-12-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS NC STORM FUNDING LLC                | DUKE ENERGY PROGRESS NC STORM FUNDING LLC 1.295000% 07/01/2028                   | CUSIP: 26444BAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    347765 | PA      | $334801.81    | 0.17%             | 2028-07-01      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| Novant Health, Inc.                                      | NOVANT HEALTH INC TAXABLE DISC CP 17/03/2026 3/17/2026                           | CUSIP: 67001HCH1<br>LEI: 549300ZUXEGFGE8EP917 | Long             | ABS-APCP         |  | US        |    450000 | PA      | $447863.31    | 0.23%             | 2026-03-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST                    | GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-3 GMALT 2025-3 A4                     | CUSIP: 379965AE6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    620000 | PA      | $622292.76    | 0.32%             | 2029-08-20      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ONEOK, INC.                                              | ONEOK INC 5.550000% 11/01/2026                                                   | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1439853.47   | 0.75%             | 2026-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.                   | PNC FINANCIAL SERVICES GROUP INC/THE 5.300000% 01/21/2028                        | CUSIP: 693475BV6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91146.87     | 0.05%             | 2028-01-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PFIZER INC.                                              | PFIZER INC 3.875000% 11/15/2027                                                  | CUSIP: 717081FJ7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501678.84    | 0.26%             | 2027-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LA BANQUE TORONTO-DOMINION                               | TORONTO-DOMINION BANK/THE MTN VARIABLE RATE 09/10/2026                           | CUSIP: 89114TZH8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | NUSS              | CA        |    425000 | PA      | $425947.81    | 0.22%             | 2026-09-10      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| DEACONESS HEALTH SYSTEM, INC.                            | DEACONESS HEALTH SYS INC DISC CP 07/04/2026 4/7/2026                             | CUSIP: 24218FD76<br>LEI: N/A                  | Long             | ABS-APCP         |  | US        |    475000 | PA      | $471668.26    | 0.24%             | 2026-04-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORPORATION                                    | SOLVENTUM CORP 5.450000% 02/25/2027                                              | CUSIP: 83444MAN1<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |     69000 | PA      | $69983.17     | 0.04%             | 2027-02-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FANNIE MAE POOL FN MA2474                                                        | CUSIP: 31418BXC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    196195 | PA      | $192778.93    | 0.10%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                            | GOLDMAN SACHS GROUP INC/THE 3.814000% 04/23/2029                                 | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497003.13    | 0.26%             | 2029-04-23      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST         | WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST 2 WOLS 2024-A A4                | CUSIP: 981946AE6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    475000 | PA      | $480371.21    | 0.25%             | 2029-09-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                  | BPCE SA 144A 5.203000% 01/18/2027                                                | CUSIP: 05571AAT2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | NUSS              | FR        |    300000 | PA      | $303864.81    | 0.16%             | 2027-01-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AGL CLO LTD                                              | AGL CLO 14 LTD AGL 2021-14A AR                                                   | CUSIP: 00851WAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500305.50    | 0.26%             | 2034-12-02      | Floating      | 4.80%                 | Yes           |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES OWNER TRUST                       | HONDA AUTO RECEIVABLES 2025-3 OWNER TRUST HAROT 2025-3 A2A                       | CUSIP: 43813QAB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    380000 | PA      | $380789.30    | 0.20%             | 2028-03-21      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM LLC                           | SOFI CONSUMER LOAN PROGRAM 2025-1 TRUST SCLP 2025-1 A                            | CUSIP: 83406YAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    369199 | PA      | $371123.17    | 0.19%             | 2034-02-27      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| NORTH COMMERCIAL MORTGAGE TRUST                          | NRTH COMMERCIAL MORTGAGE TRUST 2025-PARK NRTH 2025-PARK A                        | CUSIP: 669985AA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    425000 | PA      | $426328.13    | 0.22%             | 2040-10-15      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                           | WHEELS FLEET LEASE FUNDING 1 LLC WFLF 2023-1A A                                  | CUSIP: 96328GAS6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    151163 | PA      | $152035.09    | 0.08%             | 2038-04-18      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP.                                   | PACCAR FINANCIAL CORP MTN 3.900000% 02/05/2029                                   | CUSIP: 69371RU38<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    380000 | PA      | $380390.97    | 0.20%             | 2029-02-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO                                              | ELMWOOD CLO 15 LTD ELM15 2022-2A A1R                                             | CUSIP: 29003JAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    500000 | PA      | $500124.00    | 0.26%             | 2035-04-22      | Floating      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| FIRST INVESTORS AUTO OWNER TRUST                         | FIRST INVESTORS AUTO OWNER TRUST 2023-1 FIAOT 2023-1A A                          | CUSIP: 320986AA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     87662 | PA      | $88325.64     | 0.05%             | 2028-10-16      | Fixed         | 6.44%                 | Yes           |                  2 | On Loan: No      |
| UBS AG LONDON BRANCH                                     | UBS AG/LONDON 1.250000% 06/01/2026                                               | CUSIP: 902674ZZ6<br>LEI: N/A                  | Long             | DBT              | NUSS              | CH        |    500000 | PA      | $495782.87    | 0.26%             | 2026-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                      | CONNECTICUT AVENUE SECURITIES TRUST 2022-R01 CAS 2022-R01 1M2                    | CUSIP: 20754LAB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1025000 | PA      | $1030135.66   | 0.53%             | 2041-12-25      | Floating      | 5.77%                 | Yes           |                  2 | On Loan: No      |
| NISSAN AUTO RECEIVABLES OWNER TRUST                      | NISSAN AUTO RECEIVABLES 2022-A OWNER TRUST NAROT 2022-A A4                       | CUSIP: 65479QAD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    273363 | PA      | $272461.08    | 0.14%             | 2029-12-17      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| CONSUMERS SECURITIZATION FUNDING LLC                     | CONSUMERS 2023 SECURITIZATION FUNDING LLC 5.550000% 03/01/2028                   | CUSIP: 21071BAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     96929 | PA      | $97813.43     | 0.05%             | 2028-03-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST                             | FORD CREDIT AUTO LEASE TRUST 2024-A FORDL 2024-A A3                              | CUSIP: 345290AD2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     76063 | PA      | $76211.41     | 0.04%             | 2027-05-15      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING LLC                                   | CHESAPEAKE FUNDING II LLC CFII 2023-1A A1                                        | CUSIP: 165183CU6<br>LEI: 549300LG5AUFDML64706 | Long             | ABS-MBS          |  | US        |     92968 | PA      | $93397.19     | 0.05%             | 2035-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                 | BX TRUST 2025-GW BX 2025-GW A                                                    | CUSIP: 12433GAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    725000 | PA      | $727265.63    | 0.38%             | 2042-07-15      | Floating      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO                                  | BAIN CAPITAL CREDIT CLO 2025-1 LTD BCC 2025-1A A1                                | CUSIP: 05686CAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000721.00   | 0.52%             | 2038-04-23      | Floating      | 4.83%                 | Yes           |                  2 | On Loan: No      |
| Element Fleet Management Corp.                           | ELEMENT FLEET MANAGEMENT CORP 144A 5.643000% 03/13/2027                          | CUSIP: 286181AM4<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | NUSS              | CA        |    290000 | PA      | $294615.23    | 0.15%             | 2027-03-13      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FANNIE MAE POOL FN FA3649                                                        | CUSIP: 3140W4BT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    891920 | PA      | $880050.76    | 0.46%             | 2029-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST                                    | CCG RECEIVABLES TRUST 2023-1 CCG 2023-1 A2                                       | CUSIP: 12512XAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     37781 | PA      | $37914.68     | 0.02%             | 2030-09-16      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                  | CARMAX AUTO OWNER TRUST 2024-3 CARMX 2024-3 A3                                   | CUSIP: 14319GAD3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1385000 | PA      | $1401042.18   | 0.72%             | 2029-07-16      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                    | ARI FLEET LEASE TRUST 2023-B ARIFL 2023-B A2                                     | CUSIP: 04033GAB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     31538 | PA      | $31764.54     | 0.02%             | 2032-07-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST                             | FORD CREDIT AUTO LEASE TRUST 2026-A FORDL 2026-A A2A                             | CUSIP: 345276AB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    175000 | PA      | $175100.43    | 0.09%             | 2028-08-15      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST                        | GLS AUTO SELECT RECEIVABLES TRUST 2023-2 GSAR 2023-2A A2                         | CUSIP: 36269EAB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     32304 | PA      | $32423.42     | 0.02%             | 2028-06-15      | Fixed         | 6.37%                 | Yes           |                  2 | On Loan: No      |
| ARES CAPITAL CORPORATION.                                | ARES CAPITAL CORP 7.000000% 01/15/2027                                           | CUSIP: 04010LBE2<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256698.07    | 0.13%             | 2027-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SECURITIZED TERM AUTO RECEIVABLES TRUST                  | SECURITIZED TERM AUTO RECEIVABLES TRUST SSTRT 2026-A B                           | CUSIP: 81378WAF0<br>LEI: N/A                  | Long             | ABS-MBS          |  | CA        |    765000 | PA      | $765602.82    | 0.40%             | 2033-03-25      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| AQUA FINANCE TRUST                                       | AQUA FINANCE TRUST 2021-A AQFIT 2021-A A                                         | CUSIP: 03842VAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     54509 | PA      | $50289.95     | 0.03%             | 2046-07-17      | Fixed         | 1.54%                 | Yes           |                  2 | On Loan: No      |
| Cooperatieve Rabobank U.A.                               | COOPERATIEVE RABOBANK UA 144A 4.655000% 08/22/2028                               | CUSIP: 74977RDR2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | NUSS              | NL        |   1200000 | PA      | $1211091.05   | 0.63%             | 2028-08-22      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                 | LLOYDS BANKING GROUP PLC 1.627000% 05/11/2027                                    | CUSIP: 53944YAP8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | NUSS              | GB        |   1535000 | PA      | $1525023.37   | 0.79%             | 2027-05-11      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| ELM TRUST                                                | ELM TRUST 2024-ELM ELM 2024-ELM A15                                              | CUSIP: 26860XAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    485000 | PA      | $487139.00    | 0.25%             | 2039-06-10      | Floating      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                          | SANTANDER UK GROUP HOLDINGS PLC 1.673000% 06/14/2027                             | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | NUSS              | GB        |   1275000 | PA      | $1263515.77   | 0.65%             | 2027-06-14      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST                            | MILL CITY MORTGAGE LOAN TRUST 2019-1 MCMLT 2019-1 A1                             | CUSIP: 59981AAC0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    132061 | PA      | $129459.78    | 0.07%             | 2069-10-25      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST                      | TOYOTA AUTO RECEIVABLES 2025-B OWNER TRUST TAOT 2025-B A2A                       | CUSIP: 89231HAB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    146167 | PA      | $146524.75    | 0.08%             | 2028-03-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC                   | AMUR EQUIPMENT FINANCE RECEIVABLES XI LLC AXIS 2022-2A A2                        | CUSIP: 03236XAB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     12617 | PA      | $12637.74     | 0.01%             | 2028-06-21      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                         | PACIFIC GAS AND ELECTRIC CO 5.000000% 06/04/2028                                 | CUSIP: 694308KW6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    965000 | PA      | $982315.93    | 0.51%             | 2028-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST                            | MILL CITY MORTGAGE LOAN TRUST 2018-4 MCMLT 2018-4 A1B                            | CUSIP: 59980YAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    432170 | PA      | $426750.95    | 0.22%             | 2066-04-25      | Floating      | 3.47%                 | Yes           |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                         | SMB PRIVATE EDUCATION LOAN TRUST 2021-B SMB 2021-B A                             | CUSIP: 78449YAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     49244 | PA      | $46692.01     | 0.02%             | 2051-07-17      | Fixed         | 1.31%                 | Yes           |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                      | SOCIETE GENERALE SA MTN 1.792000% 06/09/2027                                     | CUSIP: 83368RBC5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | NUSS              | FR        |    300000 | PA      | $297392.29    | 0.15%             | 2027-06-09      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| HYUNDAI FLOORPLAN MASTER OWNER TRUST                     | HYUNDAI FLOORPLAN MASTER OWNER TRUST HFMOT 2025-1A A                             | CUSIP: 44921QAH9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    290000 | PA      | $290277.01    | 0.15%             | 2030-10-15      | Fixed         | 4.01%                 | Yes           |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                               | VERUS SECURITIZATION TRUST 2021-R3 VERUS 2021-R3 A1                              | CUSIP: 92538EAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     52690 | PA      | $50549.12     | 0.03%             | 2064-04-25      | Floating      | 1.02%                 | Yes           |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                 | LLOYDS BANKING GROUP PLC 5.985000% 08/07/2027                                    | CUSIP: 539439AY5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | NUSS              | GB        |    275000 | PA      | $277724.94    | 0.14%             | 2027-08-07      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| SREIT COMMERCIAL MORTGAGE TRUST                          | SREIT TRUST 2021-MFP SREIT 2021-MFP B                                            | CUSIP: 78472UAC2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    398450 | PA      | $398325.19    | 0.21%             | 2038-11-15      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 3.750000% 08/31/2026                                             | CUSIP: 91282CLH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   2000000 | PA      | $2001281.24   | 1.04%             | 2026-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                           | ENTERPRISE FLEET FINANCING 2022-4 LLC EFF 2022-4 A2                              | CUSIP: 29374GAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     19194 | PA      | $19246.31     | 0.01%             | 2029-10-22      | Fixed         | 5.76%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY PRIVATE BANK, NATIONAL ASSOCIATION        | MORGAN STANLEY PRIVATE BANK NA 4.213000% 02/08/2030                              | CUSIP: 61776NU43<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    265000 | PA      | $265099.85    | 0.14%             | 2030-02-08      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO                                  | BAIN CAPITAL CREDIT CLO 2021-4 LTD BCC 2021-4A A1R                               | CUSIP: 05685AAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250207.50    | 0.13%             | 2034-10-20      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| COREBRIDGE GLOBAL FUNDING                                | COREBRIDGE GLOBAL FUNDING 144A 5.750000% 07/02/2026                              | CUSIP: 00138CAU2<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    579000 | PA      | $583353.58    | 0.30%             | 2026-07-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                     | MITSUBISHI UFJ FINANCIAL GROUP INC 3.850000% 03/01/2026                          | CUSIP: 606822AD6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | NUSS              | JP        |    500000 | PA      | $500023.79    | 0.26%             | 2026-03-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FANNIE MAE REMICS FNR 2019-3 BA                                                  | CUSIP: 3136B3G61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    879055 | PA      | $851365.72    | 0.44%             | 2049-02-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FANNIE MAE REMICS FNR 2012-137 UE                                                | CUSIP: 3136AAL29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     50261 | PA      | $48627.68     | 0.03%             | 2041-09-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| USQ RAIL II LLC                                          | USQ RAIL II LLC STEAM 2021-3 A                                                   | CUSIP: 90354PAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    513667 | PA      | $497355.04    | 0.26%             | 2051-06-28      | Fixed         | 2.21%                 | Yes           |                  2 | On Loan: No      |
| SCCU AUTO RECEIVABLES TRUST                              | SCCU AUTO RECEIVABLES TRUST 2025-1 SCCU 2025-1A A2                               | CUSIP: 80620BAB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    115880 | PA      | $116213.02    | 0.06%             | 2028-11-15      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| CSAIL COMMERCIAL MORTGAGE TRUST                          | CSAIL 2018-C14 COMMERCIAL MORTGAGE TRUST CSAIL 2018-C14 ASB                      | CUSIP: 12596GBA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     68421 | PA      | $68305.90     | 0.04%             | 2051-11-15      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORPORATION                          | TOYOTA MTR CR CORP 0% CP 13/07/2026 7/13/2026                                    | CUSIP: 89233HGD0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | ABS-APCP         |  | US        |    250000 | PA      | $245773.95    | 0.13%             | 2026-07-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.                   | PNC FINANCIAL SERVICES GROUP INC/THE 4.075000% 01/26/2029                        | CUSIP: 693475CG8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    475000 | PA      | $475669.24    | 0.25%             | 2029-01-26      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| BARINGS EQUIPMENT FINANCE LLC                            | BARINGS EQUIPMENT FINANCE LLC 2025-B MMAF 2025-B A2                              | CUSIP: 06764YAB4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    135000 | PA      | $135218.46    | 0.07%             | 2029-02-13      | Fixed         | 4.02%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC.                                            | BROADCOM INC 3.459000% 09/15/2026                                                | CUSIP: 11135FAN1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $1002973.79   | 0.52%             | 2026-09-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING LLC                                | SCF EQUIPMENT LEASING 2025-1 LLC SCFET 2025-1A A2                                | CUSIP: 78437DAB6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     51741 | PA      | $51900.53     | 0.03%             | 2030-07-22      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| M&T BANK AUTO RECEIVABLES TRUST                          | M&T BANK AUTO RECEIVABLES TRUST 2025-1 MTBAT 2025-1A A2A                         | CUSIP: 55287XAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     59105 | PA      | $59238.07     | 0.03%             | 2028-05-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                  | CARMAX AUTO OWNER TRUST 2022-4 CARMX 2022-4 A3                                   | CUSIP: 14318UAD3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    112191 | PA      | $112458.47    | 0.06%             | 2027-08-16      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST                                    | HPEFS EQUIPMENT TRUST 2024-1 HPEFS 2024-1A A3                                    | CUSIP: 403963AC5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    231701 | PA      | $232042.68    | 0.12%             | 2031-05-20      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| BMW VEHICLE LEASE TRUST                                  | BMW VEHICLE LEASE TRUST 2025-2 BMWLT 2025-2 A3                                   | CUSIP: 05594HAD5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    320000 | PA      | $320577.28    | 0.17%             | 2028-09-25      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                  | MERCEDES-BENZ FINANCE NORTH AMERICA LLC 144A 4.875000% 07/31/2026                | CUSIP: 58769JAT4<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | DE        |    475000 | PA      | $477421.92    | 0.25%             | 2026-07-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                           | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC AESOP 2020-2A A                         | CUSIP: 05377RDY7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    175000 | PA      | $174793.41    | 0.09%             | 2027-02-20      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                             | FORD CREDIT AUTO OWNER TRUST 2022-B FORDO 2022-B A4                              | CUSIP: 34534LAE7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    122944 | PA      | $122955.17    | 0.06%             | 2027-08-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST   | STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE T SFUEL 2025-AA A3              | CUSIP: 858928AD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    530000 | PA      | $533827.66    | 0.28%             | 2028-07-20      | Fixed         | 4.47%                 | Yes           |                  2 | On Loan: No      |
| STRYKER CORPORATION                                      | STRYKER CORP 4.550000% 02/10/2027                                                | CUSIP: 863667BJ9<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302252.60    | 0.16%             | 2027-02-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE OWNER TRUST                                   | JOHN DEERE OWNER TRUST 2025-B JDOT 2025-B A2A                                    | CUSIP: 47800UAB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    175000 | PA      | $175535.22    | 0.09%             | 2028-07-17      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                       | SOUTHERN CALIFORNIA EDISON CO 5.350000% 03/01/2026                               | CUSIP: 842400JB0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $1066102.69   | 0.55%             | 2026-03-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.                   | PNC FINANCIAL SERVICES GROUP INC/THE 6.615000% 10/20/2027                        | CUSIP: 693475BT1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    175000 | PA      | $178232.93    | 0.09%             | 2027-10-20      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                        | CREDIT ACCEPTANCE AUTO LOAN TRUST 2023-3 CAALT 2023-3A A                         | CUSIP: 224936AA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    271899 | PA      | $273117.57    | 0.14%             | 2033-08-15      | Fixed         | 6.39%                 | Yes           |                  2 | On Loan: No      |
| MMAF EQUIPMENT FINANCE LLC                               | MMAF EQUIPMENT FINANCE LLC 2024-A MMAF 2024-A A2                                 | CUSIP: 55318CAB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    119332 | PA      | $119597.80    | 0.06%             | 2027-09-13      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| IMPERIAL FUND MORTGAGE TRUST                             | IMPERIAL FUND MORTGAGE TRUST 2021-NQM2 IMPRL 2021-NQM2 A1                        | CUSIP: 452761AA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    149166 | PA      | $128066.23    | 0.07%             | 2056-09-25      | Floating      | 1.07%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                           | ENTERPRISE FLEET FINANCING 2022-3 LLC EFF 2022-3 A2                              | CUSIP: 29374FAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      1753 | PA      | $1753.45      | 0.00%             | 2029-07-20      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                  | CARMAX AUTO OWNER TRUST 2023-2 CARMX 2023-2 B                                    | CUSIP: 142921AF2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    475000 | PA      | $481829.27    | 0.25%             | 2028-11-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET CLO LTD                                     | SIXTH STREET CLO VIII LTD SIXST 2017-8A A1R2                                     | CUSIP: 83012VAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    725000 | PA      | $725594.50    | 0.38%             | 2034-10-20      | Floating      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| BANQUE DE MONTREAL                                       | BANK OF MONTREAL MTN VARIABLE RATE 09/15/2026                                    | CUSIP: 06368FAD1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | NUSS              | CA        |    675000 | PA      | $676530.13    | 0.35%             | 2026-09-15      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST                            | MILL CITY MORTGAGE LOAN TRUST 2018-1 MCMLT 2018-1 A1                             | CUSIP: 59980VAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      4880 | PA      | $4857.86      | 0.00%             | 2062-05-25      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                                | O'REILLY AUTOMOTIVE INC 5.750000% 11/20/2026                                     | CUSIP: 67103HAM9<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    210000 | PA      | $212639.93    | 0.11%             | 2026-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLE TRUST                         | WORLD OMNI AUTO RECEIVABLES TRUST 2022-B WOART 2022-B A4                         | CUSIP: 98163QAE9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $499321.60    | 0.26%             | 2028-03-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN CLO LTD                                 | NEUBERGER BERMAN LOAN ADVISERS CLO 25 LTD NEUB 2017-25A AR2                      | CUSIP: 64131JAU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $751793.25    | 0.39%             | 2038-07-18      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| BMW VEHICLE LEASE TRUST                                  | BMW VEHICLE LEASE TRUST 2024-1 BMWLT 2024-1 A4                                   | CUSIP: 05611UAE3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    250000 | PA      | $251311.45    | 0.13%             | 2027-06-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                    | ATHENE GLOBAL FUNDING 144A 5.684000% 02/23/2026                                  | CUSIP: 04685A3S8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    445000 | PA      | $445440.28    | 0.23%             | 2026-02-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO RECEIVABLES OWNER TRUST                      | NISSAN AUTO RECEIVABLES 2023-B OWNER TRUST NAROT 2023-B A3                       | CUSIP: 65480MAD5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    247343 | PA      | $249163.63    | 0.13%             | 2028-03-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST                            | MILL CITY MORTGAGE LOAN TRUST 2021-NMR1 MCMLT 2021-NMR1 A1                       | CUSIP: 59982HAC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     57661 | PA      | $55709.86     | 0.03%             | 2060-11-25      | Floating      | 1.12%                 | Yes           |                  2 | On Loan: No      |
| NYC COMMERCIAL MORTGAGE TRUST                            | NYC COMMERCIAL MORTGAGE TRUST 2025-3BP NYC 2025-3BP A                            | CUSIP: 67120UAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    785000 | PA      | $785490.63    | 0.41%             | 2042-02-15      | Floating      | 4.89%                 | Yes           |                  2 | On Loan: No      |
| COLUMBIA PIPELINES HOLDING COMPANY LLC                   | COLUMBIA PIPELINES HOLDING CO LLC 144A 6.055000% 08/15/2026                      | CUSIP: 19828AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $55454.71     | 0.03%             | 2026-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| PORSCHE FINANCIAL AUTO SECURITIZATION TRUST              | PORSCHE FINANCIAL AUTO SECURITIZATION TRUST 2024-1 PFAST 2024-1A A3              | CUSIP: 73328EAD3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    420000 | PA      | $422058.21    | 0.22%             | 2030-01-22      | Fixed         | 4.44%                 | Yes           |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES OWNER TRUST                       | HONDA AUTO RECEIVABLES 2025-2 OWNER TRUST HAROT 2025-2 A2A                       | CUSIP: 437921AB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    122135 | PA      | $122382.83    | 0.06%             | 2028-01-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                    | WELLS FARGO & CO 6.303000% 10/23/2029                                            | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    450000 | PA      | $475228.99    | 0.25%             | 2029-10-23      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                 | BX TRUST 2022-LBA6 BX 2022-LBA6 A                                                | CUSIP: 12433EAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    625000 | PA      | $623812.75    | 0.32%             | 2039-01-15      | Floating      | 4.68%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                               | JP MORGAN MORTGAGE TRUST 2018-7FRB JPMMT 2018-7FRB A2                            | CUSIP: 46650AAD5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     47301 | PA      | $46647.44     | 0.02%             | 2046-04-25      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST                | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-3 SFAST 2024-3A A3                | CUSIP: 78436XAC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $503444.30    | 0.26%             | 2030-06-20      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 3.625000% 05/31/2028                                             | CUSIP: 91282CHE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   2000000 | PA      | $2002734.38   | 1.04%             | 2028-05-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PFS FINANCING CORP.                                      | PFS FINANCING CORP PFSFC 2025-B A                                                | CUSIP: 69335PFU4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    205000 | PA      | $208375.94    | 0.11%             | 2030-02-15      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                           | COMMONWEALTH BANK OF AUSTRALIA 144A VARIABLE RATE 06/15/2026                     | CUSIP: 2027A0KE8<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | NUSS              | AU        |    425000 | PA      | $425487.90    | 0.22%             | 2026-06-15      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                           | CITIGROUP INC 3.887000% 01/10/2028                                               | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1293371.47   | 0.67%             | 2028-01-10      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST                                 | COLT 2021-2R MORTGAGE LOAN TRUST COLT 2021-2R A1                                 | CUSIP: 12656YAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     52193 | PA      | $47602.81     | 0.02%             | 2054-07-27      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC                   | AMUR EQUIPMENT FINANCE RECEIVABLES XIII LLC AXIS 2024-1A A2                      | CUSIP: 03237CAB8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    301538 | PA      | $304774.81    | 0.16%             | 2031-01-21      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST                  | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-A HALST 2025-A A3                   | CUSIP: 44935WAD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    370000 | PA      | $373722.05    | 0.19%             | 2028-01-18      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                          | AVOLON HOLDINGS FUNDING LTD 144A 2.528000% 11/18/2027                            | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | NUSS              | IE        |   1010000 | PA      | $980740.95    | 0.51%             | 2027-11-18      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LIFE GLOBAL FUNDING II                         | PRINCIPAL LIFE GLOBAL FUNDING II 144A 3.000000% 04/18/2026                       | CUSIP: 74256LAU3<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498897.66    | 0.26%             | 2026-04-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CNH EQUIPMENT TRUST                                      | CNH EQUIPMENT TRUST 2024-C CNH 2024-C A2A                                        | CUSIP: 18978GAB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    112909 | PA      | $112998.80    | 0.06%             | 2028-02-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST                                 | COLT 2021-2 MORTGAGE LOAN TRUST COLT 2021-2 A1                                   | CUSIP: 19685WAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    188472 | PA      | $160640.05    | 0.08%             | 2066-08-25      | Floating      | 0.92%                 | Yes           |                  2 | On Loan: No      |
| RWJ BARNABAS HEALTH, INC.                                | RWJ BARNABAS HEALTH INC 2.954000% 07/01/2026                                     | CUSIP: 78349AAA1<br>LEI: 549300HV60S88R85TC91 | Long             | DBT              | CORP              | US        |    315000 | PA      | $312477.51    | 0.16%             | 2026-07-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST                          | BRAVO RESIDENTIAL FUNDING TRUST 2021-NQM2 BRAVO 2021-NQM2 A1                     | CUSIP: 10569EAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     18950 | PA      | $18644.80     | 0.01%             | 2060-03-25      | Floating      | 0.97%                 | Yes           |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                    | ARI FLEET LEASE TRUST 2025-A ARIFL 2025-A A2                                     | CUSIP: 04033CAB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    411099 | PA      | $412451.84    | 0.21%             | 2034-01-17      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FANNIE MAE POOL FN MA3098                                                        | CUSIP: 31418CNQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    159479 | PA      | $157625.60    | 0.08%             | 2032-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                           | ENTERPRISE FLEET FINANCING 2024-1 LLC EFF 2024-1 A2                              | CUSIP: 29375PAB6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    119425 | PA      | $120276.93    | 0.06%             | 2030-03-20      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| US 2YR NOTE (CBT) MAR26                                  | US 2YR NOTE (CBT) MAR26 FINANCIAL COMMODITY FUTURE.                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -3 | NC      | $-625476.56   | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST                  | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2024-A HALST 2024-A A3                   | CUSIP: 448988AD7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    246760 | PA      | $247166.10    | 0.13%             | 2027-03-15      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST                    | GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-3 GMALT 2025-3 A2A                    | CUSIP: 379965AB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    175000 | PA      | $175387.54    | 0.09%             | 2027-10-20      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| SREIT COMMERCIAL MORTGAGE TRUST                          | SREIT TRUST 2021-MFP SREIT 2021-MFP A                                            | CUSIP: 78472UAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     83884 | PA      | $83857.94     | 0.04%             | 2038-11-15      | Floating      | 4.53%                 | Yes           |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST                      | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2017-6 NRZT 2017-6A A1                       | CUSIP: 64830BAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    137025 | PA      | $134350.75    | 0.07%             | 2057-08-27      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 3.375000% 12/31/2027                                             | CUSIP: 91282CPS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   2675000 | PA      | $2667267.59   | 1.38%             | 2027-12-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC                          | HERTZ VEHICLE FINANCING III LLC HERTZ 2023-1A A                                  | CUSIP: 42806MBS7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    816667 | PA      | $819567.06    | 0.42%             | 2027-06-25      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST               | JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST 2017-JP JPMCC 2017-JP7 ASB            | CUSIP: 465968AF2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    131581 | PA      | $130694.17    | 0.07%             | 2050-09-15      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO RECEIVABLES OWNER TRUST                      | NISSAN AUTO RECEIVABLES 2024-B OWNER TRUST NAROT 2024-B A3                       | CUSIP: 65479WAD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $502311.40    | 0.26%             | 2029-03-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| PARAGON MORTGAGES PLC                                    | PARAGON MORTGAGES NO 12 PLC PARGN 12A A2C                                        | CUSIP: 69913BAB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | GB        |     26793 | PA      | $26666.45     | 0.01%             | 2038-11-15      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                            | FREDDIE MAC STACR REMIC TRUST 2022-DNA2 STACR 2022-DNA2 M1A                      | CUSIP: 35564KRE1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     29512 | PA      | $29548.39     | 0.02%             | 2042-02-25      | Floating      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Truist Bank                                              | TRUIST BANK 4.671000% 05/20/2027                                                 | CUSIP: 89788JAE9<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   1785000 | PA      | $1787950.46   | 0.93%             | 2027-05-20      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| BSPRT ISSUER, LTD.                                       | BSPRT 2022-FL8 ISSUER LTD BSPRT 2022-FL8 A                                       | CUSIP: 055983AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     61357 | PA      | $61356.48     | 0.03%             | 2037-02-15      | Floating      | 5.21%                 | Yes           |                  2 | On Loan: No      |
| STAR TRUST                                               | STAR 2024-SFR4 TRUST STAR 2024-SFR4 A                                            | CUSIP: 85520AAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    483930 | PA      | $486501.03    | 0.25%             | 2041-10-17      | Floating      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD.                          | PALMER SQUARE LOAN FUNDING 2024-1 LTD PSTAT 2024-1A A1                           | CUSIP: 69703NAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    321781 | PA      | $321737.94    | 0.17%             | 2032-10-15      | Floating      | 4.72%                 | Yes           |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST            | BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2024 BLAST 2024-4 A3               | CUSIP: 10806EAC8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    703845 | PA      | $705035.36    | 0.36%             | 2028-09-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST                                    | CCG RECEIVABLES TRUST 2025-1 CCG 2025-1 A2                                       | CUSIP: 12515XAB6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     87729 | PA      | $88175.30     | 0.05%             | 2032-10-14      | Fixed         | 4.48%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                           | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC AESOP 2020-2A B                         | CUSIP: 05377REA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     25000 | PA      | $24980.78     | 0.01%             | 2027-02-20      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                    | ATHENE GLOBAL FUNDING 144A 5.349000% 07/09/2027                                  | CUSIP: 04685A3X7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    270000 | PA      | $274540.25    | 0.14%             | 2027-07-09      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINANCE CO. L.L.C.                   | BLACKSTONE HOLDINGS FINANCE CO LLC 144A 5.900000% 11/03/2027                     | CUSIP: 09261BAJ9<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    450000 | PA      | $463159.67    | 0.24%             | 2027-11-03      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORPORATION                           | JOHN DEERE CAPITAL CORP 4.500000% 01/08/2027                                     | CUSIP: 24422EXY0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302343.90    | 0.16%             | 2027-01-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LIFE GLOBAL FUNDING II                         | PRINCIPAL LIFE GLOBAL FUNDING II 144A 5.000000% 01/16/2027                       | CUSIP: 74256LEX3<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    235000 | PA      | $237464.05    | 0.12%             | 2027-01-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                    | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-C41 WFCM 2017-C41 ASB                 | CUSIP: 95001ABB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     95887 | PA      | $95329.70     | 0.05%             | 2050-11-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LEASE TRUST                              | VOLKSWAGEN AUTO LEASE TRUST 2025-B VWALT 2025-B A3                               | CUSIP: 92868BAD5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    270000 | PA      | $270720.55    | 0.14%             | 2029-01-22      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| VOLVO FINANCIAL EQUIPMENT LLC                            | VOLVO FINANCIAL EQUIPMENT LLC SERIES 2025-1 VFET 2025-1A A2                      | CUSIP: 92887TAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     66264 | PA      | $66389.72     | 0.03%             | 2027-11-15      | Fixed         | 4.41%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                              | FREDDIE MAC NON GOLD POOL FH 846789                                              | CUSIP: 3128HDRJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |       114 | PA      | $113.82       | 0.00%             | 2030-02-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| MHP COMMERCIAL MORTGAGE TRUST                            | MHP 2021-STOR MHP 2021-STOR A                                                    | CUSIP: 55293BAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    155000 | PA      | $154621.75    | 0.08%             | 2038-07-15      | Floating      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                       | AMERICAN HONDA FINANCE CORP MTN 4.550000% 07/09/2027                             | CUSIP: 02665WGD7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $1205925.60   | 0.62%             | 2027-07-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST                     | DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2021-2 DRMT 2021-2 A1                       | CUSIP: 24381WAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     54153 | PA      | $48727.29     | 0.03%             | 2066-04-25      | Floating      | 0.90%                 | Yes           |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST                         | ONEMAIN FINANCIAL ISSUANCE TRUST 2022-S1 OMFIT 2022-S1 A                         | CUSIP: 68267HAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    221717 | PA      | $221686.35    | 0.11%             | 2035-05-14      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST                  | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-B HALST 2025-B A2A                  | CUSIP: 44935DAB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    111279 | PA      | $111720.74    | 0.06%             | 2027-09-15      | Fixed         | 4.58%                 | Yes           |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST                        | AFFIRM ASSET SECURITIZATION TRUST 2024-A AFFRM 2024-A A                          | CUSIP: 00834BAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    115000 | PA      | $115180.81    | 0.06%             | 2029-02-15      | Fixed         | 5.61%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                              | BANK OF AMERICA CORP MTN 4.271000% 07/23/2029                                    | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    450000 | PA      | $452136.89    | 0.23%             | 2029-07-23      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST       | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR 2026-1 A2A              | CUSIP: 362970AB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    185000 | PA      | $185048.19    | 0.10%             | 2029-03-16      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES OWNER TRUST                       | HONDA AUTO RECEIVABLES 2024-4 OWNER TRUST HAROT 2024-4 A2                        | CUSIP: 43816DAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     97100 | PA      | $97174.16     | 0.05%             | 2027-03-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                       | CREDIT AGRICOLE SA 144A 5.589000% 07/05/2026                                     | CUSIP: 22534PAE3<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | NUSS              | FR        |    420000 | PA      | $422980.89    | 0.22%             | 2026-07-05      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| THE WILLIAMS COMPANIES, INC.                             | WILLIAMS COS INC/THE 5.400000% 03/02/2026                                        | CUSIP: 969457CH1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    485000 | PA      | $485680.79    | 0.25%             | 2026-03-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LINCOLN FINANCIAL GLOBAL FUNDING                         | LINCOLN FINANCIAL GLOBAL FUNDING 144A 4.625000% 05/28/2028                       | CUSIP: 53359KAB7<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303014.99    | 0.16%             | 2028-05-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO LEASE TRUST                           | MERCEDES-BENZ AUTO LEASE TRUST 2024-B MBALT 2024-B A4                            | CUSIP: 58769GAE3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $502303.25    | 0.26%             | 2030-06-17      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST                  | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2026-A HALST 2026-A A2A                  | CUSIP: 448970AB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    305000 | PA      | $305142.16    | 0.16%             | 2028-05-15      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| BARINGS EQUIPMENT FINANCE LLC                            | BARINGS EQUIPMENT FINANCE LLC 2026-A MMAF 2026-A A2                              | CUSIP: 06764QAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    150000 | PA      | $150202.20    | 0.08%             | 2029-04-13      | Fixed         | 3.89%                 | Yes           |                  2 | On Loan: No      |
| NAVISTAR FINANCIAL DEALER NOTE MASTER TRUST              | NAVISTAR FINANCIAL DEALER NOTE MASTER OWNER TRUST NAVMT 2025-1 B                 | CUSIP: 63938PCA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    350000 | PA      | $350355.01    | 0.18%             | 2030-09-25      | Fixed         | 4.42%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                 | US 5YR NOTE (CBT) MAR26 FINANCIAL COMMODITY FUTURE.                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        11 | NC      | $1198226.56   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFIC LIFE GLOBAL FUNDING II                           | PACIFIC LIFE GLOBAL FUNDING II 144A 5.500000% 08/28/2026                         | CUSIP: 6944PL2W8<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252377.30    | 0.13%             | 2026-08-28      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST A               | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A FORDF 2023-1 A1                       | CUSIP: 34528QHV9<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-MBS          |  | US        |    300000 | PA      | $300898.83    | 0.16%             | 2028-05-15      | Fixed         | 4.92%                 | Yes           |                  2 | On Loan: No      |
| ALA TRUST                                                | ALA TRUST 2025-OANA ALA 2025-OANA A                                              | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    760000 | PA      | $766175.00    | 0.40%             | 2040-06-15      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                    | WESTLAKE AUTOMOBILE RECEIVABLES TRUST SERIES 2023- WLAKE 2023-P1 A2              | CUSIP: 96042UAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      1792 | PA      | $1793.33      | 0.00%             | 2027-02-16      | Fixed         | 5.89%                 | Yes           |                  2 | On Loan: No      |
| USB AUTO OWNER TRUST                                     | USB AUTO OWNER TRUST 2025-1 USCAR 2025-1A A2                                     | CUSIP: 90367VAB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    509072 | PA      | $510052.50    | 0.26%             | 2028-06-15      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE LEASE TRUST                                  | BMW VEHICLE LEASE TRUST BMWLT 2024-2 A2A                                         | CUSIP: 05613MAB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    101866 | PA      | $101926.35    | 0.05%             | 2027-01-25      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINANCIAL SERVICES CORPORATION               | CATERPILLAR FINANCIAL SERVICES CORP 4.500000% 01/07/2027                         | CUSIP: 14913UAV2<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302262.49    | 0.16%             | 2027-01-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST                                 | COLT 2021-4 MORTGAGE LOAN TRUST COLT 2021-4 A1                                   | CUSIP: 19688GAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    349508 | PA      | $302717.34    | 0.16%             | 2066-10-25      | Floating      | 1.40%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST                  | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-C HALST 2025-C A3                   | CUSIP: 44935GAD4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $503986.45    | 0.26%             | 2028-07-17      | Fixed         | 4.36%                 | Yes           |                  2 | On Loan: No      |
| COLT TRUST                                               | COLT 2020-2R MORTGAGE LOAN TRUST COLT 2020-2R A1                                 | CUSIP: 12656GAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     39535 | PA      | $37671.19     | 0.02%             | 2065-10-26      | Floating      | 1.33%                 | Yes           |                  2 | On Loan: No      |
| ABN AMRO Bank N.V.                                       | ABN AMRO BANK NV 144A 6.339000% 09/18/2027                                       | CUSIP: 00084DBA7<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | NUSS              | NL        |    300000 | PA      | $304157.76    | 0.16%             | 2027-09-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| MARS, INCORPORATED                                       | MARS INC 144A 4.450000% 03/01/2027                                               | CUSIP: 571676AW5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1465000 | PA      | $1475754.02   | 0.76%             | 2027-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST                      | TOYOTA AUTO RECEIVABLES 2025-C OWNER TRUST TAOT 2025-C A2A                       | CUSIP: 89238VAB4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    240000 | PA      | $240586.82    | 0.12%             | 2028-06-15      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                           | US BANK NA/CINCINNATI OH 4.507000% 10/22/2027                                    | CUSIP: 90331HPP2<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1531367.56   | 0.79%             | 2027-10-22      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                             | UBS GROUP AG 144A 4.703000% 08/05/2027                                           | CUSIP: 902613AS7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | NUSS              | CH        |    200000 | PA      | $200625.55    | 0.10%             | 2027-08-05      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                        | HSBC HOLDINGS PLC 5.887000% 08/14/2027                                           | CUSIP: 404280DZ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |   1715000 | PA      | $1731749.29   | 0.90%             | 2027-08-14      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST                                    | HPEFS EQUIPMENT TRUST 2025-2 HPEFS 2025-2A A2                                    | CUSIP: 442927AB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    220000 | PA      | $220426.82    | 0.11%             | 2032-11-22      | Fixed         | 4.07%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST                             | FORD CREDIT AUTO LEASE TRUST 2025-B FORDL 2025-B A2A                             | CUSIP: 34533MAB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    697303 | PA      | $698955.28    | 0.36%             | 2028-03-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST       | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR 2025-3 A2A              | CUSIP: 379957AB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    225344 | PA      | $225854.50    | 0.12%             | 2028-06-16      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corporation                             | TRUIST FINANCIAL CORP MTN 6.047000% 06/08/2027                                   | CUSIP: 89788MAN2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    275000 | PA      | $276895.77    | 0.14%             | 2027-06-08      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| BANQUE CANADIENNE IMPERIALE DE COMMERCE                  | CANADIAN IMPERIAL BANK OF COMMERCE 5.237000% 06/28/2027                          | CUSIP: 13607L8C0<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | NUSS              | CA        |    240000 | PA      | $244458.15    | 0.13%             | 2027-06-28      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST                  | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-C HALST 2025-C A2A                  | CUSIP: 44935GAB8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    398995 | PA      | $400346.00    | 0.21%             | 2028-01-18      | Fixed         | 4.37%                 | Yes           |                  2 | On Loan: No      |
| NEW YORK N Y                                             | NEW YORK NY CITY OF NEW YORK NY                                                  | CUSIP: 64966SMT0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    205000 | PA      | $206605.79    | 0.11%             | 2027-02-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                           | CARVANA AUTO RECEIVABLES TRUST 2021-N1 CRVNA 2021-N1 A                           | CUSIP: 14687DAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     40524 | PA      | $40174.35     | 0.02%             | 2028-01-10      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| PRPM LLC                                                 | PRPM 2025-RCF3 LLC PRPM 2025-RCF3 A1                                             | CUSIP: 69392PAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    178690 | PA      | $180136.75    | 0.09%             | 2055-07-25      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| GREATAMERICA LEASING RECEIVABLES FUNDING, L.L.C.         | GREATAMERICA LEASING RECEIVABLES FUNDING LLC SERIE GALC 2024-1 A2                | CUSIP: 39154TCH9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     10440 | PA      | $10446.08     | 0.01%             | 2026-08-17      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| CNH EQUIPMENT TRUST                                      | CNH EQUIPMENT TRUST 2026-A CNH 2026-A A2A                                        | CUSIP: 189920AB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    188000 | PA      | $188112.61    | 0.10%             | 2029-06-15      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                           | MORGAN STANLEY MTN 5.164000% 04/20/2029                                          | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    425000 | PA      | $434338.18    | 0.22%             | 2029-04-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL, INC.                             | MARRIOTT INTERNATIONAL INC/MD 4.200000% 07/15/2027                               | CUSIP: 571903BV4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300994.91    | 0.16%             | 2027-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL FUNDING                         | EQUITABLE AMERICA GLOBAL FUNDING 144A 3.950000% 09/15/2027                       | CUSIP: 29446Q2C6<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69896.53     | 0.04%             | 2027-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE LEASE TRUST                                  | BMW VEHICLE LEASE TRUST 2025-1 BMWLT 2025-1 A2A                                  | CUSIP: 096912AB6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    121451 | PA      | $121828.14    | 0.06%             | 2027-09-27      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| CFMT TRUST                                               | CFMT 2021-AL1 LLC CFMT 2021-AL1 B                                                | CUSIP: 12529UAF7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     29727 | PA      | $29687.05     | 0.02%             | 2031-09-22      | Fixed         | 1.39%                 | Yes           |                  2 | On Loan: No      |
| NTT FINANCE CORPORATION                                  | NTT FINANCE CORP 144A 4.567000% 07/16/2027                                       | CUSIP: 62954WAP0<br>LEI: 3538007PR116187GD960 | Long             | DBT              | NUSS              | JP        |   1185000 | PA      | $1195326.36   | 0.62%             | 2027-07-16      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                | TOWD POINT MORTGAGE TRUST 2018-1 TPMT 2018-1 A1                                  | CUSIP: 89176EAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      5113 | PA      | $5084.47      | 0.00%             | 2058-01-25      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST   | STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE T SFUEL 2025-AA A4              | CUSIP: 858928AE4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    550000 | PA      | $554740.29    | 0.29%             | 2029-03-20      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                      | TRI-PARTY REPURCHASE AGREEMENT (ACT/360) DAILY RESET  PARIBAS                    | CUSIP: N/A<br>LEI: N/A                        | Long             | RA               |  | US        |    700000 | PA      | $700000.00    | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                           | MORGAN STANLEY MTN 1.512000% 07/20/2027                                          | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1630733.31   | 0.84%             | 2027-07-20      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST                           | HYUNDAI AUTO RECEIVABLES TRUST 2025-B HART 2025-B A2A                            | CUSIP: 44935XAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    212970 | PA      | $213584.66    | 0.11%             | 2028-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| HLTN COMMERCIAL MORTGAGE TRUST                           | HLTN COMMERCIAL MORTGAGE TRUST 2024-DPLO HLTN 2024-DPLO A                        | CUSIP: 40424UAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    350000 | PA      | $350656.25    | 0.18%             | 2041-06-15      | Floating      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST       | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR 2025-4 A2A              | CUSIP: 36273EAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    705000 | PA      | $705510.00    | 0.37%             | 2028-12-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                           | ENTERPRISE FLEET FINANCING 2023-3 LLC EFF 2023-3 A2                              | CUSIP: 29374LAB6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    370587 | PA      | $375140.45    | 0.19%             | 2030-03-20      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                 | LLOYDS BANKING GROUP PLC 5.462000% 01/05/2028                                    | CUSIP: 53944YAZ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | NUSS              | GB        |    200000 | PA      | $202594.22    | 0.10%             | 2028-01-05      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| DEWOLF PARK CLO, LTD.                                    | DEWOLF PARK CLO LTD DWOLF 2017-1A AR                                             | CUSIP: 25211AAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     42082 | PA      | $42071.17     | 0.02%             | 2030-10-15      | Floating      | 4.85%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 3.375000% 09/15/2028                                             | CUSIP: 91282CNY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   1475000 | PA      | $1467221.68   | 0.76%             | 2028-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TRUST                      | GMF FLOORPLAN OWNER REVOLVING TRUST SERIES 2025-1 GFORT 2025-1A A1               | CUSIP: 361886DV3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    495000 | PA      | $499043.75    | 0.26%             | 2029-03-15      | Fixed         | 4.59%                 | Yes           |                  2 | On Loan: No      |
| MACQUARIE BANK LIMITED                                   | MACQUARIE BANK LTD MTN 3.915000% 02/03/2028                                      | CUSIP: 55608PBZ6<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | NUSS              | AU        |    475000 | PA      | $475920.53    | 0.25%             | 2028-02-03      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| AUTOZONE, INC.                                           | AUTOZONE INC 5.050000% 07/15/2026                                                | CUSIP: 053332BE1<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    450000 | PA      | $452137.97    | 0.23%             | 2026-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC                   | AMUR EQUIPMENT FINANCE RECEIVABLES XV LLC AXIS 2025-1A A2                        | CUSIP: 03237FAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    472182 | PA      | $476979.88    | 0.25%             | 2031-09-22      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                   | GENERAL MOTORS FINANCIAL CO INC 4.350000% 01/17/2027                             | CUSIP: 37045XBT2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1002394.41   | 0.52%             | 2027-01-17      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| OBX TRUST                                                | OBX 2018-1 TRUST OBX 2018-1 A2                                                   | CUSIP: 67112FAD2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      8310 | PA      | $8234.91      | 0.00%             | 2057-06-25      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FREDDIE MAC REMICS FHR 4753 QV                                                   | CUSIP: 3137FDYW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    177068 | PA      | $176658.41    | 0.09%             | 2040-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                               | VERUS SECURITIZATION TRUST 2021-2 VERUS 2021-2 A1                                | CUSIP: 92538FAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     83383 | PA      | $76628.47     | 0.04%             | 2066-02-25      | Floating      | 1.03%                 | Yes           |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                            | GOLDMAN SACHS GROUP INC/THE 3.691000% 06/05/2028                                 | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1335000 | PA      | $1328945.23   | 0.69%             | 2028-06-05      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST                                      | RCKT MORTGAGE TRUST 2023-CES1 RCKT 2023-CES1 A1A                                 | CUSIP: 74935WAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    265050 | PA      | $265661.58    | 0.14%             | 2043-06-25      | Floating      | 6.51%                 | Yes           |                  2 | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.                   | PNC FINANCIAL SERVICES GROUP INC/THE 5.102000% 07/23/2027                        | CUSIP: 693475BY0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1050580.91   | 0.54%             | 2027-07-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                      | CONNECTICUT AVENUE SECURITIES TRUST 2021-R03 CAS 2021-R03 1M2                    | CUSIP: 20754AAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    250000 | PA      | $251557.13    | 0.13%             | 2041-12-25      | Floating      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST                      | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-1 NRZT 2019-1A A1                       | CUSIP: 64830CAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     66727 | PA      | $63739.52     | 0.03%             | 2057-09-25      | Floating      | 3.76%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BRANCH                         | DEUTSCHE BANK AG/NEW YORK NY VARIABLE RATE 11/16/2027                            | CUSIP: 251526CN7<br>LEI: N/A                  | Long             | DBT              | NUSS              | DE        |    550000 | PA      | $552022.61    | 0.29%             | 2027-11-16      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| MF1 LTD                                                  | MF1 2022-FL8 LTD MF1 2022-FL8 A                                                  | CUSIP: 55284JAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    193154 | PA      | $193035.94    | 0.10%             | 2037-02-19      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 3.500000% 12/15/2028                                             | CUSIP: 91282CPP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    350000 | PA      | $349042.97    | 0.18%             | 2028-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC                  | DAIMLER TRUCK FINANCE NORTH AMERICA LLC 144A 4.300000% 08/12/2027                | CUSIP: 233853BG4<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $301442.21    | 0.16%             | 2027-08-12      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank N.V.                                       | ABN AMRO BANK NV 144A 4.988000% 12/03/2028                                       | CUSIP: 00084DBD1<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | NUSS              | NL        |   1350000 | PA      | $1372490.51   | 0.71%             | 2028-12-03      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST                           | HYUNDAI AUTO RECEIVABLES TRUST 2025-D HART 2025-D A2A                            | CUSIP: 44891XAB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    490000 | PA      | $491000.63    | 0.25%             | 2028-11-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                               | VERUS SECURITIZATION TRUST 2021-1 VERUS 2021-1 A2                                | CUSIP: 92537QAE1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    126072 | PA      | $116018.68    | 0.06%             | 2066-01-25      | Floating      | 1.05%                 | Yes           |                  2 | On Loan: No      |
| TOYOTA LEASE OWNER TRUST                                 | TOYOTA LEASE OWNER TRUST 2024-A TLOT 2024-A A4                                   | CUSIP: 89238GAE1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $502204.95    | 0.26%             | 2028-06-20      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                | BAT CAPITAL CORP 3.215000% 09/06/2026                                            | CUSIP: 05526DBJ3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $796736.98    | 0.41%             | 2026-09-06      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO LEASE TRUST                           | MERCEDES-BENZ AUTO LEASE TRUST 2025-A MBALT 2025-A A3                            | CUSIP: 58768YAD7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    115000 | PA      | $116475.21    | 0.06%             | 2029-04-16      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST             | AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA 2024-3 A                      | CUSIP: 02589BAE0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    765000 | PA      | $775089.66    | 0.40%             | 2029-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FREDDIE MAC REMICS FHR 4385 EU                                                   | CUSIP: 3137BDSA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    975000 | PA      | $967605.21    | 0.50%             | 2035-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company       | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 4.625000% 10/15/2027          | CUSIP: 00774MAR6<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | NUSS              | IE        |    300000 | PA      | $302439.38    | 0.16%             | 2027-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY CARD ISSUANCE TRUST, SYNCHRONY                 | SYNCHRONY CARD FUNDING LLC SYNIT 2024-A2 A                                       | CUSIP: 87166PAN1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1635000 | PA      | $1659666.43   | 0.86%             | 2030-07-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| DEXT ABS LLC                                             | DEXT ABS 2023-2 LLC DEXT 2023-2 A2                                               | CUSIP: 25216CAB6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     61745 | PA      | $62021.91     | 0.03%             | 2034-05-15      | Fixed         | 6.56%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                  | HYUNDAI CAPITAL AMERICA 144A 5.250000% 01/08/2027                                | CUSIP: 44891ACT2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1346099.32   | 0.70%             | 2027-01-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL, LLC                                      | BMW US CAPITAL LLC 144A 4.150000% 08/11/2027                                     | CUSIP: 05565EDA0<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $301077.99    | 0.16%             | 2027-08-11      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UBS COMMERCIAL MORTGAGE TRUST                            | UBS COMMERCIAL MORTGAGE TRUST 2017-C4 UBSCM 2017-C4 ASB                          | CUSIP: 90276RBC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    186259 | PA      | $185321.83    | 0.10%             | 2050-10-15      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 3.500000% 01/31/2028                                             | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    350000 | PA      | $349767.58    | 0.18%             | 2028-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FANNIE MAE REMICS FNR 2001-33 FA                                                 | CUSIP: 31359S6L9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      1222 | PA      | $1222.02      | 0.00%             | 2031-07-25      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| TRIUMPH RAIL LLC                                         | TRIUMPH RAIL HOLDINGS LLC TRP 2021-2 A                                           | CUSIP: 89683LAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    231420 | PA      | $224442.38    | 0.12%             | 2051-06-19      | Fixed         | 2.15%                 | Yes           |                  2 | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION | NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP 3.950000% 12/10/2027           | CUSIP: 63743HGB2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1002236.06   | 0.52%             | 2027-12-10      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HNNT LLC                                                 | HINNT 2024-A LLC HINTT 2024-A A                                                  | CUSIP: 40472QAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    707069 | PA      | $720267.97    | 0.37%             | 2043-03-15      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST       | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR 2025-2 A2A              | CUSIP: 362549AB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     48812 | PA      | $48907.48     | 0.03%             | 2028-02-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                   | UBS AG/STAMFORD CT 4.864000% 01/10/2028                                          | CUSIP: 90261AAD4<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |    300000 | PA      | $302618.18    | 0.16%             | 2028-01-10      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| NAVISTAR FINANCIAL DEALER NOTE MASTER TRUST              | NAVISTAR FINANCIAL DEALER NOTE MASTER OWNER TRUST NAVMT 2025-1 A                 | CUSIP: 63938PBZ1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1250000 | PA      | $1254281.38   | 0.65%             | 2030-09-25      | Fixed         | 4.18%                 | Yes           |                  2 | On Loan: No      |
| TRICON RESIDENTIAL TRUST                                 | TRICON RESIDENTIAL 2024-SFR2 TRUST TCN 2024-SFR2 A                               | CUSIP: 89616VAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    299053 | PA      | $299519.31    | 0.15%             | 2040-06-17      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TRUST                      | GMF FLOORPLAN OWNER REVOLVING TRUST GFORT 2023-1 A1                              | CUSIP: 361886CR3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    800000 | PA      | $804323.44    | 0.42%             | 2028-06-15      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST                              | ALLY AUTO RECEIVABLES TRUST 2023-1 ALLYA 2023-1 A3                               | CUSIP: 02007WAC2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    199456 | PA      | $200893.35    | 0.10%             | 2028-05-15      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| TRILLIUM CREDIT CARD TRUST II                            | TRILLIUM CREDIT CARD TRUST II TCCT 2025-1A B                                     | CUSIP: 89621ACD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    185000 | PA      | $184940.58    | 0.10%             | 2030-09-26      | Fixed         | 4.41%                 | Yes           |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST                    | GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-3 GMALT 2025-3 A3                     | CUSIP: 379965AD8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    550000 | PA      | $552566.58    | 0.29%             | 2028-08-21      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                             | BX COMMERCIAL MORTGAGE TRUST 2022-CSMO BX 2022-CSMO A                            | CUSIP: 05610MAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    225000 | PA      | $225140.63    | 0.12%             | 2027-06-15      | Floating      | 5.79%                 | Yes           |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                    | ARI FLEET LEASE TRUST 2025-B ARIFL 2025-B A2                                     | CUSIP: 00193GAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    115000 | PA      | $115781.83    | 0.06%             | 2034-03-15      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| PHILADELPHIA PA                                          | PHILADELPHIA PA CITY OF PHILADELPHIA PA                                          | CUSIP: 717813D63<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    335000 | PA      | $338923.86    | 0.18%             | 2027-08-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST                             | DRIVE AUTO RECEIVABLES TRUST 2025-1 DRIVE 2025-1 A3                              | CUSIP: 262102AC0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    365000 | PA      | $366731.41    | 0.19%             | 2032-09-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                           | ENTERPRISE FLEET FINANCING 2023-1 LLC EFF 2023-1 A2                              | CUSIP: 29375CAB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      7759 | PA      | $7771.21      | 0.00%             | 2029-01-22      | Fixed         | 5.51%                 | Yes           |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                     | BAYER US FINANCE LLC 144A 6.125000% 11/21/2026                                   | CUSIP: 07274EAH6<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $202835.29    | 0.10%             | 2026-11-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                     | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-D NAVSL 2020-DA A                 | CUSIP: 63941HAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    193391 | PA      | $185084.95    | 0.10%             | 2069-05-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST                          | BRAVO RESIDENTIAL FUNDING TRUST 2021-NQM3 BRAVO 2021-NQM3 A1                     | CUSIP: 105690AA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    108389 | PA      | $101737.84    | 0.05%             | 2060-04-25      | Floating      | 1.70%                 | Yes           |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST                                 | COLT 2021-HX1 MORTGAGE LOAN TRUST COLT 2021-HX1 A1                               | CUSIP: 19688KAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    335902 | PA      | $292959.62    | 0.15%             | 2066-10-25      | Floating      | 1.11%                 | Yes           |                  2 | On Loan: No      |
| TOYOTA LEASE OWNER TRUST                                 | TOYOTA LEASE OWNER TRUST 2024-B TLOT 2024-B A3                                   | CUSIP: 891943AD4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    305000 | PA      | $305488.43    | 0.16%             | 2027-09-20      | Fixed         | 4.21%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST                           | HYUNDAI AUTO RECEIVABLES TRUST 2025-A HART 2025-A A3                             | CUSIP: 44935CAD3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    305000 | PA      | $307359.42    | 0.16%             | 2029-10-15      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                           | WHEELS FLEET LEASE FUNDING 1 LLC WFLF 2023-2A A                                  | CUSIP: 96328GBG1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    158298 | PA      | $160151.16    | 0.08%             | 2038-08-18      | Fixed         | 6.46%                 | Yes           |                  2 | On Loan: No      |
| PORSCHE INNOVATIVE LEASE OWNER TRUST                     | PORSCHE INNOVATIVE LEASE OWNER TRUST 2025-1 PILOT 2025-1A A3                     | CUSIP: 73329KAD8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    495000 | PA      | $500321.25    | 0.26%             | 2028-10-20      | Fixed         | 4.61%                 | Yes           |                  2 | On Loan: No      |
| APIDOS CLO                                               | APIDOS CLO XXIV APID 2016-24A A1AL                                               | CUSIP: 03759CAS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     51678 | PA      | $51672.12     | 0.03%             | 2030-10-20      | Floating      | 4.88%                 | Yes           |                  2 | On Loan: No      |
| NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV              | NEW YORK CITY NY TRANSITIONAL NEW YORK CITY TRANSITIONAL FINANCE AUTHORITY FUTUR | CUSIP: 64972JQX9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    945000 | PA      | $951987.42    | 0.49%             | 2026-11-01      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| ELM TRUST                                                | ELM TRUST 2024-ELM ELM 2024-ELM A10                                              | CUSIP: 26860XAU5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    520000 | PA      | $522921.20    | 0.27%             | 2039-06-10      | Floating      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                              | BANK OF AMERICA CORP 1.734000% 07/22/2027                                        | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1207216.56   | 0.62%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| OCTANE RECEIVABLES TRUST                                 | OCTANE RECEIVABLES TRUST 2023-3 OCTL 2023-3A A2                                  | CUSIP: 67571CAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    153614 | PA      | $154267.39    | 0.08%             | 2029-03-20      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                             | FORD CREDIT AUTO OWNER TRUST 2024-C FORDO 2024-C A2A                             | CUSIP: 34532UAB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    128158 | PA      | $128278.45    | 0.07%             | 2027-08-15      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| VOYA CLO                                                 | VOYA CLO 2017-3 LTD VOYA 2017-3A A1RR                                            | CUSIP: 92915QBG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    725000 | PA      | $725066.70    | 0.38%             | 2034-04-20      | Floating      | 4.73%                 | Yes           |                  2 | On Loan: No      |
| JOHN DEERE OWNER TRUST                                   | JOHN DEERE OWNER TRUST 2024-C JDOT 2024-C A2A                                    | CUSIP: 477911AB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     51069 | PA      | $51107.11     | 0.03%             | 2027-08-16      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST                                    | SBNA AUTO LEASE TRUST 2024-A SBALT 2024-A A3                                     | CUSIP: 78414SAE4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     28127 | PA      | $28170.14     | 0.01%             | 2026-11-20      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| TRINITY RAIL LEASING LLC                                 | TRINITY RAIL LEASING 2018 LLC TRL 2020-1A A                                      | CUSIP: 89657AAC0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    136824 | PA      | $131236.87    | 0.07%             | 2050-10-17      | Fixed         | 1.96%                 | Yes           |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST                          | BRAVO RESIDENTIAL FUNDING TRUST 2020-NQM1 BRAVO 2020-NQM1 A1                     | CUSIP: 105699AA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     21568 | PA      | $21220.68     | 0.01%             | 2060-05-25      | Floating      | 1.45%                 | No            |                  2 | On Loan: No      |
| KKR CLO LTD/LLC                                          | KKR CLO 11 LTD KKR 11 AR                                                         | CUSIP: 48250MAK3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     22929 | PA      | $22934.98     | 0.01%             | 2031-01-15      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-31

**Name of Applicant:** SEI DAILY INCOME TRUST

**Signature:** Glenn Kurdziel

**Name of Signer:** Glenn Kurdziel

**Title:** Controller and Chief Financial Officer