# EDGAR Filing Document

**Accession Number:** 0000939934
**File Stem:** 0001752724-25-182720
**Filing Date:** 2025-7
**Character Count:** 250545
**Document Hash:** 08e944d789cbda08cff07771e24361ad
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-182720.hdr.sgml**: 20250729

**ACCESSION NUMBER**: 0001752724-25-182720

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250531

**FILED AS OF DATE**: 20250729

**DATE AS OF CHANGE**: 20250729

**PERIOD START**: 20250531

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07257
- **FILM NUMBER:** 251162840

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

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

## Series and Classes Contracts Data

### SIIT Ultra Short Duration Bond Fund (Series ID: S000031047)

| Class ID   | Class Name                                    | Ticker Symbol   |
|:---|:---|:---|
| C000096276 | SIIT Ultra Short Duration Bond Fund - Class A | SUSAX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** SEI INSTITUTIONAL INVESTMENTS TRUST

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

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

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

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

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

  - **City:** OAKS

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19456

  - **Telephone number:** 8003425734

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

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

- **b. EDGAR series identifier (if any):** S000031047

- **c. LEI of Series:** 4XPOML8UCYOE64MHI207

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $458111180.67

**Total Liabilities:** $3552802.09

**Net Assets:** $454558378.58

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -3768.94257916 | **1-Year:** -26767.27988154 | **5-Year:** -9751.64830550 | **10-Year:** -1077.60289812 | **30-Year:** -58.40404108

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

- **3-Month:** -268.41850166 | **1-Year:** -2146.93597240 | **5-Year:** -4161.88547318 | **10-Year:** -912.27651487 | **30-Year:** -53.44733347

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000096276 | 0.39%                | 0.38%                | 0.41%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $109474.24               | $-426276.61                                |
| Month 2  | $85785.38                | $79615.47                                  |
| Month 3  | $49680.59                | $-249146.65                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| TESLA ELECTRIC VEHICLE TRUST                            | TESLA ELECTRIC VEHICLE TRUST 2023-1 TEVT 2023-1 A2A                               | CUSIP: 881943AB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    350547 | PA      | $351099.42    | 0.08%             | 2026-12-21      | Fixed         | 5.54%                 | 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        |     28729 | PA      | $28732.71     | 0.01%             | 2031-04-26      | Floating      | 5.62%                 | No            |                  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        |   1840000 | PA      | $1851444.06   | 0.41%             | 2028-02-15      | Fixed         | 6.07%                 | Yes           |                  2 | On Loan: No      |
| FREMF MORTGAGE TRUST                                    | FREMF 2015-K49 MORTGAGE TRUST FREMF 2015-K49 B                                    | CUSIP: 30287TAN7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1500000 | PA      | $1493150.10   | 0.33%             | 2048-10-25      | Floating      | 3.74%                 | 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        |    263413 | PA      | $232902.76    | 0.05%             | 2056-07-25      | Floating      | 1.15%                 | 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        |    555000 | PA      | $557902.04    | 0.12%             | 2041-12-25      | Floating      | 5.97%                 | 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        |     73792 | PA      | $73807.32     | 0.02%             | 2026-11-20      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| STAR TRUST                                              | STAR 2024-SFR4 TRUST STAR 2024-SFR4 A                                             | CUSIP: 85520AAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1239032 | PA      | $1242904.32   | 0.27%             | 2041-10-17      | Floating      | 6.08%                 | Yes           |                  2 | On Loan: No      |
| GCAT TRUST                                              | GCAT 2020-NQM2 TRUST GCAT 2020-NQM2 A1                                            | CUSIP: 36166RAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     71407 | PA      | $68129.53     | 0.01%             | 2065-04-25      | Floating      | 2.55%                 | No            |                  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        |    695000 | PA      | $682851.53    | 0.15%             | 2025-11-24      | Fixed         | 1.25%                 | 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        |    830000 | PA      | $817679.98    | 0.18%             | 2027-02-20      | Fixed         | 2.02%                 | 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        |    580000 | PA      | $579862.49    | 0.13%             | 2029-05-09      | Fixed         | 4.62%                 | 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        |    720000 | PA      | $720000.00    | 0.16%             | 2042-02-17      | Floating      | 5.78%                 | Yes           |                  2 | On Loan: No      |
| VOYA CLO                                                | VOYA CLO 2018-3 LTD VOYA 2018-3A A1R2                                             | CUSIP: 92917KAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    810083 | PA      | $810030.88    | 0.18%             | 2031-10-15      | Floating      | 5.46%                 | 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        |    320000 | PA      | $320468.96    | 0.07%             | 2027-09-15      | Fixed         | 4.58%                 | 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        |    569399 | PA      | $571550.09    | 0.13%             | 2031-07-25      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                            | UBS GROUP AG 4.550000% 04/17/2026                                                 | CUSIP: 902613BB3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | NUSS              | CH        |    750000 | PA      | $749736.04    | 0.16%             | 2026-04-17      | Fixed         | 4.55%                 | 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        |     42108 | PA      | $41730.37     | 0.01%             | 2038-11-15      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| PRESTIGE AUTO RECEIVABLES TRUST                         | PRESTIGE AUTO RECEIVABLES TRUST 2025-1 PART 2025-1A A1                            | CUSIP: 74113UAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    851994 | PA      | $852065.21    | 0.19%             | 2026-04-15      | Fixed         | 4.67%                 | Yes           |                  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        |    500000 | PA      | $496152.75    | 0.11%             | 2029-07-16      | Fixed         | 3.76%                 | 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        |     22930 | PA      | $22643.72     | 0.00%             | 2062-05-25      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| FHF TRUST                                               | FHF TRUST 2021-2 FHF 2021-2A A                                                    | CUSIP: 30322JAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |       285 | PA      | $284.12       | 0.00%             | 2026-12-15      | Fixed         | 0.83%                 | Yes           |                  2 | On Loan: No      |
| BANK                                                    | BANK 2017-BNK7 BANK 2017-BNK7 ASB                                                 | CUSIP: 06541XAD2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     88985 | PA      | $87717.04     | 0.02%             | 2060-09-15      | Fixed         | 3.27%                 | 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        |    264678 | PA      | $264626.69    | 0.06%             | 2031-04-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| GCAT TRUST                                              | GCAT 2021-NQM1 TRUST GCAT 2021-NQM1 A1                                            | CUSIP: 36167TAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    258231 | PA      | $223552.02    | 0.05%             | 2066-01-25      | Floating      | 0.87%                 | Yes           |                  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        |    214811 | PA      | $214813.47    | 0.05%             | 2028-03-15      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| CAPITAL ONE MULTI-ASSET EXECUTION TRUST                 | CAPITAL ONE MULTI-ASSET EXECUTION TRUST COMET 2022-A3 A                           | CUSIP: 14041NGB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1800000 | PA      | $1802062.80   | 0.40%             | 2027-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                             | TRUIST BANK 4.671000% 05/20/2027                                                  | CUSIP: 89788JAE9<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   2990000 | PA      | $2992062.68   | 0.66%             | 2027-05-20      | Fixed         | 4.67%                 | 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        |    415000 | PA      | $419213.54    | 0.09%             | 2039-06-10      | Floating      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST                                  | CHASE AUTO OWNER TRUST 2024-4 CHAOT 2024-4A A2                                    | CUSIP: 16144YAB4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    572843 | PA      | $574117.12    | 0.13%             | 2027-09-27      | Fixed         | 5.25%                 | 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        |    754957 | PA      | $752598.13    | 0.17%             | 2038-11-15      | Floating      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                                | ANGEL OAK MORTGAGE TRUST 2021-1 AOMT 2021-1 A1                                    | CUSIP: 03465CAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    416034 | PA      | $353235.21    | 0.08%             | 2066-01-25      | Floating      | 0.91%                 | Yes           |                  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        |    185000 | PA      | $185017.67    | 0.04%             | 2032-10-14      | Fixed         | 4.48%                 | Yes           |                  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        |   1390000 | PA      | $1396926.65   | 0.31%             | 2026-03-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE POOL FN AE0643                                                         | CUSIP: 31419AWD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     20841 | PA      | $21715.85     | 0.00%             | 2040-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                | TREASURY BILL 0.000000% 07/22/2025                                                | CUSIP: 912797QB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4575000 | PA      | $4548183.04   | 1.00%             | 2025-07-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST      | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR 2023-1 A3                | CUSIP: 38013JAD5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1653349 | PA      | $1653562.34   | 0.36%             | 2028-02-16      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC.                                       | CROWN CASTLE INC 1.350000% 07/15/2025                                             | CUSIP: 22822VAS0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    350000 | PA      | $348462.56    | 0.08%             | 2025-07-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| RAD CLO LTD.                                            | RAD CLO 4 LTD RAD 2019-4A AR                                                      | CUSIP: 749984AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    513241 | PA      | $513636.53    | 0.11%             | 2032-04-25      | Floating      | 5.51%                 | 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        |     77057 | PA      | $76734.36     | 0.02%             | 2027-09-14      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES   | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2006-AR2 1A1              | CUSIP: 92925CDQ2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |         0 | PA      | $0.00         | 0.00%             | 2036-03-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corporation                               | REGAL REXNORD CORP 6.050000% 02/15/2026                                           | CUSIP: 758750AL7<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    625000 | PA      | $628275.84    | 0.14%             | 2026-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERATING, LP                         | WESTERN MIDSTREAM OPERATING LP 3.950000% 06/01/2025                               | CUSIP: 958254AE4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    400000 | PA      | $400000.00    | 0.09%             | 2025-06-01      | Fixed         | 3.95%                 | No            |                  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        |    166450 | PA      | $146915.33    | 0.03%             | 2066-01-25      | Floating      | 0.82%                 | 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        |    270000 | PA      | $269981.21    | 0.06%             | 2034-03-15      | Fixed         | 4.59%                 | 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        |   1300000 | PA      | $1302389.66   | 0.29%             | 2027-05-15      | Fixed         | 5.06%                 | 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        |    217119 | PA      | $191443.70    | 0.04%             | 2066-01-25      | Floating      | 1.05%                 | 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        |   1187273 | PA      | $1200330.10   | 0.26%             | 2032-05-17      | Fixed         | 5.83%                 | 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        |    600000 | PA      | $607955.51    | 0.13%             | 2026-08-28      | Fixed         | 5.50%                 | No            |                  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        |   2865000 | PA      | $2788873.91   | 0.61%             | 2027-02-24      | Fixed         | 1.11%                 | No            |                  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        |    180000 | PA      | $179875.62    | 0.04%             | 2027-11-22      | Fixed         | 4.52%                 | 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        |   1170445 | PA      | $1169347.68   | 0.26%             | 2038-06-15      | Floating      | 5.31%                 | 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        |     95472 | PA      | $93672.27     | 0.02%             | 2058-02-25      | Floating      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST                       | AFFIRM ASSET SECURITIZATION TRUST 2021-Z2 AFFRM 2021-Z2 A                         | CUSIP: 00834TAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      2464 | PA      | $2455.50      | 0.00%             | 2026-11-16      | Fixed         | 1.17%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC REMICS FHR 4166 PV                                                    | CUSIP: 3137AYD32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1872016 | PA      | $1837107.92   | 0.40%             | 2037-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MARS, INCORPORATED                                      | MARS INC 144A 4.450000% 03/01/2027                                                | CUSIP: 571676AW5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   2265000 | PA      | $2267194.54   | 0.50%             | 2027-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS TRUST                            | HILTON GRAND VACATIONS TRUST 2020-A HGVT 2020-AA A                                | CUSIP: 43285HAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    534506 | PA      | $519222.56    | 0.11%             | 2039-02-25      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                       | HSBC HOLDINGS PLC 7.336000% 11/03/2026                                            | CUSIP: 404280DQ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |    400000 | PA      | $404014.27    | 0.09%             | 2026-11-03      | Fixed         | 7.34%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK, NATIONAL ASSOCIATION                  | WELLS FARGO BANK NA 5.550000% 08/01/2025                                          | CUSIP: 94988J6B8<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    600000 | PA      | $600567.44    | 0.13%             | 2025-08-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLE TRUST                        | WORLD OMNI AUTO RECEIVABLES TRUST 2021-C WOART 2021-C A4                          | CUSIP: 98164CAD1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    993391 | PA      | $986339.21    | 0.22%             | 2027-09-15      | Fixed         | 0.64%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE-ACES FNA 2017-M4 A2                                                    | CUSIP: 3136AVY52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1193949 | PA      | $1161406.28   | 0.26%             | 2026-12-25      | Floating      | 2.55%                 | 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        |    650000 | PA      | $651315.48    | 0.14%             | 2028-05-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC REMICS FHR 4818 BD                                                    | CUSIP: 3137FGV36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     17669 | PA      | $17625.65     | 0.00%             | 2045-03-15      | Fixed         | 3.50%                 | 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        |    450000 | PA      | $450648.81    | 0.10%             | 2025-08-15      | Fixed         | 5.70%                 | 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        |    395000 | PA      | $396594.07    | 0.09%             | 2025-12-02      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                | TREASURY BILL 0.000000% 07/15/2025                                                | CUSIP: 912797QA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4625000 | PA      | $4601687.41   | 1.01%             | 2025-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORPORATION                         | TOYOTA MOTOR CREDIT CORP COMMERCIAL PAPER                                         | CUSIP: 89233GUU8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | ABS-APCP         |  | US        |   1675000 | PA      | $1663032.96   | 0.37%             | 2025-07-28      | None          | 0.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC REMICS FHR 4753 QV                                                    | CUSIP: 3137FDYW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    364292 | PA      | $361515.95    | 0.08%             | 2040-12-15      | Fixed         | 3.50%                 | 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        |    950000 | PA      | $958044.33    | 0.21%             | 2026-05-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                        | SKANDINAVISKA ENSKILDA BANKEN AB 144A 1.200000% 09/09/2026                        | CUSIP: 83051GAT5<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | NUSS              | SE        |    825000 | PA      | $792433.08    | 0.17%             | 2026-09-09      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| CITIZENS AUTO RECEIVABLES TRUST                         | CITIZENS AUTO RECEIVABLES TRUST 2023-2 CITZN 2023-2 A2A                           | CUSIP: 17295FAB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     16256 | PA      | $16267.06     | 0.00%             | 2026-10-15      | Fixed         | 6.09%                 | Yes           |                  2 | On Loan: No      |
| AON PUBLIC LIMITED COMPANY                              | AON GLOBAL LTD 3.875000% 12/15/2025                                               | CUSIP: 00185AAK0<br>LEI: 635400FALWQYX5E6QC64 | Long             | DBT              | NUSS              | US        |    750000 | PA      | $747493.88    | 0.16%             | 2025-12-15      | Fixed         | 3.88%                 | 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        |    172986 | PA      | $172990.49    | 0.04%             | 2026-05-15      | Fixed         | 4.47%                 | 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        |    508486 | PA      | $509519.33    | 0.11%             | 2026-11-20      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                          | CARVANA AUTO RECEIVABLES TRUST 2025-N1 CRVNA 2025-N1 A1                           | CUSIP: 14688XAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    172482 | PA      | $172483.64    | 0.04%             | 2026-03-10      | Fixed         | 4.64%                 | Yes           |                  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        |    103734 | PA      | $103826.38    | 0.02%             | 2027-04-12      | Fixed         | 5.76%                 | Yes           |                  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        |    515000 | PA      | $522537.59    | 0.11%             | 2027-06-28      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE REMICS FNR 2016-81 PA                                                  | CUSIP: 3136AT5V2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1515455 | PA      | $1491846.60   | 0.33%             | 2044-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST                | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2022-2 AMCAR 2022-2 A3                   | CUSIP: 03065WAD7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    339005 | PA      | $338834.44    | 0.07%             | 2028-04-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                 | CARMAX AUTO OWNER TRUST 2023-3 CARMX 2023-3 A2A                                   | CUSIP: 14319BAB8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     17143 | PA      | $17150.95     | 0.00%             | 2026-11-16      | Fixed         | 5.72%                 | No            |                  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        |   1125000 | PA      | $1128189.59   | 0.25%             | 2027-05-27      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                | AMERICAN EXPRESS CO 6.338000% 10/30/2026                                          | CUSIP: 025816DL0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    424000 | PA      | $426903.05    | 0.09%             | 2026-10-30      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST                   | GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-2 GMALT 2025-2 A3                      | CUSIP: 362962AD4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $501667.50    | 0.11%             | 2028-05-22      | Fixed         | 4.58%                 | No            |                  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        |    578497 | PA      | $579774.14    | 0.13%             | 2027-09-13      | Fixed         | 5.20%                 | 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        |     63125 | PA      | $61307.48     | 0.01%             | 2060-05-25      | Floating      | 1.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC REMICS FHR 4938 CA                                                    | CUSIP: 3137FQEW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1003926 | PA      | $951524.71    | 0.21%             | 2048-04-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE POOL FN FS1377                                                         | CUSIP: 3140XGQ77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    128214 | PA      | $127109.43    | 0.03%             | 2034-11-01      | Fixed         | 3.50%                 | No            |                  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        |    560000 | PA      | $560158.31    | 0.12%             | 2028-04-10      | Fixed         | 4.72%                 | Yes           |                  2 | On Loan: No      |
| TOYOTA LEASE OWNER TRUST                                | TOYOTA LEASE OWNER TRUST 2024-A TLOT 2024-A A3                                    | CUSIP: 89238GAD3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1241229 | PA      | $1247125.13   | 0.27%             | 2027-04-20      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC                  | AMUR EQUIPMENT FINANCE RECEIVABLES XII LLC AXIS 2023-1A A2                        | CUSIP: 03236YAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    843249 | PA      | $851439.24    | 0.19%             | 2029-12-20      | Fixed         | 6.09%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC REMICS FHR 5081 HE                                                    | CUSIP: 3137FFUW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    190048 | PA      | $172282.39    | 0.04%             | 2044-01-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                                | ANGEL OAK MORTGAGE TRUST 2021-3 AOMT 2021-3 A1                                    | CUSIP: 03465EAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    370608 | PA      | $318412.83    | 0.07%             | 2066-05-25      | Floating      | 1.07%                 | Yes           |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                 | CARMAX AUTO OWNER TRUST 2023-3 CARMX 2023-3 A3                                    | CUSIP: 14319BAC6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2500000 | PA      | $2512563.75   | 0.55%             | 2028-05-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                    | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-G NAVSL 2019-GA A                  | CUSIP: 63941JAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    163447 | PA      | $156406.72    | 0.03%             | 2068-10-15      | Fixed         | 2.40%                 | 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        |     88100 | PA      | $88162.62     | 0.02%             | 2026-02-16      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| DUKE ENERGY CORPORATION                                 | DUKE ENERGY CORP 5.000000% 12/08/2025                                             | CUSIP: 26441CBV6<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1277119.76   | 0.28%             | 2025-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC REMICS FHR 4783 BV                                                    | CUSIP: 3137F4XX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    598371 | PA      | $595044.54    | 0.13%             | 2037-03-15      | Fixed         | 4.00%                 | 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        |     39869 | PA      | $38983.65     | 0.01%             | 2057-10-25      | Floating      | 2.75%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST                  | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2021-3 SDART 2021-3 D                      | CUSIP: 80287EAF2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    292553 | PA      | $290735.19    | 0.06%             | 2027-09-15      | Fixed         | 1.33%                 | No            |                  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        |    500000 | PA      | $502531.92    | 0.11%             | 2025-11-03      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST                                  | CHASE AUTO OWNER TRUST 2024-1 CHAOT 2024-1A A2                                    | CUSIP: 16144BAB4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    135529 | PA      | $135729.97    | 0.03%             | 2027-04-26      | Fixed         | 5.48%                 | Yes           |                  2 | On Loan: No      |
| MFA TRUST                                               | MFA 2020-NQM1 TRUST MFRA 2020-NQM1 A1                                             | CUSIP: 552754AA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     51391 | PA      | $49432.02     | 0.01%             | 2065-03-25      | Floating      | 2.48%                 | No            |                  2 | On Loan: No      |
| BOF URSA FUNDING TRUST                                  | BAYVIEW OPPORTUNITY MASTER FUND VII TRUST 2024-CAR BVABS 2024-CAR1F A             | CUSIP: 07336MAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    481902 | PA      | $483515.25    | 0.11%             | 2032-07-29      | Fixed         | 6.97%                 | Yes           |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST                     | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021-NQM2R NRZT 2021-NQ2R A1                  | CUSIP: 64831EAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     73633 | PA      | $69937.35     | 0.02%             | 2058-10-25      | Floating      | 0.94%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                               | TOWD POINT MORTGAGE TRUST 2018-5 TPMT 2018-5 A1A                                  | CUSIP: 89176VAK8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    288975 | PA      | $284839.68    | 0.06%             | 2058-07-25      | Floating      | 3.25%                 | No            |                  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        |    321953 | PA      | $271058.15    | 0.06%             | 2056-09-25      | Floating      | 1.07%                 | Yes           |                  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        |    380417 | PA      | $379960.56    | 0.08%             | 2027-08-15      | Fixed         | 4.32%                 | 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        |     74787 | PA      | $74299.42     | 0.02%             | 2049-06-15      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                | LLOYDS BANKING GROUP PLC 1.627000% 05/11/2027                                     | CUSIP: 53944YAP8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | NUSS              | GB        |   3060000 | PA      | $2973215.71   | 0.65%             | 2027-05-11      | Fixed         | 1.63%                 | 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        |    459848 | PA      | $460782.70    | 0.10%             | 2026-11-20      | Fixed         | 5.39%                 | Yes           |                  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        |    575000 | PA      | $577166.55    | 0.13%             | 2026-09-22      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE REMICS FNR 2013-1 DC                                                   | CUSIP: 3136ABZW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    542293 | PA      | $506432.93    | 0.11%             | 2033-02-25      | Fixed         | 2.00%                 | 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        |    197876 | PA      | $197134.20    | 0.04%             | 2039-01-15      | Floating      | 5.14%                 | Yes           |                  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        |    200405 | PA      | $201366.91    | 0.04%             | 2028-05-15      | Fixed         | 5.99%                 | Yes           |                  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        |    800000 | PA      | $799500.00    | 0.18%             | 2041-06-15      | Floating      | 5.97%                 | Yes           |                  2 | On Loan: No      |
| COX COMMUNICATIONS, INC.                                | COX COMMUNICATIONS INC 7.625000% 06/15/2025                                       | CUSIP: 224044AG2<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100055.69    | 0.02%             | 2025-06-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE REMICS FNR 2016-99 H                                                   | CUSIP: 3136AUB83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    202583 | PA      | $199933.83    | 0.04%             | 2043-08-25      | Fixed         | 3.00%                 | 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        |    354358 | PA      | $306389.68    | 0.07%             | 2056-11-25      | Floating      | 1.60%                 | 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        |     88284 | PA      | $86805.94     | 0.02%             | 2046-04-25      | Floating      | 5.19%                 | 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        |    337817 | PA      | $311337.40    | 0.07%             | 2064-02-25      | Floating      | 0.92%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE POOL FN 493805                                                         | CUSIP: 31382VR22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      2132 | PA      | $2137.23      | 0.00%             | 2029-01-01      | Floating      | 6.46%                 | 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        |     60011 | PA      | $58077.48     | 0.01%             | 2028-03-10      | Fixed         | 0.75%                 | 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        |    164576 | PA      | $156676.00    | 0.03%             | 2060-11-25      | Floating      | 1.12%                 | 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        |     99916 | PA      | $99937.46     | 0.02%             | 2025-10-21      | Fixed         | 4.72%                 | Yes           |                  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        |     32554 | PA      | $32023.69     | 0.01%             | 2055-02-25      | Floating      | 1.72%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                       | CAPITAL ONE FINANCIAL CORP 4.985000% 07/24/2026                                   | CUSIP: 14040HCU7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249998.04    | 0.05%             | 2026-07-24      | Fixed         | 4.99%                 | 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        |    420000 | PA      | $419905.92    | 0.09%             | 2028-07-20      | Fixed         | 4.47%                 | Yes           |                  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        |    817227 | PA      | $815854.37    | 0.18%             | 2028-02-18      | Fixed         | 4.30%                 | 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        |   1750000 | PA      | $1763889.58   | 0.39%             | 2029-07-15      | Fixed         | 4.65%                 | No            |                  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        |   2555000 | PA      | $2558312.23   | 0.56%             | 2027-04-20      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| BMO MORTGAGE TRUST                                      | BMO 2022-C3 MORTGAGE TRUST BMO 2022-C3 A1                                         | CUSIP: 05602QAU7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    393200 | PA      | $393318.73    | 0.09%             | 2054-09-15      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| FONTAINEBLEAU MIAMI BEACH TRUST                         | FONTAINEBLEAU MIAMI BEACH MORTGAGE TRUST 2024-FBLU FMBT 2024-FBLU A               | CUSIP: 34461WAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    950000 | PA      | $945250.00    | 0.21%             | 2039-12-15      | Floating      | 5.78%                 | Yes           |                  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        |    138130 | PA      | $135174.48    | 0.03%             | 2028-01-10      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                                | ANGEL OAK MORTGAGE TRUST 2020-4 AOMT 2020-4 A1                                    | CUSIP: 03464LAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     97354 | PA      | $92330.84     | 0.02%             | 2065-06-25      | Floating      | 1.47%                 | 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        |    138836 | PA      | $142765.40    | 0.03%             | 2028-10-25      | Floating      | 10.34%                | 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        |    895383 | PA      | $901340.43    | 0.20%             | 2028-02-25      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST                     | TOYOTA AUTO RECEIVABLES 2023-C OWNER TRUST TAOT 2023-C A2A                        | CUSIP: 89231FAB6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     80951 | PA      | $80989.95     | 0.02%             | 2026-08-17      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                          | ENTERPRISE FLEET FINANCING 2022-2 LLC EFF 2022-2 A2                               | CUSIP: 29374JAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     50434 | PA      | $50380.70     | 0.01%             | 2029-05-21      | Fixed         | 4.65%                 | Yes           |                  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        |    920000 | PA      | $925924.43    | 0.20%             | 2029-05-15      | Fixed         | 5.24%                 | 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        |   1175032 | PA      | $1182254.66   | 0.26%             | 2028-02-18      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                 | CARMAX AUTO OWNER TRUST 2024-1 CARMX 2024-1 A2A                                   | CUSIP: 14318WAB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    335870 | PA      | $336285.04    | 0.07%             | 2027-03-15      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                          | WHEELS FLEET LEASE FUNDING 1 LLC WFLF 2023-1A A                                   | CUSIP: 96328GAS6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    468430 | PA      | $471236.51    | 0.10%             | 2038-04-18      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA MERRILL LYNCH COMMERCIAL MORTGAGE TRUST | BANK OF AMERICA MERRILL LYNCH COMMERCIAL MORTGAGE BACM 2017-BNK3 ASB              | CUSIP: 06427DAQ6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    107351 | PA      | $106260.52    | 0.02%             | 2050-02-15      | Fixed         | 3.37%                 | 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        |    352082 | PA      | $352210.60    | 0.08%             | 2031-07-20      | Floating      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| GCAT TRUST                                              | GCAT 2021-NQM5 TRUST GCAT 2021-NQM5 A1                                            | CUSIP: 36168KAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1081973 | PA      | $903463.10    | 0.20%             | 2066-07-25      | Floating      | 1.26%                 | 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        |     65481 | PA      | $62374.76     | 0.01%             | 2055-04-25      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE TRUST                      | ELLINGTON FINANCIAL MORTGAGE TRUST 2020-2 EFMT 2020-2 A1                          | CUSIP: 31573WAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     39035 | PA      | $36421.29     | 0.01%             | 2065-10-25      | Floating      | 1.18%                 | 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        |   1640000 | PA      | $1638975.01   | 0.36%             | 2038-04-15      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST                           | MILL CITY MORTGAGE LOAN TRUST 2018-2 MCMLT 2018-2 A1                              | CUSIP: 59980MAC5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      2123 | PA      | $2115.61      | 0.00%             | 2058-05-25      | Floating      | 3.50%                 | 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        |    375000 | PA      | $385554.78    | 0.08%             | 2027-10-20      | Fixed         | 6.62%                 | 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        |   1058768 | PA      | $1056120.70   | 0.23%             | 2038-11-15      | Floating      | 5.14%                 | Yes           |                  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        |    262195 | PA      | $263573.56    | 0.06%             | 2030-04-22      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| BON SECOURS MERCY HEALTH, INC.                          | BON SECOURS MERCY HEALTH INC 3.382000% 11/01/2025                                 | CUSIP: 58942HAA9<br>LEI: 5493006NA7JSVYYYF398 | Long             | DBT              | CORP              | US        |    610000 | PA      | $605001.15    | 0.13%             | 2025-11-01      | Fixed         | 3.38%                 | 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        |     72639 | PA      | $72689.34     | 0.02%             | 2026-01-20      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES                           | CONNECTICUT AVENUE SECURITIES TRUST 2022-R01 CAS 2022-R01 1M2                     | CUSIP: 20754LAB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1575000 | PA      | $1589097.67   | 0.35%             | 2041-12-25      | Floating      | 6.22%                 | Yes           |                  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        |   1150000 | PA      | $1153560.52   | 0.25%             | 2027-04-15      | Fixed         | 4.91%                 | Yes           |                  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        |    995202 | PA      | $995513.69    | 0.22%             | 2027-10-15      | Fixed         | 4.75%                 | 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        |    397472 | PA      | $399799.89    | 0.09%             | 2030-03-20      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                          | CARVANA AUTO RECEIVABLES TRUST 2023-P5 CRVNA 2023-P5 A2                           | CUSIP: 14687RAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     26550 | PA      | $26567.71     | 0.01%             | 2027-04-12      | Fixed         | 5.77%                 | Yes           |                  2 | On Loan: No      |
| BMW VEHICLE LEASE TRUST                                 | BMW VEHICLE LEASE TRUST 2024-1 BMWLT 2024-1 A2A                                   | CUSIP: 05611UAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     86123 | PA      | $86192.74     | 0.02%             | 2026-07-27      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST                   | GM FINANCIAL AUTOMOBILE LEASING TRUST 2024-1 GMALT 2024-1 A2A                     | CUSIP: 36269FAB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    236867 | PA      | $237023.18    | 0.05%             | 2026-06-22      | Fixed         | 5.18%                 | No            |                  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        |    480000 | PA      | $481576.22    | 0.11%             | 2027-02-01      | Fixed         | 4.54%                 | 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        |    418843 | PA      | $425672.83    | 0.09%             | 2043-04-25      | Floating      | 6.82%                 | Yes           |                  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        |    845000 | PA      | $846093.85    | 0.19%             | 2040-01-18      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC                  | AMUR EQUIPMENT FINANCE RECEIVABLES XV LLC AXIS 2025-1A A2                         | CUSIP: 03237FAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    590000 | PA      | $591416.12    | 0.13%             | 2031-09-22      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| AUTOZONE, INC.                                          | AUTOZONE INC 5.050000% 07/15/2026                                                 | CUSIP: 053332BE1<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    975000 | PA      | $980318.47    | 0.22%             | 2026-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| DISCOVER CARD EXECUTION NOTE TRUST                      | DISCOVER CARD EXECUTION NOTE TRUST DCENT 2022-A4 A                                | CUSIP: 254683CX1<br>LEI: 549300CKCX1QE4RUW216 | Long             | ABS-MBS          |  | US        |   1525000 | PA      | $1527513.35   | 0.34%             | 2027-10-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL, INC.                                    | VOYA FINANCIAL INC 3.650000% 06/15/2026                                           | CUSIP: 929089AB6<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    309000 | PA      | $306155.21    | 0.07%             | 2026-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST                     | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021-NQM3 NRZT 2021-NQM3 A1                   | CUSIP: 64831TAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    502735 | PA      | $434449.26    | 0.10%             | 2056-11-27      | Floating      | 1.16%                 | 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        |    300000 | PA      | $298500.00    | 0.07%             | 2036-10-15      | Floating      | 5.34%                 | Yes           |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST      | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR 2023-1 A3                | CUSIP: 38013JAD5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1003869 | PA      | $1003998.41   | 0.22%             | 2028-02-16      | Fixed         | 4.66%                 | No            |                  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        |     25711 | PA      | $25749.52     | 0.01%             | 2032-12-15      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE POOL FN 928005                                                         | CUSIP: 31412LAE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      2003 | PA      | $2023.13      | 0.00%             | 2027-01-01      | Fixed         | 6.00%                 | 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        |    490000 | PA      | $493136.35    | 0.11%             | 2026-02-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING LTD                                        | CIFC FUNDING 2019-V LTD CIFC 2019-5A A1R1                                         | CUSIP: 12554XAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002008.00   | 0.22%             | 2035-01-15      | Floating      | 5.66%                 | Yes           |                  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        |    500000 | PA      | $511972.75    | 0.11%             | 2027-10-18      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                            | BARCLAYS PLC 7.325000% 11/02/2026                                                 | CUSIP: 06738ECC7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | NUSS              | GB        |   2345000 | PA      | $2368957.11   | 0.52%             | 2026-11-02      | Fixed         | 7.33%                 | No            |                  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        |    309955 | PA      | $309272.91    | 0.07%             | 2027-02-22      | Fixed         | 4.31%                 | Yes           |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST                     | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-NQM1 NRZT 2020-NQM1 A1                   | CUSIP: 64830VAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    209396 | PA      | $196685.00    | 0.04%             | 2060-01-26      | Floating      | 2.46%                 | No            |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST                                | COLT 2021-2 MORTGAGE LOAN TRUST COLT 2021-2 A1                                    | CUSIP: 19685WAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    433436 | PA      | $361454.40    | 0.08%             | 2066-08-25      | Floating      | 0.92%                 | 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        |    149264 | PA      | $138865.44    | 0.03%             | 2049-02-25      | Floating      | 0.94%                 | Yes           |                  2 | On Loan: No      |
| CAPITAL ONE PRIME AUTO RECEIVABLES TRUST                | CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2022-1 COPAR 2022-1 A3                   | CUSIP: 14043QAC6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    257311 | PA      | $255977.97    | 0.06%             | 2027-04-15      | Fixed         | 3.17%                 | 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        |   2630000 | PA      | $2605330.21   | 0.57%             | 2025-09-02      | Fixed         | 1.20%                 | No            |                  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        |     33553 | PA      | $31983.20     | 0.01%             | 2065-04-25      | Floating      | 1.49%                 | No            |                  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        |   2795000 | PA      | $2772671.22   | 0.61%             | 2026-01-08      | Fixed         | 4.39%                 | No            |                  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        |    307303 | PA      | $306880.29    | 0.07%             | 2027-08-16      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| DRYDEN CLO LTD                                          | DRYDEN 94 CLO LTD DRSLF 2022-94A AR                                               | CUSIP: 26251VAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    700000 | PA      | $701918.00    | 0.15%             | 2037-10-15      | Floating      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC NON GOLD POOL FH 846789                                               | CUSIP: 3128HDRJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |       851 | PA      | $848.70       | 0.00%             | 2030-02-01      | Floating      | 7.20%                 | No            |                  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        |    343592 | PA      | $343620.46    | 0.08%             | 2026-05-20      | Fixed         | 4.55%                 | Yes           |                  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        |    125398 | PA      | $126338.69    | 0.03%             | 2032-07-15      | Fixed         | 6.05%                 | 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        |    538498 | PA      | $538339.11    | 0.12%             | 2031-04-15      | Floating      | 5.34%                 | 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        |    701303 | PA      | $702708.68    | 0.15%             | 2026-11-20      | Fixed         | 5.38%                 | 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        |   1555000 | PA      | $1555301.98   | 0.34%             | 2028-09-15      | Fixed         | 4.72%                 | 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        |   1075000 | PA      | $1076881.84   | 0.24%             | 2029-05-01      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST                           | MILL CITY MORTGAGE LOAN TRUST 2017-3 MCMLT 2017-3 A1                              | CUSIP: 59980CAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      3258 | PA      | $3245.87      | 0.00%             | 2061-01-25      | Fixed         | 2.75%                 | 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        |    775000 | PA      | $778854.35    | 0.17%             | 2027-01-08      | Fixed         | 4.50%                 | No            |                  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        |     19125 | PA      | $19102.26     | 0.00%             | 2029-07-20      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TRUST                     | GMF FLOORPLAN OWNER REVOLVING TRUST GFORT 2023-1 A1                               | CUSIP: 361886CR3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    700000 | PA      | $705411.35    | 0.16%             | 2028-06-15      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                             | BANK OF AMERICA CORP MTN 1.319000% 06/19/2026                                     | CUSIP: 06051GJD2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    775000 | PA      | $773493.43    | 0.17%             | 2026-06-19      | Fixed         | 1.32%                 | 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        |    725000 | PA      | $726252.95    | 0.16%             | 2026-01-15      | Fixed         | 4.81%                 | No            |                  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        |    325000 | PA      | $324275.02    | 0.07%             | 2028-01-18      | Fixed         | 4.30%                 | No            |                  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        |   7655000 | PA      | $7348501.00   | 1.62%             | 2026-08-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                              | AVIATION CAPITAL GROUP LLC 144A 1.950000% 09/20/2026                              | CUSIP: 05369AAL5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    825000 | PA      | $793523.74    | 0.17%             | 2026-09-20      | Fixed         | 1.95%                 | 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        |   1300000 | PA      | $1284522.89   | 0.28%             | 2026-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS KBX1 A2                   | CUSIP: 3137F4CZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    230530 | PA      | $227716.49    | 0.05%             | 2026-01-25      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                                | ANGEL OAK MORTGAGE TRUST 2020-2 AOMT 2020-2 A1A                                   | CUSIP: 03464XAL4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    162410 | PA      | $152994.71    | 0.03%             | 2065-01-26      | Floating      | 2.53%                 | 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        |    174672 | PA      | $175215.51    | 0.04%             | 2033-06-15      | Fixed         | 6.49%                 | Yes           |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                          | CARVANA AUTO RECEIVABLES TRUST 2022-N1 CRVNA 2022-N1 A2                           | CUSIP: 14686GAB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1743614 | PA      | $1719448.84   | 0.38%             | 2028-12-11      | Fixed         | 3.21%                 | Yes           |                  2 | On Loan: No      |
| NASDAQ, INC.                                            | NASDAQ INC 3.850000% 06/30/2026                                                   | CUSIP: 631103AG3<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    750000 | PA      | $745820.40    | 0.16%             | 2026-06-30      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM LLC                          | SOFI CONSUMER LOAN PROGRAM 2025-1 TRUST SCLP 2025-1 A                             | CUSIP: 83406YAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1777136 | PA      | $1776848.43   | 0.39%             | 2034-02-27      | Fixed         | 4.80%                 | Yes           |                  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        |    319000 | PA      | $315038.82    | 0.07%             | 2025-10-01      | Fixed         | 1.23%                 | No            |                  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        |     21740 | PA      | $21696.29     | 0.00%             | 2052-06-15      | Fixed         | 3.23%                 | 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        |    193367 | PA      | $193744.41    | 0.04%             | 2027-01-15      | Fixed         | 6.23%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                    | JPMORGAN CHASE & CO 3.960000% 01/29/2027                                          | CUSIP: 46647PBA3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    750000 | PA      | $746857.33    | 0.16%             | 2027-01-29      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL TRUST                     | STARWOOD MORTGAGE RESIDENTIAL TRUST 2021-3 STAR 2021-3 A1                         | CUSIP: 85573JAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    404129 | PA      | $340412.04    | 0.07%             | 2056-06-25      | Floating      | 1.13%                 | 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        |    114297 | PA      | $113758.03    | 0.03%             | 2049-04-10      | Fixed         | 3.10%                 | 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        |   1420000 | PA      | $1420000.00   | 0.31%             | 2042-02-17      | Floating      | 6.08%                 | 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        |    550000 | PA      | $548796.88    | 0.12%             | 2039-01-15      | Floating      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST                     | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-NQM4 NRZT 2019-NQM4 A1                   | CUSIP: 64828EAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     40762 | PA      | $38733.12     | 0.01%             | 2059-09-25      | Floating      | 2.49%                 | No            |                  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        |    822336 | PA      | $824428.20    | 0.18%             | 2027-09-27      | Fixed         | 5.53%                 | Yes           |                  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        |    389501 | PA      | $377933.04    | 0.08%             | 2069-10-25      | Floating      | 3.25%                 | 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        |   1175000 | PA      | $1174706.25   | 0.26%             | 2026-09-15      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE TRUST                      | ELLINGTON FINANCIAL MORTGAGE TRUST 2017-1 EFMT 2021-1 A1                          | CUSIP: 31574XAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     76867 | PA      | $65037.63     | 0.01%             | 2066-02-25      | Floating      | 0.80%                 | Yes           |                  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        |    475000 | PA      | $476484.38    | 0.10%             | 2027-06-15      | Floating      | 6.44%                 | Yes           |                  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        |    290000 | PA      | $289482.44    | 0.06%             | 2028-04-17      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST                          | HYUNDAI AUTO RECEIVABLES TRUST 2022-A HART 2022-A A3                              | CUSIP: 448977AD0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     87874 | PA      | $87638.31     | 0.02%             | 2026-10-15      | Fixed         | 2.22%                 | No            |                  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        |    275607 | PA      | $275925.47    | 0.06%             | 2026-07-15      | Fixed         | 5.61%                 | 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        |   1150000 | PA      | $1152290.46   | 0.25%             | 2027-11-22      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO                                 | BAIN CAPITAL CREDIT CLO 2019-2 BCC 2019-2A AR3                                    | CUSIP: 05682LBA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2353462 | PA      | $2346365.86   | 0.52%             | 2032-10-17      | Floating      | 5.20%                 | Yes           |                  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        |   1000000 | PA      | $987456.03    | 0.22%             | 2026-04-18      | 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        |    538331 | PA      | $537994.69    | 0.12%             | 2038-03-15      | Floating      | 5.54%                 | Yes           |                  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        |    325000 | PA      | $324593.75    | 0.07%             | 2038-07-15      | Floating      | 5.14%                 | Yes           |                  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        |    358867 | PA      | $360436.44    | 0.08%             | 2044-05-25      | Floating      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| VOYA CLO                                                | VOYA CLO 2019-2 LTD VOYA 2019-2A AR                                               | CUSIP: 92917RAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1129232 | PA      | $1130208.96   | 0.25%             | 2032-07-20      | Floating      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS, LTD.                       | OCTAGON INVESTMENT PARTNERS 36 LTD OCT36 2018-1A A1                               | CUSIP: 67591UAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    514629 | PA      | $514816.61    | 0.11%             | 2031-04-15      | Floating      | 5.49%                 | No            |                  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        |   1241155 | PA      | $1248851.42   | 0.27%             | 2028-06-16      | Fixed         | 5.45%                 | 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        |    137210 | PA      | $124697.36    | 0.03%             | 2054-07-27      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE TRUST                      | ELLINGTON FINANCIAL MORTGAGE TRUST 2021-2 EFMT 2021-2 A1                          | CUSIP: 31572LAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    245774 | PA      | $202880.76    | 0.04%             | 2066-06-25      | Floating      | 0.93%                 | Yes           |                  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        |   2010000 | PA      | $2010794.75   | 0.44%             | 2027-07-20      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC 4.050000% 08/28/2025                                                  | CUSIP: 3134GXR63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1140000 | PA      | $1138633.90   | 0.25%             | 2025-08-28      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                      | ORACLE CORP 1.650000% 03/25/2026                                                  | CUSIP: 68389XCC7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2515000 | PA      | $2453653.92   | 0.54%             | 2026-03-25      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS KIR1 A2                   | CUSIP: 3137BP4K2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    650000 | PA      | $639940.41    | 0.14%             | 2026-03-25      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST                                     | DT AUTO OWNER TRUST 2023-3 DTAOT 2023-3A A                                        | CUSIP: 23345WAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     43415 | PA      | $43460.40     | 0.01%             | 2027-08-16      | Fixed         | 6.29%                 | 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        |    404449 | PA      | $405113.90    | 0.09%             | 2026-08-17      | Fixed         | 5.32%                 | Yes           |                  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        |    449085 | PA      | $421157.70    | 0.09%             | 2069-05-15      | Fixed         | 1.69%                 | 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        |    750021 | PA      | $635124.52    | 0.14%             | 2066-10-25      | Floating      | 1.40%                 | 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        |    450000 | PA      | $453484.14    | 0.10%             | 2027-01-09      | Fixed         | 6.17%                 | 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        |     10618 | PA      | $10583.71     | 0.00%             | 2049-04-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | MORGAN STANLEY MTN 1.512000% 07/20/2027                                           | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3615000 | PA      | $3487980.72   | 0.77%             | 2027-07-20      | Fixed         | 1.51%                 | 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        |    524093 | PA      | $530981.23    | 0.12%             | 2038-08-18      | Fixed         | 6.46%                 | 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        |    130993 | PA      | $128980.52    | 0.03%             | 2058-03-25      | Floating      | 3.25%                 | No            |                  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        |    112151 | PA      | $112468.32    | 0.02%             | 2027-02-16      | Fixed         | 5.89%                 | 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        |    246388 | PA      | $237656.76    | 0.05%             | 2057-08-27      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE REMICS FNR 2023-16 VE                                                  | CUSIP: 3136BPQ79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    439420 | PA      | $448892.15    | 0.10%             | 2034-03-25      | Fixed         | 5.50%                 | 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        |    775000 | PA      | $778347.42    | 0.17%             | 2027-01-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST                                              | CSMC 2021-AFC1 TRUST CSMC 2021-AFC1 A1                                            | CUSIP: 12657LAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    364313 | PA      | $292380.93    | 0.06%             | 2056-03-25      | Floating      | 0.83%                 | 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        |    300000 | PA      | $300471.09    | 0.07%             | 2029-02-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                   | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-2 WLAKE 2023-2A A3                     | CUSIP: 959926AD8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    112092 | PA      | $112157.75    | 0.02%             | 2027-02-16      | Fixed         | 5.80%                 | 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        |    133066 | PA      | $133796.19    | 0.03%             | 2029-03-26      | Fixed         | 7.27%                 | Yes           |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST                       | AFFIRM ASSET SECURITIZATION TRUST 2024-A AFFRM 2024-A A                           | CUSIP: 00834BAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    255000 | PA      | $255850.43    | 0.06%             | 2029-02-15      | Fixed         | 5.61%                 | Yes           |                  2 | On Loan: No      |
| STATE STREET CORPORATION                                | STATE STREET CORP VARIABLE RATE 10/22/2027                                        | CUSIP: 857477CQ4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    765000 | PA      | $764102.94    | 0.17%             | 2027-10-22      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Spire Inc.                                              | SPIRE INC 5.300000% 03/01/2026                                                    | CUSIP: 84857LAC5<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |    900000 | PA      | $902798.88    | 0.20%             | 2026-03-01      | Fixed         | 5.30%                 | 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        |   2675000 | PA      | $2611829.21   | 0.57%             | 2025-12-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                       | EVERSOURCE ENERGY 3.350000% 03/15/2026                                            | CUSIP: 30040WAB4<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    650000 | PA      | $642345.86    | 0.14%             | 2026-03-15      | Fixed         | 3.35%                 | 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        |    470000 | PA      | $475347.61    | 0.10%             | 2028-01-05      | Fixed         | 5.46%                 | 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        |    545000 | PA      | $550988.51    | 0.12%             | 2030-02-15      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| BPR TRUST                                               | BPR TRUST 2021-TY BPR 2021-TY A                                                   | CUSIP: 05592AAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $997812.50    | 0.22%             | 2038-09-15      | Floating      | 5.49%                 | Yes           |                  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        |   1160000 | PA      | $1161863.54   | 0.26%             | 2029-03-15      | Fixed         | 4.59%                 | Yes           |                  2 | On Loan: No      |
| MFA TRUST                                               | MFA 2021-NQM2 TRUST MFRA 2021-NQM2 A1                                             | CUSIP: 55283WAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    259957 | PA      | $227038.64    | 0.05%             | 2064-11-25      | Floating      | 1.03%                 | Yes           |                  2 | On Loan: No      |
| HCA INC.                                                | HCA INC VARIABLE RATE 03/01/2028                                                  | CUSIP: 404119CX5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1740000 | PA      | $1749152.40   | 0.38%             | 2028-03-01      | Floating      | 5.22%                 | 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        |   2030000 | PA      | $2040111.02   | 0.45%             | 2027-06-25      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                   | ARI FLEET LEASE TRUST 2023-A ARIFL 2023-A A3                                      | CUSIP: 00218GAC6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2535000 | PA      | $2552488.71   | 0.56%             | 2032-02-17      | Fixed         | 5.33%                 | 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        |      1986 | PA      | $1976.03      | 0.00%             | 2031-07-25      | Floating      | 4.89%                 | No            |                  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        |    175000 | PA      | $175042.51    | 0.04%             | 2028-02-16      | Fixed         | 4.40%                 | 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        |   1610000 | PA      | $1639595.34   | 0.36%             | 2030-04-22      | Fixed         | 5.34%                 | 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        |    329231 | PA      | $330671.27    | 0.07%             | 2026-12-20      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST                       | GLS AUTO SELECT RECEIVABLES TRUST 2023-2 GSAR 2023-2A A2                          | CUSIP: 36269EAB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    219730 | PA      | $221487.96    | 0.05%             | 2028-06-15      | Fixed         | 6.37%                 | Yes           |                  2 | On Loan: No      |
| ONEOK, INC.                                             | ONEOK INC 2.200000% 09/15/2025                                                    | CUSIP: 682680BA0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    675000 | PA      | $670265.76    | 0.15%             | 2025-09-15      | Fixed         | 2.20%                 | No            |                  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        |   2870000 | PA      | $2883806.91   | 0.63%             | 2027-01-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                     | SOCIETE GENERALE SA 144A 1.488000% 12/14/2026                                     | CUSIP: 83368RAZ5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | NUSS              | FR        |   3125000 | PA      | $3066364.66   | 0.67%             | 2026-12-14      | Fixed         | 1.49%                 | 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        |  14800000 | PA      | $14800000.00  | 3.26%             |  |  |  | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST                 | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-A HALST 2025-A A2A                   | CUSIP: 44935WAB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2600000 | PA      | $2602660.58   | 0.57%             | 2027-06-15      | Fixed         | 4.60%                 | 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        |   2765000 | PA      | $2769368.70   | 0.61%             | 2028-02-04      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                             | BANK OF AMERICA CORP MTN 1.197000% 10/24/2026                                     | CUSIP: 06051GJK6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    800000 | PA      | $788729.56    | 0.17%             | 2026-10-24      | Fixed         | 1.20%                 | 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        |    540000 | PA      | $537300.00    | 0.12%             | 2036-09-15      | Floating      | 5.14%                 | Yes           |                  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        |    849561 | PA      | $835998.13    | 0.18%             | 2037-10-19      | Fixed         | 1.27%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC REMICS FHR 4030 AN                                                    | CUSIP: 3137APJB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     19466 | PA      | $19282.97     | 0.00%             | 2027-04-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE REMICS FNR 2015-57 CA                                                  | CUSIP: 3136APZT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    275534 | PA      | $270612.62    | 0.06%             | 2034-08-25      | Fixed         | 3.00%                 | 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        |    159855 | PA      | $160697.22    | 0.04%             | 2030-09-16      | Fixed         | 5.82%                 | 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        |   1805000 | PA      | $1799691.86   | 0.40%             | 2042-02-15      | Floating      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| UBS COMMERCIAL MORTGAGE TRUST                           | UBS COMMERCIAL MORTGAGE TRUST 2017-C3 UBSCM 2017-C3 ASB                           | CUSIP: 90276GAQ5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    109241 | PA      | $107643.90    | 0.02%             | 2050-08-15      | Fixed         | 3.21%                 | 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        |     65326 | PA      | $64571.78     | 0.01%             | 2050-11-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL TRUST                     | STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-1 STAR 2020-1 A1                         | CUSIP: 85573AAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     14540 | PA      | $13835.20     | 0.00%             | 2050-02-25      | Floating      | 2.27%                 | No            |                  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        |   1940000 | PA      | $1974290.10   | 0.43%             | 2026-11-10      | Fixed         | 6.15%                 | 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        |   1119419 | PA      | $1127130.45   | 0.25%             | 2029-03-20      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                 | CARMAX AUTO OWNER TRUST 2024-2 CARMX 2024-2 A2A                                   | CUSIP: 14319EAC0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    337049 | PA      | $337827.66    | 0.07%             | 2027-05-17      | Fixed         | 5.65%                 | 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        |   3410000 | PA      | $3447697.55   | 0.76%             | 2026-07-17      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                   | BANQUE FEDERATIVE DU CREDIT MUTUEL SA 144A 5.896000% 07/13/2026                   | CUSIP: 06675FBA4<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | NUSS              | FR        |    475000 | PA      | $481558.09    | 0.11%             | 2026-07-13      | Fixed         | 5.90%                 | No            |                  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        |     76867 | PA      | $75103.59     | 0.02%             | 2058-05-25      | Floating      | 3.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | MORGAN STANLEY 6.138000% 10/16/2026                                               | CUSIP: 61747YEX9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    750000 | PA      | $753754.67    | 0.17%             | 2026-10-16      | Fixed         | 6.14%                 | No            |                  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        |    232065 | PA      | $237336.09    | 0.05%             | 2043-01-25      | Floating      | 6.62%                 | Yes           |                  2 | On Loan: No      |
| CBAM LTD                                                | CBAM 2018-5 LTD CBAM 2018-5A A                                                    | CUSIP: 12481QAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    320355 | PA      | $320502.22    | 0.07%             | 2031-04-17      | Floating      | 5.56%                 | No            |                  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        |    428596 | PA      | $429807.23    | 0.09%             | 2027-02-16      | Fixed         | 5.89%                 | Yes           |                  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        |    750000 | PA      | $755266.33    | 0.17%             | 2027-05-21      | Fixed         | 5.41%                 | No            |                  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        |    106314 | PA      | $100161.22    | 0.02%             | 2057-09-25      | Floating      | 3.79%                 | 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        |   2370000 | PA      | $2381325.19   | 0.52%             | 2026-03-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE POOL FN AZ4793                                                         | CUSIP: 3138YWKF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    133239 | PA      | $129750.27    | 0.03%             | 2030-10-01      | Fixed         | 3.00%                 | No            |                  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        |   2295000 | PA      | $2308498.69   | 0.51%             | 2027-07-23      | Fixed         | 5.10%                 | No            |                  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        |    423363 | PA      | $424021.19    | 0.09%             | 2044-03-25      | Floating      | 5.57%                 | 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        |     15042 | PA      | $14585.39     | 0.00%             | 2059-12-25      | Floating      | 2.47%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                | AMERICAN EXPRESS CO 5.645000% 04/23/2027                                          | CUSIP: 025816DT3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    525000 | PA      | $529727.64    | 0.12%             | 2027-04-23      | Fixed         | 5.64%                 | No            |                  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        |    700000 | PA      | $713228.75    | 0.16%             | 2027-09-18      | Fixed         | 6.34%                 | No            |                  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        |    143017 | PA      | $143159.00    | 0.03%             | 2027-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ILLUMINA, INC.                                          | ILLUMINA INC 5.800000% 12/12/2025                                                 | CUSIP: 452327AN9<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    400000 | PA      | $401333.51    | 0.09%             | 2025-12-12      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA AUTO TRUST                              | BANK OF AMERICA AUTO TRUST 2023-2 BAAT 2023-2A A2                                 | CUSIP: 06054YAB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     35154 | PA      | $35178.46     | 0.01%             | 2026-08-17      | Fixed         | 5.85%                 | Yes           |                  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        |     65953 | PA      | $66102.65     | 0.01%             | 2027-09-10      | Fixed         | 6.41%                 | Yes           |                  2 | On Loan: No      |
| JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST              | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRU JPMCC 2015-JP1 ASB             | CUSIP: 46590KAF1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    152156 | PA      | $151566.25    | 0.03%             | 2049-01-15      | Fixed         | 3.73%                 | 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        |    489826 | PA      | $490374.29    | 0.11%             | 2026-10-15      | Fixed         | 5.11%                 | Yes           |                  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        |    135000 | PA      | $135525.14    | 0.03%             | 2028-02-15      | Fixed         | 5.43%                 | Yes           |                  2 | On Loan: No      |
| VOLVO FINANCIAL EQUIPMENT LLC                           | VOLVO FINANCIAL EQUIPMENT LLC SERIES 2024-1 VFET 2024-1A A1                       | CUSIP: 92887QAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     13112 | PA      | $13116.20     | 0.00%             | 2025-09-15      | Fixed         | 5.07%                 | 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        |   2135000 | PA      | $2137147.81   | 0.47%             | 2025-12-24      | Floating      | 4.68%                 | No            |                  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        |   1050000 | PA      | $1017346.51   | 0.22%             | 2026-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                         | NORDEA BANK ABP MTN 1.500000% 09/30/2026                                          | CUSIP: 65559CAE1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | NUSS              | FI        |    825000 | PA      | $792641.14    | 0.17%             | 2026-09-30      | Fixed         | 1.50%                 | 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        |    965000 | PA      | $966971.11    | 0.21%             | 2031-05-20      | Fixed         | 5.18%                 | 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        |     59611 | PA      | $59689.06     | 0.01%             | 2031-01-21      | Fixed         | 6.04%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC GOLD POOL FG G18545                                                   | CUSIP: 3128MMTB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    592705 | PA      | $578752.34    | 0.13%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  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        |    400000 | PA      | $400905.26    | 0.09%             | 2025-11-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                            | FORD CREDIT AUTO OWNER TRUST 2024-D FORDO 2024-D A1                               | CUSIP: 34535VAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    171376 | PA      | $171379.41    | 0.04%             | 2025-12-15      | Fixed         | 4.60%                 | 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        |     50304 | PA      | $50340.40     | 0.01%             | 2027-06-21      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | MORGAN STANLEY MTN 3.875000% 01/27/2026                                           | CUSIP: 61746BDZ6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    750000 | PA      | $746847.46    | 0.16%             | 2026-01-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K067 A1                   | CUSIP: 3137FAWR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    252864 | PA      | $249137.35    | 0.05%             | 2027-03-25      | Fixed         | 2.90%                 | 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        |   1500000 | PA      | $1500000.00   | 0.33%             | 2025-08-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                 | BANK OF NOVA SCOTIA/THE 1.300000% 06/11/2025                                      | CUSIP: 064159VL7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | NUSS              | CA        |    900000 | PA      | $899224.90    | 0.20%             | 2025-06-11      | Fixed         | 1.30%                 | 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        |   2600000 | PA      | $2617052.88   | 0.58%             | 2029-09-20      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| ONEOK, INC.                                             | ONEOK INC 5.550000% 11/01/2026                                                    | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   2240000 | PA      | $2265431.24   | 0.50%             | 2026-11-01      | Fixed         | 5.55%                 | 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        |    126101 | PA      | $126139.79    | 0.03%             | 2042-02-25      | Floating      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| CARBONE CLO                                             | CARBONE CLO LTD CRBN 2017-1A A1                                                   | CUSIP: 141312AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    133518 | PA      | $133595.43    | 0.03%             | 2031-01-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST                    | MERCEDES-BENZ AUTO RECEIVABLES TRUST 2022-1 MBART 2022-1 A3                       | CUSIP: 58768PAC8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    429081 | PA      | $430368.89    | 0.09%             | 2027-08-16      | Fixed         | 5.21%                 | 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        |    485000 | PA      | $488613.09    | 0.11%             | 2027-01-16      | Fixed         | 5.00%                 | 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        |   2915000 | PA      | $2951167.34   | 0.65%             | 2027-08-14      | Fixed         | 5.89%                 | 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        |    209275 | PA      | $190339.84    | 0.04%             | 2064-12-25      | Floating      | 1.05%                 | Yes           |                  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        |    835000 | PA      | $836079.40    | 0.18%             | 2032-09-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| GCAT TRUST                                              | GCAT 2021-CM1 TRUST GCAT 2021-CM1 A                                               | CUSIP: 36168AAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    346033 | PA      | $328549.16    | 0.07%             | 2065-04-25      | Floating      | 2.47%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                              | GLS AUTO RECEIVABLES ISSUER TRUST 2024-1 GCAR 2024-1A A3                          | CUSIP: 36269HAC6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1957199 | PA      | $1958996.27   | 0.43%             | 2027-09-15      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                | BENCHMARK 2020-B17 MORTGAGE TRUST BMARK 2020-B17 A2                               | CUSIP: 08162MAV0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    153862 | PA      | $142444.47    | 0.03%             | 2053-03-15      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| DLLAA LLC                                               | DLLAA 2025-1 LLC DLLAA 2025-1A A2                                                 | CUSIP: 233249AB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    545000 | PA      | $545031.66    | 0.12%             | 2027-10-20      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                | US TREASURY N/B 4.250000% 05/31/2025                                              | CUSIP: 91282CHD6<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   4475000 | PA      | $4475000.00   | 0.98%             | 2025-05-31      | Fixed         | 4.25%                 | 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        |   2480000 | PA      | $2389161.82   | 0.53%             | 2027-01-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| IMPERIAL FUND MORTGAGE TRUST                            | IMPERIAL FUND MORTGAGE TRUST 2021-NQM1 IMPRL 2021-NQM1 A1                         | CUSIP: 452764AA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    481001 | PA      | $416097.82    | 0.09%             | 2056-06-25      | Floating      | 1.07%                 | Yes           |                  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        |     97173 | PA      | $97474.98     | 0.02%             | 2029-01-22      | Fixed         | 5.51%                 | Yes           |                  2 | On Loan: No      |
| CSMC TRUST                                              | CSMC 2021-NQM1 CSMC 2021-NQM1 A1                                                  | CUSIP: 126407AA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    311102 | PA      | $281794.40    | 0.06%             | 2065-05-25      | Floating      | 0.81%                 | 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        |   1000000 | PA      | $1000130.20   | 0.22%             | 2026-04-15      | Fixed         | 4.72%                 | 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        |    875000 | PA      | $877382.63    | 0.19%             | 2026-11-01      | Fixed         | 4.51%                 | No            |                  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        |    205868 | PA      | $202773.43    | 0.04%             | 2050-09-15      | Fixed         | 3.24%                 | 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        |    202902 | PA      | $204537.75    | 0.04%             | 2028-12-15      | Fixed         | 6.18%                 | Yes           |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA (New York Branch)              | COOPERATIEVE RABOBANK UA/NY 5.500000% 10/05/2026                                  | CUSIP: 21688AAY8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    750000 | PA      | $761191.35    | 0.17%             | 2026-10-05      | Fixed         | 5.50%                 | 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      | $350797.55    | 0.08%             | 2026-01-26      | Fixed         | 4.93%                 | 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        |   1125000 | PA      | $1134837.90   | 0.25%             | 2028-03-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)                                      | CUSIP: 783965593<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   3102273 | NS      | $3102273.24   | 0.68%             |  |  |  | No            |                  1 | 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        |    139564 | PA      | $139698.03    | 0.03%             | 2026-10-15      | Fixed         | 5.43%                 | 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        |   3140000 | PA      | $3067359.24   | 0.67%             | 2027-02-02      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC REMICS FHR 5264 AB                                                    | CUSIP: 3137H9BH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    290498 | PA      | $288633.02    | 0.06%             | 2039-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MIAMI-DADE CNTY FLA AVIATION REV                        | MIAMI-DADE CNTY FL AVIATION RE COUNTY OF MIAMI-DADE FL AVIATION REVENUE           | CUSIP: 59333P4K1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    830000 | PA      | $825536.09    | 0.18%             | 2025-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| STAR TRUST                                              | STAR 2024-SFR4 TRUST STAR 2024-SFR4 B                                             | CUSIP: 85520AAC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    425000 | PA      | $426328.13    | 0.09%             | 2041-10-17      | Floating      | 6.43%                 | Yes           |                  2 | On Loan: No      |
| MMAF EQUIPMENT FINANCE LLC                              | MMAF EQUIPMENT FINANCE LLC 2020-B MMAF 2020-BA A4                                 | CUSIP: 60700KAD4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    326593 | PA      | $325008.33    | 0.07%             | 2027-11-15      | Fixed         | 0.66%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                 | CARMAX AUTO OWNER TRUST 2022-1 CARMX 2022-1 A3                                    | CUSIP: 14317CAC6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    232081 | PA      | $230683.20    | 0.05%             | 2026-12-15      | Fixed         | 1.47%                 | 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        |     94277 | PA      | $93077.62     | 0.02%             | 2031-09-22      | Fixed         | 1.39%                 | 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        |    162712 | PA      | $162922.15    | 0.04%             | 2027-03-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BANQUE CANADIENNE IMPERIALE DE COMMERCE                 | CANADIAN IMPERIAL BANK OF COMMERCE 5.615000% 07/17/2026                           | CUSIP: 13607LSL8<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | NUSS              | CA        |    350000 | PA      | $354422.80    | 0.08%             | 2026-07-17      | Fixed         | 5.62%                 | No            |                  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        |   2690000 | PA      | $2602029.95   | 0.57%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  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        |   1200000 | PA      | $1154946.13   | 0.25%             | 2026-08-12      | Fixed         | 1.25%                 | No            |                  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        |    850000 | PA      | $865024.01    | 0.19%             | 2026-11-10      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| CFCRE COMMERCIAL MORTGAGE TRUST                         | CFCRE COMMERCIAL MORTGAGE TRUST 2017-C8 CFCRE 2017-C8 ASB                         | CUSIP: 12532CAY1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    252644 | PA      | $249879.91    | 0.05%             | 2050-06-15      | Fixed         | 3.37%                 | 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        |     99486 | PA      | $95990.10     | 0.02%             | 2060-03-25      | Floating      | 0.97%                 | 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        |   1125000 | PA      | $1127887.09   | 0.25%             | 2026-07-31      | Fixed         | 4.88%                 | 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        |     87752 | PA      | $87692.95     | 0.02%             | 2028-01-18      | Fixed         | 4.43%                 | Yes           |                  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        |    121858 | PA      | $122018.55    | 0.03%             | 2027-04-15      | Fixed         | 6.23%                 | Yes           |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                              | VERUS SECURITIZATION TRUST 2020-4 VERUS 2020-4 A1                                 | CUSIP: 92538LAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     57968 | PA      | $56640.73     | 0.01%             | 2065-05-25      | Floating      | 1.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                            | NEW YORK LIFE GLOBAL FUNDING MTN 5.450000% 09/18/2026                             | CUSIP: 64953BBF4<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    750000 | PA      | $760182.66    | 0.17%             | 2026-09-18      | Fixed         | 5.45%                 | 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        |   2860000 | PA      | $2878902.94   | 0.63%             | 2027-07-23      | Fixed         | 5.07%                 | 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        |    575000 | PA      | $576635.93    | 0.13%             | 2039-06-21      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST                                                | BX TRUST 2021-LGCY BX 2021-LGCY A                                                 | CUSIP: 12434DAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1200000 | PA      | $1194375.00   | 0.26%             | 2036-10-15      | Floating      | 4.95%                 | 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        |    750000 | PA      | $751383.11    | 0.17%             | 2026-08-10      | Fixed         | 5.80%                 | 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        |    250160 | PA      | $232613.17    | 0.05%             | 2060-04-25      | Floating      | 1.70%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                | TREASURY BILL 0.000000% 02/19/2026                                                | CUSIP: 912797PM3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2325000 | PA      | $2256842.88   | 0.50%             | 2026-02-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                    | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-A NAVSL 2021-A A                   | CUSIP: 63942BAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    713561 | PA      | $646524.97    | 0.14%             | 2069-05-15      | Fixed         | 0.84%                 | Yes           |                  2 | On Loan: No      |
| SOLVENTUM CORPORATION                                   | SOLVENTUM CORP 5.450000% 02/25/2027                                               | CUSIP: 83444MAN1<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506156.55    | 0.11%             | 2027-02-25      | Fixed         | 5.45%                 | No            |                  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        |    635000 | PA      | $644184.79    | 0.14%             | 2027-03-13      | Fixed         | 5.64%                 | 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        |    243443 | PA      | $243638.57    | 0.05%             | 2044-03-25      | Floating      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| DLLAD LLC                                               | DLLAD 2021-1 LLC DLLAD 2021-1A A3                                                 | CUSIP: 233262AC8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     35270 | PA      | $35083.72     | 0.01%             | 2026-09-21      | Fixed         | 0.64%                 | 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        |    410000 | PA      | $411822.86    | 0.09%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST                                | COLT 2021-1RMORTGAGE PASS-THROUGH CERTIFICATES COLT 2021-1R A1                    | CUSIP: 19688BAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    321813 | PA      | $288581.28    | 0.06%             | 2065-05-25      | Floating      | 0.86%                 | 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        |    222417 | PA      | $222551.28    | 0.05%             | 2031-04-25      | Floating      | 5.51%                 | 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        |   1245000 | PA      | $1235420.35   | 0.27%             | 2029-07-16      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| DLLAA LLC                                               | DLLAA 2023-1 LLC DLLAA 2023-1A A2                                                 | CUSIP: 23292HAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     47872 | PA      | $47946.15     | 0.01%             | 2026-07-20      | Fixed         | 5.93%                 | Yes           |                  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        |    440000 | PA      | $445061.46    | 0.10%             | 2028-01-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FHLMC MULTIFAMILY STRUCTURED PASS SERIES KIR1 CLASS A1                            | CUSIP: 3137BP4J5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          |  | US        |    143004 | PA      | $141318.06    | 0.03%             | 2026-03-25      | Floating      | 2.45%                 | No            |                  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        |    250000 | PA      | $251470.45    | 0.06%             | 2027-07-23      | Fixed         | 5.10%                 | 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        |    192807 | PA      | $189815.39    | 0.04%             | 2050-09-15      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC REMICS FHR 4479 TA                                                    | CUSIP: 3137BJVU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1052754 | PA      | $1032278.69   | 0.23%             | 2034-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES OWNER TRUST                      | HONDA AUTO RECEIVABLES 2024-4 OWNER TRUST HAROT 2024-4 A2                         | CUSIP: 43816DAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1213269 | PA      | $1212746.96   | 0.27%             | 2027-03-15      | Fixed         | 4.56%                 | No            |                  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        |   2134046 | PA      | $2150366.97   | 0.47%             | 2031-01-21      | Fixed         | 5.38%                 | Yes           |                  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        |      9092 | PA      | $8991.20      | 0.00%             | 2060-01-26      | Floating      | 2.38%                 | 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        |    440000 | PA      | $440793.85    | 0.10%             | 2025-11-01      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE, LLC                             | ALLIANT ENERGY FINANCE LLC 144A 5.400000% 06/06/2027                              | CUSIP: 01882YAF3<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |    595000 | PA      | $601204.40    | 0.13%             | 2027-06-06      | Fixed         | 5.40%                 | 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        |    546461 | PA      | $544018.76    | 0.12%             | 2037-02-19      | Floating      | 5.67%                 | 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        |    385589 | PA      | $388859.09    | 0.09%             | 2034-05-15      | Fixed         | 6.56%                 | Yes           |                  2 | On Loan: No      |
| MFA TRUST                                               | MFA 2021-INV1 TRUST MFRA 2021-INV1 A1                                             | CUSIP: 552747AA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     99049 | PA      | $95069.72     | 0.02%             | 2056-01-25      | Floating      | 0.85%                 | Yes           |                  2 | On Loan: No      |
| PFS FINANCING CORP.                                     | PFS FINANCING CORP PFSFC 2025-A B                                                 | CUSIP: 69335PFT7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    800000 | PA      | $799747.52    | 0.18%             | 2029-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| M&T EQUIPTMENT LLC                                      | M&T EQUIPMENT 2023-LEAF1 NOTES MTLRF 2023-1A A2                                   | CUSIP: 551925AA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      4245 | PA      | $4247.42      | 0.00%             | 2030-07-15      | Fixed         | 6.09%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST                     | CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-C1 CGCMT 2016-C1 AAB                     | CUSIP: 17290YAS7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     16254 | PA      | $16178.99     | 0.00%             | 2049-05-10      | Fixed         | 3.00%                 | No            |                  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        |    645000 | PA      | $643429.04    | 0.14%             | 2027-09-20      | Fixed         | 4.21%                 | Yes           |                  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        |   1095000 | PA      | $1108732.01   | 0.24%             | 2026-07-05      | Fixed         | 5.59%                 | No            |                  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        |    591118 | PA      | $592089.54    | 0.13%             | 2026-08-17      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST              | JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST 2017-JP JPMCC 2017-JP5 ASB             | CUSIP: 46647TAT5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     36577 | PA      | $36160.56     | 0.01%             | 2050-03-15      | Fixed         | 3.55%                 | 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        |     41810 | PA      | $41839.90     | 0.01%             | 2026-02-16      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| RIO TINTO FINANCE (USA) PLC                             | RIO TINTO FINANCE USA PLC 4.375000% 03/12/2027                                    | CUSIP: 76720AAQ9<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | NUSS              | AU        |   1010000 | PA      | $1012648.55   | 0.22%             | 2027-03-12      | Fixed         | 4.38%                 | No            |                  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        |    350112 | PA      | $347964.12    | 0.08%             | 2051-11-15      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                   | BANQUE FEDERATIVE DU CREDIT MUTUEL SA 144A 4.524000% 07/13/2025                   | CUSIP: 06675DCD2<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | NUSS              | FR        |    475000 | PA      | $474905.03    | 0.10%             | 2025-07-13      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| THE WILLIAMS COMPANIES, INC.                            | WILLIAMS COS INC/THE 4.000000% 09/15/2025                                         | CUSIP: 96949LAB1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498908.22    | 0.11%             | 2025-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST               | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-3 SFAST 2024-3A A2                 | CUSIP: 78436XAB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1171163 | PA      | $1170833.48   | 0.26%             | 2028-05-22      | Fixed         | 4.71%                 | 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        |    398698 | PA      | $398633.42    | 0.09%             | 2026-02-20      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                   | WELLS FARGO & CO MTN 4.100000% 06/03/2026                                         | CUSIP: 94974BFY1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    650000 | PA      | $646703.47    | 0.14%             | 2026-06-03      | Fixed         | 4.10%                 | 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        |   1127996 | PA      | $1132750.43   | 0.25%             | 2028-04-17      | Fixed         | 5.15%                 | No            |                  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        |    305793 | PA      | $261478.67    | 0.06%             | 2066-06-25      | Floating      | 0.91%                 | Yes           |                  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      | $100113.41    | 0.02%             | 2030-07-22      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERNATIONAL, LLC                    | GRAPHIC PACKAGING INTERNATIONAL LLC 144A 1.512000% 04/15/2026                     | CUSIP: 38869PAP9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    650000 | PA      | $629170.83    | 0.14%             | 2026-04-15      | Fixed         | 1.51%                 | No            |                  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        |   1115618 | PA      | $1115596.37   | 0.25%             | 2027-01-15      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST                           | MILL CITY MORTGAGE LOAN TRUST 2018-4 MCMLT 2018-4 A1B                             | CUSIP: 59980YAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1365036 | PA      | $1335535.23   | 0.29%             | 2066-04-25      | Floating      | 3.47%                 | 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        |   2440000 | PA      | $2383586.13   | 0.52%             | 2027-01-26      | Fixed         | 1.25%                 | No            |                  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        |   1280000 | PA      | $1282956.42   | 0.28%             | 2026-06-15      | Fixed         | 4.61%                 | 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        |    733551 | PA      | $736709.54    | 0.16%             | 2028-02-15      | Fixed         | 5.61%                 | 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        |    150669 | PA      | $138056.85    | 0.03%             | 2046-07-17      | Fixed         | 1.54%                 | 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        |    757442 | PA      | $757755.23    | 0.17%             | 2028-02-15      | Fixed         | 4.65%                 | No            |                  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        |    720000 | PA      | $719945.14    | 0.16%             | 2029-10-15      | Fixed         | 4.32%                 | 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        |     85051 | PA      | $83231.06     | 0.02%             | 2028-01-10      | Fixed         | 0.70%                 | 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        |   1949349 | PA      | $1959593.14   | 0.43%             | 2033-04-15      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                            | BX COMMERCIAL MORTGAGE TRUST 2021-VINO BX 2021-VINO A                             | CUSIP: 05608KAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    178299 | PA      | $178187.92    | 0.04%             | 2038-05-15      | Floating      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING LLC                                  | CHESAPEAKE FUNDING II LLC CFII 2023-1A A1                                         | CUSIP: 165183CU6<br>LEI: 549300LG5AUFDML64706 | Long             | ABS-MBS          |  | US        |    213607 | PA      | $214540.76    | 0.05%             | 2035-05-15      | Fixed         | 5.65%                 | No            |                  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        |    900000 | PA      | $890034.84    | 0.20%             | 2027-02-20      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                   | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-4 WLAKE 2023-4A A3                     | CUSIP: 96041AAG1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    940000 | PA      | $946132.94    | 0.21%             | 2027-07-15      | Fixed         | 6.24%                 | Yes           |                  2 | On Loan: No      |
| BANQUE ROYALE DU CANADA                                 | ROYAL BANK OF CANADA MTN 1.150000% 06/10/2025                                     | CUSIP: 78015K7H1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | NUSS              | CA        |    775000 | PA      | $774450.60    | 0.17%             | 2025-06-10      | Fixed         | 1.15%                 | 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        |    133606 | PA      | $128244.61    | 0.03%             | 2028-06-12      | Fixed         | 0.66%                 | No            |                  2 | On Loan: No      |
| ALA TRUST                                               | ALA TRUST 2025-OANA ALA 2025-OANA A                                               | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1765000 | PA      | $1772392.17   | 0.39%             | 2030-06-15      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| NAVISTAR FINANCIAL DEALER NOTE MASTER TRUST             | NAVISTAR FINANCIAL DEALER NOTE MASTER OWNER TRUST NAVMT 2023-1 A                  | CUSIP: 63938PBU2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    750000 | PA      | $752395.05    | 0.17%             | 2028-08-25      | Fixed         | 6.18%                 | Yes           |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES CLO LTD                | CARLYLE GLOBAL MARKET STRATEGIES CLO 2015-4 LTD CGMS 2015-4A A1RR                 | CUSIP: 14311NAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    450690 | PA      | $451056.43    | 0.10%             | 2032-07-20      | Floating      | 5.49%                 | 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        |    232057 | PA      | $228778.79    | 0.05%             | 2050-12-15      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| UBS COMMERCIAL MORTGAGE TRUST                           | UBS COMMERCIAL MORTGAGE TRUST 2017-C6 UBSCM 2017-C6 ASB                           | CUSIP: 90276UAU5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    107861 | PA      | $106373.33    | 0.02%             | 2050-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                | BX TRUST 2022-LBA6 BX 2022-LBA6 A                                                 | CUSIP: 12433EAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    670000 | PA      | $668534.38    | 0.15%             | 2039-01-15      | Floating      | 5.33%                 | Yes           |                  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        |    570000 | PA      | $571164.28    | 0.13%             | 2031-05-20      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE REMICS FNR 2012-137 UE                                                 | CUSIP: 3136AAL29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     97640 | PA      | $93074.09     | 0.02%             | 2041-09-25      | Fixed         | 1.75%                 | No            |                  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        |    465000 | PA      | $466988.48    | 0.10%             | 2028-10-20      | Fixed         | 4.61%                 | 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        |     66471 | PA      | $66544.92     | 0.01%             | 2027-07-15      | Fixed         | 5.89%                 | Yes           |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                     | SOCIETE GENERALE SA 144A 4.351000% 06/13/2025                                     | CUSIP: 83368RBN1<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | NUSS              | FR        |    525000 | PA      | $524921.10    | 0.12%             | 2025-06-13      | Fixed         | 4.35%                 | 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        |    101315 | PA      | $97199.22     | 0.02%             | 2057-04-25      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEOK, INC.                                             | ONEOK INC 5.550000% 11/01/2026                                                    | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    850000 | PA      | $859650.25    | 0.19%             | 2026-11-01      | Fixed         | 5.55%                 | 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        |    230468 | PA      | $230532.68    | 0.05%             | 2031-04-17      | Floating      | 5.51%                 | No            |                  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        |     76379 | PA      | $72468.94     | 0.02%             | 2065-05-25      | Floating      | 0.71%                 | Yes           |                  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        |    265000 | PA      | $266916.85    | 0.06%             | 2029-04-16      | Fixed         | 4.61%                 | No            |                  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        |    545000 | PA      | $536418.14    | 0.12%             | 2026-07-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                             | TRUIST BANK 4.671000% 05/20/2027                                                  | CUSIP: 89788JAE9<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1150793.34   | 0.25%             | 2027-05-20      | Fixed         | 4.67%                 | No            |                  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        |   1150000 | PA      | $1129076.44   | 0.25%             | 2029-12-17      | Fixed         | 2.07%                 | No            |                  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        |    285000 | PA      | $288603.58    | 0.06%             | 2026-07-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                | BX 2021-MFM1 BX 2021-MFM1 B                                                       | CUSIP: 05608VAE6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    434000 | PA      | $433186.25    | 0.10%             | 2034-01-15      | Floating      | 5.39%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATION TRUST                | GS MORTGAGE SECURITIES CORP TRUST 2023-SHIP GSMS 2023-SHIP B                      | CUSIP: 36270GAC5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    810000 | PA      | $805711.13    | 0.18%             | 2038-09-10      | Floating      | 4.94%                 | 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        |    650000 | PA      | $652051.39    | 0.14%             | 2027-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                                | ANGEL OAK MORTGAGE TRUST 2020-3 AOMT 2020-3 A1                                    | CUSIP: 03465LAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    194306 | PA      | $182489.45    | 0.04%             | 2065-04-25      | Floating      | 1.69%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                 | BPCE SA 144A 5.203000% 01/18/2027                                                 | CUSIP: 05571AAT2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | NUSS              | FR        |    600000 | PA      | $606295.33    | 0.13%             | 2027-01-18      | Fixed         | 5.20%                 | 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        |    360341 | PA      | $359521.63    | 0.08%             | 2037-02-15      | Floating      | 5.83%                 | Yes           |                  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        |     27480 | PA      | $27501.79     | 0.01%             | 2027-06-15      | Fixed         | 5.21%                 | 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        |    270921 | PA      | $271805.11    | 0.06%             | 2026-11-13      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| TRILLIUM CREDIT CARD TRUST II                           | TRILLIUM CREDIT CARD TRUST II TCCT 2023-3A A                                      | CUSIP: 89621ABT5<br>LEI: N/A                  | Long             | ABS-MBS          |  | CA        |   1700000 | PA      | $1701399.27   | 0.37%             | 2028-08-26      | Floating      | 5.12%                 | No            |                  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        |     45738 | PA      | $45795.46     | 0.01%             | 2027-08-10      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL TRUST                     | STARWOOD MORTGAGE RESIDENTIAL TRUST 2021-2 STAR 2021-2 A1                         | CUSIP: 85573HAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     93199 | PA      | $86935.65     | 0.02%             | 2065-05-25      | Floating      | 0.94%                 | Yes           |                  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        |    214495 | PA      | $214614.39    | 0.05%             | 2031-01-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES TRUST                                    | FIRSTKEY HOMES 2022-SFR3 TRUST FKH 2022-SFR3 A                                    | CUSIP: 33768EAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    375099 | PA      | $372028.46    | 0.08%             | 2038-07-17      | Fixed         | 4.25%                 | Yes           |                  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        |   2950000 | PA      | $2946518.79   | 0.65%             | 2027-10-22      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| ARROYO MORTGAGE TRUST                                   | ARROYO MORTGAGE TRUST 2019-3 ARRW 2019-3 A1                                       | CUSIP: 04285AAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     94260 | PA      | $89402.74     | 0.02%             | 2048-10-25      | Floating      | 2.96%                 | 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        |    916904 | PA      | $914925.34    | 0.20%             | 2027-01-25      | Fixed         | 4.29%                 | 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        |   2065000 | PA      | $2064806.43   | 0.45%             | 2025-09-04      | Floating      | 5.30%                 | 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        |    116804 | PA      | $117271.35    | 0.03%             | 2032-11-15      | Fixed         | 5.30%                 | Yes           |                  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        |    127655 | PA      | $112201.43    | 0.02%             | 2066-04-25      | Floating      | 0.90%                 | Yes           |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST                              | CPS AUTO RECEIVABLES TRUST 2023-B CPS 2023-B A                                    | CUSIP: 12664WAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      9121 | PA      | $9125.64      | 0.00%             | 2027-08-16      | Fixed         | 5.91%                 | Yes           |                  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        |    415000 | PA      | $415801.78    | 0.09%             | 2026-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                   | ELEVANCE HEALTH INC 1.500000% 03/15/2026                                          | CUSIP: 036752AR4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    800000 | PA      | $781008.42    | 0.17%             | 2026-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                         | SANTANDER UK GROUP HOLDINGS PLC 1.673000% 06/14/2027                              | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | NUSS              | GB        |   2450000 | PA      | $2366980.60   | 0.52%             | 2027-06-14      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2013-88 WC                           | CUSIP: 38378TL99<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    344788 | PA      | $333966.57    | 0.07%             | 2041-11-20      | Fixed         | 2.00%                 | 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        |    293430 | PA      | $293596.45    | 0.06%             | 2031-01-22      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| United States of America                                | US TREASURY N/B 0.500000% 02/28/2026                                              | CUSIP: 91282CBQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   1500000 | PA      | $1459130.87   | 0.32%             | 2026-02-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                   | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 4.908000% 07/23/2025           | CUSIP: 161175AY0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    145000 | PA      | $144977.55    | 0.03%             | 2025-07-23      | Fixed         | 4.91%                 | 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        |   1068424 | PA      | $1062812.60   | 0.23%             | 2035-05-14      | Fixed         | 4.13%                 | 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        |    175032 | PA      | $173782.19    | 0.04%             | 2051-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST                | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2023-2 AMCAR 2023-2 A2                   | CUSIP: 03065UAB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    278151 | PA      | $278669.44    | 0.06%             | 2027-04-19      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST                              | CPS AUTO RECEIVABLES TRUST 2023-D CPS 2023-D A                                    | CUSIP: 12598VAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     16638 | PA      | $16649.51     | 0.00%             | 2027-06-15      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| BPR TRUST                                               | BPR TRUST 2022-OANA BPR 2022-OANA A                                               | CUSIP: 05592DAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    550000 | PA      | $549828.13    | 0.12%             | 2037-04-15      | Floating      | 6.23%                 | Yes           |                  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        |    361090 | PA      | $356407.21    | 0.08%             | 2050-10-15      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST                           | MILL CITY MORTGAGE LOAN TRUST 2017-3 MCMLT 2017-3 A1                              | CUSIP: 59980CAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     36613 | PA      | $36480.59     | 0.01%             | 2061-01-25      | Fixed         | 2.75%                 | 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        |    445000 | PA      | $445175.20    | 0.10%             | 2028-03-15      | Fixed         | 4.46%                 | 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        |    428864 | PA      | $428863.85    | 0.09%             | 2038-07-15      | Floating      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| DTE ELECTRIC COMPANY                                    | DTE ELECTRIC CO 4.250000% 05/14/2027                                              | CUSIP: 23338VAW6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    365000 | PA      | $362989.43    | 0.08%             | 2027-05-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING LLC                               | SCF EQUIPMENT LEASING 2023-1 LLC SCFET 2023-1A A2                                 | CUSIP: 784024AB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     19147 | PA      | $19167.58     | 0.00%             | 2030-01-22      | Fixed         | 6.56%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST                            | GS MORTGAGE SECURITIES TRUST 2017-GS8 GSMS 2017-GS8 AAB                           | CUSIP: 36254KAM4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    207851 | PA      | $205109.34    | 0.05%             | 2050-11-10      | Fixed         | 3.31%                 | 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        |    645087 | PA      | $637870.73    | 0.14%             | 2027-01-19      | Fixed         | 1.01%                 | 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        |    500000 | PA      | $501610.90    | 0.11%             | 2028-05-15      | Fixed         | 4.92%                 | Yes           |                  2 | On Loan: No      |
| ELM TRUST                                               | ELM TRUST 2024-ELM ELM 2024-ELM A10                                               | CUSIP: 26860XAU5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    415000 | PA      | $419213.54    | 0.09%             | 2039-06-10      | Floating      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| OBX TRUST                                               | OBX 2018-1 TRUST OBX 2018-1 A2                                                    | CUSIP: 67112FAD2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     16288 | PA      | $15969.88     | 0.00%             | 2057-06-25      | Floating      | 5.09%                 | 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        |    590000 | PA      | $589489.46    | 0.13%             | 2026-01-27      | Fixed         | 4.65%                 | 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        |    640574 | PA      | $643430.53    | 0.14%             | 2031-07-25      | Fixed         | 5.04%                 | 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        |    286273 | PA      | $288064.41    | 0.06%             | 2028-03-01      | Fixed         | 5.55%                 | 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        |    186391 | PA      | $176299.46    | 0.04%             | 2064-04-25      | Floating      | 1.02%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE REMICS FNR 2011-99 KB                                                  | CUSIP: 3136A1LC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    182994 | PA      | $181270.26    | 0.04%             | 2026-10-25      | Fixed         | 3.50%                 | 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        |   1184517 | PA      | $1201849.36   | 0.26%             | 2030-03-20      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC REMICS FHR 3786 ED                                                    | CUSIP: 3137A5R97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    486085 | PA      | $484319.99    | 0.11%             | 2039-09-15      | Fixed         | 4.00%                 | 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        |   1100000 | PA      | $1096726.98   | 0.24%             | 2027-11-16      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE OWNER TRUST                                  | JOHN DEERE OWNER TRUST 2023-C JDOT 2023-C A2                                      | CUSIP: 47787CAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     53128 | PA      | $53154.17     | 0.01%             | 2026-08-17      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST                   | GM FINANCIAL AUTOMOBILE LEASING TRUST 2024-1 GMALT 2024-1 A3                      | CUSIP: 36269FAD8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1300000 | PA      | $1304236.83   | 0.29%             | 2027-03-22      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST                            | FORD CREDIT AUTO LEASE TRUST 2024-A FORDL 2024-A A2A                              | CUSIP: 345290AB6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     69676 | PA      | $69697.84     | 0.02%             | 2026-07-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | TRI-PARTY REPURCHASE AGREEMENT (ACT/360) DAILY RESET  BARCLAYS                    | CUSIP: N/A<br>LEI: N/A                        | Long             | RA               |  | US        |  14700000 | PA      | $14700000.00  | 3.23%             |  |  |  | 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        |    396320 | PA      | $389096.59    | 0.09%             | 2050-02-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | MORGAN STANLEY 5.050000% 01/28/2027                                               | CUSIP: 61747YEZ4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    350000 | PA      | $350744.06    | 0.08%             | 2027-01-28      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PORSCHE FINANCIAL AUTO SECURITIZATION TRUST             | PORSCHE FINANCIAL AUTO SECURITIZATION TRUST 2023-2 PFAST 2023-2A A3               | CUSIP: 732916AD3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    902253 | PA      | $907645.69    | 0.20%             | 2029-01-22      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST                            | GS MORTGAGE SECURITIES TRUST 2016-GS3 GSMS 2016-GS3 AAB                           | CUSIP: 36251PAE4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    167478 | PA      | $166117.50    | 0.04%             | 2049-10-10      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| NEXTGEAR FLOORPLAN MASTER OWNER TRUST                   | NEXTGEAR FLOORPLAN MASTER OWNER TRUST NFMOT 2024-1A A2                            | CUSIP: 65341KBZ8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    250000 | PA      | $252623.38    | 0.06%             | 2029-03-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST                                                | BX TRUST 2025-VLT6 BX 2025-VLT6 B                                                 | CUSIP: 12433KAC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1975000 | PA      | $1960187.50   | 0.43%             | 2042-03-15      | Floating      | 6.22%                 | Yes           |                  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        |   3120000 | PA      | $3056794.10   | 0.67%             | 2026-01-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO RECEIVABLES OWNER TRUST                     | NISSAN AUTO RECEIVABLES 2025-A OWNER TRUST NAROT 2025-A A3                        | CUSIP: 65481GAD7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    805000 | PA      | $806799.18    | 0.18%             | 2029-12-17      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| MFA TRUST                                               | MFA 2020-NQM3 TRUST MFRA 2020-NQM3 A1                                             | CUSIP: 552757AA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     65248 | PA      | $61422.60     | 0.01%             | 2065-01-26      | Floating      | 1.01%                 | Yes           |                  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        |    659074 | PA      | $659280.59    | 0.15%             | 2027-10-15      | Fixed         | 4.75%                 | 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        |    550000 | PA      | $552727.55    | 0.12%             | 2028-01-10      | Fixed         | 4.86%                 | No            |                  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        |    700000 | PA      | $699120.10    | 0.15%             | 2026-10-01      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| GRAY OAK PIPELINE, LLC                                  | GRAY OAK PIPELINE LLC 144A 2.600000% 10/15/2025                                   | CUSIP: 38937LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $888746.70    | 0.20%             | 2025-10-15      | Fixed         | 2.60%                 | 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        |    337504 | PA      | $345244.01    | 0.08%             | 2028-12-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| MARS, INCORPORATED                                      | MARS INC 144A 4.450000% 03/01/2027                                                | CUSIP: 571676AW5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1126090.00   | 0.25%             | 2027-03-01      | Fixed         | 4.45%                 | No            |                  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        |    444202 | PA      | $433891.70    | 0.10%             | 2029-10-25      | Floating      | 2.65%                 | 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        |   3465000 | PA      | $3331112.40   | 0.73%             | 2028-08-15      | Fixed         | 1.14%                 | Yes           |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                                | ANGEL OAK MORTGAGE TRUST 2020-R1 AOMT 2020-R1 A1                                  | CUSIP: 034651AA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    116100 | PA      | $110095.12    | 0.02%             | 2053-04-25      | Floating      | 0.99%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                | US TREASURY N/B 0.375000% 11/30/2025                                              | CUSIP: 91282CAZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   4500000 | PA      | $4413199.23   | 0.97%             | 2025-11-30      | Fixed         | 0.38%                 | No            |                  1 | 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        |    156408 | PA      | $156263.81    | 0.03%             | 2026-12-15      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORPORATION.                               | ARES CAPITAL CORP 7.000000% 01/15/2027                                            | CUSIP: 04010LBE2<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    475000 | PA      | $489377.01    | 0.11%             | 2027-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC GOLD POOL FG G15562                                                   | CUSIP: 3128MEMK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    850798 | PA      | $830610.72    | 0.18%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                              | LAD AUTO RECEIVABLES TRUST 2024-3 LADAR 2024-3A A2                                | CUSIP: 505709AB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    517499 | PA      | $517401.16    | 0.11%             | 2027-11-15      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| ARES CLO LTD                                            | ARES XXXIV CLO LTD ARES 2015-2A AR3                                               | CUSIP: 04015GAX7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2002700.00   | 0.44%             | 2033-04-17      | Floating      | 5.60%                 | Yes           |                  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        |    240248 | PA      | $235888.08    | 0.05%             | 2058-08-25      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                              | VERUS SECURITIZATION TRUST 2020-1 VERUS 2020-1 A1                                 | CUSIP: 92536PAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     13747 | PA      | $13458.97     | 0.00%             | 2060-01-25      | Floating      | 2.42%                 | 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        |     85204 | PA      | $84685.30     | 0.02%             | 2049-08-15      | Fixed         | 2.51%                 | 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        |    229896 | PA      | $202668.56    | 0.04%             | 2066-02-25      | Floating      | 1.03%                 | Yes           |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL TRUST                     | STAR 2021-1 TRUST STAR 2021-1 A1                                                  | CUSIP: 85573GAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    192268 | PA      | $179147.20    | 0.04%             | 2065-05-25      | Floating      | 1.22%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC.                                           | BROADCOM INC 3.459000% 09/15/2026                                                 | CUSIP: 11135FAN1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2345000 | PA      | $2315743.87   | 0.51%             | 2026-09-15      | Fixed         | 3.46%                 | 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        |   1550000 | PA      | $1564576.82   | 0.34%             | 2033-08-15      | Fixed         | 6.39%                 | 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        |   3510000 | PA      | $3459548.03   | 0.76%             | 2027-06-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| KUBOTA CREDIT OWNER TRUST                               | KUBOTA CREDIT OWNER TRUST 2024-1 KCOT 2024-1A A2                                  | CUSIP: 50117BAB6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    556802 | PA      | $558254.10    | 0.12%             | 2027-01-15      | Fixed         | 5.39%                 | Yes           |                  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        |   1150000 | PA      | $1151793.77   | 0.25%             | 2027-12-15      | Fixed         | 4.61%                 | 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        |    690816 | PA      | $589077.99    | 0.13%             | 2066-10-25      | Floating      | 1.11%                 | 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        |     96790 | PA      | $90162.98     | 0.02%             | 2065-10-26      | Floating      | 1.33%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST                          | HYUNDAI AUTO RECEIVABLES TRUST 2024-B HART 2024-B A2A                             | CUSIP: 44934QAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    206972 | PA      | $207449.51    | 0.05%             | 2027-06-15      | Fixed         | 5.15%                 | No            |                  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        |    500000 | PA      | $509827.71    | 0.11%             | 2027-01-15      | Fixed         | 6.10%                 | No            |                  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        |    100000 | PA      | $101049.23    | 0.02%             | 2026-08-15      | Fixed         | 6.05%                 | No            |                  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        |     29638 | PA      | $29299.76     | 0.01%             | 2028-06-13      | Fixed         | 0.56%                 | Yes           |                  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        |   9330000 | PA      | $8942221.88   | 1.97%             | 2026-12-31      | Fixed         | 1.25%                 | 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        |     48774 | PA      | $47203.82     | 0.01%             | 2060-05-24      | Floating      | 1.65%                 | No            |                  2 | On Loan: No      |
| STRYKER CORPORATION                                     | STRYKER CORP 4.550000% 02/10/2027                                                 | CUSIP: 863667BJ9<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    775000 | PA      | $777641.09    | 0.17%             | 2027-02-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST                  | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-4 SDART 2022-4 B                      | CUSIP: 80286FAD5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    602976 | PA      | $602731.65    | 0.13%             | 2027-11-15      | Fixed         | 4.42%                 | 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        |    735000 | PA      | $733939.10    | 0.16%             | 2028-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BANQUE ROYALE DU CANADA                                 | ROYAL BANK OF CANADA MTN 5.200000% 07/20/2026                                     | CUSIP: 78016FZZ0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | NUSS              | CA        |    600000 | PA      | $605501.57    | 0.13%             | 2026-07-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC COMPANY                                  | NSTAR ELECTRIC CO 3.250000% 11/15/2025                                            | CUSIP: 67021CAK3<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    650000 | PA      | $644644.41    | 0.14%             | 2025-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GECU AUTO RECEIVABLES TRUST                             | GECU AUTO RECEIVABLES TRUST 2023-1 GECU 2023-1A A2                                | CUSIP: 36169EAB6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    194954 | PA      | $195137.83    | 0.04%             | 2027-03-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| PEACEHEALTH                                             | PEACEHEALTH OBLIGATED GROUP 1.375000% 11/15/2025                                  | CUSIP: 70462GAB4<br>LEI: PLDU35L52IYZUL5SMS69 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1695852.59   | 0.37%             | 2025-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE POOL FN AD0213                                                         | CUSIP: 31418MGX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     33150 | PA      | $34535.75     | 0.01%             | 2039-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                          | CITIGROUP INC 3.887000% 01/10/2028                                                | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2840000 | PA      | $2802782.85   | 0.62%             | 2028-01-10      | Fixed         | 3.89%                 | 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        |      4203 | PA      | $4146.12      | 0.00%             | 2048-08-25      | Floating      | 4.50%                 | No            |                  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        |    365422 | PA      | $368956.12    | 0.08%             | 2028-10-16      | Fixed         | 6.44%                 | 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        |     36964 | PA      | $37013.38     | 0.01%             | 2027-09-15      | Fixed         | 5.71%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE REMICS FNR 2022-77 CA                                                  | CUSIP: 3136BPGF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    334100 | PA      | $332618.66    | 0.07%             | 2039-04-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV             | NEW YORK NY CITY TRANSITIONAL NEW YORK CITY TRANSITIONAL FINANCE AUTHORITY        | CUSIP: 64972JQX9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2205000 | PA      | $2217496.62   | 0.49%             | 2026-11-01      | Fixed         | 4.72%                 | No            |                  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        |    320107 | PA      | $322555.06    | 0.07%             | 2031-01-21      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS COMPANY                                  | GENERAL MOTORS CO 6.125000% 10/01/2025                                            | CUSIP: 37045VAV2<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   1642000 | PA      | $1646913.01   | 0.36%             | 2025-10-01      | Fixed         | 6.12%                 | 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        |   1765000 | PA      | $1735061.91   | 0.38%             | 2026-09-06      | Fixed         | 3.21%                 | 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        |     61575 | PA      | $61693.91     | 0.01%             | 2028-06-21      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE REMICS FNR 2023-32 BD                                                  | CUSIP: 3136BQAC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1915993 | PA      | $1932038.24   | 0.43%             | 2042-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SREIT COMMERCIAL MORTGAGE TRUST                         | SREIT TRUST 2021-MFP SREIT 2021-MFP A                                             | CUSIP: 78472UAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    150991 | PA      | $150802.75    | 0.03%             | 2038-11-15      | Floating      | 5.17%                 | 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        |   1095000 | PA      | $1093775.13   | 0.24%             | 2027-12-15      | Fixed         | 4.47%                 | 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        |   3650000 | PA      | $3505195.30   | 0.77%             | 2027-09-22      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** Glenn Kurdziel

**Name of Signer:** Glenn Kurdziel

**Title:** Controller and Chief Financial Officer