# EDGAR Filing Document

**Accession Number:** 0000939934
**File Stem:** 0001752724-25-182719
**Filing Date:** 2025-7
**Character Count:** 217492
**Document Hash:** 75952e36f14f4a786ef202e5854dfcb1
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-182719.hdr.sgml**: 20250729

**ACCESSION NUMBER**: 0001752724-25-182719

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250531

**FILED AS OF DATE**: 20250729

**DATE AS OF CHANGE**: 20250729

**PERIOD START**: 20250531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SEI INSTITUTIONAL INVESTMENTS TRUST
- **CENTRAL INDEX KEY:** 0000939934

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0531

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07257
- **FILM NUMBER:** 251162836

**BUSINESS ADDRESS:**
- **STREET 1:** 1 FREEDOM VALLEY DRIVE
- **CITY:** OAK
- **STATE:** PA
- **ZIP:** 19456
- **BUSINESS PHONE:** 610 676-3097

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

## Series and Classes Contracts Data

### SIIT Limited Duration Bond Fund (Series ID: S000046099)

| Class ID   | Class Name                                | Ticker Symbol   |
|:---|:---|:---|
| C000144225 | SIIT Limited Duration Bond Fund - Class A | SLDBX           |

## 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 INSTITUTIONAL INVESTMENTS TRUST

- **b. Investment Company Act file number:** 811-07257

- **c. CIK number of Registrant:** 0000939934

- **d. LEI of Registrant:** 0N2JSH1PTH72JCCP2A88

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

  - **Street Address 1:** ONE FREEDOM VALLEY DRIVE

  - **City:** OAKS

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19456

  - **Telephone number:** 8003425734

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

- **a. Name of Series:** SIIT LIMITED DURATION BOND FUND

- **b. EDGAR series identifier (if any):** S000046099

- **c. LEI of Series:** 54930044ZQT8QBJWLR55

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

- **a. Date of fiscal year-end:** 2025-05-31

- **b. Date as of which information is reported:** 2025-05-31

**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:** $2207088025.71

**Total Liabilities:** $252291466.98

**Net Assets:** $1954796558.73

**Cash Not Reported:** $769765.35

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -3188.17481232 | **1-Year:** -134596.51958750 | **5-Year:** -96884.52883279 | **10-Year:** -29626.28765364 | **30-Year:** -5691.92516626

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

- **3-Month:** -1464.04014063 | **1-Year:** -19261.27514693 | **5-Year:** -22314.33234170 | **10-Year:** -11246.37984614 | **30-Year:** -2762.44125633

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000144225 | -0.04%               | 0.68%                | 0.38%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-592515.09              | $-7528660.10                               |
| Month 2  | $1854451.35              | $3341048.23                                |
| Month 3  | $2754866.37              | $-2678377.31                               |

**Designated Index Information**

- **Index Name:** ICE BofA 1-3 Year US Treasury Index (USD)

- **Index Identifier:** ML1-3YR

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Freddie Mac                                                                  | FREDDIE MAC REMICS FHR 2990 LK                                                   | CUSIP: 31395V3H0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    298089 | PA      | $297271.99    | 0.02%             | 2034-10-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                           | ORACLE CORP 1.650000% 03/25/2026                                                 | CUSIP: 68389XCC7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1865000 | PA      | $1819508.77   | 0.09%             | 2026-03-25      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K062 A2                  | CUSIP: 3137BUX60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2700000 | PA      | $2660357.52   | 0.14%             | 2026-12-25      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST                                          | CITIGROUP COMMERCIAL MORTGAGE TRUST 2018-B2 CGCMT 2018-B2 AAB                    | CUSIP: 17327FAE6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    385127 | PA      | $382197.78    | 0.02%             | 2051-03-10      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                  | BANK OF AMERICA CORP MTN 1.319000% 06/19/2026                                    | CUSIP: 06051GJD2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2515000 | PA      | $2510110.94   | 0.13%             | 2026-06-19      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| FREMONT HOME LOAN OWNER TRUST                                                | FREMONT HOME LOAN TRUST 2005-E FHLT 2005-E 2A4                                   | CUSIP: 35729PNC0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1529048 | PA      | $1474030.43   | 0.08%             | 2036-01-25      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                                    | TOWD POINT MORTGAGE TRUST 2020-3 TPMT 2020-3 A1                                  | CUSIP: 89178UAL6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    127421 | PA      | $122758.57    | 0.01%             | 2063-02-25      | Floating      | 3.09%                 | No            |                  2 | On Loan: No      |
| BANK                                                                         | BANK 2019-BNK24 BANK 2019-BN24 ASB                                               | CUSIP: 06540VBA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1963279 | PA      | $1892047.47   | 0.10%             | 2062-11-15      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST                                       | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-4 SDART 2022-4 C                     | CUSIP: 80286FAE3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3185000 | PA      | $3194490.98   | 0.16%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                               | ENTERPRISE FLEET FINANCING 2024-4 LLC EFF 2024-4 A3                              | CUSIP: 29374MAC2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   9420000 | PA      | $9436925.86   | 0.48%             | 2028-11-20      | Fixed         | 4.56%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS KF40 A                   | CUSIP: 3137FCP81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     39302 | PA      | $39211.30     | 0.00%             | 2027-11-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                                               | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC AESOP 2022-1A A                         | CUSIP: 05377REZ3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |  19080000 | PA      | $18790600.28  | 0.96%             | 2028-08-21      | Fixed         | 3.83%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE REMICS FNR 2012-111 NF                                                | CUSIP: 3136A9EW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    357824 | PA      | $352500.99    | 0.02%             | 2042-05-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL, LLC                                                          | BMW US CAPITAL LLC 144A 4.650000% 08/13/2026                                     | CUSIP: 05565ECP8<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | DE        |   7395000 | PA      | $7404686.86   | 0.38%             | 2026-08-13      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | US TREASURY N/B 3.125000% 08/31/2027                                             | CUSIP: 91282CFH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  70065000 | PA      | $68926443.75  | 3.53%             | 2027-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SAXON ASSET SECURITIES TRUST                                                 | SAXON ASSET SECURITIES TRUST 2006-3 SAST 2006-3 A3                               | CUSIP: 80556AAC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    650259 | PA      | $636496.35    | 0.03%             | 2046-10-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE, LLC                                                  | ALLIANT ENERGY FINANCE LLC 144A 1.400000% 03/15/2026                             | CUSIP: 01882YAC0<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |   2030000 | PA      | $1975438.84   | 0.10%             | 2026-03-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| GLP Capital, L.P.                                                            | GLP CAPITAL LP / GLP FINANCING II INC 4.000000% 01/15/2031                       | CUSIP: 361841AQ2<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1273849.29   | 0.07%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE REMICS FNR 2008-24 PF                                                 | CUSIP: 31397LAH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      4859 | PA      | $4858.77      | 0.00%             | 2038-02-25      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| U.S. BANCORP                                                                 | US BANCORP 6.787000% 10/26/2027                                                  | CUSIP: 91159HJP6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    325000 | PA      | $334637.73    | 0.02%             | 2027-10-26      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST                                               | HYUNDAI AUTO RECEIVABLES TRUST 2023-B HART 2023-B A4                             | CUSIP: 44933XAE7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    194000 | PA      | $196992.57    | 0.01%             | 2029-08-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN MA4154                                                        | CUSIP: 31418DTL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    894727 | PA      | $788373.03    | 0.04%             | 2035-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                         | JPMORGAN CHASE & CO 1.040000% 02/04/2027                                         | CUSIP: 46647PBW5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3805000 | PA      | $3712714.18   | 0.19%             | 2027-02-04      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| CSAIL COMMERCIAL MORTGAGE TRUST                                              | CSAIL 2019-C17 COMMERCIAL MORTGAGE TRUST CSAIL 2019-C17 ASB                      | CUSIP: 12597BAV1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1994643 | PA      | $1942506.78   | 0.10%             | 2052-09-15      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                 | BX COMMERCIAL MORTGAGE TRUST 2021-XL2 BX 2021-XL2 A                              | CUSIP: 05609KAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    794309 | PA      | $793812.78    | 0.04%             | 2038-10-15      | Floating      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| FARMERS EXCHANGE CAPITAL                                                     | FARMERS EXCHANGE CAPITAL 144A 7.050000% 07/15/2028                               | CUSIP: 309588AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1146906.87   | 0.06%             | 2028-07-15      | Fixed         | 7.05%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                                     | BENCHMARK 2019-B15 MORTGAGE TRUST BMARK 2019-B15 A2                              | CUSIP: 08160KAB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    798216 | PA      | $754453.67    | 0.04%             | 2072-12-15      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| NAVISTAR FINANCIAL DEALER NOTE MASTER TRUST                                  | NAVISTAR FINANCIAL DEALER NOTE MASTER OWNER TRUST NAVMT 2024-1 B                 | CUSIP: 63938PBX6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1895000 | PA      | $1908491.83   | 0.10%             | 2029-04-25      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| PRPM LLC                                                                     | PRPM 2025-RCF1 LLC PRPM 2025-RCF1 A1                                             | CUSIP: 74390RAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   8613862 | PA      | $8458403.91   | 0.43%             | 2055-02-25      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BROWARD CNTY FLA ARPT SYS REV                                                | BROWARD CNTY FL ARPT SYS REVEN COUNTY OF BROWARD FL AIRPORT SYSTEM REVENUE       | CUSIP: 114894ZP6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2360000 | PA      | $2224093.50   | 0.11%             | 2028-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES, L.P.                                              | HUDSON PACIFIC PROPERTIES LP 4.650000% 04/01/2029                                | CUSIP: 44409MAB2<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |    630000 | PA      | $455922.94    | 0.02%             | 2029-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST                                                       | SLM STUDENT LOAN TRUST 2013-2 SLMA 2013-2 A                                      | CUSIP: 78446CAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    632382 | PA      | $614000.17    | 0.03%             | 2043-06-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC.                                                           | JAPAN TOBACCO INC 144A 4.850000% 05/15/2028                                      | CUSIP: 471105AC0<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | NUSS              | JP        |    915000 | PA      | $923520.75    | 0.05%             | 2028-05-15      | Fixed         | 4.85%                 | 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        |   2375000 | PA      | $2307642.91   | 0.12%             | 2027-05-11      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| BA CREDIT CARD TRUST                                                         | BA CREDIT CARD TRUST BACCT 2024-A1 A                                             | CUSIP: 05522RDJ4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   9175000 | PA      | $9291272.94   | 0.48%             | 2029-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST                                            | CHASE HOME LENDING MORTGAGE TRUST 2024-10 CHASE 2024-10 A4A                      | CUSIP: 16159YAE0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2437086 | PA      | $2425729.40   | 0.12%             | 2055-10-25      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| APIDOS CLO                                                                   | APIDOS CLO XXII APID 2015-22A A1R                                                | CUSIP: 03765XAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    580114 | PA      | $580232.82    | 0.03%             | 2031-04-20      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| VOYA CLO                                                                     | VOYA CLO 2017-2 VOYA 2017-2A A1R                                                 | CUSIP: 92915UAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    247043 | PA      | $247001.66    | 0.01%             | 2030-06-07      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST                               | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 202 MSRM 2025-1 A4                | CUSIP: 617944AF0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1679502 | PA      | $1673004.68   | 0.09%             | 2055-03-25      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| U.S. BANCORP                                                                 | US BANCORP 4.653000% 02/01/2029                                                  | CUSIP: 91159HJK7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   2215000 | PA      | $2218843.29   | 0.11%             | 2029-02-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                         | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-B NAVSL 2021-BA A                 | CUSIP: 63942LAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1420684 | PA      | $1284469.21   | 0.07%             | 2069-07-15      | Fixed         | 0.94%                 | Yes           |                  2 | On Loan: No      |
| NISSAN AUTO LEASE TRUST                                                      | NISSAN AUTO LEASE TRUST 2025-A NALT 2025-A C                                     | CUSIP: 65479XAG7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3935000 | PA      | $3963480.35   | 0.20%             | 2029-06-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| APIDOS CLO                                                                   | APIDOS CLO XXXII APID 2019-32A A1R                                               | CUSIP: 03768RAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1492730 | PA      | $1492989.48   | 0.08%             | 2033-01-20      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                     | US 10YR ULTRA FUT SEP25 FINANCIAL COMMODITY FUTURE.                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -251 | NC      | $-28249265.63 | -1.45%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK                                                                         | BANK 2018-BNK14 BANK 2018-BN14 A2                                                | CUSIP: 06035RAP1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    297506 | PA      | $293525.60    | 0.02%             | 2060-09-15      | Fixed         | 4.13%                 | 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        |   1739062 | PA      | $1687411.44   | 0.09%             | 2069-10-25      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| PRPM LLC                                                                     | PRPM 2024-RCF1 LLC PRPM 2024-RCF1 A1                                             | CUSIP: 693581AA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2483373 | PA      | $2426553.62   | 0.12%             | 2054-01-25      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                            | HSBC HOLDINGS PLC 2.099000% 06/04/2026                                           | CUSIP: 404280CG2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |   2455000 | PA      | $2454636.49   | 0.13%             | 2026-06-04      | Fixed         | 2.10%                 | No            |                  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        |  10615000 | PA      | $10735776.41  | 0.55%             | 2028-01-05      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                           | METROPOLITAN LIFE GLOBAL FUNDING I 144A 3.450000% 12/18/2026                     | CUSIP: 59217GBY4<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2464714.10   | 0.13%             | 2026-12-18      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BPR TRUST                                                                    | BPR TRUST 2022-OANA BPR 2022-OANA A                                              | CUSIP: 05592DAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2755000 | PA      | $2754139.06   | 0.14%             | 2037-04-15      | Floating      | 6.23%                 | Yes           |                  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        |   2424000 | PA      | $2469258.50   | 0.13%             | 2032-07-15      | Fixed         | 5.89%                 | Yes           |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL MASTER TRUST                                            | PROGRESS RESIDENTIAL 2022-SFR2 TRUST PROG 2022-SFR2 A                            | CUSIP: 74332VAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1702394 | PA      | $1649153.22   | 0.08%             | 2027-04-17      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| GWT COMMERCIAL MORTGAGE TRUST                                                | GWT 2024-WLF2 GWT 2024-WLF2 A                                                    | CUSIP: 362414AA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1478000 | PA      | $1478000.00   | 0.08%             | 2041-05-15      | Floating      | 6.02%                 | Yes           |                  2 | On Loan: No      |
| CSAIL COMMERCIAL MORTGAGE TRUST                                              | CSAIL 2016-C5 COMMERCIAL MORTGAGE TRUST CSAIL 2016-C5 ASB                        | CUSIP: 12636LAZ3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      1431 | PA      | $1427.78      | 0.00%             | 2048-11-15      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                                             | DOMINO'S PIZZA MASTER ISSUER LLC DPABS 2015-1A A2II                              | CUSIP: 25755TAE0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3478125 | PA      | $3467063.87   | 0.18%             | 2045-10-25      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                                        | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-1 WLAKE 2023-1A B                     | CUSIP: 96042XAE5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2940000 | PA      | $2942852.98   | 0.15%             | 2028-01-18      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I, INC.                                           | MORGAN STANLEY ABS CAPITAL I INC TRUST 2006-NC3 MSAC 2006-NC3 A2D                | CUSIP: 61744CZD1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    421116 | PA      | $411699.99    | 0.02%             | 2036-03-25      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| AMERIQUEST MORTGAGE SECURITIES INC                                           | AMERIQUEST MORTGAGE SECURITIES INC ASSET-BACKED PA AMSI 2005-R7 M4               | CUSIP: 03072SK38<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2790000 | PA      | $2701260.70   | 0.14%             | 2035-09-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| BHMS MORTGAGE TRUST                                                          | BHMS 2018-ATLS BHMS 2018-ATLS C                                                  | CUSIP: 05549GAJ0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3690000 | PA      | $3685235.47   | 0.19%             | 2035-07-15      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                                   | GLS AUTO RECEIVABLES ISSUER TRUST 2021-3 GCAR 2021-3A D                          | CUSIP: 36263LAG4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2219890 | PA      | $2186703.57   | 0.11%             | 2027-07-15      | Fixed         | 1.48%                 | Yes           |                  2 | On Loan: No      |
| PFS FINANCING CORP.                                                          | PFS FINANCING CORP PFSFC 2024-B A                                                | CUSIP: 69335PFE0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    750000 | PA      | $755132.78    | 0.04%             | 2029-02-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                         | VERIZON MASTER TRUST VZMT 2024-6 C                                               | CUSIP: 92348KDH3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |  19539000 | PA      | $19417946.13  | 0.99%             | 2030-08-20      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FEDERAL NATIONAL MORTGAGE ASSOCIATION POOL TBA                                   | CUSIP: 01F050668<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              |  | US        |  10175000 | PA      | $9847936.53   | 0.50%             | 2038-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                           | T-MOBILE USA INC 3.750000% 04/15/2027                                            | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    640000 | PA      | $631741.41    | 0.03%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  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        |  14620000 | PA      | $14352788.51  | 0.73%             | 2028-06-05      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                         | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-G NAVSL 2020-GA A                 | CUSIP: 63941UAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1230327 | PA      | $1135210.02   | 0.06%             | 2069-09-16      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| ALIGNED DATA CENTERS                                                         | ALIGNED DATA CENTERS ISSUER LLC ADC 2021-1A A2                                   | CUSIP: 01627AAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3450000 | PA      | $3315392.04   | 0.17%             | 2046-08-15      | Fixed         | 1.94%                 | Yes           |                  2 | On Loan: No      |
| GEORGIA POWER COMPANY                                                        | GEORGIA POWER CO 5.004000% 02/23/2027                                            | CUSIP: 373334KV2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |  11190000 | PA      | $11336926.71  | 0.58%             | 2027-02-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROCKFORD TOWER CLO                                                           | ROCKFORD TOWER CLO 2018-2 LTD ROCKT 2018-2A A                                    | CUSIP: 77342KAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1135995 | PA      | $1136597.07   | 0.06%             | 2031-10-20      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| CD COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATES                             | CD 2018-CD7 MORTGAGE TRUST CD 2018-CD7 ASB                                       | CUSIP: 12512JAT1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    254765 | PA      | $252860.45    | 0.01%             | 2051-08-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                  | BANK OF AMERICA CORP 3.419000% 12/20/2028                                        | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4689000 | PA      | $4549755.03   | 0.23%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE, L.P.                                           | PLAINS ALL AMERICAN PIPELINE LP / PAA FINANCE CORP 4.500000% 12/15/2026          | CUSIP: 72650RBL5<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1497512.22   | 0.08%             | 2026-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                      | BAYER US FINANCE II LLC 144A 4.250000% 12/15/2025                                | CUSIP: 07274NAJ2<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | DE        |    580000 | PA      | $577843.36    | 0.03%             | 2025-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BARINGS CLO LTD                                                              | BARINGS CLO LTD 2018-IV BABSN 2018-4A A1R                                        | CUSIP: 06760XAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2629325 | PA      | $2629367.40   | 0.13%             | 2030-10-15      | Floating      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| NEXTGEAR FLOORPLAN MASTER OWNER TRUST                                        | NEXTGEAR FLOORPLAN MASTER OWNER TRUST NFMOT 2024-1A A2                           | CUSIP: 65341KBZ8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |  14550000 | PA      | $14702680.43  | 0.75%             | 2029-03-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE REMICS FNR 2024-49 FC                                                 | CUSIP: 3136BS2S3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5356275 | PA      | $5332078.93   | 0.27%             | 2054-07-25      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES                                                | CONNECTICUT AVENUE SECURITIES TRUST 2023-R08 CAS 2023-R08 1M1                    | CUSIP: 20755CAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1616245 | PA      | $1622305.52   | 0.08%             | 2043-10-25      | Floating      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| OCTAGON LIMITED                                                              | OCTAGON INVESTMENT PARTNERS 51 LTD OCT51 2021-1A AR                              | CUSIP: 675943AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1993838.00   | 0.10%             | 2034-07-20      | Floating      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| NYC TRUST                                                                    | NYCT TRUST 2024-3ELV NYCT 2024-3ELV A                                            | CUSIP: 62956HAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1300000 | PA      | $1305434.00   | 0.07%             | 2029-08-15      | Floating      | 6.32%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                     | US TREASURY N/B 4.000000% 05/31/2030                                             | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   1925000 | PA      | $1928759.76   | 0.10%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                | GOLDMAN SACHS GROUP INC/THE 1.431000% 03/09/2027                                 | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    515000 | PA      | $502037.69    | 0.03%             | 2027-03-09      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                                                  | BANK OF NEW YORK MELLON/THE 4.729000% 04/20/2029                                 | CUSIP: 06405LAH4<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |    990000 | PA      | $998526.64    | 0.05%             | 2029-04-20      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| GREENWOOD PARK CLO, LTD                                                      | GREENWOOD PARK CLO LTD GRNPK 2018-1A A2                                          | CUSIP: 39729RAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    480003 | PA      | $480225.74    | 0.02%             | 2031-04-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| CEDAR FUNDING LTD                                                            | CEDAR FUNDING VII CLO LTD CEDF 2018-7A AR                                        | CUSIP: 15032FAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2090286 | PA      | $2089986.89   | 0.11%             | 2031-01-20      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                         | JPMORGAN CHASE & CO 2.182000% 06/01/2028                                         | CUSIP: 46647PBR6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1908441.62   | 0.10%             | 2028-06-01      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                           | T-MOBILE USA INC 2.250000% 02/15/2026                                            | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2705000 | PA      | $2658533.73   | 0.14%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES L.P.                                                         | VICI PROPERTIES LP / VICI NOTE CO INC 144A 4.125000% 08/15/2030                  | CUSIP: 92564RAE5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    310000 | PA      | $292309.70    | 0.01%             | 2030-08-15      | Fixed         | 4.12%                 | 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        |    259020 | PA      | $253422.24    | 0.01%             | 2066-04-25      | Floating      | 3.47%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                           | ORACLE CORP VARIABLE RATE 08/03/2028                                             | CUSIP: 68389XCX1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   8055000 | PA      | $8067082.50   | 0.41%             | 2028-08-03      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| ROCKFORD TOWER CLO                                                           | ROCKFORD TOWER CLO 2019-2 LTD ROCKT 2019-2A AR2                                  | CUSIP: 77341GAS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2848555 | PA      | $2850634.19   | 0.15%             | 2032-08-20      | Floating      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| WB COMMERCIAL MORTGAGE TRUST                                                 | WB COMMERCIAL MORTGAGE TRUST 2024-HQ WB 2024-HQ A                                | CUSIP: 92943PAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1600000 | PA      | $1603876.64   | 0.08%             | 2040-03-15      | Floating      | 5.94%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC REMICS FHR 3102 FB                                                   | CUSIP: 31396H5M7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     59435 | PA      | $59281.18     | 0.00%             | 2036-01-15      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC NON GOLD POOL FH 1Q0268                                              | CUSIP: 3128S4JM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      3869 | PA      | $3910.37      | 0.00%             | 2037-03-01      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC REMICS FHR 3136 KF                                                   | CUSIP: 31396NGS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    108029 | PA      | $107070.39    | 0.01%             | 2036-04-15      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORP.                                                 | GSAA HOME EQUITY TRUST 2007-8 GSAA 2007-8 A3                                     | CUSIP: 38144RAC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    135266 | PA      | $132975.30    | 0.01%             | 2037-08-25      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST                                                  | EXTENDED STAY AMERICA TRUST 2021-ESH ESA 2021-ESH A                              | CUSIP: 30227FAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    943501 | PA      | $943500.57    | 0.05%             | 2038-07-15      | Floating      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDING II                                                 | MASSMUTUAL GLOBAL FUNDING II MTN 5.100000% 04/09/2027                            | CUSIP: 57629W4S6<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |   9490000 | PA      | $9616788.68   | 0.49%             | 2027-04-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN MA4309                                                        | CUSIP: 31418DYF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    522665 | PA      | $496564.25    | 0.03%             | 2031-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION                     | NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP 4.800000% 02/05/2027           | CUSIP: 63743HFM9<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |  10825000 | PA      | $10909486.74  | 0.56%             | 2027-02-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | US TREASURY N/B 3.750000% 04/30/2027                                             | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  14877000 | PA      | $14831090.47  | 0.76%             | 2027-04-30      | Fixed         | 3.75%                 | 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: 64971XMF2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    820000 | PA      | $797788.58    | 0.04%             | 2026-11-01      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| APIDOS CLO                                                                   | APIDOS CLO XII APID 2013-12A ARR                                                 | CUSIP: 03764DAM3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2187648 | PA      | $2187002.60   | 0.11%             | 2031-04-15      | Floating      | 5.34%                 | Yes           |                  2 | On Loan: No      |
| SEACUBE CONTAINER CLIF                                                       | CLI FUNDING VI LLC CLIF 2020-3A A                                                | CUSIP: 12563LAS6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3245000 | PA      | $3000227.06   | 0.15%             | 2045-10-18      | Fixed         | 2.07%                 | Yes           |                  2 | On Loan: No      |
| Amcor Flexibles North America, Inc                                           | AMCOR FLEXIBLES NORTH AMERICA INC 144A 4.800000% 03/17/2028                      | CUSIP: 02344AAC2<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    640000 | PA      | $641646.13    | 0.03%             | 2028-03-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MIAMI-DADE CNTY FLA AVIATION REV                                             | MIAMI-DADE CNTY FL AVIATION RE COUNTY OF MIAMI-DADE FL AVIATION REVENUE          | CUSIP: 59333P6A1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    370000 | PA      | $365953.87    | 0.02%             | 2025-10-01      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE COMPANY                                           | HEWLETT PACKARD ENTERPRISE CO 4.450000% 09/25/2026                               | CUSIP: 42824CBR9<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |  13515000 | PA      | $13495246.75  | 0.69%             | 2026-09-25      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SABEY DATA CENTER ISSUER, LLC                                                | SABEY DATA CENTER ISSUER LLC SDCP 2021-1 A2                                      | CUSIP: 78520EAB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1682000 | PA      | $1615522.65   | 0.08%             | 2046-06-20      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC                                            | CITIGROUP MORTGAGE LOAN TRUST 2006-AMC1 CMLTI 2006-AMC1 A1                       | CUSIP: 17309PAS5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1190501 | PA      | $1151685.90   | 0.06%             | 2036-09-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                               | MORGAN STANLEY 0.985000% 12/10/2026                                              | CUSIP: 6174468V4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5078000 | PA      | $4976458.69   | 0.25%             | 2026-12-10      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux S.a r.l.                                                 | JBS USA HOLDING LUX SARL/ JBS USA FOOD CO/ JBS LUX 5.125000% 02/01/2028          | CUSIP: 46590XAZ9<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | NUSS              | US        |   1270000 | PA      | $1282753.34   | 0.07%             | 2028-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL 30YR TBA (JUNE)                                               | CUSIP: 21H050664<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   8925000 | PA      | $8657206.00   | 0.44%             | 2055-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE OR FREDDIE MAC 30YR TBA (JUNE)                                        | CUSIP: 01F040669<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   9600000 | PA      | $8794261.92   | 0.45%             | 2055-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT, INC.                                                       | WASTE MANAGEMENT INC 4.500000% 03/15/2028                                        | CUSIP: 94106LCB3<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |  14260000 | PA      | $14351974.72  | 0.73%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLP Capital, L.P.                                                            | GLP CAPITAL LP / GLP FINANCING II INC 5.300000% 01/15/2029                       | CUSIP: 361841AL3<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1001645.00   | 0.05%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE REMICS FNR 2005-83 FP                                                 | CUSIP: 31394FUN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    364404 | PA      | $360945.32    | 0.02%             | 2035-10-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | US TREASURY N/B 0.500000% 10/31/2027                                             | CUSIP: 91282CAU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  88610000 | PA      | $81760031.42  | 4.18%             | 2027-10-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| TIAA CLO LTD                                                                 | TIAA CLO IV LTD TIA 2018-1A A1AR                                                 | CUSIP: 88631YAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2161176 | PA      | $2160981.23   | 0.11%             | 2032-01-20      | Floating      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST                                          | CITIGROUP COMMERCIAL MORTGAGE TRUST 2019-GC41 CGCMT 2019-GC41 AAB                | CUSIP: 17328FAX3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1911705 | PA      | $1846417.68   | 0.09%             | 2056-08-10      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| CARBONE CLO                                                                  | CARBONE CLO LTD CRBN 2017-1A A1                                                  | CUSIP: 141312AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    762961 | PA      | $763402.60    | 0.04%             | 2031-01-20      | Floating      | 5.67%                 | 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        |   7965000 | PA      | $8024336.62   | 0.41%             | 2027-01-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS KF86 AL                  | CUSIP: 3137FXLS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    314632 | PA      | $314101.68    | 0.02%             | 2027-08-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                               | MORGAN STANLEY 1.593000% 05/04/2027                                              | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    900000 | PA      | $874541.82    | 0.04%             | 2027-05-04      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES                        | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2005-AR15 A1A1           | CUSIP: 92922F5T1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    745272 | PA      | $712156.96    | 0.04%             | 2045-11-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| FIRST FRANKLIN MORTGAGE LOAN TRUST                                           | FIRST FRANKLIN MORTGAGE LOAN TRUST SERIES 2006-FF1 FFML 2006-FF18 A1             | CUSIP: 32029AAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1323460 | PA      | $1271034.45   | 0.07%             | 2037-12-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST                                                          | RCKT MORTGAGE TRUST 2024-CES5 RCKT 2024-CES5 A1A                                 | CUSIP: 74938KAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   8419549 | PA      | $8484861.73   | 0.43%             | 2044-08-25      | Fixed         | 5.85%                 | Yes           |                  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        | 110980000 | PA      | $109588415.12 | 5.61%             | 2027-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CROSS MORTGAGE TRUST                                                         | CROSS 2024-H6 MORTGAGE TRUST CROSS 2024-H6 A1                                    | CUSIP: 227919AA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1818941 | PA      | $1808066.34   | 0.09%             | 2069-09-25      | Floating      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| SPRINT SPECTRUM CO LLC                                                       | SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC 5.152000% 03/20/2028          | CUSIP: 85208NAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $602614.15    | 0.03%             | 2028-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC                                     | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A 4.900000% 08/14/2026                | CUSIP: 928668CK6<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | DE        |  12540000 | PA      | $12542526.31  | 0.64%             | 2026-08-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC GOLD POOL FG G18619                                                  | CUSIP: 3128MMVM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1242829 | PA      | $1188707.36   | 0.06%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM                                               | SOFI PROFESSIONAL LOAN PROGRAM 2020-ATRUST SOFI 2020-A A2FX                      | CUSIP: 83406TAB8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1604875 | PA      | $1538030.61   | 0.08%             | 2046-05-15      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL 30YR TBA (JUNE)                                               | CUSIP: 21H040665<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   4900000 | PA      | $4486393.84   | 0.23%             | 2055-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                              | AVOLON HOLDINGS FUNDING LTD 144A 2.750000% 02/21/2028                            | CUSIP: 05401AAP6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | NUSS              | IE        |    580000 | PA      | $545096.63    | 0.03%             | 2028-02-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST                                                          | RCKT MORTGAGE TRUST 2024-CES1 RCKT 2024-CES1 A1A                                 | CUSIP: 749424AA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1603588 | PA      | $1610388.49   | 0.08%             | 2044-02-25      | Floating      | 6.02%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2013-5 JE                           | CUSIP: 38378FRB8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1398914 | PA      | $1272732.80   | 0.07%             | 2042-07-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                           | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 2.450000% 10/29/2026          | CUSIP: 00774MAV7<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | NUSS              | IE        |    255000 | PA      | $247144.58    | 0.01%             | 2026-10-29      | Fixed         | 2.45%                 | 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        |   6650000 | PA      | $6717518.12   | 0.34%             | 2039-06-10      | Floating      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP.                                                       | PACCAR FINANCIAL CORP MTN 4.500000% 11/25/2026                                   | CUSIP: 69371RT55<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |   8315000 | PA      | $8359910.56   | 0.43%             | 2026-11-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MF1 LTD                                                                      | MF1 2020-FL4 LTD MF1 2020-FL4 A                                                  | CUSIP: 58003UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    460999 | PA      | $461075.61    | 0.02%             | 2035-12-15      | Floating      | 6.14%                 | Yes           |                  2 | On Loan: No      |
| The Bank of New York Mellon                                                  | BANK OF NEW YORK MELLON/THE 4.729000% 04/20/2029                                 | CUSIP: 06405LAH4<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |   6550000 | PA      | $6606413.64   | 0.34%             | 2029-04-20      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| NEXTGEAR FLOORPLAN MASTER OWNER TRUST                                        | NEXTGEAR FLOORPLAN MASTER OWNER TRUST NFMOT 2024-2A B                            | CUSIP: 65341KCD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4400000 | PA      | $4364463.40   | 0.22%             | 2029-09-15      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE OR FREDDIE MAC 15YR TBA (JUNE)                                        | CUSIP: 01F042467<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  20850000 | PA      | $20535791.96  | 1.05%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES, INC.                                                      | UBER TECHNOLOGIES INC 4.300000% 01/15/2030                                       | CUSIP: 90353TAN0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   1328000 | PA      | $1309121.55   | 0.07%             | 2030-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                                    | TOWD POINT MORTGAGE TRUST 2021-1 TPMT 2021-1 A1                                  | CUSIP: 89179YAR4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1553603 | PA      | $1441350.72   | 0.07%             | 2061-11-25      | Floating      | 2.25%                 | Yes           |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST                                     | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2022-2 AMCAR 2022-2 C                   | CUSIP: 03065WAF2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3000000 | PA      | $3018363.90   | 0.15%             | 2028-04-18      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| UBS COMMERCIAL MORTGAGE TRUST                                                | UBS COMMERCIAL MORTGAGE TRUST 2018-C12 UBSCM 2018-C12 A2                         | CUSIP: 90353DAV7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    167167 | PA      | $165771.48    | 0.01%             | 2051-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST URBAN DEV CORP ST SALES TAX REV                                  | NEW YORK ST URBAN DEV CORP SAL EMPIRE STATE DEVELOPMENT CORP                     | CUSIP: 64985TDG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1800000 | PA      | $1613684.34   | 0.08%             | 2030-03-15      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                        | FOUNDRY JV HOLDCO LLC 144A 5.500000% 01/25/2031                                  | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1235769.23   | 0.06%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK                                                                         | BANK 2019-BNK22 BANK 2019-BN22 ASB                                               | CUSIP: 06540XBE0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1474256 | PA      | $1425278.75   | 0.07%             | 2062-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                       | EXTRA SPACE STORAGE LP 4.000000% 06/15/2029                                      | CUSIP: 30225VAN7<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1194917.60   | 0.06%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE OR FREDDIE MAC 15YR TBA (JUNE)                                        | CUSIP: 01F032468<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  11100000 | PA      | $10598653.85  | 0.54%             | 2040-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DRYDEN CLO LTD                                                               | DRYDEN 72 CLO LTD DRSLF 2019-72A ARR                                             | CUSIP: 26252NAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2545833 | PA      | $2545120.20   | 0.13%             | 2032-05-15      | Floating      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| UBS COMMERCIAL MORTGAGE TRUST                                                | UBS COMMERCIAL MORTGAGE TRUST 2017-C2 UBSCM 2017-C2 A3                           | CUSIP: 90276CAD3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5206351 | PA      | $5066479.50   | 0.26%             | 2050-08-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| AMMC CLO LIMITED                                                             | AMMC CLO 15 LTD AMMC 2014-15A AR3                                                | CUSIP: 00175MBN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     56006 | PA      | $55997.81     | 0.00%             | 2032-01-15      | Floating      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2014-157 C                          | CUSIP: 38378XUK5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    988436 | PA      | $953979.66    | 0.05%             | 2054-10-16      | Floating      | 3.15%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST A                                   | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A FORDF 2024-1 A1                       | CUSIP: 34528QJA3<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-MBS          |  | US        |   4310000 | PA      | $4372692.40   | 0.22%             | 2029-04-15      | Fixed         | 5.29%                 | Yes           |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING TRUST                                                | BANC OF AMERICA FUNDING 2014-R6 TRUST BAFC 2014-R6 2A13                          | CUSIP: 05969KBB8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1408993 | PA      | $1407542.77   | 0.07%             | 2036-07-26      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                                    | TOWD POINT MORTGAGE TRUST 2020-4 TPMT 2020-4 A1                                  | CUSIP: 89179JAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    896260 | PA      | $808914.72    | 0.04%             | 2060-10-25      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                     | US TREASURY N/B 3.875000% 04/30/2030                                             | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |     50000 | PA      | $49800.78     | 0.00%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 MA9963                                                     | CUSIP: 36180AB85<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3172912 | PA      | $2994992.48   | 0.15%             | 2054-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP.                                                           | ITC HOLDINGS CORP 144A 4.950000% 09/22/2027                                      | CUSIP: 465685AR6<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2113406.86   | 0.11%             | 2027-09-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| LA BANQUE TORONTO-DOMINION                                                   | TORONTO-DOMINION BANK/THE MTN 4.693000% 09/15/2027                               | CUSIP: 89115A2H4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | NUSS              | CA        |  10800000 | PA      | $10847899.62  | 0.55%             | 2027-09-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                   | LAD AUTO RECEIVABLES TRUST 2024-3 LADAR 2024-3A A3                               | CUSIP: 505709AC9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2500000 | PA      | $2500358.25   | 0.13%             | 2029-03-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY CARD ISSUANCE TRUST, SYNCHRONY                                     | SYNCHRONY CARD FUNDING LLC SYNIT 2024-A1 A                                       | CUSIP: 87166PAM3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1920000 | PA      | $1942550.02   | 0.10%             | 2030-03-15      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                         | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-H NAVSL 2020-HA A                 | CUSIP: 63935BAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1142109 | PA      | $1069057.69   | 0.05%             | 2069-01-15      | Fixed         | 1.31%                 | Yes           |                  2 | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                                    | BAT CAPITAL CORP 3.557000% 08/15/2027                                            | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | GB        |   1736000 | PA      | $1697965.35   | 0.09%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN CA4088                                                        | CUSIP: 3140QBRJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1275800 | PA      | $1228346.82   | 0.06%             | 2034-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE ACQUISITION CORPORATION                                 | JP MORGAN MORTGAGE ACQUISITION TRUST 2007-CH4 JPMAC 2007-CH4 M1                  | CUSIP: 46630CAF1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2921316 | PA      | $2856763.81   | 0.15%             | 2037-05-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                               | CITIGROUP INC 4.075000% 04/23/2029                                               | CUSIP: 172967LW9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  11115000 | PA      | $10938241.16  | 0.56%             | 2029-04-23      | Fixed         | 4.08%                 | No            |                  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        |   1380000 | PA      | $1333238.05   | 0.07%             | 2027-06-14      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                   | LAD AUTO RECEIVABLES TRUST 2023-2 LADAR 2023-2A C                                | CUSIP: 505713AE7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2180000 | PA      | $2198792.91   | 0.11%             | 2028-09-15      | Fixed         | 5.58%                 | 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        |   9010000 | PA      | $9030810.40   | 0.46%             | 2026-06-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | US TREASURY N/B 1.250000% 12/31/2026                                             | CUSIP: 91282CDQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  45075000 | PA      | $43201570.31  | 2.21%             | 2026-12-31      | Fixed         | 1.25%                 | 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        |  12365000 | PA      | $12426320.26  | 0.64%             | 2028-01-10      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                  | BANK OF AMERICA CORP MTN 2.551000% 02/04/2028                                    | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  14860000 | PA      | $14362652.89  | 0.73%             | 2028-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                           | ORACLE CORP 2.800000% 04/01/2027                                                 | CUSIP: 68389XBU8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $971456.23    | 0.05%             | 2027-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CSMC MORTGAGE BACKED TRUST                                                   | CSMC SERIES 2014-6R CSMC 2014-6R 15A2                                            | CUSIP: 12648PEN3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    365350 | PA      | $356683.84    | 0.02%             | 2036-11-27      | Floating      | 7.21%                 | 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        |  12900000 | PA      | $12916973.82  | 0.66%             | 2030-06-20      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES INC                                     | BEAR STEARNS ASSET BACKED SECURITIES I TRUST 2006- BSABS 2006-HE9 1A2            | CUSIP: 07389MAB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1747728 | PA      | $1727109.83   | 0.09%             | 2036-11-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| FS TRUST                                                                     | FS TRUST 2024-HULA FS 2024-HULA A                                                | CUSIP: 30338DAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1450000 | PA      | $1449093.75   | 0.07%             | 2039-08-15      | Floating      | 6.14%                 | Yes           |                  2 | On Loan: No      |
| ELM TRUST                                                                    | ELM TRUST 2024-ELM ELM 2024-ELM B15                                              | CUSIP: 26860XAG6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    400000 | PA      | $402765.08    | 0.02%             | 2039-06-10      | Floating      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                         | JPMORGAN CHASE & CO 5.040000% 01/23/2028                                         | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   6785000 | PA      | $6833410.30   | 0.35%             | 2028-01-23      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| SMBC Aviation Capital Finance DAC                                            | SMBC AVIATION CAPITAL FINANCE DAC 144A 5.100000% 04/01/2030                      | CUSIP: 78448TAN2<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | NUSS              | IE        |   1055000 | PA      | $1055426.92   | 0.05%             | 2030-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TRINITY RAIL LEASING LLC                                                     | TRINITY RAIL LEASING 2020 LLC TRL 2020-2A A1                                     | CUSIP: 89656YAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1447140 | PA      | $1385007.58   | 0.07%             | 2050-11-19      | Fixed         | 1.83%                 | Yes           |                  2 | On Loan: No      |
| CAPITAL ONE MULTI-ASSET EXECUTION TRUST                                      | CAPITAL ONE MULTI-ASSET EXECUTION TRUST COMET 2024-A1 A                          | CUSIP: 14041NGE5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4500000 | PA      | $4470586.20   | 0.23%             | 2029-09-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                      | BAYER US FINANCE II LLC 144A 4.375000% 12/15/2028                                | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | DE        |    245000 | PA      | $240322.28    | 0.01%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC REMICS FHR 4102 LF                                                   | CUSIP: 3137AUMR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      6098 | PA      | $6095.24      | 0.00%             | 2040-01-15      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| BANK                                                                         | BANK 2019-BNK21 BANK 2019-BN21 ASB                                               | CUSIP: 06540BBA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2275044 | PA      | $2196263.86   | 0.11%             | 2052-10-17      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| TESLA SUSTAINABLE ENERGY TRUST                                               | TESLA SUSTAINABLE ENERGY TRUST 2024-1 TSET 2024-1A A2                            | CUSIP: 88164AAB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   9789948 | PA      | $9793110.67   | 0.50%             | 2050-06-21      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                                | VISTRA OPERATIONS CO LLC 144A 5.050000% 12/30/2026                               | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   5360000 | PA      | $5373978.88   | 0.27%             | 2026-12-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                                               | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC AESOP 2023-5A A                         | CUSIP: 05377RHC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5735000 | PA      | $5838955.48   | 0.30%             | 2028-04-20      | Fixed         | 5.78%                 | Yes           |                  2 | On Loan: No      |
| The Bank of New York Mellon Corporation                                      | BANK OF NEW YORK MELLON CORP/THE MTN 3.442000% 02/07/2028                        | CUSIP: 06406RAB3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1148123.30   | 0.06%             | 2028-02-07      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 82737                                                      | CUSIP: 36225FBF5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     54071 | PA      | $54936.57     | 0.00%             | 2041-02-20      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| ALLY BANK AUTO CREDIT-LINKED NOTES                                           | ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2024-A ABCLN 2024-A D                  | CUSIP: 02007GZ71<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1071755 | PA      | $1080755.14   | 0.06%             | 2032-05-17      | Fixed         | 6.32%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE REMICS FNR 2006-31 FP                                                 | CUSIP: 31395DAM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     62601 | PA      | $62001.77     | 0.00%             | 2036-05-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| DRYDEN SENIOR LOAN FUND                                                      | DRYDEN 41 SENIOR LOAN FUND DRSLF 2015-41A BR                                     | CUSIP: 26244KAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000950.00   | 0.05%             | 2031-04-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON AUTO TRUST                                                        | HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 20 HACLN 2024-2 B1               | CUSIP: 44644NAG4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1360495 | PA      | $1368179.19   | 0.07%             | 2032-10-20      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL 30YR TBA (JUNE)                                               | CUSIP: 21H052660<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   5800000 | PA      | $5758085.89   | 0.29%             | 2055-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                 | BX COMMERCIAL MORTGAGE TRUST 2021-21M BX 2021-21M A                              | CUSIP: 05609CAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    342986 | PA      | $341700.24    | 0.02%             | 2036-10-15      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| CONSTELLATION BRANDS, INC.                                                   | CONSTELLATION BRANDS INC 3.700000% 12/06/2026                                    | CUSIP: 21036PAQ1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |  13315000 | PA      | $13158777.50  | 0.67%             | 2026-12-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                               | MORGAN STANLEY 6.407000% 11/01/2029                                              | CUSIP: 61747YFH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  12960000 | PA      | $13661633.53  | 0.70%             | 2029-11-01      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| GOLDEN CREDIT CARD TRUST                                                     | GOLDEN CREDIT CARD TRUST GCCT 2021-1A B                                          | CUSIP: 380881FC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |  12209000 | PA      | $11687259.37  | 0.60%             | 2028-08-15      | Fixed         | 1.44%                 | Yes           |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                         | VERIZON MASTER TRUST VZMT 2024-3 A1A                                             | CUSIP: 92348KCQ4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   8675000 | PA      | $8834465.59   | 0.45%             | 2030-04-22      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| NRTH MORTGAGE TRUST                                                          | NRTH 2024-PARK MORTGAGE TRUST NRTH 2024-PARK A                                   | CUSIP: 67021HAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    663000 | PA      | $664283.90    | 0.03%             | 2039-03-15      | Floating      | 5.97%                 | Yes           |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                           | BOEING CO/THE 6.259000% 05/01/2027                                               | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1361918.59   | 0.07%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                            | EVERSOURCE ENERGY 2.900000% 03/01/2027                                           | CUSIP: 30040WAQ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   2505000 | PA      | $2435108.55   | 0.12%             | 2027-03-01      | Fixed         | 2.90%                 | 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: 64971X3E6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3059563.20   | 0.16%             | 2028-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE OR FREDDIE MAC 30YR TBA (JUNE)                                        | CUSIP: 01F032666<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   6975000 | PA      | $6181748.87   | 0.32%             | 2055-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                         | VERIZON MASTER TRUST VZMT 2023-4 A1A                                             | CUSIP: 92348KBS1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   9780000 | PA      | $9851010.62   | 0.50%             | 2029-06-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO LOAN EXTENDED NOTE TRUST                                         | TOYOTA AUTO LOAN EXTENDED NOTE TRUST 2022-1 TALNT 2022-1A A                      | CUSIP: 89231EAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   8360000 | PA      | $8260837.86   | 0.42%             | 2035-04-25      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                                     | BENCHMARK 2020-B17 MORTGAGE TRUST BMARK 2020-B17 A2                              | CUSIP: 08162MAV0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5174633 | PA      | $4790631.77   | 0.25%             | 2053-03-15      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST                                                          | DT AUTO OWNER TRUST 2021-4 DTAOT 2021-4A D                                       | CUSIP: 26253WAG3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1310662 | PA      | $1289191.48   | 0.07%             | 2027-09-15      | Fixed         | 1.99%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN BM5111                                                        | CUSIP: 3140J9VD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    687756 | PA      | $665229.28    | 0.03%             | 2033-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-23 D                           | CUSIP: 38378BCZ0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    303572 | PA      | $292419.12    | 0.01%             | 2049-07-16      | Floating      | 3.49%                 | 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        |    337642 | PA      | $339098.30    | 0.02%             | 2043-06-25      | Floating      | 6.51%                 | Yes           |                  2 | On Loan: No      |
| Open Text Corporation                                                        | OPEN TEXT CORP 144A 6.900000% 12/01/2027                                         | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | NUSS              | CA        |   1610000 | PA      | $1658060.11   | 0.08%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| VOYA CLO                                                                     | VOYA CLO 2019-2 LTD VOYA 2019-2A AR                                              | CUSIP: 92917RAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1806771 | PA      | $1808334.34   | 0.09%             | 2032-07-20      | Floating      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| U S BANK NATIONAL ASSOCIATION                                                | US BANK NA USCLN 2023-1 B                                                        | CUSIP: 90357PAV6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    758226 | PA      | $767235.70    | 0.04%             | 2032-08-25      | Fixed         | 6.79%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST                       | J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES T JPMCC 2016-NINE A             | CUSIP: 46646GAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1334000 | PA      | $1295491.96   | 0.07%             | 2038-09-06      | Floating      | 2.85%                 | No            |                  2 | On Loan: No      |
| CSMC MORTGAGE BACKED TRUST                                                   | CSMC SERIES 2015-6R CSMC 2015-6R 2A1                                             | CUSIP: 12650EAJ6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    367829 | PA      | $366502.33    | 0.02%             | 2046-11-27      | Floating      | 3.83%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST                                                          | RCKT MORTGAGE TRUST 2025-CES1 RCKT 2025-CES1 A1A                                 | CUSIP: 749427AA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |  13391520 | PA      | $13473136.11  | 0.69%             | 2045-01-25      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE OR FREDDIE MAC 15YR TBA (JUNE)                                        | CUSIP: 01F040461<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  14600000 | PA      | $14131090.05  | 0.72%             | 2040-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CAMB COMMERCIAL MORTGAGE TRUST                                               | CAMB COMMERCIAL MORTGAGE TRUST 2019-LIFE CAMB 2019-LIFE A                        | CUSIP: 12482HAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    815000 | PA      | $814490.63    | 0.04%             | 2037-12-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                                        | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2025-P1 WLAKE 2025-P1 A3                   | CUSIP: 96043LAC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2920000 | PA      | $2924918.74   | 0.15%             | 2029-06-15      | Fixed         | 4.58%                 | Yes           |                  2 | On Loan: No      |
| HOME PARTNERS OF AMERICA TRUST                                               | HOME PARTNERS OF AMERICA 2021-2 TRUST HPA 2021-2 B                               | CUSIP: 43732VAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    863924 | PA      | $826142.95    | 0.04%             | 2026-12-17      | Fixed         | 2.30%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FM6017                                                        | CUSIP: 3140X9VK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    850398 | PA      | $826361.85    | 0.04%             | 2035-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS HOLDINGS INC.                                                    | BAE SYSTEMS HOLDINGS INC 144A 3.850000% 12/15/2025                               | CUSIP: 05523UAP5<br>LEI: MF62XBVMNYTYMC18DL76 | Long             | DBT              | CORP              | GB        |    625000 | PA      | $621945.80    | 0.03%             | 2025-12-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST                                                          | RCKT MORTGAGE TRUST 2024-CES7 RCKT 2024-CES7 A1A                                 | CUSIP: 749414AA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |  12037275 | PA      | $11978283.18  | 0.61%             | 2044-10-25      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| GUARDIAN LIFE GLOBAL FUNDING                                                 | GUARDIAN LIFE GLOBAL FUNDING 144A 5.737000% 10/02/2028                           | CUSIP: 40139LBH5<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |   2925000 | PA      | $3044679.01   | 0.16%             | 2028-10-02      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                         | VERIZON MASTER TRUST VZMT 2025-1 B                                               | CUSIP: 92348KDT7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4660000 | PA      | $4675957.24   | 0.24%             | 2031-01-21      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS LIMITED                                          | TEXTAINER MARINE CONTAINERS VII LTD TMCL 2020-2A A                               | CUSIP: 88315LAG3<br>LEI: N/A                  | Long             | ABS-MBS          |  | BM        |   1385557 | PA      | $1285181.47   | 0.07%             | 2045-09-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| FIRST FRANKLIN MORTGAGE LOAN TRUST                                           | FIRST FRANKLIN MORTGAGE LOAN TRUST 2006-FF15 FFML 2006-FF15 A5                   | CUSIP: 32028GAE5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    300827 | PA      | $301245.53    | 0.02%             | 2036-11-25      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST                                   | JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2019-CO JPMDB 2019-COR6 ASB           | CUSIP: 48129RAZ8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000537 | PA      | $965018.92    | 0.05%             | 2052-11-13      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.                                       | PNC FINANCIAL SERVICES GROUP INC/THE 5.582000% 06/12/2029                        | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    970000 | PA      | $998083.71    | 0.05%             | 2029-06-12      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS KF68 A                   | CUSIP: 3137FPHF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    332136 | PA      | $332245.93    | 0.02%             | 2026-07-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                    | AT&T INC 2.300000% 06/01/2027                                                    | CUSIP: 00206RJX1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1919373.54   | 0.10%             | 2027-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS KJ34 A1                  | CUSIP: 3137H1LS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     28057 | PA      | $27811.30     | 0.00%             | 2026-06-25      | Fixed         | 0.68%                 | No            |                  2 | On Loan: No      |
| DLLAA LLC                                                                    | DLLAA 2025-1 LLC DLLAA 2025-1A A3                                                | CUSIP: 233249AC5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   6300000 | PA      | $6368542.11   | 0.33%             | 2029-09-20      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE US TRUST                                                            | T-MOBILE US TRUST 2024-2 TMUST 2024-2A A                                         | CUSIP: 87268CAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |  12280000 | PA      | $12256209.96  | 0.63%             | 2029-05-21      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC GOLD POOL FG G18568                                                  | CUSIP: 3128MMT29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    392785 | PA      | $378164.98    | 0.02%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC REMICS FHR 4094 BF                                                   | CUSIP: 3137ASV27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    224659 | PA      | $224572.19    | 0.01%             | 2032-08-15      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY, INC.                                        | AMERICAN ELECTRIC POWER CO INC 5.750000% 11/01/2027                              | CUSIP: 025537AV3<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    550000 | PA      | $566009.96    | 0.03%             | 2027-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE REMICS FNR 2010-43 VF                                                 | CUSIP: 31398RDQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    241623 | PA      | $240557.39    | 0.01%             | 2040-05-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| MIAMI-DADE CNTY FLA AVIATION REV                                             | MIAMI-DADE CNTY FL AVIATION RE COUNTY OF MIAMI-DADE FL AVIATION REVENUE          | CUSIP: 59333PV62<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1934537.60   | 0.10%             | 2027-10-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| JERSEY MIKES FUNDING LLC                                                     | JERSEY MIKE'S FUNDING LLC JMIKE 2019-1A A2                                       | CUSIP: 476681AA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    987500 | PA      | $977997.19    | 0.05%             | 2050-02-15      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-109 B                          | CUSIP: 38379KVD7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    245641 | PA      | $244762.30    | 0.01%             | 2041-10-16      | Floating      | 3.31%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2011-151 BF                         | CUSIP: 38378ACT6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    233007 | PA      | $229246.42    | 0.01%             | 2041-04-20      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRUST                                                         | LXP INDUSTRIAL TRUST 6.750000% 11/15/2028                                        | CUSIP: 529043AF8<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |   1690000 | PA      | $1778541.77   | 0.09%             | 2028-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                                     | HCA INC 5.875000% 02/15/2026                                                     | CUSIP: 404119BS7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1503115.58   | 0.08%             | 2026-02-15      | Fixed         | 5.88%                 | 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        |   1906286 | PA      | $1787739.07   | 0.09%             | 2069-05-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | US 5YR NOTE (CBT) SEP25 FINANCIAL COMMODITY FUTURE.                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -80 | NC      | $-8655000.00  | -0.44%            |  |  |  | No            |                  1 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST                                                   | FLAGSHIP CREDIT AUTO TRUST 2020-3 FCAT 2020-3 D                                  | CUSIP: 33844TAG2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1194578 | PA      | $1189360.94   | 0.06%             | 2026-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC.                                                                   | AMGEN INC 5.150000% 03/02/2028                                                   | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   2465000 | PA      | $2510069.96   | 0.13%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FRESB MORTGAGE TRUST                                                         | FRESB 2018-SB50 MORTGAGE TRUST FRESB 2018-SB50 A10F                              | CUSIP: 30306RAM0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    722565 | PA      | $698564.19    | 0.04%             | 2028-04-25      | Floating      | 3.33%                 | No            |                  2 | On Loan: No      |
| SkyMiles IP Ltd.                                                             | DELTA AIR LINES INC / SKYMILES IP LTD 144A 4.750000% 10/20/2028                  | CUSIP: 830867AB3<br>LEI: 2549008L7P4I8VB90936 | Long             | DBT              | NUSS              | US        |  15105000 | PA      | $15046501.05  | 0.77%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST                                                          | RCKT MORTGAGE TRUST 2024-CES8 RCKT 2024-CES8 A1A                                 | CUSIP: 749421AA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |  11771857 | PA      | $11785564.61  | 0.60%             | 2044-11-25      | Fixed         | 5.49%                 | 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        |    390467 | PA      | $363159.21    | 0.02%             | 2051-07-17      | Fixed         | 1.31%                 | Yes           |                  2 | On Loan: No      |
| MVW OWNER TRUST                                                              | MVW 2021-1W LLC MVWOT 2021-1WA A                                                 | CUSIP: 55389TAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1087042 | PA      | $1037144.34   | 0.05%             | 2041-01-22      | Fixed         | 1.14%                 | Yes           |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                                 | NEW YORK LIFE GLOBAL FUNDING MTN 5.450000% 09/18/2026                            | CUSIP: 64953BBF4<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   5834000 | PA      | $5913207.52   | 0.30%             | 2026-09-18      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| INDEPENDENCE PLAZA TRUST                                                     | INDEPENDENCE PLAZA TRUST 2018-INDP IPT 2018-INDP A                               | CUSIP: 45378YAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1310000 | PA      | $1303446.73   | 0.07%             | 2035-07-10      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE REMICS FNR 2006-56 FE                                                 | CUSIP: 31395NXU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    309549 | PA      | $307309.37    | 0.02%             | 2036-07-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| ONE NEW YORK PLAZA TRUST                                                     | ONE NEW YORK PLAZA TRUST 2020-1NYP ONYP 2020-1NYP A                              | CUSIP: 68249DAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    952000 | PA      | $924035.00    | 0.05%             | 2036-01-15      | Floating      | 5.39%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS KF43 A                   | CUSIP: 3137FEJN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    336246 | PA      | $334153.89    | 0.02%             | 2028-01-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| NEW CENTURY HOME EQUITY LOAN TRUST                                           | NEW CENTURY HOME EQUITY LOAN TRUST 2006-1 NCHET 2006-1 A2B                       | CUSIP: 64352VQR5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1248980 | PA      | $1249215.05   | 0.06%             | 2036-05-25      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                           | METROPOLITAN LIFE GLOBAL FUNDING I MTN 5.050000% 01/06/2028                      | CUSIP: 592179KF1<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2031847.80   | 0.10%             | 2028-01-06      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                           | ENERGY TRANSFER LP 5.950000% 12/01/2025                                          | CUSIP: 86765BAS8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    748000 | PA      | $750069.78    | 0.04%             | 2025-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K742 A2                  | CUSIP: 3137FYZK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2164000 | PA      | $2029410.67   | 0.10%             | 2028-03-25      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST                                     | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2021-1 AMCAR 2021-1 D                   | CUSIP: 03063FAF1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1171000 | PA      | $1168785.76   | 0.06%             | 2026-12-18      | Fixed         | 1.21%                 | No            |                  2 | On Loan: No      |
| BXP TRUST                                                                    | BXP TRUST 2017-CC BXP 2017-CC D                                                  | CUSIP: 05607CAL3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    710000 | PA      | $600735.40    | 0.03%             | 2037-08-13      | Floating      | 3.55%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                 | BX COMMERCIAL MORTGAGE TRUST 2021-VINO BX 2021-VINO A                            | CUSIP: 05608KAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    274320 | PA      | $274148.63    | 0.01%             | 2038-05-15      | Floating      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC REMICS FHR 3616 FG                                                   | CUSIP: 31398LGY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    144972 | PA      | $144854.25    | 0.01%             | 2032-03-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL L.L.C.                                                    | DELL INTERNATIONAL LLC / EMC CORP 4.750000% 04/01/2028                           | CUSIP: 24703TAL0<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    910000 | PA      | $914179.10    | 0.05%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP.                                                        | LAS VEGAS SANDS CORP 5.625000% 06/15/2028                                        | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1222760.66   | 0.06%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                         | VERIZON MASTER TRUST SERIES 2024-4 VZMT 2024-4 B                                 | CUSIP: 92348KCW1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3200000 | PA      | $3211923.84   | 0.16%             | 2029-06-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CAMB COMMERCIAL MORTGAGE TRUST                                               | CAMB COMMERCIAL MORTGAGE TRUST 2019-LIFE CAMB 2019-LIFE B                        | CUSIP: 12482HAG9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2000000 | PA      | $1998750.00   | 0.10%             | 2037-12-15      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| THE FEDERAL HOME LOAN BANKS                                                  | FEDERAL HOME LOAN BANK 2.750000% 03/25/2027                                      | CUSIP: 3130ARAB7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  14360000 | PA      | $14031139.92  | 0.72%             | 2027-03-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                   | VERUS SECURITIZATION TRUST 2023-4 VERUS 2023-4 A1                                | CUSIP: 92539TAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2223079 | PA      | $2222014.71   | 0.11%             | 2068-05-25      | Fixed         | 5.81%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2008-92 E                           | CUSIP: 38373M4R8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    129667 | PA      | $129250.93    | 0.01%             | 2044-03-16      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| YMCA of Greater New York                                                     | YMCA OF GREATER NEW YORK 2.303000% 08/01/2026                                    | CUSIP: 98425BAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8590000 | PA      | $8317463.95   | 0.43%             | 2026-08-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| DOC DR, LLC                                                                  | DOC DR LLC 4.300000% 03/15/2027                                                  | CUSIP: 71951QAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1880000 | PA      | $1869334.65   | 0.10%             | 2027-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES L.P.                                                         | VICI PROPERTIES LP / VICI NOTE CO INC 144A 5.750000% 02/01/2027                  | CUSIP: 92564RAJ4<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    725000 | PA      | $731870.83    | 0.04%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| 280 PARK AVENUE MORTGAGE TRUST COMMERCIAL MORTGAGE PASS-THROUGH CERTIFICATES | 280 PARK AVENUE 2017-280P MORTGAGE TRUST PRK 2017-280P A                         | CUSIP: 90205FAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1400000 | PA      | $1383375.00   | 0.07%             | 2034-09-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC COMPANY                                                     | GENERAL ELECTRIC CO MTN VARIABLE RATE 05/05/2026                                 | CUSIP: 36962GW75<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    330000 | PA      | $330176.56    | 0.02%             | 2026-05-05      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE REMICS FNR 2024-73 FB                                                 | CUSIP: 3136BTBD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   8479929 | PA      | $8399066.41   | 0.43%             | 2054-10-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| HILTON USA TRUST                                                             | HILTON USA TRUST 2016-HHV HILT 2016-HHV D                                        | CUSIP: 43300LAL4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2430000 | PA      | $2369645.60   | 0.12%             | 2038-11-05      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| FRESB MORTGAGE TRUST                                                         | FRESB 2019-SB59 MORTGAGE TRUST FRESB 2019-SB59 A10F                              | CUSIP: 302970AG3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    409135 | PA      | $396800.89    | 0.02%             | 2029-01-25      | Floating      | 3.47%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE OR FREDDIE MAC 15YR TBA (JUNE)                                        | CUSIP: 01F050460<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  20875000 | PA      | $20883909.87  | 1.07%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                         | VERIZON MASTER TRUST SERIES 2024-4 VZMT 2024-4 C                                 | CUSIP: 92348KCX9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3585000 | PA      | $3597417.72   | 0.18%             | 2029-06-20      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE OR FREDDIE MAC 30YR TBA (JUNE)                                        | CUSIP: 01F052664<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5225000 | PA      | $5172287.54   | 0.26%             | 2055-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE REMICS FNR 2019-79 FA                                                 | CUSIP: 3136B72K6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    362906 | PA      | $352358.61    | 0.02%             | 2050-01-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                                        | AIR LEASE CORP MTN 5.300000% 06/25/2026                                          | CUSIP: 00914AAW2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |  15735000 | PA      | $15840105.24  | 0.81%             | 2026-06-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                         | JPMORGAN CHASE & CO 4.323000% 04/26/2028                                         | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1670000 | PA      | $1662628.84   | 0.09%             | 2028-04-26      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                         | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-B NAVSL 2021-BA A                 | CUSIP: 63942LAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4858741 | PA      | $4392884.59   | 0.22%             | 2069-07-15      | Fixed         | 0.94%                 | Yes           |                  2 | On Loan: No      |
| BOCA COMMERCIAL MORTGAGE TRUST                                               | BOCA COMMERCIAL MORTGAGE TRUST 2024-BOCA BOCA 2024-BOCA A                        | CUSIP: 096817AA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    270000 | PA      | $270421.88    | 0.01%             | 2041-08-15      | Floating      | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE REMICS FNR 2020-10 FA                                                 | CUSIP: 3136B9AC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    963674 | PA      | $929496.69    | 0.05%             | 2050-03-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC.                                                         | GLOBAL PAYMENTS INC 2.150000% 01/15/2027                                         | CUSIP: 37940XAG7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1656569.44   | 0.08%             | 2027-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES, L.P.                                              | HUDSON PACIFIC PROPERTIES LP 3.250000% 01/15/2030                                | CUSIP: 44409MAC0<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |    375000 | PA      | $253173.39    | 0.01%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                                        | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2020-C55 WFCM 2020-C55 ASB                 | CUSIP: 95002EAZ0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    843129 | PA      | $808881.69    | 0.04%             | 2053-02-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | US 2YR NOTE (CBT) SEP25 FINANCIAL COMMODITY FUTURE.                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       403 | NC      | $83597312.50  | 4.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE REMICS FNR 2016-48 UF                                                 | CUSIP: 3136ATMA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    130096 | PA      | $129234.46    | 0.01%             | 2046-08-25      | Floating      | 4.84%                 | No            |                  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        |   1000000 | PA      | $1008526.40   | 0.05%             | 2028-11-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| PHILADELPHIA PA REDEV AUTH REV                                               | PHILADELPHIA PA REDEV AUTH REDEVELOPMENT AUTHORITY OF THE CITY OF PHILADELPHI    | CUSIP: 717868JU8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1255377.13   | 0.06%             | 2027-09-01      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-30 CF                          | CUSIP: 38384JQR8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2253435 | PA      | $2248969.38   | 0.12%             | 2054-02-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Pennsylvania Electric Company                                    | FIRSTENERGY PENNSYLVANIA ELECTRIC CO 144A 5.150000% 03/30/2026                   | CUSIP: 708696CA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    665000 | PA      | $667317.62    | 0.03%             | 2026-03-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Holdings, L.P.                                             | HEALTHCARE REALTY HOLDINGS LP 3.500000% 08/01/2026                               | CUSIP: 42225UAD6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1597485.81   | 0.08%             | 2026-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-113 FD                         | CUSIP: 38384CUA5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2241196 | PA      | $2249288.88   | 0.12%             | 2053-08-20      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| FWDP 2Y 4.089                                                                | FWDP 2Y 4.089 EXPIRATION: 12/31/2025                                             | CUSIP: SWP3233V6<br>LEI: N/A                  | N/A              | DIR              |  | US        |  16370000 | NC      | $28899.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                                     | BENCHMARK 2019-B15 MORTGAGE TRUST BMARK 2019-B15 AAB                             | CUSIP: 08160KAF1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2002821 | PA      | $1933289.01   | 0.10%             | 2072-12-15      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| FRESB MORTGAGE TRUST                                                         | FRESB 2018-SB53 MORTGAGE TRUST FRESB 2018-SB53 A10F                              | CUSIP: 30297DAJ9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3581527 | PA      | $3508270.05   | 0.18%             | 2028-06-25      | Floating      | 3.61%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                                        | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-C61 WFCM 2021-C61 A2                  | CUSIP: 95003QAC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    810932 | PA      | $782356.32    | 0.04%             | 2054-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE REMICS FNR 2007-98 FD                                                 | CUSIP: 31396XJ88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    183425 | PA      | $181420.28    | 0.01%             | 2037-06-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                                    | TOWD POINT MORTGAGE TRUST 2019-4 TPMT 2019-4 A1                                  | CUSIP: 89178BAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3788172 | PA      | $3619923.65   | 0.19%             | 2059-10-25      | Floating      | 2.90%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                                     | BENCHMARK 2019-B14 MORTGAGE TRUST BMARK 2019-B14 ASB                             | CUSIP: 08162YAG7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3401217 | PA      | $3294180.79   | 0.17%             | 2062-12-15      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-77 FM                          | CUSIP: 38375GAN1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    225350 | PA      | $225395.35    | 0.01%             | 2039-11-16      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC REMICS FHR 3762 FP                                                   | CUSIP: 3137A3PD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      3939 | PA      | $3937.56      | 0.00%             | 2040-03-15      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                                        | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C52 WFCM 2019-C52 ASB                 | CUSIP: 95002MAV1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1118382 | PA      | $1078492.92   | 0.06%             | 2052-08-15      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                              | AVOLON HOLDINGS FUNDING LTD 144A 3.250000% 02/15/2027                            | CUSIP: 05401AAJ0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | NUSS              | IE        |    990000 | PA      | $959465.45    | 0.05%             | 2027-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST, L.P.                                                   | DIGITAL REALTY TRUST LP 3.600000% 07/01/2029                                     | CUSIP: 25389JAU0<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |    615000 | PA      | $591526.11    | 0.03%             | 2029-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORP.                                                 | GSAA HOME EQUITY TRUST 2005-6 GSAA 2005-6 M1                                     | CUSIP: 36242D3X9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     13808 | PA      | $13802.61     | 0.00%             | 2035-06-25      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K089 A1                  | CUSIP: 3137FL6N9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    619720 | PA      | $608090.98    | 0.03%             | 2028-10-25      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                                               | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC AESOP 2021-2A A                         | CUSIP: 05377RER1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4478000 | PA      | $4286037.54   | 0.22%             | 2028-02-20      | Fixed         | 1.66%                 | Yes           |                  2 | On Loan: No      |
| FRESB MORTGAGE TRUST                                                         | FRESB 2018-SB52 MORTGAGE TRUST FRESB 2018-SB52 A10F                              | CUSIP: 30297CAJ1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4606621 | PA      | $4468252.38   | 0.23%             | 2028-06-25      | Floating      | 3.46%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                                          | GS MORTGAGE-BACKED SECURITIES TRUST 2018-RPL1 GSMBS 2018-RPL1 A1A                | CUSIP: 36256BAC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    463704 | PA      | $451615.15    | 0.02%             | 2057-10-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL, INC.                                                           | BERRY GLOBAL INC 144A 4.875000% 07/15/2026                                       | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    466000 | PA      | $464557.82    | 0.02%             | 2026-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM                                               | SOFI PROFESSIONAL LOAN PROGRAM 2021-B TRUST SOFI 2021-B AFX                      | CUSIP: 83405NAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1157812 | PA      | $1001821.56   | 0.05%             | 2047-02-15      | Fixed         | 1.14%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                     | AMERICAN EXPRESS CO 4.731000% 04/25/2029                                         | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2980000 | PA      | $2996618.98   | 0.15%             | 2029-04-25      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST                                                 | DRIVE AUTO RECEIVABLES TRUST 2021-2 DRIVE 2021-2 D                               | CUSIP: 262104AF9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1204794 | PA      | $1194537.70   | 0.06%             | 2029-03-15      | Fixed         | 1.39%                 | No            |                  2 | On Loan: No      |
| FIRST FRANKLIN MORTGAGE LOAN TRUST                                           | FIRST FRANKLIN MORTGAGE LOAN TRUST 2006-FF9 FFML 2006-FF9 1A                     | CUSIP: 320276AB4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    238316 | PA      | $237654.52    | 0.01%             | 2036-06-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS, LTD.                                            | OCTAGON INVESTMENT PARTNERS XXI LTD OCT21 2014-1A A2R4                           | CUSIP: 67590QCA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2400000 | PA      | $2389468.80   | 0.12%             | 2031-02-14      | Floating      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| GALAXY CLO, LTD                                                              | GALAXY XXII CLO LTD GALXY 2016-22A ARRR                                          | CUSIP: 36320TBD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1499901.00   | 0.08%             | 2034-04-16      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                         | JPMORGAN CHASE & CO 2.947000% 02/24/2028                                         | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  11065000 | PA      | $10771474.87  | 0.55%             | 2028-02-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN AS6719                                                        | CUSIP: 3138WGPD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    929795 | PA      | $891754.79    | 0.05%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST                                                          | RCKT MORTGAGE TRUST 2025-CES2 RCKT 2025-CES2 A1A                                 | CUSIP: 74942BAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |  12799025 | PA      | $12835859.71  | 0.66%             | 2055-02-25      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES, INC.                                             | MARSH & MCLENNAN COS INC 4.550000% 11/08/2027                                    | CUSIP: 571748BY7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   8710000 | PA      | $8745876.49   | 0.45%             | 2027-11-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC                                     | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A 4.750000% 11/13/2028                | CUSIP: 928668AU6<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | DE        |    680000 | PA      | $673262.41    | 0.03%             | 2028-11-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR SB0380                                                       | CUSIP: 3132CWM50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    947731 | PA      | $927273.33    | 0.05%             | 2034-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                             | PHILIP MORRIS INTERNATIONAL INC 4.750000% 02/12/2027                             | CUSIP: 718172DF3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |  15005000 | PA      | $15116214.06  | 0.77%             | 2027-02-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                           | ALTRIA GROUP INC 4.875000% 02/04/2028                                            | CUSIP: 02209SBS1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    915000 | PA      | $923454.56    | 0.05%             | 2028-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV                                  | NEW YORK NY CITY TRANSITIONAL NEW YORK CITY TRANSITIONAL FINANCE AUTHORITY       | CUSIP: 64972JQY7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2435000 | PA      | $2460350.05   | 0.13%             | 2027-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS, LLC                                                | DISCOVERY COMMUNICATIONS LLC 4.125000% 05/15/2029                                | CUSIP: 25470DBF5<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1396686.11   | 0.07%             | 2029-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN AZ4793                                                        | CUSIP: 3138YWKF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    360055 | PA      | $350627.46    | 0.02%             | 2030-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CARMAX SELECT RECEIVABLES TRUST                                              | CARMAX SELECT RECEIVABLES TRUST 2024-A CMXS 2024-A B                             | CUSIP: 14319FAE3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |  11025000 | PA      | $11162700.05  | 0.57%             | 2030-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BBCMS TRUST                                                                  | BBCMS MORTGAGE TRUST 2020-C8 BBCMS 2020-C8 ASB                                   | CUSIP: 05552AAZ1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    820000 | PA      | $764923.55    | 0.04%             | 2053-10-15      | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                          | COMM 2015-DC1 MORTGAGE TRUST COMM 2015-DC1 AM                                    | CUSIP: 12629NAH8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    680605 | PA      | $673179.88    | 0.03%             | 2048-02-10      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                                     | BENCHMARK 2018-B5 MORTGAGE TRUST BMARK 2018-B5 A2                                | CUSIP: 08160BAB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1141728 | PA      | $1098125.23   | 0.06%             | 2051-07-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES TRUST                                                         | FIRSTKEY HOMES 2022-SFR2 TRUST FKH 2022-SFR2 A                                   | CUSIP: 33767PAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   9154981 | PA      | $9046330.85   | 0.46%             | 2039-07-17      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| AMSR TRUST                                                                   | AMSR 2020-SFR2 TRUST AMSR 2020-SFR2 G                                            | CUSIP: 00178UAH2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3013000 | PA      | $3000491.23   | 0.15%             | 2037-07-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | US TREASURY N/B 3.750000% 05/15/2028                                             | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  57732000 | PA      | $57560608.13  | 2.94%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST                                                       | SLM STUDENT LOAN TRUST 2012-2 SLMA 2012-2 A                                      | CUSIP: 78446YAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    516447 | PA      | $504633.21    | 0.03%             | 2029-01-25      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORPORATION                                                   | AMERICAN TOWER CORP 3.600000% 01/15/2028                                         | CUSIP: 03027XAR1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    175000 | PA      | $171034.55    | 0.01%             | 2028-01-15      | Fixed         | 3.60%                 | 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        |   1258262 | PA      | $1254330.16   | 0.06%             | 2038-11-15      | Floating      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD.                                              | PALMER SQUARE LOAN FUNDING 2022-3 LTD PSTAT 2022-3A A1BR                         | CUSIP: 69690CAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3400000 | PA      | $3395756.80   | 0.17%             | 2031-04-15      | Floating      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                            | CREDIT ACCEPTANCE AUTO LOAN TRUST 2025-1 CAALT 2025-1A A                         | CUSIP: 22536KAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   8650000 | PA      | $8701547.95   | 0.45%             | 2035-03-15      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| AUTONATION FINANCE TRUST                                                     | AUTONATION FINANCE TRUST 2025-1 DRVPNK 2025-1A A3                                | CUSIP: 05330QAC6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2430000 | PA      | $2437750.97   | 0.12%             | 2029-11-13      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS Q004 AFL                 | CUSIP: 3137FARM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    300160 | PA      | $300195.63    | 0.02%             | 2044-05-25      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE, LLC                                                  | ALLIANT ENERGY FINANCE LLC 144A 5.950000% 03/30/2029                             | CUSIP: 01882YAE6<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |   1565000 | PA      | $1620732.51   | 0.08%             | 2029-03-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                  | BANK OF AMERICA CORP MTN 2.551000% 02/04/2028                                    | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2416327.88   | 0.12%             | 2028-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BA CREDIT CARD TRUST                                                         | BA CREDIT CARD TRUST BACCT 2023-A2 A2                                            | CUSIP: 05522RDH8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5389000 | PA      | $5439354.28   | 0.28%             | 2028-11-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR SC0063                                                       | CUSIP: 3132D9B86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    711328 | PA      | $687473.50    | 0.04%             | 2035-05-01      | Fixed         | 3.50%                 | No            |                  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        |  11420000 | PA      | $11501263.58  | 0.59%             | 2029-07-16      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC REMICS FHR 2922 FE                                                   | CUSIP: 31395MT90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    290306 | PA      | $287371.01    | 0.01%             | 2035-02-15      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                       | EXTRA SPACE STORAGE LP 3.875000% 12/15/2027                                      | CUSIP: 30225VAM9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1596928.13   | 0.08%             | 2027-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                                     | BX 2021-MFM1 BX 2021-MFM1 A                                                      | CUSIP: 05608VAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    925822 | PA      | $925243.40    | 0.05%             | 2034-01-15      | Floating      | 5.14%                 | Yes           |                  2 | On Loan: No      |
| CROWN CASTLE INC.                                                            | CROWN CASTLE INC 3.800000% 02/15/2028                                            | CUSIP: 22822VAK7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   3700000 | PA      | $3614639.08   | 0.18%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST                                          | EXETER AUTOMOBILE RECEIVABLES TRUST 2022-6 EART 2022-6A C                        | CUSIP: 30168AAE2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1858652 | PA      | $1867937.50   | 0.10%             | 2028-05-15      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                        | WELLS FARGO & CO MTN 2.393000% 06/02/2028                                        | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3945000 | PA      | $3775740.64   | 0.19%             | 2028-06-02      | Fixed         | 2.39%                 | 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        |   2670000 | PA      | $2681282.62   | 0.14%             | 2030-04-15      | Fixed         | 4.66%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES                                                | CONNECTICUT AVENUE SECURITIES TRUST 2022-R01 CAS 2022-R01 1M2                    | CUSIP: 20754LAB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2125000 | PA      | $2144020.66   | 0.11%             | 2041-12-25      | Floating      | 6.22%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN TOWER CORPORATION                                                   | AMERICAN TOWER CORP 5.250000% 07/15/2028                                         | CUSIP: 03027XCC2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   3145000 | PA      | $3207557.92   | 0.16%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                  | BANK OF AMERICA CORP MTN 2.087000% 06/14/2029                                    | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    885000 | PA      | $821555.88    | 0.04%             | 2029-06-14      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST DORM AUTH ST PERS INCOME TAX REV                                 | NEW YORK ST DORM AUTH ST PERSO NEW YORK STATE DORMITORY AUTHORITY                | CUSIP: 64990KHE6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5195000 | PA      | $5181364.68   | 0.27%             | 2027-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR HOME EQUITY LOAN TRUST                                            | NATIONSTAR HOME EQUITY LOAN TRUST 2007-B NSTR 2007-B 2AV4                        | CUSIP: 63860LAE0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    367498 | PA      | $363750.22    | 0.02%             | 2037-04-25      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| LCM LTD.                                                                     | LCM XXIV LTD LCM 24A AR                                                          | CUSIP: 50188YAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    367927 | PA      | $367939.94    | 0.02%             | 2030-03-20      | Floating      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| GOLDENTREE LOAN MANAGEMENT US CLO LTD                                        | GOLDENTREE LOAN MANAGEMENT US CLO 11 LTD GLM 2021-11A AR                         | CUSIP: 38138KAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1700000 | PA      | $1698143.60   | 0.09%             | 2034-10-20      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| FIRSTKEY HOMES TRUST                                                         | FIRSTKEY HOMES 2020-SFR1 TRUST FKH 2020-SFR1 G                                   | CUSIP: 33767MAQ8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1410000 | PA      | $1401782.66   | 0.07%             | 2037-08-17      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES                                                | CONNECTICUT AVENUE SECURITIES TRUST 2024-R04 CAS 2024-R04 1M1                    | CUSIP: 20753GAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    819367 | PA      | $819366.41    | 0.04%             | 2044-05-25      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                      | CARMAX AUTO OWNER TRUST 2025-1 CARMX 2025-1 A3                                   | CUSIP: 14319WAD8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4065000 | PA      | $4101353.30   | 0.21%             | 2030-01-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                           | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 6.450000% 04/15/2027          | CUSIP: 00774MBG9<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | NUSS              | IE        |  13415000 | PA      | $13804867.00  | 0.71%             | 2027-04-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE REMICS FNR 2012-54 CF                                                 | CUSIP: 3136A5ZN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    124834 | PA      | $124305.94    | 0.01%             | 2042-05-25      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES, L.P.                                              | HUDSON PACIFIC PROPERTIES LP 3.950000% 11/01/2027                                | CUSIP: 44409MAA4<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |     52000 | PA      | $45496.13     | 0.00%             | 2027-11-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TPG REAL ESTATE FINANCE ISSUER LTD                                           | TRTX 2025-FL6 ISSUER LTD TRTX 2025-FL6 A                                         | CUSIP: 897764AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1850000 | PA      | $1846916.05   | 0.09%             | 2042-09-18      | Floating      | 5.86%                 | Yes           |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                          | COMM 2016-787S MORTGAGE TRUST COMM 2016-787S A                                   | CUSIP: 12635WAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1720000 | PA      | $1692987.74   | 0.09%             | 2036-02-10      | Fixed         | 3.54%                 | 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        |    710000 | PA      | $729983.72    | 0.04%             | 2027-10-20      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                                    | TOWD POINT MORTGAGE TRUST 2018-6 TPMT 2018-6 A1                                  | CUSIP: 89176LAL8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    846766 | PA      | $818217.37    | 0.04%             | 2058-03-25      | Floating      | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2007-1 F                            | CUSIP: 38375JEJ0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    273097 | PA      | $272196.52    | 0.01%             | 2037-01-20      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                                        | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-NXS4 WFCM 2015-NXS4 AS                | CUSIP: 94989XBE4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2200000 | PA      | $2181894.22   | 0.11%             | 2048-12-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO                                                      | BAIN CAPITAL CREDIT CLO 2021-6 LTD BCC 2021-6A A1R                               | CUSIP: 05684PAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3400000 | PA      | $3396229.40   | 0.17%             | 2034-10-21      | Floating      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| CONSTELLATION BRANDS, INC.                                                   | CONSTELLATION BRANDS INC 2.250000% 08/01/2031                                    | CUSIP: 21036PBH0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $934256.44    | 0.05%             | 2031-08-01      | Fixed         | 2.25%                 | 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        |    500000 | PA      | $505076.55    | 0.03%             | 2039-06-10      | Floating      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST                                  | ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST 2021-M AMMST 2021-MF2 A2             | CUSIP: 03881VAC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1007000 | PA      | $973695.99    | 0.05%             | 2054-06-15      | Fixed         | 2.02%                 | Yes           |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE TRUST                                                 | MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES MLCC MLCC 2004-A A1                | CUSIP: 59020UAR6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    108073 | PA      | $99718.10     | 0.01%             | 2029-04-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC.                                      | INTERNATIONAL FLAVORS & FRAGRANCES INC 144A 1.832000% 10/15/2027                 | CUSIP: 459506AP6<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |   2120000 | PA      | $1978344.55   | 0.10%             | 2027-10-15      | Fixed         | 1.83%                 | 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        |    770000 | PA      | $741796.21    | 0.04%             | 2027-01-15      | Fixed         | 2.20%                 | 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        |   6760000 | PA      | $6950267.57   | 0.36%             | 2027-10-20      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GLOBAL CONTAINER INTERNATIONAL                                               | GCI FUNDING I LLC GCI 2021-1 A                                                   | CUSIP: 36166VAE5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1458927 | PA      | $1331421.73   | 0.07%             | 2046-06-18      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                                             | DOMINO'S PIZZA MASTER ISSUER LLC DPABS 2018-1A A2II                              | CUSIP: 25755TAK6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1422198 | PA      | $1403900.08   | 0.07%             | 2048-07-25      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| FRESB MORTGAGE TRUST                                                         | FRESB 2018-SB54 MORTGAGE TRUST FRESB 2018-SB54 A10F                              | CUSIP: 30297JAE7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1139833 | PA      | $1114003.59   | 0.06%             | 2028-05-25      | Floating      | 3.52%                 | No            |                  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        |   2416468 | PA      | $2189451.33   | 0.11%             | 2069-05-15      | Fixed         | 0.84%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES                                                | CONNECTICUT AVENUE SECURITIES TRUST 2022-R08 CAS 2022-R08 1M1                    | CUSIP: 20755DAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1147200 | PA      | $1172656.11   | 0.06%             | 2042-07-25      | Floating      | 6.87%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE OR FREDDIE MAC 30YR TBA (JUNE)                                        | CUSIP: 01F042665<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  11825000 | PA      | $11151594.04  | 0.57%             | 2055-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HSI ASSET SECURITIZATION CORPORATION TRUST                                   | HSI ASSET SECURITIZATION CORP TRUST 2006-OPT2 HASC 2006-OPT2 M2                  | CUSIP: 40430HEB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    158467 | PA      | $157234.16    | 0.01%             | 2036-01-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                      | CARMAX AUTO OWNER TRUST 2024-1 CARMX 2024-1 B                                    | CUSIP: 14318WAF4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4120000 | PA      | $4158202.29   | 0.21%             | 2029-08-15      | Fixed         | 5.17%                 | Yes           |                  2 | On Loan: No      |
| DBGS MORTGAGE TRUST                                                          | DBGS 2018-C1 MORTGAGE TRUST DBGS 2018-C1 ASB                                     | CUSIP: 23307DAY9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    271262 | PA      | $269800.71    | 0.01%             | 2051-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DATABANK ISSUER, LLC                                                         | DATABANK ISSUER COLO 2021-1A A2                                                  | CUSIP: 23802WAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1027000 | PA      | $1000976.54   | 0.05%             | 2051-02-27      | Fixed         | 2.06%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                          | SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)                                     | CUSIP: 783965593<br>LEI: N/A                  | Long             | STIV             | RF                | US        | 127729139 | NS      | $127729139.39 | 6.53%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                     | US ULTRA BOND CBT SEP25 FINANCIAL COMMODITY FUTURE.                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -87 | NC      | $-10097437.50 | -0.52%            |  |  |  | No            |                  1 | On Loan: No      |
| AIR LEASE CORPORATION                                                        | AIR LEASE CORP 3.375000% 07/01/2025                                              | CUSIP: 00914AAH5<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399487.76    | 0.02%             | 2025-07-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CSAIL COMMERCIAL MORTGAGE TRUST                                              | CSAIL 2015-C3 COMMERCIAL MORTGAGE TRUST CSAIL 2015-C3 A4                         | CUSIP: 12635FAT1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1118487 | PA      | $1111692.75   | 0.06%             | 2048-08-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                            | HSBC HOLDINGS PLC 2.013000% 09/22/2028                                           | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |   1090000 | PA      | $1024680.75   | 0.05%             | 2028-09-22      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                                     | BENCHMARK 2019-B9 MORTGAGE TRUST BMARK 2019-B9 AAB                               | CUSIP: 08160JAF4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1275266 | PA      | $1259016.30   | 0.06%             | 2052-03-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST                       | J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES T JPMCC 2016-NINE B             | CUSIP: 46646GAE7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1925000 | PA      | $1856116.38   | 0.09%             | 2038-09-06      | Floating      | 2.85%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | US TREASURY N/B 3.875000% 05/31/2027                                             | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        | 103685000 | PA      | $103644498.57 | 5.30%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                               | CITIGROUP INC 1.462000% 06/09/2027                                               | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4295000 | PA      | $4152018.63   | 0.21%             | 2027-06-09      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP.                                                            | FIRSTENERGY CORP 3.900000% 07/15/2027                                            | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |  12230000 | PA      | $12054933.05  | 0.62%             | 2027-07-15      | Fixed         | 3.90%                 | 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        |   4900000 | PA      | $4931554.04   | 0.25%             | 2029-05-15      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Bank, National Association                                    | MORGAN STANLEY BANK NA 4.968000% 07/14/2028                                      | CUSIP: 61690U8E3<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   2450000 | PA      | $2470803.81   | 0.13%             | 2028-07-14      | Fixed         | 4.97%                 | No            |                  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        |  49250000 | PA      | $48911406.25  | 2.50%             | 2028-05-31      | Fixed         | 3.62%                 | No            |                  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        |    905745 | PA      | $879846.35    | 0.05%             | 2039-02-25      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| NEWCASTLE MORTGAGE SECURITIES TRUST                                          | NEWCASTLE MORTGAGE SECURITIES TRUST 2007-1 NCMT 2007-1 1A1                       | CUSIP: 65106FAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1132082 | PA      | $1093213.79   | 0.06%             | 2037-04-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I, INC.                                           | MORGAN STANLEY ABS CAPITAL I INC TRUST 2007-HE7 MSAC 2007-HE7 A2B                | CUSIP: 61756YAC7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    285193 | PA      | $282678.35    | 0.01%             | 2037-07-25      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)                                     | CUSIP: 783965593<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   1742432 | NS      | $1742431.96   | 0.09%             |  |  |  | No            |                  1 | 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        |   8485000 | PA      | $8498406.30   | 0.43%             | 2028-02-04      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS KJ37 A1                  | CUSIP: 3137H5FY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1397273 | PA      | $1326869.05   | 0.07%             | 2027-12-25      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| MARS, INCORPORATED                                                           | MARS INC 144A 4.800000% 03/01/2030                                               | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   3090000 | PA      | $3109069.41   | 0.16%             | 2030-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                | GOLDMAN SACHS GROUP INC/THE 1.542000% 09/10/2027                                 | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5460000 | PA      | $5242672.62   | 0.27%             | 2027-09-10      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                        | WELLS FARGO & CO MTN 4.900000% 01/24/2028                                        | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  19480000 | PA      | $19551992.24  | 1.00%             | 2028-01-24      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN MA3090                                                        | CUSIP: 31418CNG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     84080 | PA      | $81263.20     | 0.00%             | 2032-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                         | JPMORGAN CHASE & CO 1.578000% 04/22/2027                                         | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2478000 | PA      | $2413134.51   | 0.12%             | 2027-04-22      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST                       | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRU JPMCC 2021-MHC A              | CUSIP: 466330AA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1502386 | PA      | $1502385.99   | 0.08%             | 2038-04-15      | Floating      | 5.49%                 | Yes           |                  2 | On Loan: No      |
| MASSACHUSETTS ST SPL OBLIG REV                                               | MASSACHUSETTS ST SPL OBLG REVE COMMONWEALTH OF MASSACHUSETTS                     | CUSIP: 576004HG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    505719 | PA      | $499592.92    | 0.03%             | 2031-07-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | US TREASURY N/B 2.500000% 03/31/2027                                             | CUSIP: 91282CEF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        | 104280000 | PA      | $101664853.65 | 5.20%             | 2027-03-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                  | NATIONWIDE BUILDING SOCIETY MTN 2.972000% 02/16/2028                             | CUSIP: 63861VAF4<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | NUSS              | GB        |   2720000 | PA      | $2644177.36   | 0.14%             | 2028-02-16      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                      | SAUDI GOVERNMENT INTERNATIONAL BOND 144A 5.125000% 01/13/2028                    | CUSIP: 80413TBJ7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   9220000 | PA      | $9355589.32   | 0.48%             | 2028-01-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                               | CITIGROUP INC 3.520000% 10/27/2028                                               | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1645000 | PA      | $1600468.24   | 0.08%             | 2028-10-27      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| OWNIT MORTGAGE LOAN TRUST                                                    | OWNIT MORTGAGE LOAN TRUST SERIES 2006-3 OWNIT 2006-3 A2D                         | CUSIP: 69121PDY6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1535512 | PA      | $1480661.23   | 0.08%             | 2037-03-25      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| AMERIQUEST MORTGAGE SECURITIES INC                                           | AMERIQUEST MORTGAGE SECURITIES INC ASSET-BACKED PA AMSI 2005-R9 M1               | CUSIP: 03072SQ32<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    545706 | PA      | $537869.78    | 0.03%             | 2035-11-25      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                         | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-F NAVSL 2020-FA A                 | CUSIP: 63941XAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3242016 | PA      | $3007248.25   | 0.15%             | 2069-07-15      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO LEASE TRUST                                                      | NISSAN AUTO LEASE TRUST 2025-A NALT 2025-A B                                     | CUSIP: 65479XAF9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3935000 | PA      | $3961736.36   | 0.20%             | 2029-02-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| FWDP 5Y 4.234                                                                | FWDP 5Y 4.234 EXPIRATION: 12/31/2025                                             | CUSIP: SWP3235H5<br>LEI: N/A                  | N/A              | DIR              |  | US        |   6905000 | NC      | $31023.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CROSS MORTGAGE TRUST                                                         | CROSS 2023-H2 MORTGAGE TRUST CROSS 2023-H2 A1A                                   | CUSIP: 22757NAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1340151 | PA      | $1357617.81   | 0.07%             | 2068-11-25      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                      | CARMAX AUTO OWNER TRUST 2024-2 CARMX 2024-2 A3                                   | CUSIP: 14319EAE6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3700000 | PA      | $3749137.11   | 0.19%             | 2029-01-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLOBAL FUNDING                                           | NORTHWESTERN MUTUAL GLOBAL FUNDING 144A 5.070000% 03/25/2027                     | CUSIP: 66815L2R9<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |   4405000 | PA      | $4456793.06   | 0.23%             | 2027-03-25      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO                                                                    | AIMCO CLO SERIES 2017-A AIMCO 2017-AA XR2                                        | CUSIP: 00900CAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2850000 | PA      | $2849737.80   | 0.15%             | 2038-01-20      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL 30YR TBA (JUNE)                                               | CUSIP: 21H042661<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   6975000 | PA      | $6579513.45   | 0.34%             | 2055-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL, INC.                                                           | BERRY GLOBAL INC 5.500000% 04/15/2028                                            | CUSIP: 08576PAL5<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    765000 | PA      | $779367.01    | 0.04%             | 2028-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings, Inc.                                                   | WARNERMEDIA HOLDINGS INC 3.755000% 03/15/2027                                    | CUSIP: 55903VBA0<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1841806.15   | 0.09%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST                                          | CITIGROUP COMMERCIAL MORTGAGE TRUST 2021-PRM2 CGCMT 2021-PRM2 A                  | CUSIP: 17291HAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1782000 | PA      | $1769613.85   | 0.09%             | 2038-10-15      | Floating      | 5.39%                 | Yes           |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                                         | BAYER US FINANCE LLC 144A 6.250000% 01/21/2029                                   | CUSIP: 07274EAJ2<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | DE        |   1445000 | PA      | $1502371.63   | 0.08%             | 2029-01-21      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV                                  | NEW YORK NY CITY TRANSITIONAL NEW YORK CITY TRANSITIONAL FINANCE AUTHORITY       | CUSIP: 64972JRB6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7970000 | PA      | $8052973.28   | 0.41%             | 2027-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HUMANA INC.                                                                  | HUMANA INC 4.875000% 04/01/2030                                                  | CUSIP: 444859BN1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    930000 | PA      | $925956.53    | 0.05%             | 2030-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORPORATION                                                     | HYATT HOTELS CORP 5.050000% 03/30/2028                                           | CUSIP: 448579AU6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   1515000 | PA      | $1522527.70   | 0.08%             | 2028-03-30      | Fixed         | 5.05%                 | 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        |    387796 | PA      | $387913.76    | 0.02%             | 2042-02-25      | Floating      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| MARS, INCORPORATED                                                           | MARS INC 144A 4.450000% 03/01/2027                                               | CUSIP: 571676AW5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |  14050000 | PA      | $14063612.90  | 0.72%             | 2027-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                              | STATE OF ISRAEL 5.375000% 02/19/2030                                             | CUSIP: 46514Y8A8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    415000 | PA      | $418112.50    | 0.02%             | 2030-02-19      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FM1155                                                        | CUSIP: 3140X4H90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    729090 | PA      | $699123.83    | 0.04%             | 2032-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TRICON AMERICAN HOMES TRUST                                                  | TRICON AMERICAN HOMES 2020-SFR1 TAH 2020-SFR1 F                                  | CUSIP: 89613GAF3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2100000 | PA      | $2081683.38   | 0.11%             | 2038-07-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                                  | ABBVIE INC 4.800000% 03/15/2027                                                  | CUSIP: 00287YDR7<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |  10395000 | PA      | $10493396.68  | 0.54%             | 2027-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-148 AF                         | CUSIP: 38384WM28<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   8706772 | PA      | $8669974.34   | 0.44%             | 2054-09-20      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux S.a r.l.                                                 | JBS USA HOLDING LUX SARL/ JBS USA FOOD CO/ JBS LUX 3.000000% 02/02/2029          | CUSIP: 46590XAN6<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | NUSS              | US        |   1025000 | PA      | $964157.64    | 0.05%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PEOPLE'S CHOICE HOME LOAN SECURITIES CORP                                    | PEOPLE'S CHOICE HOME LOAN SECURITIES TRUST SERIES PCHLT 2005-4 1A3               | CUSIP: 71085PDE0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    254983 | PA      | $251648.87    | 0.01%             | 2035-12-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                       | EXTRA SPACE STORAGE LP 5.700000% 04/01/2028                                      | CUSIP: 30225VAJ6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $1228388.35   | 0.06%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                                    | TOWD POINT MORTGAGE TRUST 2018-4 TPMT 2018-4 A1                                  | CUSIP: 89175TAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1408352 | PA      | $1325543.00   | 0.07%             | 2058-06-25      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| PK ALIFT LOAN FUNDING LP                                                     | PK ALIFT LOAN FUNDING 4 LP PKAIR 2024-2 A                                        | CUSIP: 69381EAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1600221 | PA      | $1587774.67   | 0.08%             | 2039-10-15      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC.                                                    | WILLIS NORTH AMERICA INC 4.650000% 06/15/2027                                    | CUSIP: 970648AL5<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    615000 | PA      | $617414.24    | 0.03%             | 2027-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| REGATTA FUNDING LTD                                                          | REGATTA XIII FUNDING LTD REG13 2018-2A A1R                                       | CUSIP: 75888FAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1641109 | PA      | $1640625.00   | 0.08%             | 2031-07-15      | Floating      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| INTEL CORPORATION                                                            | INTEL CORP 5.125000% 02/10/2030                                                  | CUSIP: 458140CF5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    925000 | PA      | $936751.62    | 0.05%             | 2030-02-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CIM TRUST                                                                    | CIM 2022-I1 A1 02/25/2067 SERIES 22 11 CLASS A1                                  | CUSIP: 12568TAC9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    744787 | PA      | $736807.73    | 0.04%             | 2067-02-25      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                        | WELLS FARGO & CO MTN 5.574000% 07/25/2029                                        | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5450000 | PA      | $5591091.24   | 0.29%             | 2029-07-25      | Fixed         | 5.57%                 | No            |                  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        |    133000 | PA      | $125362.46    | 0.01%             | 2027-11-18      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR ZS8629                                                       | CUSIP: 3132A9SS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1413919 | PA      | $1350764.92   | 0.07%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST                                               | MORGAN STANLEY CAPITAL I TRUST 2019-H7 MSC 2019-H7 ASB                           | CUSIP: 61771MAU4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3767852 | PA      | $3655528.73   | 0.19%             | 2052-07-15      | Fixed         | 3.17%                 | No            |                  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        |   9115000 | PA      | $9160473.46   | 0.47%             | 2026-06-24      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS KF37 A                   | CUSIP: 3137FBC53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     56769 | PA      | $56738.99     | 0.00%             | 2027-09-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| VANTAGE DATA CENTERS ISSUER LLC                                              | VANTAGE DATA CENTERS ISSUER LLC VDC 2020-1A A2                                   | CUSIP: 92212KAB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3317000 | PA      | $3283236.26   | 0.17%             | 2045-09-15      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| BANK                                                                         | BANK 2018-BNK14 BANK 2018-BN14 ASB                                               | CUSIP: 06035RAQ9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    303712 | PA      | $301584.76    | 0.02%             | 2060-09-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                                    | TOWD POINT MORTGAGE TRUST 2019-HY2 TPMT 2019-HY2 A1                              | CUSIP: 89177HAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    853709 | PA      | $874349.48    | 0.04%             | 2058-05-25      | Floating      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| IMPAC CMB TRUST                                                              | IMPAC CMB TRUST SERIES 2004-6 IMM 2004-6 1A1                                     | CUSIP: 45254NJV0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    256971 | PA      | $255402.70    | 0.01%             | 2034-10-25      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-05-31

**Name of Applicant:** SEI INSTITUTIONAL INVESTMENTS TRUST

**Signature:** Glenn Kurdziel

**Name of Signer:** Glenn Kurdziel

**Title:** Controller and Chief Financial Officer