# EDGAR Filing Document

**Accession Number:** 0000701939
**File Stem:** 0002048251-25-000252
**Filing Date:** 2025-9
**Character Count:** 201676
**Document Hash:** bc748ae9100d0025162a1c78be03023c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002048251-25-000252.hdr.sgml**: 20250926

**ACCESSION NUMBER**: 0002048251-25-000252

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250926

**DATE AS OF CHANGE**: 20250926

**PERIOD START**: 20260131

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03451
- **FILM NUMBER:** 251347809

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

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

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02109

  - **Telephone number:** 8003455734

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2025-07-31

**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:** $195614635.08

**Total Liabilities:** $907216.22

**Net Assets:** $194707418.86

**Cash Not Reported:** $604879.46

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1514.28564294 | **1-Year:** -11147.45123280 | **5-Year:** -4964.83894384 | **10-Year:** -668.12279824 | **30-Year:** -20.72538146

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

- **3-Month:** -98.41508492 | **1-Year:** -1087.53639681 | **5-Year:** -1821.88247817 | **10-Year:** -260.83353872 | **30-Year:** -18.78244431

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000158211 | 0.26%                | 0.45%                | 0.36%                |
| Class ID C000022551 | 0.25%                | 0.55%                | 0.25%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $28022.89                | $-252469.19                                |
| Month 2  | $-337969.33              | $626957.20                                 |
| Month 3  | $52313.15                | $-163178.33                                |

### Schedule of Portfolio Investments

| Name                                                   | Title                                                                             | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ALLIANT ENERGY FINANCE, LLC                            | ALLIANT ENERGY FINANCE LLC 144A 5.400000% 06/06/2027                              | CUSIP: 01882YAF3<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |    260000 | PA      | $262208.97    | 0.13%             | 2027-06-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO., L.P.                         | PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP 144A 5.750000% 05/24/2026           | CUSIP: 709599BU7<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251766.84    | 0.13%             | 2026-05-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STAR TRUST                                             | STAR 2025-SFR5 TRUST STAR 2025-SFR5 A                                             | CUSIP: 85520CAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    285000 | PA      | $285258.32    | 0.15%             | 2042-02-17      | Floating      | 5.79%                 | Yes           |                  2 | On Loan: No      |
| TOYOTA LEASE OWNER TRUST                               | TOYOTA LEASE OWNER TRUST 2024-B TLOT 2024-B A2A                                   | CUSIP: 891943AB8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    118246 | PA      | $118090.66    | 0.06%             | 2027-02-22      | Fixed         | 4.31%                 | Yes           |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS, INC.                  | NEXTERA ENERGY CAPITAL HOLDINGS INC VARIABLE RATE 02/04/2028                      | CUSIP: 65339KDH0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1220019.48   | 0.63%             | 2028-02-04      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                  | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2025-P1 WLAKE 2025-P1 A4                    | CUSIP: 96043LAD2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    400000 | PA      | $402376.80    | 0.21%             | 2030-04-15      | Fixed         | 4.66%                 | Yes           |                  2 | On Loan: No      |
| CSMC TRUST                                             | CSMC 2021-AFC1 TRUST CSMC 2021-AFC1 A1                                            | CUSIP: 12657LAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    156396 | PA      | $127105.11    | 0.07%             | 2056-03-25      | Floating      | 0.83%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FANNIE MAE REMICS FNR 2015-57 CA                                                  | CUSIP: 3136APZT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    148501 | PA      | $145942.09    | 0.07%             | 2034-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TTAN MHC                                               | TTAN 2021-MHC TTN 2021-MHC B                                                      | CUSIP: 87303TAG2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    209882 | PA      | $210013.56    | 0.11%             | 2038-03-15      | Floating      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                               | ANGEL OAK MORTGAGE TRUST 2020-1 AOMT 2020-1 A1                                    | CUSIP: 03464RAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     13014 | PA      | $12636.44     | 0.01%             | 2059-12-25      | Floating      | 2.47%                 | No            |                  2 | On Loan: No      |
| SECURITIZED TERM AUTO RECEIVABLES TRUST                | SECURITIZED TERM AUTO RECEIVABLES TRUST SSTRT 2025-A B                            | CUSIP: 81378RAB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | CA        |    228017 | PA      | $228841.66    | 0.12%             | 2031-07-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST                                 | CHASE AUTO OWNER TRUST 2024-3 CHAOT 2024-3A A2                                    | CUSIP: 16144LAB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    220490 | PA      | $220981.60    | 0.11%             | 2027-09-27      | Fixed         | 5.53%                 | Yes           |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS TRUST                           | HILTON GRAND VACATIONS TRUST 2020-A HGVT 2020-AA A                                | CUSIP: 43285HAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     37559 | PA      | $36568.49     | 0.02%             | 2039-02-25      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE TRUST                     | ELLINGTON FINANCIAL MORTGAGE TRUST 2019-2 EFMT 2019-2 A1                          | CUSIP: 31573TAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     11124 | PA      | $10516.49     | 0.01%             | 2059-11-25      | Floating      | 2.74%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FANNIE MAE POOL FN AZ4793                                                         | CUSIP: 3138YWKF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     52136 | PA      | $50745.67     | 0.03%             | 2030-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PORSCHE INNOVATIVE LEASE OWNER TRUST                   | PORSCHE INNOVATIVE LEASE OWNER TRUST 2024-1 PILOT 2024-1A A3                      | CUSIP: 73328AAD1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $500504.25    | 0.26%             | 2027-11-22      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORPORATION                        | TOYOTA MOTOR CREDIT CORP 4.500000% 05/14/2027                                     | CUSIP: 89236TNG6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    350000 | PA      | $351335.90    | 0.18%             | 2027-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PORSCHE FINANCIAL AUTO SECURITIZATION TRUST            | PORSCHE FINANCIAL AUTO SECURITIZATION TRUST 2023-2 PFAST 2023-2A A3               | CUSIP: 732916AD3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    348524 | PA      | $351006.98    | 0.18%             | 2029-01-22      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                          | FREDDIE MAC STACR REMIC TRUST 2024-HQA1 STACR 2024-HQA1 M1                        | CUSIP: 35564NBX0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    168707 | PA      | $169076.76    | 0.09%             | 2044-03-25      | Floating      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| FONTAINEBLEAU MIAMI BEACH TRUST                        | FONTAINEBLEAU MIAMI BEACH MORTGAGE TRUST 2024-FBLU FMBT 2024-FBLU A               | CUSIP: 34461WAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    430000 | PA      | $430751.68    | 0.22%             | 2039-12-15      | Floating      | 5.79%                 | Yes           |                  2 | On Loan: No      |
| MMAF EQUIPMENT FINANCE LLC                             | MMAF EQUIPMENT FINANCE LLC 2023-A MMAF 2023-A A2                                  | CUSIP: 55317WAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     76070 | PA      | $76220.32     | 0.04%             | 2026-11-13      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST                                  | SBNA AUTO LEASE TRUST 2024-C SBALT 2024-C A2                                      | CUSIP: 78398DAB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     20206 | PA      | $20214.54     | 0.01%             | 2026-11-20      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| STAR TRUST                                             | STAR 2024-SFR4 TRUST STAR 2024-SFR4 B                                             | CUSIP: 85520AAC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    175000 | PA      | $175546.88    | 0.09%             | 2041-10-17      | Floating      | 6.44%                 | Yes           |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST     | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR 2023-3 A3                | CUSIP: 36267KAD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    901595 | PA      | $906925.81    | 0.47%             | 2028-06-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC COMPANY                                   | DTE ELECTRIC CO 4.250000% 05/14/2027                                              | CUSIP: 23338VAW6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    160000 | PA      | $159977.47    | 0.08%             | 2027-05-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KKR FINANCIAL CLO, LTD.                                | KKR CLO 21 LTD KKR 21 A                                                           | CUSIP: 48252KAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    146225 | PA      | $146199.59    | 0.08%             | 2031-04-15      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES CLO LTD               | CARLYLE GLOBAL MARKET STRATEGIES CLO 2015-1 LTD CGMS 2015-1A AR3                  | CUSIP: 14311DBN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    121478 | PA      | $121523.37    | 0.06%             | 2031-07-20      | Floating      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                   | VERIZON MASTER TRUST VZMT 2024-6 B                                                | CUSIP: 92348KDG5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    485000 | PA      | $482977.79    | 0.25%             | 2030-08-20      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| United States of America                               | TREASURY BILL 0.000000% 09/18/2025                                                | CUSIP: 912797PX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4525000 | PA      | $4499273.38   | 2.31%             | 2025-09-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST                          | MILL CITY MORTGAGE LOAN TRUST 2018-3 MCMLT 2018-3 A1                              | CUSIP: 59980XAC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    106293 | PA      | $104455.16    | 0.05%             | 2058-08-25      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST                    | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-NQM NRZT 2020-NQM2 A1                    | CUSIP: 64830UAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     25506 | PA      | $24698.98     | 0.01%             | 2060-05-24      | Floating      | 1.65%                 | No            |                  2 | On Loan: No      |
| FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST         | FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 202 FCRT 2023-2 A2                 | CUSIP: 35104AAB4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     86014 | PA      | $86387.30     | 0.04%             | 2028-05-15      | Fixed         | 5.99%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-177 LA                          | CUSIP: 38383UB82<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    911837 | PA      | $898350.20    | 0.46%             | 2052-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                             | VERUS SECURITIZATION TRUST 2021-R2 VERUS 2021-R2 A1                               | CUSIP: 92538DAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    126920 | PA      | $117112.10    | 0.06%             | 2064-02-25      | Floating      | 0.92%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                         | ENTERPRISE FLEET FINANCING 2025-2 LLC EFF 2025-2 A1                               | CUSIP: 29375TAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    116331 | PA      | $116332.65    | 0.06%             | 2026-05-20      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                           | FORD CREDIT AUTO OWNER TRUST 2023-A FORDO 2023-A A3                               | CUSIP: 344928AD8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    138358 | PA      | $138465.62    | 0.07%             | 2028-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                  | ARI FLEET LEASE TRUST 2024-A ARIFL 2024-A A2                                      | CUSIP: 00218KAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     83991 | PA      | $84318.97     | 0.04%             | 2032-11-15      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| VOYA CLO                                               | VOYA CLO 2013-2 LTD INGIM 2013-2A A1R                                             | CUSIP: 92916WAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     84679 | PA      | $84728.05     | 0.04%             | 2031-04-25      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| IMPERIAL FUND MORTGAGE TRUST                           | IMPERIAL FUND MORTGAGE TRUST 2021-NQM3 IMPRL 2021-NQM3 A1                         | CUSIP: 452762AA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    177032 | PA      | $153209.16    | 0.08%             | 2056-11-25      | Floating      | 1.60%                 | Yes           |                  2 | On Loan: No      |
| ONEMAIN DIRECT AUTO RECEIVABLES TRUST                  | ONEMAIN DIRECT AUTO RECEIVABLES TRUST 2019-1 ODART 2019-1A A                      | CUSIP: 68267EAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     41345 | PA      | $41244.30     | 0.02%             | 2027-09-14      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FANNIE MAE REMICS FNR 2017-81 YA                                                  | CUSIP: 3136AX3U7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    392643 | PA      | $377540.14    | 0.19%             | 2046-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST     | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR 2021-4 A4                | CUSIP: 362554AD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    470358 | PA      | $465650.36    | 0.24%             | 2027-10-18      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                         | CARVANA AUTO RECEIVABLES TRUST 2023-N3 CRVNA 2023-N3 A                            | CUSIP: 14686RAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     16162 | PA      | $16175.70     | 0.01%             | 2027-09-10      | Fixed         | 6.41%                 | Yes           |                  2 | On Loan: No      |
| MMAF EQUIPMENT FINANCE LLC                             | MMAF EQUIPMENT FINANCE LLC 2021-A MMAF 2021-A A3                                  | CUSIP: 55317JAC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     13603 | PA      | $13510.16     | 0.01%             | 2028-06-13      | Fixed         | 0.56%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FANNIE MAE POOL FN 493805                                                         | CUSIP: 31382VR22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      1456 | PA      | $1458.36      | 0.00%             | 2029-01-01      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                         | ENTERPRISE FLEET FINANCING 2023-2 LLC EFF 2023-2 A2                               | CUSIP: 29375NAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    178941 | PA      | $179881.77    | 0.09%             | 2030-04-22      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                         | CARVANA AUTO RECEIVABLES TRUST 2024-P1 CRVNA 2024-P1 A2                           | CUSIP: 14688NAB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     16739 | PA      | $16746.97     | 0.01%             | 2027-08-10      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST A             | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A FORDF 2025-1 A1                        | CUSIP: 34529BAA4<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-MBS          |  | US        |   1140000 | PA      | $1147953.89   | 0.59%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States of America                               | US TREASURY N/B 2.500000% 02/28/2026                                              | CUSIP: 9128286F2<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   3025000 | PA      | $2993485.64   | 1.54%             | 2026-02-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES                          | CONNECTICUT AVENUE SECURITIES TRUST 2023-R03 CAS 2023-R03 2M1                     | CUSIP: 20753ACJ1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    162545 | PA      | $164779.74    | 0.08%             | 2043-04-25      | Floating      | 6.85%                 | Yes           |                  2 | On Loan: No      |
| APIDOS CLO                                             | APIDOS CLO XXIII APID 2015-23A ARR                                                | CUSIP: 03765YBG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    493370 | PA      | $493232.90    | 0.25%             | 2033-04-15      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                 | CVS HEALTH CORP 5.000000% 02/20/2026                                              | CUSIP: 126650DS6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    275000 | PA      | $275237.62    | 0.14%             | 2026-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AUXILIOR TERM FUNDING LLC                              | AUXILIOR TERM FUNDING 2023-1 LLC XCAP 2023-1A A2                                  | CUSIP: 05335JAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     73656 | PA      | $74125.76     | 0.04%             | 2028-12-15      | Fixed         | 6.18%                 | Yes           |                  2 | On Loan: No      |
| BOFA AUTO TRUST                                        | BOFA AUTO TRUST 2025-1 BAAT 2025-1A A2A                                           | CUSIP: 05594BAB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     75000 | PA      | $74972.51     | 0.04%             | 2027-11-22      | Fixed         | 4.52%                 | Yes           |                  2 | On Loan: No      |
| The Bank of New York Mellon                            | BANK OF NEW YORK MELLON/THE 4.587000% 04/20/2027                                  | CUSIP: 06405LAF8<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1091327.62   | 0.56%             | 2027-04-20      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| DLLST LLC                                              | DLLST 2024-1 LLC DLLST 2024-1A A2                                                 | CUSIP: 23346HAB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     14967 | PA      | $14969.92     | 0.01%             | 2026-01-20      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES                          | CONNECTICUT AVENUE SECURITIES TRUST 2023-R02 CAS 2023-R02 1M1                     | CUSIP: 20755AAB8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     96795 | PA      | $99002.15     | 0.05%             | 2043-01-25      | Floating      | 6.65%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company     | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 6.100000% 01/15/2027           | CUSIP: 00774MBD6<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | NUSS              | IE        |    250000 | PA      | $254745.81    | 0.13%             | 2027-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED        | ANZ GROUP HLDGS LTD COML PAPER FLT25 08/27/2025                                   | CUSIP: 05253MXZ2<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | ABS-APCP         |  | US        |    600000 | PA      | $600022.14    | 0.31%             | 2025-08-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | FREDDIE MAC REMICS FHR 4479 TA                                                    | CUSIP: 3137BJVU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    572935 | PA      | $562049.97    | 0.29%             | 2034-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MANUFACTURERS AND TRADERS TRUST COMPANY                | MANUFACTURERS & TRADERS TRUST CO 4.650000% 01/27/2026                             | CUSIP: 55279HAV2<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    460000 | PA      | $459946.71    | 0.24%             | 2026-01-27      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                   | JPMORGAN CHASE & CO 1.470000% 09/22/2027                                          | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1560000 | PA      | $1506708.43   | 0.77%             | 2027-09-22      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE LEASE TRUST                                | BMW VEHICLE LEASE TRUST 2023-2 BMWLT 2023-2 A3                                    | CUSIP: 055979AC2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    136232 | PA      | $136595.97    | 0.07%             | 2026-09-25      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                | CARMAX AUTO OWNER TRUST 2023-1 CARMX 2023-1 A3                                    | CUSIP: 14318DAC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    300956 | PA      | $301217.27    | 0.15%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | FREDDIE MAC REMICS FHR 4166 PV                                                    | CUSIP: 3137AYD32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    734479 | PA      | $721833.69    | 0.37%             | 2037-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                         | ENTERPRISE FLEET FINANCING 2024-2 LLC EFF 2024-2 A2                               | CUSIP: 29375RAB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    115909 | PA      | $116369.38    | 0.06%             | 2026-12-20      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                         | WHEELS FLEET LEASE FUNDING 1 LLC WFLF 2024-2A A1                                  | CUSIP: 96328GBT3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    233305 | PA      | $234367.28    | 0.12%             | 2039-06-21      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                | HYUNDAI CAPITAL AMERICA 144A 5.450000% 06/24/2026                                 | CUSIP: 44891ADA2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    275000 | PA      | $276951.67    | 0.14%             | 2026-06-24      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| TRK TRUST                                              | TRK 2021-INV1 TRUST TRK 2021-INV1 A1                                              | CUSIP: 89688WAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    122341 | PA      | $109961.28    | 0.06%             | 2056-07-25      | Floating      | 1.15%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                             | JP MORGAN MORTGAGE TRUST 2014-5 JPMMT 2014-5 A1                                   | CUSIP: 46643KAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    323826 | PA      | $316853.31    | 0.16%             | 2029-10-25      | Floating      | 2.61%                 | No            |                  2 | On Loan: No      |
| AMERICAN HERITAGE AUTO RECEIVABLES TRUST               | AMERICAN HERITAGE AUTO RECEIVABLES TRUST 2024-1 AHART 2024-1A A2                  | CUSIP: 026944AB4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     82149 | PA      | $82178.43     | 0.04%             | 2028-03-15      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| BMW US CAPITAL, LLC                                    | BMW US CAPITAL LLC 144A 1.250000% 08/12/2026                                      | CUSIP: 05565EBW4<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | DE        |    500000 | PA      | $483567.43    | 0.25%             | 2026-08-12      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| GOLDEN CREDIT CARD TRUST                               | GOLDEN CREDIT CARD TRUST GCCT 2021-1A A                                           | CUSIP: 380881FB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1595000 | PA      | $1541497.48   | 0.79%             | 2028-08-15      | Fixed         | 1.14%                 | Yes           |                  2 | On Loan: No      |
| DLLAA LLC                                              | DLLAA 2023-1 LLC DLLAA 2023-1A A2                                                 | CUSIP: 23292HAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      8230 | PA      | $8233.76      | 0.00%             | 2026-07-20      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST                    | CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-GC37 CGCMT 2016-GC37 AAB                 | CUSIP: 17290XAU4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      7730 | PA      | $7717.08      | 0.00%             | 2049-04-10      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                              | TOWD POINT MORTGAGE TRUST 2018-5 TPMT 2018-5 A1A                                  | CUSIP: 89176VAK8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    121829 | PA      | $120230.91    | 0.06%             | 2058-07-25      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                  | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-4 WLAKE 2023-4A A2                     | CUSIP: 96041AAC0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     33477 | PA      | $33496.85     | 0.02%             | 2027-01-15      | Fixed         | 6.23%                 | Yes           |                  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: 64972JUW6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    375000 | PA      | $376302.11    | 0.19%             | 2026-11-01      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FANNIE MAE POOL FN 928005                                                         | CUSIP: 31412LAE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      1285 | PA      | $1302.92      | 0.00%             | 2027-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK, NATIONAL ASSOCIATION                 | WELLS FARGO BANK NA 4.811000% 01/15/2026                                          | CUSIP: 94988J6H5<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    350000 | PA      | $350497.65    | 0.18%             | 2026-01-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO LEASE TRUST                                | NISSAN AUTO LEASE TRUST 2024-A NALT 2024-A A3                                     | CUSIP: 65481CAD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $501412.20    | 0.26%             | 2027-04-15      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA (New York Branch)             | COOPERATIEVE RABOBANK UA/NY 4.372000% 05/27/2027                                  | CUSIP: 21688ABM3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    500000 | PA      | $501645.85    | 0.26%             | 2027-05-27      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                              | TOWD POINT MORTGAGE TRUST 2017-6 TPMT 2017-6 A1                                   | CUSIP: 89175JAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     26055 | PA      | $25499.26     | 0.01%             | 2057-10-25      | Floating      | 2.75%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES                          | FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS 2016-C03 2M2                         | CUSIP: 30711XCT9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     84863 | PA      | $87223.36     | 0.04%             | 2028-10-25      | Floating      | 10.36%                | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST                   | MERCEDES-BENZ AUTO RECEIVABLES TRUST 2024-1 MBART 2024-1 A3                       | CUSIP: 587918AD5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $501984.25    | 0.26%             | 2029-04-16      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST                            | EXTENDED STAY AMERICA TRUST 2021-ESH ESA 2021-ESH B                               | CUSIP: 30227FAE0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    214432 | PA      | $214565.65    | 0.11%             | 2038-07-15      | Floating      | 5.84%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC                      | CITIGROUP MORTGAGE LOAN TRUST 2018-RP2 CMLTI 2018-RP2 A1                          | CUSIP: 17326UAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     51844 | PA      | $50947.80     | 0.03%             | 2058-02-25      | Floating      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                | CARMAX AUTO OWNER TRUST 2025-3 CARMX 2025-3 A2A                                   | CUSIP: 14290FAB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     70000 | PA      | $70000.60     | 0.04%             | 2028-08-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                  | AIR LEASE CORP MTN 2.875000% 01/15/2026                                           | CUSIP: 00914AAJ1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495654.08    | 0.25%             | 2026-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER COMPANY                                  | GEORGIA POWER CO VARIABLE RATE 09/15/2026                                         | CUSIP: 373334KZ3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499948.86    | 0.26%             | 2026-09-15      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | FREDDIE MAC GOLD POOL FG G15562                                                   | CUSIP: 3128MEMK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    347709 | PA      | $339270.76    | 0.17%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST              | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2025-2 SFAST 2025-2A A3                 | CUSIP: 78398HAC2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    180000 | PA      | $180446.54    | 0.09%             | 2030-12-20      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                  | ARI FLEET LEASE TRUST 2024-B ARIFL 2024-B A2                                      | CUSIP: 04033HAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    737594 | PA      | $741848.93    | 0.38%             | 2033-04-15      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| CARDS II TRUST                                         | CARDS II TRUST CARD2 2024-1A A                                                    | CUSIP: 14161GCJ7<br>LEI: N/A                  | Long             | ABS-MBS          |  | CA        |    410000 | PA      | $410309.63    | 0.21%             | 2029-07-15      | Floating      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| NEXTGEAR FLOORPLAN MASTER OWNER TRUST                  | NEXTGEAR FLOORPLAN MASTER OWNER TRUST NFMOT 2024-2A A2                            | CUSIP: 65341KCC8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    180000 | PA      | $179890.47    | 0.09%             | 2029-09-15      | Fixed         | 4.42%                 | Yes           |                  2 | On Loan: No      |
| NEW JERSEY ST TRANSN TR FD AUTH                        | NEW JERSEY ST TRANSPRTN TRUST NEW JERSEY TRANSPORTATION TRUST FUND AUTHORITY      | CUSIP: 64613CEZ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    595000 | PA      | $596578.12    | 0.31%             | 2026-06-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| United States of America                               | US TREASURY N/B 3.250000% 06/30/2027                                              | CUSIP: 91282CEW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   7450000 | PA      | $7354837.87   | 3.78%             | 2027-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST                    | CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-P3 CGCMT 2016-P3 AAB                     | CUSIP: 29429CAE5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      6955 | PA      | $6940.32      | 0.00%             | 2049-04-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                 | GOLDMAN SACHS BANK USA/NEW YORK NY 5.414000% 05/21/2027                           | CUSIP: 38151LAG5<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |    325000 | PA      | $326907.71    | 0.17%             | 2027-05-21      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST                 | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-2 SDART 2022-2 C                      | CUSIP: 80286MAE8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    585000 | PA      | $581307.25    | 0.30%             | 2029-07-16      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| T-MOBILE US TRUST                                      | T-MOBILE US TRUST 2024-1 TMUST 2024-1A A                                          | CUSIP: 87267RAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1375000 | PA      | $1382641.01   | 0.71%             | 2029-09-20      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST                               | COLT 2021-1 MORTGAGE LOAN TRUST COLT 2021-1 A1                                    | CUSIP: 19688EAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    136801 | PA      | $117210.73    | 0.06%             | 2066-06-25      | Floating      | 0.91%                 | Yes           |                  2 | On Loan: No      |
| AUTONATION FINANCE TRUST                               | AUTONATION FINANCE TRUST 2025-1 DRVPNK 2025-1A A2                                 | CUSIP: 05330QAB8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    240000 | PA      | $240216.77    | 0.12%             | 2028-04-10      | Fixed         | 4.72%                 | Yes           |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL TRUST                    | STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-3 STAR 2020-3 A1                         | CUSIP: 85573MAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     16264 | PA      | $15662.47     | 0.01%             | 2065-04-25      | Floating      | 1.49%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                         | ENTERPRISE FLEET FINANCING 2024-4 LLC EFF 2024-4 A2                               | CUSIP: 29374MAB4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    970000 | PA      | $970822.56    | 0.50%             | 2027-07-20      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                              | TOWD POINT MORTGAGE TRUST 2018-2 TPMT 2018-2 A1                                   | CUSIP: 89175VAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     63494 | PA      | $62548.68     | 0.03%             | 2058-03-25      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| BANQUE ROYALE DU CANADA                                | ROYAL BANK OF CANADA MTN 5.069000% 07/23/2027                                     | CUSIP: 78016HZX1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | NUSS              | CA        |   1220000 | PA      | $1225449.57   | 0.63%             | 2027-07-23      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| CHASE MORTGAGE REFERENCE NOTES                         | CHASE MORTGAGE FINANCE CORP CHASE 2021-CL1 M1                                     | CUSIP: 46591HBX7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    213701 | PA      | $210510.63    | 0.11%             | 2050-02-25      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD.                        | PALMER SQUARE LOAN FUNDING 2021-4 LTD PSTAT 2021-4A A1                            | CUSIP: 69702HAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1482 | PA      | $1481.19      | 0.00%             | 2029-10-15      | Floating      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LEASE TRUST                            | VOLKSWAGEN AUTO LEASE TRUST 2025-A VWALT 2025-A A2A                               | CUSIP: 92868WAB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    435000 | PA      | $435096.79    | 0.22%             | 2027-12-20      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                  | BANQUE FEDERATIVE DU CREDIT MUTUEL SA 144A 4.935000% 01/26/2026                   | CUSIP: 06675FAZ0<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | NUSS              | FR        |    350000 | PA      | $350578.69    | 0.18%             | 2026-01-26      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL MORTGAGE LOAN TRUST                        | RESIDENTIAL MORTGAGE LOAN TRUST 2020-1 RMLT 2020-1 A1                             | CUSIP: 76119CAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      5089 | PA      | $5037.12      | 0.00%             | 2060-01-26      | Floating      | 2.38%                 | No            |                  2 | On Loan: No      |
| CNH EQUIPMENT TRUST                                    | CNH EQUIPMENT TRUST 2022-C CNH 2022-C A3                                          | CUSIP: 12664JAC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    284604 | PA      | $285849.63    | 0.15%             | 2028-04-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLE TRUST                       | WORLD OMNI AUTO RECEIVABLES TRUST 2022-A WOART 2022-A A4                          | CUSIP: 98164GAD2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $492621.15    | 0.25%             | 2028-03-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                               | BX TRUST 2021-LGCY BX 2021-LGCY A                                                 | CUSIP: 12434DAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    600000 | PA      | $598500.00    | 0.31%             | 2036-10-15      | Floating      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST                  | GM FINANCIAL AUTOMOBILE LEASING TRUST 2024-3 GMALT 2024-3 A3                      | CUSIP: 38012QAD0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $498903.40    | 0.26%             | 2027-10-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST                               | COLT FUNDING LLC COLT 2021-3R A1                                                  | CUSIP: 19688DAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     74579 | PA      | $68165.00     | 0.04%             | 2064-12-25      | Floating      | 1.05%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                            | FREDDIE MAC GOLD POOL FG G18545                                                   | CUSIP: 3128MMTB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     40854 | PA      | $39879.57     | 0.02%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LA BANQUE TORONTO-DOMINION                             | TORONTO-DOMINION BANK/THE MTN 5.532000% 07/17/2026                                | CUSIP: 89115A2S0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | NUSS              | CA        |   1450000 | PA      | $1464630.28   | 0.75%             | 2026-07-17      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST       | WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST 2 WOLS 2025-A A3                 | CUSIP: 98164PAD2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    125000 | PA      | $125217.80    | 0.06%             | 2028-04-17      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| BPR TRUST                                              | BPR TRUST 2021-TY BPR 2021-TY A                                                   | CUSIP: 05592AAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    960000 | PA      | $960300.00    | 0.49%             | 2038-09-15      | Floating      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| United States of America                               | US TREASURY N/B 0.750000% 08/31/2026                                              | CUSIP: 91282CCW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    675000 | PA      | $650847.66    | 0.33%             | 2026-08-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                               | HCA INC VARIABLE RATE 03/01/2028                                                  | CUSIP: 404119CX5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    745000 | PA      | $750239.38    | 0.39%             | 2028-03-01      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                  | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-C39 WFCM 2017-C39 ASB                  | CUSIP: 95000XAD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     89286 | PA      | $88042.56     | 0.05%             | 2050-09-15      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST                             | CPS AUTO RECEIVABLES TRUST 2025-C CPS 2025-C B                                    | CUSIP: 12634SAB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    750000 | PA      | $750048.75    | 0.39%             | 2029-12-17      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| WF CARD ISSUANCE TRUST                                 | WF CARD ISSUANCE TRUST WFCIT 2025-A1 A                                            | CUSIP: 92970QAJ4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    425000 | PA      | $426255.32    | 0.22%             | 2030-05-15      | Fixed         | 4.34%                 | Yes           |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                             | VERUS SECURITIZATION TRUST 2021-1 VERUS 2021-1 A1                                 | CUSIP: 92537QAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     70420 | PA      | $62530.47     | 0.03%             | 2066-01-25      | Floating      | 0.82%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST                         | MORGAN STANLEY CAPITAL I 2017-HR2 MSC 2017-HR2 ASB                                | CUSIP: 61691NAC9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     96143 | PA      | $94957.25     | 0.05%             | 2050-12-15      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                        | DANSKE BANK A/S MTN 6.259000% 09/22/2026                                          | CUSIP: 23636ABE0<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | NUSS              | DK        |    305000 | PA      | $305539.08    | 0.16%             | 2026-09-22      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                     | ROYALTY PHARMA PLC 1.200000% 09/02/2025                                           | CUSIP: 78081BAH6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | NUSS              | US        |   1240000 | PA      | $1235745.27   | 0.63%             | 2025-09-02      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS LLC                     | NEUBERGER BERMAN LOAN ADVISERS CLO 45 LTD NEUB 2021-45A AR                        | CUSIP: 64134MAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $748856.25    | 0.38%             | 2036-10-14      | Floating      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST                         | MORGAN STANLEY CAPITAL I TRUST 2019-H6 MSC 2019-H6 A2                             | CUSIP: 61769JAX9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     17392 | PA      | $17355.76     | 0.01%             | 2052-06-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO LEASE TRUST                         | MERCEDES-BENZ AUTO LEASE TRUST 2024-B MBALT 2024-B A2A                            | CUSIP: 58769GAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     54956 | PA      | $54952.29     | 0.03%             | 2026-12-15      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE OWNER TRUST                                | BMW VEHICLE OWNER TRUST 2023-A BMWOT 2023-A A3                                    | CUSIP: 05592XAD2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    350453 | PA      | $352466.81    | 0.18%             | 2028-02-25      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| PFS FINANCING CORP.                                    | PFS FINANCING CORP PFSFC 2025-A B                                                 | CUSIP: 69335PFT7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    350000 | PA      | $349822.97    | 0.18%             | 2029-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES OWNER TRUST                     | HONDA AUTO RECEIVABLES 2023-3 OWNER TRUST HAROT 2023-3 A3                         | CUSIP: 43815QAC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    399115 | PA      | $401477.66    | 0.21%             | 2028-02-18      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST                         | MORGAN STANLEY CAPITAL I TRUST 2018-H3 MSC 2018-H3 ASB                            | CUSIP: 61767YAW0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     55581 | PA      | $55235.05     | 0.03%             | 2051-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                            | NATIONWIDE BUILDING SOCIETY 144A 6.557000% 10/18/2027                             | CUSIP: 63861VAJ6<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | NUSS              | GB        |    250000 | PA      | $255343.55    | 0.13%             | 2027-10-18      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| STAR TRUST                                             | STAR 2025-SFR5 TRUST STAR 2025-SFR5 B                                             | CUSIP: 85520CAC9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    550000 | PA      | $550687.50    | 0.28%             | 2042-02-17      | Floating      | 6.09%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                  | WELLS FARGO & CO MTN 3.196000% 06/17/2027                                         | CUSIP: 95000U2F9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1495000 | PA      | $1477164.41   | 0.76%             | 2027-06-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                         | WHEELS FLEET LEASE FUNDING 1 LLC WFLF 2025-1A A1                                  | CUSIP: 96328GCE5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    360000 | PA      | $360591.80    | 0.19%             | 2040-01-18      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| Cooperatieve Rabobank U.A.                             | COOPERATIEVE RABOBANK UA 144A 1.106000% 02/24/2027                                | CUSIP: 74977RDK7<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | NUSS              | NL        |   1250000 | PA      | $1225223.83   | 0.63%             | 2027-02-24      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-50 BD                           | CUSIP: 38383PJL6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    910474 | PA      | $866781.74    | 0.45%             | 2050-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES                          | CONNECTICUT AVENUE SECURITIES TRUST 2024-R03 CAS 2024-R03 2M1                     | CUSIP: 207941AA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    100252 | PA      | $100384.71    | 0.05%             | 2044-03-25      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                              | TOWD POINT MORTGAGE TRUST 2018-3 TPMT 2018-3 A1                                   | CUSIP: 89175MAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     21158 | PA      | $20663.21     | 0.01%             | 2058-05-25      | Floating      | 3.75%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST                                 | SEQUOIA MORTGAGE TRUST 2018-CH3 SEMT 2018-CH3 A1                                  | CUSIP: 81746WAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      1912 | PA      | $1889.21      | 0.00%             | 2048-08-25      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| NYSEG STORM FUNDING, LLC                               | NYSEG STORM FUNDING LLC 4.713000% 05/01/2029                                      | CUSIP: 67122QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    415000 | PA      | $416181.62    | 0.21%             | 2029-05-01      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                  | AIR LEASE CORP 2.200000% 01/15/2027                                               | CUSIP: 00914AAR3<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1045182.32   | 0.54%             | 2027-01-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                            | BANK OF AMERICA CORP 4.623000% 05/09/2029                                         | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251052.33    | 0.13%             | 2029-05-09      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                         | CARVANA AUTO RECEIVABLES TRUST 2022-N1 CRVNA 2022-N1 A2                           | CUSIP: 14686GAB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     78189 | PA      | $77139.85     | 0.04%             | 2028-12-11      | Fixed         | 3.21%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                   | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-A NAVSL 2021-A A                   | CUSIP: 63942BAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    301592 | PA      | $274396.49    | 0.14%             | 2069-05-15      | Fixed         | 0.84%                 | Yes           |                  2 | On Loan: No      |
| KUBOTA CREDIT OWNER TRUST                              | KUBOTA CREDIT OWNER TRUST 2025-2 KCOT 2025-2A A2                                  | CUSIP: 50117LAB4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    100000 | PA      | $100092.81    | 0.05%             | 2028-04-17      | Fixed         | 4.48%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Bank, National Association              | MORGAN STANLEY BANK NA 4.754000% 04/21/2026                                       | CUSIP: 61690U4T4<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250520.82    | 0.13%             | 2026-04-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC                        | HERTZ VEHICLE FINANCING III LLC HERTZ 2023-3A A                                   | CUSIP: 42806MCA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    225000 | PA      | $228157.92    | 0.12%             | 2028-02-25      | Fixed         | 5.94%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO LTD                                            | OCP CLO 2014-5 LTD OCP 2014-5A A1R                                                | CUSIP: 67102SAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3363 | PA      | $3363.59      | 0.00%             | 2031-04-26      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| CNH EQUIPMENT TRUST                                    | CNH EQUIPMENT TRUST 2025-A CNH 2025-A A2A                                         | CUSIP: 12674BAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    310000 | PA      | $309491.20    | 0.16%             | 2028-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PHILADELPHIA PA REDEV AUTH REV                         | PHILADELPHIA PA REDEV AUTH REDEVELOPMENT AUTHORITY OF THE CITY OF PHILADELPHI     | CUSIP: 717868JT1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    165000 | PA      | $165300.15    | 0.08%             | 2026-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                               | US TREASURY N/B 1.625000% 11/30/2026                                              | CUSIP: 912828YU8<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   5025000 | PA      | $4867183.59   | 2.50%             | 2026-11-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| EVERGREEN CREDIT CARD TRUST                            | EVERGREEN CREDIT CARD TRUST EVGRN 2025-CRT5 B                                     | CUSIP: 30023JCX4<br>LEI: N/A                  | Long             | ABS-MBS          |  | CA        |    355000 | PA      | $357523.16    | 0.18%             | 2029-05-15      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST                        | BRAVO RESIDENTIAL FUNDING TRUST 2021-NQM1 BRAVO 2021-NQM1 A1                      | CUSIP: 10569TAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     66591 | PA      | $61870.09     | 0.03%             | 2049-02-25      | Floating      | 0.94%                 | Yes           |                  2 | On Loan: No      |
| NEW YORK N Y                                           | NEW YORK NY CITY OF NEW YORK NY                                                   | CUSIP: 64966SHP4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    330000 | PA      | $329933.77    | 0.17%             | 2026-10-01      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST                    | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2017-3 NRZT 2017-3A A1                        | CUSIP: 64828MAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     64193 | PA      | $61998.20     | 0.03%             | 2057-04-25      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| MFA TRUST                                              | MFA 2021-INV1 TRUST MFRA 2021-INV1 A1                                             | CUSIP: 552747AA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     39221 | PA      | $37832.07     | 0.02%             | 2056-01-25      | Floating      | 0.85%                 | Yes           |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST                   | DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2021-1 DRMT 2021-1 A1                        | CUSIP: 24380VAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     31271 | PA      | $29744.07     | 0.02%             | 2065-05-25      | Floating      | 0.71%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                              | TOWD POINT MORTGAGE TRUST 2021-SJ1 TPMT 2021-SJ1 A1                               | CUSIP: 89180FCD1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    308198 | PA      | $295757.99    | 0.15%             | 2068-07-25      | Floating      | 2.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                    | CBRE SERVICES INC COMMERCIAL PAPER (ISITC)                                        | CUSIP: 12610BV17<br>LEI: N/A                  | Long             | ABS-APCP         |  | US        |   1000000 | PA      | $999876.10    | 0.51%             | 2025-08-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                     | ORACLE CORP 1.650000% 03/25/2026                                                  | CUSIP: 68389XCC7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1068628.87   | 0.55%             | 2026-03-25      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING, LTD.                             | MADISON PARK FUNDING XXX LTD MDPK 2018-30A A1R                                    | CUSIP: 55821TAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    875000 | PA      | $877275.88    | 0.45%             | 2037-07-16      | Floating      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| METLIFE SECURITIZATION TRUST                           | METLIFE SECURITIZATION TRUST MST 2017-1A A                                        | CUSIP: 59166BAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     38007 | PA      | $36325.63     | 0.02%             | 2055-04-25      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| KUBOTA CREDIT OWNER TRUST                              | KUBOTA CREDIT OWNER TRUST 2025-1 KCOT 2025-1A A2                                  | CUSIP: 50117FAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $500448.20    | 0.26%             | 2027-12-15      | Fixed         | 4.61%                 | Yes           |                  2 | On Loan: No      |
| ALLY BANK AUTO CREDIT-LINKED NOTES                     | ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2024-A ABCLN 2024-A B                   | CUSIP: 02007GZ55<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    487310 | PA      | $493119.85    | 0.25%             | 2032-05-17      | Fixed         | 5.83%                 | Yes           |                  2 | On Loan: No      |
| SECURITIZED TERM AUTO RECEIVABLES TRUST                | SECURITIZED TERM AUTO RECEIVABLES TRUST SSTRT 2025-A C                            | CUSIP: 81378RAC8<br>LEI: N/A                  | Long             | ABS-MBS          |  | CA        |    204829 | PA      | $205326.40    | 0.11%             | 2031-07-25      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| KUBOTA CREDIT OWNER TRUST                              | KUBOTA CREDIT OWNER TRUST 2023-2 KCOT 2023-2A A2                                  | CUSIP: 500945AB6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     43625 | PA      | $43644.84     | 0.02%             | 2026-07-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLE TRUST                       | WORLD OMNI AUTO RECEIVABLES TRUST 2022-D WOART 2022-D A3                          | CUSIP: 98163VAD0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    218569 | PA      | $219269.05    | 0.11%             | 2028-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                          | FREDDIE MAC STACR REMIC TRUST 2024-DNA2 STACR 2024-DNA2 A1                        | CUSIP: 35564NCW1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    177703 | PA      | $178422.06    | 0.09%             | 2044-05-25      | Floating      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| IMPERIAL FUND MORTGAGE TRUST                           | IMPERIAL FUND MORTGAGE TRUST 2021-NQM1 IMPRL 2021-NQM1 A1                         | CUSIP: 452764AA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    215096 | PA      | $186410.68    | 0.10%             | 2056-06-25      | Floating      | 1.07%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                           | FORD CREDIT AUTO OWNER TRUST 2025-A FORDO 2025-A A2A                              | CUSIP: 34535KAB4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    470000 | PA      | $470199.14    | 0.24%             | 2027-12-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS NC STORM FUNDING LLC              | DUKE ENERGY PROGRESS NC STORM FUNDING LLC 1.295000% 07/01/2028                    | CUSIP: 26444BAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    418894 | PA      | $395913.98    | 0.20%             | 2028-07-01      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORPORATION                               | STATE STREET CORP VARIABLE RATE 10/22/2027                                        | CUSIP: 857477CQ4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    355000 | PA      | $355563.44    | 0.18%             | 2027-10-22      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| ONEOK, INC.                                            | ONEOK INC 5.550000% 11/01/2026                                                    | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1439954.01   | 0.74%             | 2026-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.                 | PNC FINANCIAL SERVICES GROUP INC/THE 5.300000% 01/21/2028                         | CUSIP: 693475BV6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91046.84     | 0.05%             | 2028-01-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| LA BANQUE TORONTO-DOMINION                             | TORONTO-DOMINION BANK/THE MTN VARIABLE RATE 09/10/2026                            | CUSIP: 89114TZH8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | NUSS              | CA        |    425000 | PA      | $425605.61    | 0.22%             | 2026-09-10      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORPORATION                                  | SOLVENTUM CORP 5.450000% 02/25/2027                                               | CUSIP: 83444MAN1<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    225000 | PA      | $228489.45    | 0.12%             | 2027-02-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FANNIE MAE POOL FN MA2474                                                         | CUSIP: 31418BXC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    226951 | PA      | $220821.85    | 0.11%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST       | WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST 2 WOLS 2024-A A4                 | CUSIP: 981946AE6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    475000 | PA      | $480005.03    | 0.25%             | 2029-09-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                | BPCE SA 144A 5.203000% 01/18/2027                                                 | CUSIP: 05571AAT2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | NUSS              | FR        |    300000 | PA      | $302997.93    | 0.16%             | 2027-01-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AGL CLO LTD                                            | AGL CLO 14 LTD AGL 2021-14A AR                                                    | CUSIP: 00851WAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501137.00    | 0.26%             | 2034-12-02      | Floating      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM LLC                         | SOFI CONSUMER LOAN PROGRAM 2025-1 TRUST SCLP 2025-1 A                             | CUSIP: 83406YAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    646793 | PA      | $647489.13    | 0.33%             | 2034-02-27      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                 | STANDARD CHARTERED PLC 144A 6.170000% 01/09/2027                                  | CUSIP: 853254CQ1<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | NUSS              | GB        |    350000 | PA      | $352051.83    | 0.18%             | 2027-01-09      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                         | MORGAN STANLEY 5.050000% 01/28/2027                                               | CUSIP: 61747YEZ4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    275000 | PA      | $275501.26    | 0.14%             | 2027-01-28      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                         | WHEELS FLEET LEASE FUNDING 1 LLC WFLF 2023-1A A                                   | CUSIP: 96328GAS6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    254528 | PA      | $255922.80    | 0.13%             | 2038-04-18      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| PEACEHEALTH                                            | PEACEHEALTH OBLIGATED GROUP 1.375000% 11/15/2025                                  | CUSIP: 70462GAB4<br>LEI: PLDU35L52IYZUL5SMS69 | Long             | DBT              | CORP              | US        |    800000 | PA      | $791200.87    | 0.41%             | 2025-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO                                            | ELMWOOD CLO 15 LTD ELM15 2022-2A A1R                                              | CUSIP: 29003JAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    500000 | PA      | $499855.00    | 0.26%             | 2035-04-22      | Floating      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE FLOORING MASTER TRUST                         | WESTLAKE FLOORING MASTER TRUST WFLOOR 2024-1A B                                   | CUSIP: 96043GAE1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    830000 | PA      | $833648.10    | 0.43%             | 2028-02-15      | Fixed         | 6.07%                 | Yes           |                  2 | On Loan: No      |
| FIRST INVESTORS AUTO OWNER TRUST                       | FIRST INVESTORS AUTO OWNER TRUST 2023-1 FIAOT 2023-1A A                           | CUSIP: 320986AA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    161091 | PA      | $162542.65    | 0.08%             | 2028-10-16      | Fixed         | 6.44%                 | Yes           |                  2 | On Loan: No      |
| UBS AG LONDON BRANCH                                   | UBS AG/LONDON 1.250000% 06/01/2026                                                | CUSIP: 902674ZZ6<br>LEI: N/A                  | Long             | DBT              | NUSS              | CH        |    500000 | PA      | $486673.64    | 0.25%             | 2026-06-01      | Fixed         | 1.25%                 | No            |                  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        |    625000 | PA      | $631774.88    | 0.32%             | 2041-12-25      | Floating      | 6.25%                 | Yes           |                  2 | On Loan: No      |
| VFI ABS LLC                                            | VFI ABS 2023-1 LLC VFI 2023-1A A                                                  | CUSIP: 92555QAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     49944 | PA      | $50157.13     | 0.03%             | 2029-03-26      | Fixed         | 7.27%                 | Yes           |                  2 | On Loan: No      |
| NISSAN AUTO RECEIVABLES OWNER TRUST                    | NISSAN AUTO RECEIVABLES 2022-A OWNER TRUST NAROT 2022-A A4                        | CUSIP: 65479QAD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $493773.45    | 0.25%             | 2029-12-17      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| FHF TRUST                                              | FHF TRUST 2022-1 FHF 2022-1A A                                                    | CUSIP: 30327CAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     42016 | PA      | $41994.47     | 0.02%             | 2028-01-18      | Fixed         | 4.43%                 | Yes           |                  2 | On Loan: No      |
| CONSUMERS SECURITIZATION FUNDING LLC                   | CONSUMERS 2023 SECURITIZATION FUNDING LLC 5.550000% 03/01/2028                    | CUSIP: 21071BAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135603 | PA      | $136530.14    | 0.07%             | 2028-03-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST                           | FORD CREDIT AUTO LEASE TRUST 2024-A FORDL 2024-A A3                               | CUSIP: 345290AD2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    272581 | PA      | $273057.71    | 0.14%             | 2027-05-15      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING LLC                                 | CHESAPEAKE FUNDING II LLC CFII 2023-1A A1                                         | CUSIP: 165183CU6<br>LEI: 549300LG5AUFDML64706 | Long             | ABS-MBS          |  | US        |    152108 | PA      | $152902.32    | 0.08%             | 2035-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                               | BX TRUST 2025-GW BX 2025-GW A                                                     | CUSIP: 12433GAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    725000 | PA      | $727260.99    | 0.37%             | 2042-07-15      | Floating      | 5.94%                 | Yes           |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO LEASE TRUST                         | MERCEDES-BENZ AUTO LEASE TRUST 2023-A MBALT 2023-A A3                             | CUSIP: 58768RAC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    323935 | PA      | $323897.40    | 0.17%             | 2027-01-15      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE GLOBAL FUNDING                | EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 144A 5.500000% 12/02/2025                 | CUSIP: 29449WAP2<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300822.56    | 0.15%             | 2025-12-02      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO                                | BAIN CAPITAL CREDIT CLO 2025-1 LTD BCC 2025-1A A1                                 | CUSIP: 05686CAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000591.00   | 0.51%             | 2038-04-23      | Floating      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| Element Fleet Management Corp.                         | ELEMENT FLEET MANAGEMENT CORP 144A 5.643000% 03/13/2027                           | CUSIP: 286181AM4<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | NUSS              | CA        |    290000 | PA      | $294035.05    | 0.15%             | 2027-03-13      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                | CARMAX AUTO OWNER TRUST 2025-2 CARMX 2025-2 A1                                    | CUSIP: 14320AAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     45490 | PA      | $45488.91     | 0.02%             | 2026-05-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS, INC.                  | NEXTERA ENERGY CAPITAL HOLDINGS INC 5.749000% 09/01/2025                          | CUSIP: 65339KBS8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    225000 | PA      | $225139.79    | 0.12%             | 2025-09-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST                                  | CCG RECEIVABLES TRUST 2023-1 CCG 2023-1 A2                                        | CUSIP: 12512XAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     92318 | PA      | $92724.93     | 0.05%             | 2030-09-16      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                | CARMAX AUTO OWNER TRUST 2024-3 CARMX 2024-3 A3                                    | CUSIP: 14319GAD3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    885000 | PA      | $892321.52    | 0.46%             | 2029-07-16      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                  | ARI FLEET LEASE TRUST 2023-B ARIFL 2023-B A2                                      | CUSIP: 04033GAB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     54452 | PA      | $54851.65     | 0.03%             | 2032-07-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST                      | GLS AUTO SELECT RECEIVABLES TRUST 2023-2 GSAR 2023-2A A2                          | CUSIP: 36269EAB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     91245 | PA      | $91848.71     | 0.05%             | 2028-06-15      | Fixed         | 6.37%                 | Yes           |                  2 | On Loan: No      |
| ARES CAPITAL CORPORATION.                              | ARES CAPITAL CORP 7.000000% 01/15/2027                                            | CUSIP: 04010LBE2<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257350.16    | 0.13%             | 2027-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AQUA FINANCE TRUST                                     | AQUA FINANCE TRUST 2021-A AQFIT 2021-A A                                          | CUSIP: 03842VAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     71407 | PA      | $65493.05     | 0.03%             | 2046-07-17      | Fixed         | 1.54%                 | Yes           |                  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        |   1335000 | PA      | $1303738.88   | 0.67%             | 2027-05-11      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| ELM TRUST                                              | ELM TRUST 2024-ELM ELM 2024-ELM A15                                               | CUSIP: 26860XAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    335000 | PA      | $337330.53    | 0.17%             | 2039-06-10      | Floating      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                        | SANTANDER UK GROUP HOLDINGS PLC 1.673000% 06/14/2027                              | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | NUSS              | GB        |   1075000 | PA      | $1046591.14   | 0.54%             | 2027-06-14      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST                          | MILL CITY MORTGAGE LOAN TRUST 2019-1 MCMLT 2019-1 A1                              | CUSIP: 59981AAC0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    155423 | PA      | $150815.84    | 0.08%             | 2069-10-25      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST                    | TOYOTA AUTO RECEIVABLES 2025-B OWNER TRUST TAOT 2025-B A2A                        | CUSIP: 89231HAB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    195000 | PA      | $195022.11    | 0.10%             | 2028-03-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                       | PACIFIC GAS AND ELECTRIC CO VARIABLE RATE 09/04/2025                              | CUSIP: 694308KS5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    995000 | PA      | $995190.06    | 0.51%             | 2025-09-04      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC                 | AMUR EQUIPMENT FINANCE RECEIVABLES XI LLC AXIS 2022-2A A2                         | CUSIP: 03236XAB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     36480 | PA      | $36536.06     | 0.02%             | 2028-06-21      | Fixed         | 5.30%                 | Yes           |                  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        |    523274 | PA      | $511571.67    | 0.26%             | 2066-04-25      | Floating      | 3.47%                 | No            |                  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        |     58514 | PA      | $54663.32     | 0.03%             | 2051-07-17      | Fixed         | 1.31%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                  | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-NXS6 WFCM 2016-NXS6 ASB                | CUSIP: 95000KBC8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     14527 | PA      | $14495.11     | 0.01%             | 2049-11-15      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                             | VERUS SECURITIZATION TRUST 2021-R3 VERUS 2021-R3 A1                               | CUSIP: 92538EAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     64256 | PA      | $60742.44     | 0.03%             | 2064-04-25      | Floating      | 1.02%                 | Yes           |                  2 | On Loan: No      |
| SREIT COMMERCIAL MORTGAGE TRUST                        | SREIT TRUST 2021-MFP SREIT 2021-MFP B                                             | CUSIP: 78472UAC2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    398450 | PA      | $398449.71    | 0.20%             | 2038-11-15      | Floating      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| United States of America                               | US TREASURY N/B 3.750000% 08/31/2026                                              | CUSIP: 91282CLH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   2000000 | PA      | $1991171.88   | 1.02%             | 2026-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                         | ENTERPRISE FLEET FINANCING 2022-4 LLC EFF 2022-4 A2                               | CUSIP: 29374GAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     73336 | PA      | $73575.80     | 0.04%             | 2029-10-22      | Fixed         | 5.76%                 | Yes           |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO                                | BAIN CAPITAL CREDIT CLO 2021-4 LTD BCC 2021-4A A1R                                | CUSIP: 05685AAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250447.50    | 0.13%             | 2034-10-20      | Floating      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| COREBRIDGE GLOBAL FUNDING                              | COREBRIDGE GLOBAL FUNDING 144A 5.750000% 07/02/2026                               | CUSIP: 00138CAU2<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    180000 | PA      | $182163.66    | 0.09%             | 2026-07-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC.                | INTERNATIONAL FLAVORS & FRAGRANCES INC 144A 1.230000% 10/01/2025                  | CUSIP: 459506AN1<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    155000 | PA      | $153950.19    | 0.08%             | 2025-10-01      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FANNIE MAE REMICS FNR 2019-3 BA                                                   | CUSIP: 3136B3G61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    963302 | PA      | $921379.25    | 0.47%             | 2049-02-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FANNIE MAE REMICS FNR 2012-137 UE                                                 | CUSIP: 3136AAL29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     60555 | PA      | $57779.50     | 0.03%             | 2041-09-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                         | CARVANA AUTO RECEIVABLES TRUST 2024-N1 CRVNA 2024-N1 A2                           | CUSIP: 14687QAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      8829 | PA      | $8830.59      | 0.00%             | 2027-04-12      | Fixed         | 5.76%                 | Yes           |                  2 | On Loan: No      |
| SCCU AUTO RECEIVABLES TRUST                            | SCCU AUTO RECEIVABLES TRUST 2025-1 SCCU 2025-1A A2                                | CUSIP: 80620BAB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    130000 | PA      | $129949.64    | 0.07%             | 2028-11-15      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| CSAIL COMMERCIAL MORTGAGE TRUST                        | CSAIL 2018-C14 COMMERCIAL MORTGAGE TRUST CSAIL 2018-C14 ASB                       | CUSIP: 12596GBA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     90200 | PA      | $89727.00     | 0.05%             | 2051-11-15      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| APIDOS CLO                                             | APIDOS CLO XV APID 2013-15A A1RR                                                  | CUSIP: 03764QBC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     34090 | PA      | $34087.74     | 0.02%             | 2031-04-20      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORPORATION                                | DUKE ENERGY CORP 5.000000% 12/08/2025                                             | CUSIP: 26441CBV6<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500660.19    | 0.26%             | 2025-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                          | BROADCOM INC 3.459000% 09/15/2026                                                 | CUSIP: 11135FAN1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $995092.25    | 0.51%             | 2026-09-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING LLC                              | SCF EQUIPMENT TRUST 2016-1 LLC SCFET 2025-1A A2                                   | CUSIP: 78437DAB6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    100000 | PA      | $100010.70    | 0.05%             | 2030-07-22      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| M&T BANK AUTO RECEIVABLES TRUST                        | M&T BANK AUTO RECEIVABLES TRUST 2025-1 MTBAT 2025-1A A2A                          | CUSIP: 55287XAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    100000 | PA      | $100073.12    | 0.05%             | 2028-05-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                | CARMAX AUTO OWNER TRUST 2022-4 CARMX 2022-4 A3                                    | CUSIP: 14318UAD3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    293662 | PA      | $294472.84    | 0.15%             | 2027-08-16      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST                                  | HPEFS EQUIPMENT TRUST 2024-1 HPEFS 2024-1A A3                                     | CUSIP: 403963AC5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    740000 | PA      | $740848.93    | 0.38%             | 2031-05-20      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                | MERCEDES-BENZ FINANCE NORTH AMERICA LLC 144A 4.875000% 07/31/2026                 | CUSIP: 58769JAT4<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | DE        |    475000 | PA      | $476928.78    | 0.24%             | 2026-07-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                         | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC AESOP 2020-2A A                          | CUSIP: 05377RDY7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1050000 | PA      | $1039977.54   | 0.53%             | 2027-02-20      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                           | FORD CREDIT AUTO OWNER TRUST 2022-B FORDO 2022-B A4                               | CUSIP: 34534LAE7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    250000 | PA      | $249315.53    | 0.13%             | 2027-08-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                            | BANK OF AMERICA CORP 5.080000% 01/20/2027                                         | CUSIP: 06051GLE7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    275000 | PA      | $275817.50    | 0.14%             | 2027-01-20      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST | STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE T SFUEL 2025-AA A3               | CUSIP: 858928AD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    530000 | PA      | $530396.02    | 0.27%             | 2028-07-20      | Fixed         | 4.47%                 | Yes           |                  2 | On Loan: No      |
| STRYKER CORPORATION                                    | STRYKER CORP 4.550000% 02/10/2027                                                 | CUSIP: 863667BJ9<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300924.99    | 0.15%             | 2027-02-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE OWNER TRUST                                 | JOHN DEERE OWNER TRUST 2025-B JDOT 2025-B A2A                                     | CUSIP: 47800UAB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    175000 | PA      | $174773.83    | 0.09%             | 2028-07-17      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                     | SOUTHERN CALIFORNIA EDISON CO 5.350000% 03/01/2026                                | CUSIP: 842400JB0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $1068841.24   | 0.55%             | 2026-03-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.                 | PNC FINANCIAL SERVICES GROUP INC/THE 6.615000% 10/20/2027                         | CUSIP: 693475BT1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    175000 | PA      | $179136.20    | 0.09%             | 2027-10-20      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                      | CREDIT ACCEPTANCE AUTO LOAN TRUST 2023-3 CAALT 2023-3A A                          | CUSIP: 224936AA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    550000 | PA      | $554011.10    | 0.28%             | 2033-08-15      | Fixed         | 6.39%                 | Yes           |                  2 | On Loan: No      |
| MMAF EQUIPMENT FINANCE LLC                             | MMAF EQUIPMENT FINANCE LLC 2024-A MMAF 2024-A A2                                  | CUSIP: 55318CAB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    253589 | PA      | $254150.07    | 0.13%             | 2027-09-13      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| IMPERIAL FUND MORTGAGE TRUST                           | IMPERIAL FUND MORTGAGE TRUST 2021-NQM2 IMPRL 2021-NQM2 A1                         | CUSIP: 452761AA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    160031 | PA      | $134846.59    | 0.07%             | 2056-09-25      | Floating      | 1.07%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                         | ENTERPRISE FLEET FINANCING 2022-3 LLC EFF 2022-3 A2                               | CUSIP: 29374FAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     11547 | PA      | $11532.74     | 0.01%             | 2029-07-20      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| MHC COMMERCIAL MORTGAGE TRUST                          | MHC COMMERCIAL MORTGAGE TRUST 2021-MHC MHC 2021-MHC B                             | CUSIP: 55316VAC8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    536000 | PA      | $537005.00    | 0.28%             | 2038-04-15      | Floating      | 5.56%                 | 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        |    475000 | PA      | $479449.28    | 0.25%             | 2028-11-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET CLO LTD                                   | SIXTH STREET CLO VIII LTD SIXST 2017-8A A1R2                                      | CUSIP: 83012VAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    725000 | PA      | $725904.80    | 0.37%             | 2034-10-20      | Floating      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| BANQUE DE MONTREAL                                     | BANK OF MONTREAL MTN VARIABLE RATE 09/15/2026                                     | CUSIP: 06368FAD1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | NUSS              | CA        |    675000 | PA      | $676856.25    | 0.35%             | 2026-09-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST                          | MILL CITY MORTGAGE LOAN TRUST 2018-1 MCMLT 2018-1 A1                              | CUSIP: 59980VAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     11887 | PA      | $11755.60     | 0.01%             | 2062-05-25      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                              | O'REILLY AUTOMOTIVE INC 5.750000% 11/20/2026                                      | CUSIP: 67103HAM9<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    210000 | PA      | $213079.82    | 0.11%             | 2026-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                           | BX COMMERCIAL MORTGAGE TRUST 2021-VOLT BX 2021-VOLT A                             | CUSIP: 05609VAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    266428 | PA      | $265928.18    | 0.14%             | 2036-09-15      | Floating      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLE TRUST                       | WORLD OMNI AUTO RECEIVABLES TRUST 2022-B WOART 2022-B A4                          | CUSIP: 98163QAE9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $496015.20    | 0.25%             | 2028-03-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| OCCU AUTO RECEIVABLES TRUST                            | OCCU AUTO RECEIVABLES TRUST 2023-1 OCCU 2023-1A A2                                | CUSIP: 674921AB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      2460 | PA      | $2461.22      | 0.00%             | 2027-04-15      | Fixed         | 6.23%                 | Yes           |                  2 | On Loan: No      |
| NEUBERGER BERMAN CLO LTD                               | NEUBERGER BERMAN LOAN ADVISERS CLO 25 LTD NEUB 2017-25A AR2                       | CUSIP: 64131JAU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $752319.00    | 0.39%             | 2038-07-18      | Floating      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| BMW VEHICLE LEASE TRUST                                | BMW VEHICLE LEASE TRUST 2024-1 BMWLT 2024-1 A4                                    | CUSIP: 05611UAE3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    250000 | PA      | $251257.85    | 0.13%             | 2027-06-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                  | ATHENE GLOBAL FUNDING 144A 5.684000% 02/23/2026                                   | CUSIP: 04685A3S8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    445000 | PA      | $447633.27    | 0.23%             | 2026-02-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO RECEIVABLES OWNER TRUST                    | NISSAN AUTO RECEIVABLES 2023-B OWNER TRUST NAROT 2023-B A3                        | CUSIP: 65480MAD5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    451498 | PA      | $454891.11    | 0.23%             | 2028-03-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST                          | MILL CITY MORTGAGE LOAN TRUST 2021-NMR1 MCMLT 2021-NMR1 A1                        | CUSIP: 59982HAC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     71549 | PA      | $68216.26     | 0.04%             | 2060-11-25      | Floating      | 1.12%                 | Yes           |                  2 | On Loan: No      |
| NYC COMMERCIAL MORTGAGE TRUST                          | NYC COMMERCIAL MORTGAGE TRUST 2025-3BP NYC 2025-3BP A                             | CUSIP: 67120UAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    785000 | PA      | $781032.06    | 0.40%             | 2042-02-15      | Floating      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| COLUMBIA PIPELINES HOLDING COMPANY LLC                 | COLUMBIA PIPELINES HOLDING CO LLC 144A 6.055000% 08/15/2026                       | CUSIP: 19828AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $55583.88     | 0.03%             | 2026-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE OWNER TRUST                                | BMW VEHICLE OWNER TRUST 2022-A BMWOT 2022-A A3                                    | CUSIP: 05602RAD3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    108585 | PA      | $108418.27    | 0.06%             | 2026-08-25      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| SANTANDER BANK, N.A.                                   | SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 202 SBCLN 2023-A B                 | CUSIP: 80290CBU7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    103363 | PA      | $103667.78    | 0.05%             | 2033-06-15      | Fixed         | 6.49%                 | Yes           |                  2 | On Loan: No      |
| HUNTINGTON AUTO TRUST                                  | HUNTINGTON AUTO TRUST 2024-1 HUNT 2024-1A A2                                      | CUSIP: 446144AC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     46912 | PA      | $46940.69     | 0.02%             | 2027-03-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES OWNER TRUST                     | HONDA AUTO RECEIVABLES 2025-2 OWNER TRUST HAROT 2025-2 A2A                        | CUSIP: 437921AB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    140000 | PA      | $139899.26    | 0.07%             | 2028-01-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                         | CARVANA AUTO RECEIVABLES TRUST 2021-N2 CRVNA 2021-N2 B                            | CUSIP: 14686KAC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     24034 | PA      | $23328.63     | 0.01%             | 2028-03-10      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST              | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-1 SFAST 2024-1A A2                 | CUSIP: 78435VAB8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      2895 | PA      | $2896.07      | 0.00%             | 2027-06-21      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST                                               | BX TRUST 2022-LBA6 BX 2022-LBA6 A                                                 | CUSIP: 12433EAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    625000 | PA      | $625584.06    | 0.32%             | 2039-01-15      | Floating      | 5.34%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                             | JP MORGAN MORTGAGE TRUST 2018-7FRB JPMMT 2018-7FRB A2                             | CUSIP: 46650AAD5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     50823 | PA      | $49850.52     | 0.03%             | 2046-04-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                     | CREDIT AGRICOLE SA 144A 1.247000% 01/26/2027                                      | CUSIP: 22535WAH0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | NUSS              | FR        |   1070000 | PA      | $1052362.22   | 0.54%             | 2027-01-26      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| PFS FINANCING CORP.                                    | PFS FINANCING CORP PFSFC 2025-B A                                                 | CUSIP: 69335PFU4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    205000 | PA      | $206829.67    | 0.11%             | 2030-02-15      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                          | FORD MOTOR CREDIT CO LLC MTN 4.389000% 01/08/2026                                 | CUSIP: 345397XU2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1216932.14   | 0.63%             | 2026-01-08      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                         | COMMONWEALTH BANK OF AUSTRALIA 144A VARIABLE RATE 06/15/2026                      | CUSIP: 2027A0KE8<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | NUSS              | AU        |    425000 | PA      | $425916.90    | 0.22%             | 2026-06-15      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                         | CITIGROUP INC 3.887000% 01/10/2028                                                | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1222363.65   | 0.63%             | 2028-01-10      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST                               | COLT 2021-2R MORTGAGE LOAN TRUST COLT 2021-2R A1                                  | CUSIP: 12656YAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     59847 | PA      | $54694.41     | 0.03%             | 2054-07-27      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC                 | AMUR EQUIPMENT FINANCE RECEIVABLES XIII LLC AXIS 2024-1A A2                       | CUSIP: 03237CAB8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    426384 | PA      | $429645.98    | 0.22%             | 2031-01-21      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST                | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-A HALST 2025-A A3                    | CUSIP: 44935WAD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    370000 | PA      | $372357.38    | 0.19%             | 2028-01-18      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| Spire Inc.                                             | SPIRE INC 5.300000% 03/01/2026                                                    | CUSIP: 84857LAC5<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |    400000 | PA      | $401114.86    | 0.21%             | 2026-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LIFE GLOBAL FUNDING II                       | PRINCIPAL LIFE GLOBAL FUNDING II 144A 3.000000% 04/18/2026                        | CUSIP: 74256LAU3<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494538.34    | 0.25%             | 2026-04-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CNH EQUIPMENT TRUST                                    | CNH EQUIPMENT TRUST 2024-C CNH 2024-C A2A                                         | CUSIP: 18978GAB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    284616 | PA      | $284196.19    | 0.15%             | 2028-02-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST                           | GS MORTGAGE SECURITIES TRUST 2015-GS1 GSMS 2015-GS1 AAB                           | CUSIP: 36252AAD8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      2355 | PA      | $2351.52      | 0.00%             | 2048-11-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                               | BX 2021-MFM1 BX 2021-MFM1 B                                                       | CUSIP: 05608VAE6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    385000 | PA      | $385000.00    | 0.20%             | 2034-01-15      | Floating      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST                             | CPS AUTO RECEIVABLES TRUST 2024-A CPS 2024-A A                                    | CUSIP: 22411CAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      6075 | PA      | $6076.67      | 0.00%             | 2027-09-15      | Fixed         | 5.71%                 | Yes           |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST                               | COLT 2021-2 MORTGAGE LOAN TRUST COLT 2021-2 A1                                    | CUSIP: 19685WAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    201052 | PA      | $168011.38    | 0.09%             | 2066-08-25      | Floating      | 0.92%                 | Yes           |                  2 | On Loan: No      |
| RWJ BARNABAS HEALTH, INC.                              | RWJ BARNABAS HEALTH INC 2.954000% 07/01/2026                                      | CUSIP: 78349AAA1<br>LEI: 549300HV60S88R85TC91 | Long             | DBT              | CORP              | US        |    315000 | PA      | $310013.53    | 0.16%             | 2026-07-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST                        | BRAVO RESIDENTIAL FUNDING TRUST 2021-NQM2 BRAVO 2021-NQM2 A1                      | CUSIP: 10569EAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     40035 | PA      | $38833.07     | 0.02%             | 2060-03-25      | Floating      | 0.97%                 | Yes           |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                  | ARI FLEET LEASE TRUST 2025-A ARIFL 2025-A A2                                      | CUSIP: 04033CAB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    100000 | PA      | $99853.04     | 0.05%             | 2034-01-17      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FANNIE MAE POOL FN MA3098                                                         | CUSIP: 31418CNQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    177843 | PA      | $174131.01    | 0.09%             | 2032-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                         | ENTERPRISE FLEET FINANCING 2024-1 LLC EFF 2024-1 A2                               | CUSIP: 29375PAB6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    167719 | PA      | $168718.12    | 0.09%             | 2030-03-20      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST                | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2024-A HALST 2024-A A3                    | CUSIP: 448988AD7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $501024.65    | 0.26%             | 2027-03-15      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| SREIT COMMERCIAL MORTGAGE TRUST                        | SREIT TRUST 2021-MFP SREIT 2021-MFP A                                             | CUSIP: 78472UAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     83884 | PA      | $83884.15     | 0.04%             | 2038-11-15      | Floating      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST                    | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2017-6 NRZT 2017-6A A1                        | CUSIP: 64830BAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    149082 | PA      | $143946.27    | 0.07%             | 2057-08-27      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC                        | HERTZ VEHICLE FINANCING III LLC HERTZ 2023-1A A                                   | CUSIP: 42806MBS7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    980000 | PA      | $983468.32    | 0.51%             | 2027-06-25      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST             | JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST 2017-JP JPMCC 2017-JP7 ASB             | CUSIP: 465968AF2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    184272 | PA      | $181749.22    | 0.09%             | 2050-09-15      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| PARAGON MORTGAGES PLC                                  | PARAGON MORTGAGES NO 12 PLC PARGN 12A A2C                                         | CUSIP: 69913BAB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | GB        |     30467 | PA      | $30239.33     | 0.02%             | 2038-11-15      | Floating      | 4.82%                 | 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        |     50533 | PA      | $50626.39     | 0.03%             | 2042-02-25      | Floating      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                   | VERIZON MASTER TRUST VZMT 2023-5 A1A                                              | CUSIP: 92348KBZ5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    375000 | PA      | $375483.41    | 0.19%             | 2028-09-08      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                            | TRUIST BANK 4.671000% 05/20/2027                                                  | CUSIP: 89788JAE9<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   1785000 | PA      | $1784887.15   | 0.92%             | 2027-05-20      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| United States of America                               | TREASURY BILL 0.000000% 12/26/2025                                                | CUSIP: 912797NU7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1050000 | PA      | $1032072.89   | 0.53%             | 2025-12-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America                               | US TREASURY N/B 0.750000% 05/31/2026                                              | CUSIP: 91282CCF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    350000 | PA      | $340109.77    | 0.17%             | 2026-05-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BSPRT ISSUER, LTD.                                     | BSPRT 2022-FL8 ISSUER LTD BSPRT 2022-FL8 A                                        | CUSIP: 055983AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    139448 | PA      | $139157.03    | 0.07%             | 2037-02-15      | Floating      | 5.84%                 | Yes           |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                          | GOLDMAN SACHS GROUP INC/THE 5.798000% 08/10/2026                                  | CUSIP: 38145GAM2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    375000 | PA      | $375074.16    | 0.19%             | 2026-08-10      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| STAR TRUST                                             | STAR 2024-SFR4 TRUST STAR 2024-SFR4 A                                             | CUSIP: 85520AAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    484264 | PA      | $487652.97    | 0.25%             | 2041-10-17      | Floating      | 6.09%                 | Yes           |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD.                        | PALMER SQUARE LOAN FUNDING 2024-1 LTD PSTAT 2024-1A A1                            | CUSIP: 69703NAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    416688 | PA      | $417311.58    | 0.21%             | 2032-10-15      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST          | BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2024 BLAST 2024-4 A3                | CUSIP: 10806EAC8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    730000 | PA      | $730043.22    | 0.37%             | 2028-09-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY, INC.                  | AMERICAN ELECTRIC POWER CO INC 5.699000% 08/15/2025                               | CUSIP: 02557TAD1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    350000 | PA      | $350055.41    | 0.18%             | 2025-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                  | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-C34 WFCM 2016-C34 ASB                  | CUSIP: 95000DBE0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     22763 | PA      | $22668.21     | 0.01%             | 2049-06-15      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST                                  | CCG RECEIVABLES TRUST 2025-1 CCG 2025-1 A2                                        | CUSIP: 12515XAB6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    100000 | PA      | $100141.39    | 0.05%             | 2032-10-14      | Fixed         | 4.48%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                           | BX COMMERCIAL MORTGAGE TRUST 2021-SOAR BX 2021-SOAR B                             | CUSIP: 05608WAG9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    758378 | PA      | $758141.21    | 0.39%             | 2038-06-15      | Floating      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                         | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC AESOP 2020-2A B                          | CUSIP: 05377REA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    150000 | PA      | $148855.05    | 0.08%             | 2027-02-20      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                  | ATHENE GLOBAL FUNDING 144A 5.349000% 07/09/2027                                   | CUSIP: 04685A3X7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    270000 | PA      | $273564.95    | 0.14%             | 2027-07-09      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORPORATION                         | JOHN DEERE CAPITAL CORP 4.500000% 01/08/2027                                      | CUSIP: 24422EXY0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301274.91    | 0.15%             | 2027-01-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LIFE GLOBAL FUNDING II                       | PRINCIPAL LIFE GLOBAL FUNDING II 144A 5.000000% 01/16/2027                        | CUSIP: 74256LEX3<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    235000 | PA      | $236836.89    | 0.12%             | 2027-01-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                   | VERIZON MASTER TRUST VZMT 2024-3 A1A                                              | CUSIP: 92348KCQ4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    750000 | PA      | $762210.53    | 0.39%             | 2030-04-22      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                  | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-C41 WFCM 2017-C41 ASB                  | CUSIP: 95001ABB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    138506 | PA      | $137120.79    | 0.07%             | 2050-11-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| VOLVO FINANCIAL EQUIPMENT LLC                          | VOLVO FINANCIAL EQUIPMENT LLC SERIES 2025-1 VFET 2025-1A A2                       | CUSIP: 92887TAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     75000 | PA      | $74933.25     | 0.04%             | 2027-11-15      | Fixed         | 4.41%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                            | FREDDIE MAC NON GOLD POOL FH 846789                                               | CUSIP: 3128HDRJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |       567 | PA      | $564.65       | 0.00%             | 2030-02-01      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| MHP COMMERCIAL MORTGAGE TRUST                          | MHP 2021-STOR MHP 2021-STOR A                                                     | CUSIP: 55293BAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    155000 | PA      | $155000.00    | 0.08%             | 2038-07-15      | Floating      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                     | AMERICAN HONDA FINANCE CORP MTN 4.550000% 07/09/2027                              | CUSIP: 02665WGD7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $1197701.44   | 0.62%             | 2027-07-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST                   | DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2021-2 DRMT 2021-2 A1                        | CUSIP: 24381WAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     56890 | PA      | $50028.45     | 0.03%             | 2066-04-25      | Floating      | 0.90%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                         | ENTERPRISE FLEET FINANCING 2024-4 LLC EFF 2024-4 A1                               | CUSIP: 29374MAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     14815 | PA      | $14815.86     | 0.01%             | 2025-10-21      | Fixed         | 4.72%                 | Yes           |                  2 | On Loan: No      |
| MANUFACTURERS AND TRADERS TRUST COMPANY                | MANUFACTURERS & TRADERS TRUST CO 5.400000% 11/21/2025                             | CUSIP: 55279HAT7<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300461.67    | 0.15%             | 2025-11-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST                       | ONEMAIN FINANCIAL ISSUANCE TRUST 2022-S1 OMFIT 2022-S1 A                          | CUSIP: 68267HAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    430732 | PA      | $429242.11    | 0.22%             | 2035-05-14      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST                | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-B HALST 2025-B A2A                   | CUSIP: 44935DAB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    130000 | PA      | $130169.66    | 0.07%             | 2027-09-15      | Fixed         | 4.58%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST                 | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-2 SDART 2024-2 A2                     | CUSIP: 80286YAB8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     11117 | PA      | $11121.08     | 0.01%             | 2027-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST                      | AFFIRM ASSET SECURITIZATION TRUST 2024-A AFFRM 2024-A A                           | CUSIP: 00834BAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    115000 | PA      | $115430.01    | 0.06%             | 2029-02-15      | Fixed         | 5.61%                 | Yes           |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES OWNER TRUST                     | HONDA AUTO RECEIVABLES 2024-4 OWNER TRUST HAROT 2024-4 A2                         | CUSIP: 43816DAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    332301 | PA      | $332342.64    | 0.17%             | 2027-03-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                     | CREDIT AGRICOLE SA 144A 5.589000% 07/05/2026                                      | CUSIP: 22534PAE3<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | NUSS              | FR        |    420000 | PA      | $424540.26    | 0.22%             | 2026-07-05      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| THE WILLIAMS COMPANIES, INC.                           | WILLIAMS COS INC/THE 5.400000% 03/02/2026                                         | CUSIP: 969457CH1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    485000 | PA      | $487228.21    | 0.25%             | 2026-03-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LINCOLN FINANCIAL GLOBAL FUNDING                       | LINCOLN FINANCIAL GLOBAL FUNDING 144A 4.625000% 05/28/2028                        | CUSIP: 53359KAB7<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300603.65    | 0.15%             | 2028-05-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CITIZENS AUTO RECEIVABLES TRUST                        | CITIZENS AUTO RECEIVABLES TRUST 2024-1 CITZN 2024-1 A2A                           | CUSIP: 17331QAB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     28212 | PA      | $28220.18     | 0.01%             | 2026-10-15      | Fixed         | 5.43%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC LIFE GLOBAL FUNDING II                         | PACIFIC LIFE GLOBAL FUNDING II 144A 5.500000% 08/28/2026                          | CUSIP: 6944PL2W8<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252735.27    | 0.13%             | 2026-08-28      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING LTD                                       | CIFC FUNDING 2015-I LTD CIFC 2015-1A ARR                                          | CUSIP: 12548MBF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    117793 | PA      | $117989.27    | 0.06%             | 2031-01-22      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO LEASE TRUST                                | NISSAN AUTO LEASE TRUST 2024-A NALT 2024-A A2A                                    | CUSIP: 65481CAB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    159469 | PA      | $159583.08    | 0.08%             | 2026-10-15      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                  | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 6.150000% 11/10/2026           | CUSIP: 161175CM4<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    835000 | PA      | $847063.65    | 0.44%             | 2026-11-10      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST A             | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A FORDF 2023-1 A1                        | CUSIP: 34528QHV9<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-MBS          |  | US        |    300000 | PA      | $300929.19    | 0.15%             | 2028-05-15      | Fixed         | 4.92%                 | Yes           |                  2 | On Loan: No      |
| ALA TRUST                                              | ALA TRUST 2025-OANA ALA 2025-OANA A                                               | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    760000 | PA      | $764275.00    | 0.39%             | 2040-06-15      | Floating      | 6.08%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                  | WESTLAKE AUTOMOBILE RECEIVABLES TRUST SERIES 2023- WLAKE 2023-P1 A2               | CUSIP: 96042UAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     41247 | PA      | $41341.25     | 0.02%             | 2027-02-16      | Fixed         | 5.89%                 | Yes           |                  2 | On Loan: No      |
| USB AUTO OWNER TRUST                                   | USB AUTO OWNER TRUST 2025-1 USCAR 2025-1A A2                                      | CUSIP: 90367VAB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    660000 | PA      | $660199.19    | 0.34%             | 2028-06-15      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE LEASE TRUST                                | BMW VEHICLE LEASE TRUST BMWLT 2024-2 A2A                                          | CUSIP: 05613MAB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    342628 | PA      | $342174.60    | 0.18%             | 2027-01-25      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINANCIAL SERVICES CORPORATION             | CATERPILLAR FINANCIAL SERVICES CORP 4.500000% 01/07/2027                          | CUSIP: 14913UAV2<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301240.54    | 0.15%             | 2027-01-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                         | CARVANA AUTO RECEIVABLES TRUST 2021-N3 CRVNA 2021-N3 B                            | CUSIP: 14687GAC9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     61783 | PA      | $59488.74     | 0.03%             | 2028-06-12      | Fixed         | 0.66%                 | No            |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST                               | COLT 2021-4 MORTGAGE LOAN TRUST COLT 2021-4 A1                                    | CUSIP: 19688GAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    370078 | PA      | $312995.57    | 0.16%             | 2066-10-25      | Floating      | 1.40%                 | Yes           |                  2 | On Loan: No      |
| COLT TRUST                                             | COLT 2020-2R MORTGAGE LOAN TRUST COLT 2020-2R A1                                  | CUSIP: 12656GAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     54158 | PA      | $50465.62     | 0.03%             | 2065-10-26      | Floating      | 1.33%                 | Yes           |                  2 | On Loan: No      |
| ABN AMRO Bank N.V.                                     | ABN AMRO BANK NV 144A 6.339000% 09/18/2027                                        | CUSIP: 00084DBA7<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | NUSS              | NL        |    300000 | PA      | $305457.24    | 0.16%             | 2027-09-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES CLO LTD               | CARLYLE GLOBAL MARKET STRATEGIES CLO 2014-1 LTD CGMS 2014-1A A1R2                 | CUSIP: 14310MAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    109544 | PA      | $109568.14    | 0.06%             | 2031-04-17      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS COMPANY                                 | GENERAL MOTORS CO 6.125000% 10/01/2025                                            | CUSIP: 37045VAV2<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    701000 | PA      | $701859.04    | 0.36%             | 2025-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MHP COMMERCIAL MORTGAGE TRUST                          | MHP 2022-MHIL MHP 2022-MHIL A                                                     | CUSIP: 55293DAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    104012 | PA      | $104011.87    | 0.05%             | 2039-01-15      | Floating      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| MARS, INCORPORATED                                     | MARS INC 144A 4.450000% 03/01/2027                                                | CUSIP: 571676AW5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1465000 | PA      | $1467052.00   | 0.75%             | 2027-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST                    | TOYOTA AUTO RECEIVABLES 2025-C OWNER TRUST TAOT 2025-C A2A                        | CUSIP: 89238VAB4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    240000 | PA      | $239893.82    | 0.12%             | 2028-06-15      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                         | US BANK NA/CINCINNATI OH 4.507000% 10/22/2027                                     | CUSIP: 90331HPP2<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1274459.11   | 0.65%             | 2027-10-22      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                      | HSBC HOLDINGS PLC 5.887000% 08/14/2027                                            | CUSIP: 404280DZ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |   1240000 | PA      | $1255328.74   | 0.64%             | 2027-08-14      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST                           | FORD CREDIT AUTO LEASE TRUST 2025-B FORDL 2025-B A2A                              | CUSIP: 34533MAB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    705000 | PA      | $704472.38    | 0.36%             | 2028-03-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST     | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR 2025-3 A2A               | CUSIP: 379957AB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    245000 | PA      | $244931.74    | 0.13%             | 2028-06-16      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| ELP COMMERCIAL MORTGAGE TRUST                          | ELP COMMERCIAL MORTGAGE TRUST 2021-ELP ELP 2021-ELP A                             | CUSIP: 26863LAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    525620 | PA      | $525291.87    | 0.27%             | 2038-11-15      | Floating      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST                  | GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-1 GMALT 2025-1 A1                      | CUSIP: 36271VAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     34601 | PA      | $34600.62     | 0.02%             | 2026-02-20      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| BANQUE CANADIENNE IMPERIALE DE COMMERCE                | CANADIAN IMPERIAL BANK OF COMMERCE 5.237000% 06/28/2027                           | CUSIP: 13607L8C0<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | NUSS              | CA        |    240000 | PA      | $243616.85    | 0.13%             | 2027-06-28      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST                | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-C HALST 2025-C A2A                   | CUSIP: 44935GAB8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    405000 | PA      | $404761.33    | 0.21%             | 2028-01-18      | Fixed         | 4.37%                 | Yes           |                  2 | On Loan: No      |
| NEW YORK N Y                                           | NEW YORK NY CITY OF NEW YORK NY                                                   | CUSIP: 64966SMT0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    205000 | PA      | $205845.85    | 0.11%             | 2027-02-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                         | CARVANA AUTO RECEIVABLES TRUST 2021-N1 CRVNA 2021-N1 A                            | CUSIP: 14687DAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    113988 | PA      | $111882.12    | 0.06%             | 2028-01-10      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| PRPM LLC                                               | PRPM 2025-RCF3 LLC PRPM 2025-RCF3 A1                                              | CUSIP: 69392PAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    215000 | PA      | $214608.68    | 0.11%             | 2055-07-25      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| GREATAMERICA LEASING RECEIVABLES FUNDING, L.L.C.       | GREATAMERICA LEASING RECEIVABLES FUNDING LLC SERIE GALC 2024-1 A2                 | CUSIP: 39154TCH9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    146388 | PA      | $146654.48    | 0.08%             | 2026-08-17      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| BMW VEHICLE LEASE TRUST                                | BMW VEHICLE LEASE TRUST 2025-1 BMWLT 2025-1 A2A                                   | CUSIP: 096912AB6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    150000 | PA      | $150097.38    | 0.08%             | 2027-09-27      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| CFMT TRUST                                             | CFMT 2021-AL1 LLC CFMT 2021-AL1 B                                                 | CUSIP: 12529UAF7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     35681 | PA      | $35353.20     | 0.02%             | 2031-09-22      | Fixed         | 1.39%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                      | HSBC HOLDINGS PLC 7.336000% 11/03/2026                                            | CUSIP: 404280DQ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |    300000 | PA      | $301940.64    | 0.16%             | 2026-11-03      | Fixed         | 7.34%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORPORATION                                | NTT FINANCE CORP 144A 4.567000% 07/16/2027                                        | CUSIP: 62954WAP0<br>LEI: 3538007PR116187GD960 | Long             | DBT              | NUSS              | JP        |   1185000 | PA      | $1186048.84   | 0.61%             | 2027-07-16      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                              | TOWD POINT MORTGAGE TRUST 2018-1 TPMT 2018-1 A1                                   | CUSIP: 89176EAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     10750 | PA      | $10616.02     | 0.01%             | 2058-01-25      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | TRI-PARTY REPURCHASE AGREEMENT (ACT/360) DAILY RESET  PARIBAS                     | CUSIP: N/A<br>LEI: N/A                        | Long             | RA               |  | US        |   5400000 | PA      | $5400000.00   | 2.77%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                         | MORGAN STANLEY MTN 1.512000% 07/20/2027                                           | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1545000 | PA      | $1499023.98   | 0.77%             | 2027-07-20      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST                         | HYUNDAI AUTO RECEIVABLES TRUST 2025-B HART 2025-B A2A                             | CUSIP: 44935XAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    220000 | PA      | $220135.10    | 0.11%             | 2028-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| HLTN COMMERCIAL MORTGAGE TRUST                         | HLTN COMMERCIAL MORTGAGE TRUST 2024-DPLO HLTN 2024-DPLO A                         | CUSIP: 40424UAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    350000 | PA      | $350328.13    | 0.18%             | 2041-06-15      | Floating      | 5.98%                 | Yes           |                  2 | On Loan: No      |
| ILLUMINA, INC.                                         | ILLUMINA INC 5.800000% 12/12/2025                                                 | CUSIP: 452327AN9<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300537.54    | 0.15%             | 2025-12-12      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                         | ENTERPRISE FLEET FINANCING 2023-3 LLC EFF 2023-3 A2                               | CUSIP: 29374LAB6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    538654 | PA      | $546027.57    | 0.28%             | 2030-03-20      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS DRYROCK ISSUANCE TRUST                        | BARCLAYS DRYROCK ISSUANCE TRUST DROCK 2023-1 A                                    | CUSIP: 06742LAX1<br>LEI: 213800R4G3N2G68CHU37 | Long             | ABS-MBS          |  | US        |    745000 | PA      | $746442.10    | 0.38%             | 2029-02-15      | Fixed         | 4.72%                 | 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        |    200000 | PA      | $202185.32    | 0.10%             | 2028-01-05      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| DEWOLF PARK CLO, LTD.                                  | DEWOLF PARK CLO LTD DWOLF 2017-1A AR                                              | CUSIP: 25211AAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    207596 | PA      | $207747.09    | 0.11%             | 2030-10-15      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                                   | HOME DEPOT INC/THE VARIABLE RATE 12/24/2025                                       | CUSIP: 437076CY6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1045767.79   | 0.54%             | 2025-12-24      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST               | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2021-2 AMCAR 2021-2 C                    | CUSIP: 03066RAE5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    215914 | PA      | $214241.62    | 0.11%             | 2027-01-19      | Fixed         | 1.01%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TRUST                    | GMF FLOORPLAN OWNER REVOLVING TRUST SERIES 2025-1 GFORT 2025-1A A1                | CUSIP: 361886DV3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    495000 | PA      | $496155.92    | 0.25%             | 2029-03-15      | Fixed         | 4.59%                 | Yes           |                  2 | On Loan: No      |
| AUTOZONE, INC.                                         | AUTOZONE INC 5.050000% 07/15/2026                                                 | CUSIP: 053332BE1<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    450000 | PA      | $452394.60    | 0.23%             | 2026-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| OBX TRUST                                              | OBX 2018-1 TRUST OBX 2018-1 A2                                                    | CUSIP: 67112FAD2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      9263 | PA      | $9061.49      | 0.00%             | 2057-06-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST                          | LENDBUZZ SECURITIZATION TRUST 2023-3 LBZZ 2023-3A A2                              | CUSIP: 525931AB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    150989 | PA      | $153992.93    | 0.08%             | 2028-12-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                             | GLS AUTO RECEIVABLES ISSUER TRUST 2025-2 GCAR 2025-2A A1                          | CUSIP: 37989BAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    276052 | PA      | $276067.88    | 0.14%             | 2026-04-15      | Fixed         | 4.72%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                            | FREDDIE MAC REMICS FHR 4753 QV                                                    | CUSIP: 3137FDYW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    347171 | PA      | $344813.94    | 0.18%             | 2040-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                             | VERUS SECURITIZATION TRUST 2021-2 VERUS 2021-2 A1                                 | CUSIP: 92538FAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     92341 | PA      | $81534.13     | 0.04%             | 2066-02-25      | Floating      | 1.03%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                | HYUNDAI CAPITAL AMERICA 144A 6.250000% 11/03/2025                                 | CUSIP: 44891ACQ8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250842.18    | 0.13%             | 2025-11-03      | Fixed         | 6.25%                 | 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        |   1255000 | PA      | $1236308.24   | 0.63%             | 2028-06-05      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES TRUST                                   | FIRSTKEY HOMES 2020-SFR2 TRUST FKH 2020-SFR2 A                                    | CUSIP: 33767JAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    412461 | PA      | $408295.89    | 0.21%             | 2037-10-19      | Fixed         | 1.27%                 | Yes           |                  2 | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.                 | PNC FINANCIAL SERVICES GROUP INC/THE 5.102000% 07/23/2027                         | CUSIP: 693475BY0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    975000 | PA      | $979064.81    | 0.50%             | 2027-07-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| United States of America                               | TREASURY BILL 0.000000% 02/19/2026                                                | CUSIP: 912797PM3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    975000 | PA      | $952686.30    | 0.49%             | 2026-02-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GREATAMERICA LEASING RECEIVABLES FUNDING, L.L.C.       | GREATAMERICA LEASING RECEIVABLES FUNDING LLC SERIE GALC 2023-1 A2                 | CUSIP: 39154TCB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     30132 | PA      | $30136.06     | 0.02%             | 2026-02-16      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES                          | CONNECTICUT AVENUE SECURITIES TRUST 2021-R03 CAS 2021-R03 1M2                     | CUSIP: 20754AAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    250000 | PA      | $251485.00    | 0.13%             | 2041-12-25      | Floating      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST                    | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-1 NRZT 2019-1A A1                        | CUSIP: 64830CAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     71877 | PA      | $67769.06     | 0.03%             | 2057-09-25      | Floating      | 3.79%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BRANCH                       | DEUTSCHE BANK AG/NEW YORK NY VARIABLE RATE 11/16/2027                             | CUSIP: 251526CN7<br>LEI: N/A                  | Long             | DBT              | NUSS              | DE        |    550000 | PA      | $551094.49    | 0.28%             | 2027-11-16      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company     | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 1.750000% 01/30/2026           | CUSIP: 00774MAS4<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | NUSS              | IE        |   1355000 | PA      | $1336641.90   | 0.69%             | 2026-01-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MF1 LTD                                                | MF1 2022-FL8 LTD MF1 2022-FL8 A                                                   | CUSIP: 55284JAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    291259 | PA      | $291257.15    | 0.15%             | 2037-02-19      | Floating      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST                                               | BX TRUST 2021-ARIA BX 2021-ARIA A                                                 | CUSIP: 05608RAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    120000 | PA      | $119962.67    | 0.06%             | 2036-10-15      | Floating      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                           | UBS GROUP AG 144A 1.305000% 02/02/2027                                            | CUSIP: 225401AT5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | NUSS              | CH        |   1365000 | PA      | $1342254.09   | 0.69%             | 2027-02-02      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                             | VERUS SECURITIZATION TRUST 2021-1 VERUS 2021-1 A2                                 | CUSIP: 92537QAE1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    140846 | PA      | $125714.92    | 0.06%             | 2066-01-25      | Floating      | 1.05%                 | Yes           |                  2 | On Loan: No      |
| TOYOTA LEASE OWNER TRUST                               | TOYOTA LEASE OWNER TRUST 2024-A TLOT 2024-A A4                                    | CUSIP: 89238GAE1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $503503.50    | 0.26%             | 2028-06-20      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORPORATION                              | BAT CAPITAL CORP 3.215000% 09/06/2026                                             | CUSIP: 05526DBJ3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | GB        |    760000 | PA      | $749189.46    | 0.38%             | 2026-09-06      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO LEASE TRUST                         | MERCEDES-BENZ AUTO LEASE TRUST 2025-A MBALT 2025-A A3                             | CUSIP: 58768YAD7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    115000 | PA      | $115756.70    | 0.06%             | 2029-04-16      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST           | AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA 2024-3 A                       | CUSIP: 02589BAE0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    765000 | PA      | $770901.52    | 0.40%             | 2029-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| TESLA ELECTRIC VEHICLE TRUST                           | TESLA ELECTRIC VEHICLE TRUST 2023-1 TEVT 2023-1 A2A                               | CUSIP: 881943AB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    106499 | PA      | $106601.63    | 0.05%             | 2026-12-21      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| DEXT ABS LLC                                           | DEXT ABS 2023-2 LLC DEXT 2023-2 A2                                                | CUSIP: 25216CAB6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    163838 | PA      | $165029.82    | 0.08%             | 2034-05-15      | Fixed         | 6.56%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                | HYUNDAI CAPITAL AMERICA 144A 5.250000% 01/08/2027                                 | CUSIP: 44891ACT2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1260669.18   | 0.65%             | 2027-01-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UBS COMMERCIAL MORTGAGE TRUST                          | UBS COMMERCIAL MORTGAGE TRUST 2017-C4 UBSCM 2017-C4 ASB                           | CUSIP: 90276RBC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    337247 | PA      | $333419.03    | 0.17%             | 2050-10-15      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| WESTLAKE FLOORING MASTER TRUST                         | WESTLAKE FLOORING MASTER TRUST WFLOOR 2024-1A A                                   | CUSIP: 96043GAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     45000 | PA      | $45157.74     | 0.02%             | 2028-02-15      | Fixed         | 5.43%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FANNIE MAE REMICS FNR 2001-33 FA                                                  | CUSIP: 31359S6L9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      1382 | PA      | $1376.22      | 0.00%             | 2031-07-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                             | LAD AUTO RECEIVABLES TRUST 2022-1 LADAR 2022-1A A                                 | CUSIP: 501687AA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     11879 | PA      | $11883.08     | 0.01%             | 2027-06-15      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| HNNT LLC                                               | HINNT 2024-A LLC HINTT 2024-A A                                                   | CUSIP: 40472QAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    883461 | PA      | $893481.07    | 0.46%             | 2043-03-15      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST     | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR 2025-2 A2A               | CUSIP: 362549AB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     75000 | PA      | $74959.81     | 0.04%             | 2028-02-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST           | AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA 2023-1 A                       | CUSIP: 02582JJZ4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    100000 | PA      | $100383.16    | 0.05%             | 2028-05-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                 | UBS AG/STAMFORD CT 4.864000% 01/10/2028                                           | CUSIP: 90261AAD4<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |    300000 | PA      | $301885.92    | 0.16%             | 2028-01-10      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| PENNSYLVANIA ST HIGHER EDL FACS AUTH REV               | PENNSYLVANIA ST HGR EDUCTNL FA PENNSYLVANIA HIGHER EDUCATIONAL FACILITIES AUTHORI | CUSIP: 70917TSB8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    205000 | PA      | $205169.68    | 0.11%             | 2025-11-01      | Fixed         | 4.96%                 | 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        |     69591 | PA      | $69678.37     | 0.04%             | 2031-01-20      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TRUST                    | GMF FLOORPLAN OWNER REVOLVING TRUST GFORT 2023-1 A1                               | CUSIP: 361886CR3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    800000 | PA      | $805963.84    | 0.41%             | 2028-06-15      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST                            | ALLY AUTO RECEIVABLES TRUST 2023-1 ALLYA 2023-1 A3                                | CUSIP: 02007WAC2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    319744 | PA      | $321754.51    | 0.17%             | 2028-05-15      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | FREDDIE MAC REMICS FHR 3786 ED                                                    | CUSIP: 3137A5R97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     85213 | PA      | $84941.68     | 0.04%             | 2039-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                           | BX COMMERCIAL MORTGAGE TRUST 2022-CSMO BX 2022-CSMO A                             | CUSIP: 05610MAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    225000 | PA      | $226265.63    | 0.12%             | 2027-06-15      | Floating      | 6.46%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER BANK, N.A.                                   | SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 202 SBCLN 2022-C B                 | CUSIP: 80290CBF0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      3612 | PA      | $3613.64      | 0.00%             | 2032-12-15      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST                  | GM FINANCIAL AUTOMOBILE LEASING TRUST 2023-3 GMALT 2023-3 A3                      | CUSIP: 379929AD4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    200694 | PA      | $200990.80    | 0.10%             | 2026-11-20      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| APIDOS CLO                                             | APIDOS CLO XII APID 2013-12A ARR                                                  | CUSIP: 03764DAM3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    309122 | PA      | $309036.16    | 0.16%             | 2031-04-15      | Floating      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST                             | FLAGSHIP CREDIT AUTO TRUST 2023-3 FCAT 2023-3 A2                                  | CUSIP: 33846BAC8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     11616 | PA      | $11618.33     | 0.01%             | 2027-07-15      | Fixed         | 5.89%                 | Yes           |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST                                  | HPEFS EQUIPMENT TRUST 2023-2 HPEFS 2023-2A A2                                     | CUSIP: 44328UAB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |       239 | PA      | $239.40       | 0.00%             | 2031-01-21      | Fixed         | 6.04%                 | Yes           |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                  | ARI FLEET LEASE TRUST 2025-B ARIFL 2025-B A2                                      | CUSIP: 00193GAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    115000 | PA      | $115131.48    | 0.06%             | 2034-03-15      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| PHILADELPHIA PA                                        | PHILADELPHIA PA CITY OF PHILADELPHIA PA                                           | CUSIP: 717813D63<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    335000 | PA      | $336140.34    | 0.17%             | 2027-08-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST                           | DRIVE AUTO RECEIVABLES TRUST DRIVE 2025-1 A3                                      | CUSIP: 262102AC0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    365000 | PA      | $365975.83    | 0.19%             | 2032-09-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                         | ENTERPRISE FLEET FINANCING 2023-1 LLC EFF 2023-1 A2                               | CUSIP: 29375CAB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     59415 | PA      | $59573.49     | 0.03%             | 2029-01-22      | Fixed         | 5.51%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC               | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A 1.250000% 11/24/2025                 | CUSIP: 928668BL5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | DE        |    330000 | PA      | $326400.63    | 0.17%             | 2025-11-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| DLLAD LLC                                              | DLLAD 2021-1 LLC DLLAD 2021-1A A3                                                 | CUSIP: 233262AC8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      8242 | PA      | $8222.33      | 0.00%             | 2026-09-21      | Fixed         | 0.64%                 | Yes           |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                   | BAYER US FINANCE LLC 144A 6.125000% 11/21/2026                                    | CUSIP: 07274EAH6<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $203112.22    | 0.10%             | 2026-11-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                   | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-D NAVSL 2020-DA A                  | CUSIP: 63941HAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    228128 | PA      | $214306.89    | 0.11%             | 2069-05-15      | Fixed         | 1.69%                 | 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        |   4275000 | PA      | $4110846.67   | 2.11%             | 2026-12-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST                        | BRAVO RESIDENTIAL FUNDING TRUST 2021-NQM3 BRAVO 2021-NQM3 A1                      | CUSIP: 105690AA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    121449 | PA      | $112302.80    | 0.06%             | 2060-04-25      | Floating      | 1.70%                 | Yes           |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST                               | COLT 2021-HX1 MORTGAGE LOAN TRUST COLT 2021-HX1 A1                                | CUSIP: 19688KAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    356534 | PA      | $304169.65    | 0.16%             | 2066-10-25      | Floating      | 1.11%                 | Yes           |                  2 | On Loan: No      |
| TOYOTA LEASE OWNER TRUST                               | TOYOTA LEASE OWNER TRUST 2024-B TLOT 2024-B A3                                    | CUSIP: 891943AD4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    305000 | PA      | $304482.11    | 0.16%             | 2027-09-20      | Fixed         | 4.21%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST                         | HYUNDAI AUTO RECEIVABLES TRUST 2025-A HART 2025-A A3                              | CUSIP: 44935CAD3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    305000 | PA      | $305452.93    | 0.16%             | 2029-10-15      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                         | WHEELS FLEET LEASE FUNDING 1 LLC WFLF 2023-2A A                                   | CUSIP: 96328GBG1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    239410 | PA      | $242343.53    | 0.12%             | 2038-08-18      | Fixed         | 6.46%                 | Yes           |                  2 | On Loan: No      |
| PORSCHE INNOVATIVE LEASE OWNER TRUST                   | PORSCHE INNOVATIVE LEASE OWNER TRUST 2025-1 PILOT 2025-1A A3                      | CUSIP: 73329KAD8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    195000 | PA      | $195909.52    | 0.10%             | 2028-10-20      | Fixed         | 4.61%                 | Yes           |                  2 | On Loan: No      |
| APIDOS CLO                                             | APIDOS CLO XXIV APID 2016-24A A1AL                                                | CUSIP: 03759CAS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    156688 | PA      | $156710.75    | 0.08%             | 2030-10-20      | Floating      | 5.54%                 | Yes           |                  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: 64972JQX9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    945000 | PA      | $950750.33    | 0.49%             | 2026-11-01      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| ELM TRUST                                              | ELM TRUST 2024-ELM ELM 2024-ELM A10                                               | CUSIP: 26860XAU5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    180000 | PA      | $181252.22    | 0.09%             | 2039-06-10      | Floating      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                            | BANK OF AMERICA CORP 1.734000% 07/22/2027                                         | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1137843.14   | 0.58%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| OCTANE RECEIVABLES TRUST                               | OCTANE RECEIVABLES TRUST 2023-3 OCTL 2023-3A A2                                   | CUSIP: 67571CAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    387974 | PA      | $390352.32    | 0.20%             | 2029-03-20      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                  | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-BNK1 WFCM 2016-BNK1 ASB                | CUSIP: 95000GAZ7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      7853 | PA      | $7834.65      | 0.00%             | 2049-08-15      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| BUNKER HILL LOAN DEPOSITARY TRUST                      | BUNKER HILL LOAN DEPOSITARY TRUST 2020-1 BHLD 2020-1 A1                           | CUSIP: 12062RAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     14312 | PA      | $14113.60     | 0.01%             | 2055-02-25      | Floating      | 1.72%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                           | FORD CREDIT AUTO OWNER TRUST 2024-C FORDO 2024-C A2A                              | CUSIP: 34532UAB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    292989 | PA      | $292670.39    | 0.15%             | 2027-08-15      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| VOYA CLO                                               | VOYA CLO 2017-3 LTD VOYA 2017-3A A1RR                                             | CUSIP: 92915QBG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    725000 | PA      | $726088.95    | 0.37%             | 2034-04-20      | Floating      | 5.39%                 | Yes           |                  2 | On Loan: No      |
| JOHN DEERE OWNER TRUST                                 | JOHN DEERE OWNER TRUST 2024-C JDOT 2024-C A2A                                     | CUSIP: 477911AB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    114695 | PA      | $114547.68    | 0.06%             | 2027-08-16      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST                                  | SBNA AUTO LEASE TRUST 2024-A SBALT 2024-A A3                                      | CUSIP: 78414SAE4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    188360 | PA      | $188720.85    | 0.10%             | 2026-11-20      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST                        | BRAVO RESIDENTIAL FUNDING TRUST 2020-NQM1 BRAVO 2020-NQM1 A1                      | CUSIP: 105699AA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     31352 | PA      | $30515.83     | 0.02%             | 2060-05-25      | Floating      | 1.45%                 | No            |                  2 | On Loan: No      |
| KKR CLO LTD/LLC                                        | KKR CLO 11 LTD KKR 11 AR                                                          | CUSIP: 48250MAK3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     79535 | PA      | $79580.32     | 0.04%             | 2031-01-15      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-31

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

**Signature:** Glenn Kurdziel

**Name of Signer:** Glenn Kurdziel

**Title:** Controller and Chief Financial Officer