# EDGAR Filing Document

**Accession Number:** 0000939934
**File Stem:** 0002048251-26-000657
**Filing Date:** 2026-1
**Character Count:** 202325
**Document Hash:** bffadbf70a3ed6aad9d80e97502be9ef
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002048251-26-000657.hdr.sgml**: 20260128

**ACCESSION NUMBER**: 0002048251-26-000657

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251130

**FILED AS OF DATE**: 20260128

**DATE AS OF CHANGE**: 20260128

**PERIOD START**: 20260531

**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:** 26572064

**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:** 2026-05-31

- **b. Date as of which information is reported:** 2025-11-30

**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:** $357990549.07

**Total Liabilities:** $1292494.44

**Net Assets:** $356698054.63

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -3709.42581189 | **1-Year:** -17904.50733543 | **5-Year:** -5504.25531426 | **10-Year:** -1844.07178253 | **30-Year:** -222.29711191

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

- **3-Month:** -212.14136350 | **1-Year:** -1870.81340776 | **5-Year:** -4323.01047436 | **10-Year:** -801.60361852 | **30-Year:** -27.08180633

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000096276 | 0.46%                | 0.27%                | 0.48%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $51489.72                | $91174.93                                  |
| Month 2  | $44419.99                | $-229775.34                                |
| Month 3  | $54847.62                | $133497.03                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| WESTLAKE FLOORING MASTER TRUST                         | WESTLAKE FLOORING MASTER TRUST WFLOOR 2024-1A B                                  | CUSIP: 96043GAE1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1840000 | PA      | $1845012.34   | 0.52%             | 2028-02-15      | Fixed         | 6.07%                 | Yes           |                  2 | On Loan: No      |
| TRK TRUST                                              | TRK 2021-INV1 TRUST TRK 2021-INV1 A1                                             | CUSIP: 89688WAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    237650 | PA      | $212963.86    | 0.06%             | 2056-07-25      | Floating      | 1.15%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                    | CONNECTICUT AVENUE SECURITIES TRUST 2021-R03 CAS 2021-R03 1M2                    | CUSIP: 20754AAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    655000 | PA      | $657655.63    | 0.18%             | 2041-12-25      | Floating      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST                                  | CCG RECEIVABLES TRUST 2025-2 CCG 2025-2 A2                                       | CUSIP: 12516XAB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    385000 | PA      | $385502.69    | 0.11%             | 2034-08-15      | Fixed         | 4.14%                 | 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        |    798234 | PA      | $801200.30    | 0.22%             | 2041-10-17      | Floating      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                | HYUNDAI CAPITAL AMERICA 144A 4.875000% 06/23/2027                                | CUSIP: 44891ADU8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    675000 | PA      | $681950.35    | 0.19%             | 2027-06-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States of America                               | US TREASURY N/B 2.500000% 03/31/2027                                             | CUSIP: 91282CEF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   1830000 | PA      | $1804551.56   | 0.51%             | 2027-03-31      | Fixed         | 2.50%                 | 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        |    415000 | PA      | $413564.46    | 0.12%             | 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      | $587914.12    | 0.16%             | 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        |    399473 | PA      | $400406.32    | 0.11%             | 2042-02-17      | Floating      | 5.41%                 | 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        |    300097 | PA      | $300947.24    | 0.08%             | 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        |    441484 | PA      | $445249.57    | 0.12%             | 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      | $751364.56    | 0.21%             | 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        |     39426 | PA      | $39163.38     | 0.01%             | 2038-11-15      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST                         | HYUNDAI AUTO RECEIVABLES TRUST 2025-B HART 2025-B A2A                            | CUSIP: 44935XAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    520000 | PA      | $521292.10    | 0.15%             | 2028-08-15      | Fixed         | 4.45%                 | 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        |         0 | PA      | $0.01         | 0.00%             | 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        |     12194 | PA      | $12117.07     | 0.00%             | 2062-05-25      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| BANK                                                   | BANK 2017-BNK7 BANK 2017-BNK7 ASB                                                | CUSIP: 06541XAD2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     65647 | PA      | $65085.28     | 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        |    171089 | PA      | $171064.41    | 0.05%             | 2031-04-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| AMERICAN HERITAGE AUTO RECEIVABLES TRUST               | AMERICAN HERITAGE AUTO RECEIVABLES TRUST 2024-1 AHART 2024-1A A2                 | CUSIP: 026944AB4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    125517 | PA      | $125752.41    | 0.04%             | 2028-03-15      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| Truist Bank                                            | TRUIST BANK 4.671000% 05/20/2027                                                 | CUSIP: 89788JAE9<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   2470000 | PA      | $2475395.27   | 0.69%             | 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        |    965000 | PA      | $970739.72    | 0.27%             | 2039-06-10      | Floating      | 5.99%                 | 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        |    135564 | PA      | $135772.12    | 0.04%             | 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      | $754251.94    | 0.21%             | 2038-11-15      | Floating      | 5.15%                 | 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        |    178776 | PA      | $179595.14    | 0.05%             | 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      | $1394842.18   | 0.39%             | 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        |     19710 | PA      | $20815.64     | 0.01%             | 2040-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES OWNER TRUST                     | HONDA AUTO RECEIVABLES 2025-4 OWNER TRUST HAROT 2025-4 A2A                       | CUSIP: 43814XAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    685000 | PA      | $685839.60    | 0.19%             | 2028-06-15      | Fixed         | 4.04%                 | No            |                  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        |      5725 | PA      | $5722.68      | 0.00%             | 2027-09-14      | Fixed         | 3.63%                 | 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      | $626444.93    | 0.18%             | 2026-02-15      | Fixed         | 6.05%                 | 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        |    152736 | PA      | $137997.04    | 0.04%             | 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      | $271569.73    | 0.08%             | 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        |    586318 | PA      | $587425.17    | 0.16%             | 2027-05-15      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST       | WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST 2 WOLS 2024-A A4                | CUSIP: 981946AE6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1125000 | PA      | $1137875.18   | 0.32%             | 2029-09-17      | Fixed         | 5.25%                 | 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        |    199237 | PA      | $180910.26    | 0.05%             | 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        |    915486 | PA      | $929604.68    | 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      | $607000.46    | 0.17%             | 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        |   2390000 | PA      | $2372738.56   | 0.67%             | 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        |    134005 | PA      | $134238.45    | 0.04%             | 2027-11-22      | Fixed         | 4.52%                 | 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        |     74416 | PA      | $73371.40     | 0.02%             | 2058-02-25      | Floating      | 2.90%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                            | FREDDIE MAC REMICS FHR 4166 PV                                                   | CUSIP: 3137AYD32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1808283 | PA      | $1793371.66   | 0.50%             | 2037-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST                    | TOYOTA AUTO RECEIVABLES 2025-D OWNER TRUST TAOT 2025-D A2B                       | CUSIP: 89231GAC2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1270000 | PA      | $1269996.70   | 0.36%             | 2028-08-15      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| MARS, INCORPORATED                                     | MARS INC 144A 4.450000% 03/01/2027                                               | CUSIP: 571676AW5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1870000 | PA      | $1882673.98   | 0.53%             | 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        |    440521 | PA      | $434094.70    | 0.12%             | 2039-02-25      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| NEW YORK TAX LIEN NYCTL                                | NYCTL 2025-A TRUST NYCTL 2025-A A                                                | CUSIP: 62957CAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    325035 | PA      | $324867.75    | 0.09%             | 2038-11-10      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| NTT FINANCE CORPORATION                                | NTT FINANCE CORP 144A 4.567000% 07/16/2027                                       | CUSIP: 62954WAP0<br>LEI: 3538007PR116187GD960 | Long             | DBT              | NUSS              | JP        |    355000 | PA      | $357676.69    | 0.10%             | 2027-07-16      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                          | FREDDIE MAC STACR REMIC TRUST 2025-DNA1 STACR 2025-DNA1 M2                       | CUSIP: 35564NGA5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    270000 | PA      | $268482.60    | 0.08%             | 2045-01-25      | Floating      | 5.42%                 | 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      | $656362.56    | 0.18%             | 2028-05-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST                         | HYUNDAI AUTO RECEIVABLES TRUST 2025-D HART 2025-D A2A                            | CUSIP: 44891XAB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    880000 | PA      | $881184.22    | 0.25%             | 2028-11-15      | Fixed         | 4.03%                 | 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      | $395010.59    | 0.11%             | 2025-12-02      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KUBOTA CREDIT OWNER TRUST                              | KUBOTA CREDIT OWNER TRUST 2025-2 KCOT 2025-2A A2                                 | CUSIP: 50117LAB4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    175000 | PA      | $175810.55    | 0.05%             | 2028-04-17      | Fixed         | 4.48%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                            | FREDDIE MAC REMICS FHR 4753 QV                                                   | CUSIP: 3137FDYW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    207031 | PA      | $206331.88    | 0.06%             | 2040-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST                         | HYUNDAI AUTO RECEIVABLES TRUST 2025-D HART 2025-D A1                             | CUSIP: 44891XAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1010000 | PA      | $1010213.11   | 0.28%             | 2026-11-16      | Fixed         | 4.04%                 | 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      | $955685.24    | 0.27%             | 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      | $807729.82    | 0.23%             | 2026-09-09      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| AON GLOBAL LIMITED.                                    | AON GLOBAL LTD 3.875000% 12/15/2025                                              | CUSIP: 00185AAK0<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | NUSS              | US        |    750000 | PA      | $749869.50    | 0.21%             | 2025-12-15      | Fixed         | 3.88%                 | 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        |    144396 | PA      | $144815.33    | 0.04%             | 2026-11-20      | Fixed         | 5.39%                 | 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      | $525034.80    | 0.15%             | 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        |   1105711 | PA      | $1094678.44   | 0.31%             | 2044-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                               | US 10YR NOTE (CBT)MAR26 FINANCIAL COMMODITY FUTURE.                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -42 | NC      | $-4760437.50  | -1.33%            |  |  |  | No            |                  1 | 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      | $1134226.59   | 0.32%             | 2027-05-27      | Fixed         | 4.37%                 | 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      | $504108.80    | 0.14%             | 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        |    343331 | PA      | $344359.40    | 0.10%             | 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        |     48018 | PA      | $47028.85     | 0.01%             | 2060-05-25      | Floating      | 1.45%                 | No            |                  2 | On Loan: No      |
| CBAM LTD                                               | CBAM 2018-5 LTD CBAMR 2018-5A A1R                                                | CUSIP: 12516LAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    265000 | PA      | $265273.48    | 0.07%             | 2038-10-17      | Floating      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                            | FREDDIE MAC REMICS FHR 4938 CA                                                   | CUSIP: 3137FQEW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    909308 | PA      | $867926.58    | 0.24%             | 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        |     63921 | PA      | $63621.97     | 0.02%             | 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        |    449855 | PA      | $450826.45    | 0.13%             | 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        |    551445 | PA      | $553594.24    | 0.16%             | 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        |    522271 | PA      | $526799.02    | 0.15%             | 2029-12-20      | Fixed         | 6.09%                 | Yes           |                  2 | On Loan: No      |
| BARINGS EQUIPMENT FINANCE LLC                          | BARINGS EQUIPMENT FINANCE LLC 2025-B MMAF 2025-B A2                              | CUSIP: 06764YAB4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    245000 | PA      | $245203.84    | 0.07%             | 2029-02-13      | Fixed         | 4.02%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                            | FREDDIE MAC REMICS FHR 5081 HE                                                   | CUSIP: 3137FFUW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    155881 | PA      | $142265.42    | 0.04%             | 2044-01-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST                 | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-4 SDART 2025-4 A2                    | CUSIP: 802923AB8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    305000 | PA      | $305094.09    | 0.09%             | 2029-01-15      | Fixed         | 4.28%                 | 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        |    134743 | PA      | $131336.98    | 0.04%             | 2068-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORPORATION                                | DUKE ENERGY CORP 5.000000% 12/08/2025                                            | CUSIP: 26441CBV6<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1275121.67   | 0.36%             | 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        |    349423 | PA      | $348724.50    | 0.10%             | 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        |     29440 | PA      | $29019.83     | 0.01%             | 2057-10-25      | Floating      | 2.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                 | GENERAL MOTORS FINANCIAL CO INC 4.350000% 01/17/2027                             | CUSIP: 37045XBT2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1815000 | PA      | $1817598.43   | 0.51%             | 2027-01-17      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                           | FORD CREDIT AUTO OWNER TRUST 2025-B FORDO 2025-B A3                              | CUSIP: 34532BAG6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    370000 | PA      | $370733.19    | 0.10%             | 2030-04-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                              | TOWD POINT MORTGAGE TRUST 2018-5 TPMT 2018-5 A1A                                 | CUSIP: 89176VAK8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    199743 | PA      | $197756.78    | 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        |    305024 | PA      | $259775.74    | 0.07%             | 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        |    192449 | PA      | $192583.89    | 0.05%             | 2027-08-15      | Fixed         | 4.32%                 | 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        |   2560000 | PA      | $2530779.24   | 0.71%             | 2027-05-11      | Fixed         | 1.63%                 | 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        |    475923 | PA      | $449842.15    | 0.13%             | 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        |     19701 | PA      | $19616.24     | 0.01%             | 2039-01-15      | Floating      | 4.77%                 | 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        |     87770 | PA      | $88116.78     | 0.02%             | 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      | $801375.20    | 0.22%             | 2041-06-15      | Floating      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FANNIE MAE REMICS FNR 2016-99 H                                                  | CUSIP: 3136AUB83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    126364 | PA      | $125424.02    | 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        |    335172 | PA      | $291346.56    | 0.08%             | 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        |     83333 | PA      | $81889.96     | 0.02%             | 2046-04-25      | Floating      | 4.86%                 | 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        |    264316 | PA      | $248155.52    | 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        |      1774 | PA      | $1778.91      | 0.00%             | 2029-01-01      | Floating      | 6.46%                 | 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        |    136271 | PA      | $131165.39    | 0.04%             | 2060-11-25      | Floating      | 1.12%                 | 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        |      6117 | PA      | $6089.62      | 0.00%             | 2055-02-25      | Floating      | 1.72%                 | 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        |   1170000 | PA      | $1177740.72   | 0.33%             | 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        |    322273 | PA      | $322492.08    | 0.09%             | 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      | $1773419.55   | 0.50%             | 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        |   2110000 | PA      | $2114085.78   | 0.59%             | 2027-04-20      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| United States of America                               | US TREASURY N/B 3.500000% 10/15/2028                                             | CUSIP: 91282CPC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   2700000 | PA      | $2700000.00   | 0.76%             | 2028-10-15      | Fixed         | 3.50%                 | 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        |   1175000 | PA      | $1176462.29   | 0.33%             | 2039-12-15      | Floating      | 5.48%                 | 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        |     74264 | PA      | $73399.26     | 0.02%             | 2028-01-10      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                    | FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS 2016-C03 2M2                        | CUSIP: 30711XCT9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     92497 | PA      | $93410.20     | 0.03%             | 2028-10-25      | Floating      | 10.09%                | 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        |    517650 | PA      | $521008.49    | 0.15%             | 2028-02-25      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| EVERGREEN CREDIT CARD TRUST                            | EVERGREEN CREDIT CARD TRUST EVGRN 2025-CRT5 B                                    | CUSIP: 30023JCX4<br>LEI: N/A                  | Long             | ABS-MBS          |  | CA        |    920000 | PA      | $930975.42    | 0.26%             | 2029-05-15      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| TRICON RESIDENTIAL TRUST                               | TRICON RESIDENTIAL 2024-SFR2 TRUST TCN 2024-SFR2 A                               | CUSIP: 89616VAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    548264 | PA      | $550863.54    | 0.15%             | 2040-06-17      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| NORTH COMMERCIAL MORTGAGE TRUST                        | NRTH COMMERCIAL MORTGAGE TRUST 2025-PARK NRTH 2025-PARK A                        | CUSIP: 669985AA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    800000 | PA      | $799999.76    | 0.22%             | 2040-10-15      | Floating      | 5.35%                 | 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        |    724058 | PA      | $729424.98    | 0.20%             | 2028-02-18      | Fixed         | 5.41%                 | 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        |    292789 | PA      | $294543.97    | 0.08%             | 2038-04-18      | Fixed         | 5.80%                 | Yes           |                  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        |    172876 | PA      | $172908.74    | 0.05%             | 2031-07-20      | Floating      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Swedbank AB                                            | SWEDBANK AB 144A 6.136000% 09/12/2026                                            | CUSIP: 87020PAX5<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | NUSS              | SE        |    700000 | PA      | $711270.22    | 0.20%             | 2026-09-12      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| METLIFE SECURITIZATION TRUST                           | METLIFE SECURITIZATION TRUST MST 2017-1A A                                       | CUSIP: 59166BAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     57246 | PA      | $55358.34     | 0.02%             | 2055-04-25      | Floating      | 3.00%                 | No            |                  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      | $1639489.64   | 0.46%             | 2038-04-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO, INC                               | US 2YR NOTE (CBT) MAR26 FINANCIAL COMMODITY FUTURE.                              | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DIR              |  | US        |        60 | NC      | $12531562.50  | 3.51%             |  |  |  | No            |                  1 | 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      | $382881.09    | 0.11%             | 2027-10-20      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                         | ENTERPRISE FLEET FINANCING 2023-2 LLC EFF 2023-2 A2                              | CUSIP: 29375NAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    167579 | PA      | $168527.16    | 0.05%             | 2030-04-22      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                    | CONNECTICUT AVENUE SECURITIES TRUST 2022-R01 CAS 2022-R01 1M2                    | CUSIP: 20754LAB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1575000 | PA      | $1582910.12   | 0.44%             | 2041-12-25      | Floating      | 6.08%                 | 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        |   1130128 | PA      | $1133076.80   | 0.32%             | 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        |    515861 | PA      | $516830.37    | 0.14%             | 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        |    292688 | PA      | $294883.97    | 0.08%             | 2030-03-20      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| NEW YORK N Y                                           | NEW YORK NY CITY OF NEW YORK NY                                                  | CUSIP: 64966SMT0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    480000 | PA      | $484042.85    | 0.14%             | 2027-02-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                    | CONNECTICUT AVENUE SECURITIES TRUST 2023-R03 CAS 2023-R03 2M1                    | CUSIP: 20753ACJ1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    150649 | PA      | $152044.08    | 0.04%             | 2043-04-25      | Floating      | 6.57%                 | 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      | $850726.90    | 0.24%             | 2040-01-18      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING LLC                              | SCF EQUIPMENT LEASING 2025-2 LLC SCFET 2025-2A A2                                | CUSIP: 78439XAB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1725000 | PA      | $1726010.85   | 0.48%             | 2031-12-22      | Fixed         | 4.26%                 | Yes           |                  2 | On Loan: No      |
| United States of America                               | US TREASURY N/B 3.250000% 06/30/2027                                             | CUSIP: 91282CEW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  13525000 | PA      | $13465299.84  | 3.77%             | 2027-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC                 | AMUR EQUIPMENT FINANCE RECEIVABLES XV LLC AXIS 2025-1A A2                        | CUSIP: 03237FAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    589743 | PA      | $595562.89    | 0.17%             | 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      | $980834.77    | 0.27%             | 2026-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| TRILLIUM CREDIT CARD TRUST II                          | TRILLIUM CREDIT CARD TRUST II TCCT 2025-1A B                                     | CUSIP: 89621ACD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    330000 | PA      | $330479.00    | 0.09%             | 2030-09-26      | Fixed         | 4.41%                 | Yes           |                  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      | $308263.88    | 0.09%             | 2026-06-15      | Fixed         | 3.65%                 | No            |                  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      | $299814.06    | 0.08%             | 2036-10-15      | Floating      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST                                    | RCKT MORTGAGE TRUST 2025-CES1 RCKT 2025-CES1 A1A                                 | CUSIP: 749427AA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    343228 | PA      | $346802.81    | 0.10%             | 2045-01-25      | Fixed         | 5.65%                 | 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        |    579891 | PA      | $581375.57    | 0.16%             | 2028-02-16      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FANNIE MAE POOL FN 928005                                                        | CUSIP: 31412LAE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      1319 | PA      | $1349.39      | 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        |   1015000 | PA      | $1018122.65   | 0.29%             | 2026-02-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                            | NATIONWIDE BUILDING SOCIETY 144A 6.557000% 10/18/2027                            | CUSIP: 63861VAJ6<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | NUSS              | GB        |    500000 | PA      | $509780.84    | 0.14%             | 2027-10-18      | Fixed         | 6.56%                 | 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        |     84709 | PA      | $84746.36     | 0.02%             | 2027-02-22      | Fixed         | 4.31%                 | Yes           |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST                               | COLT 2021-2 MORTGAGE LOAN TRUST COLT 2021-2 A1                                   | CUSIP: 19685WAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    410283 | PA      | $349120.21    | 0.10%             | 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        |    135609 | PA      | $127633.46    | 0.04%             | 2049-02-25      | Floating      | 0.94%                 | Yes           |                  2 | On Loan: No      |
| VOLVO FINANCIAL EQUIPMENT LLC                          | VOLVO FINANCIAL EQUIPMENT LLC SERIES 2025-2 VFET 2025-2A A2                      | CUSIP: 92886CAB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    240000 | PA      | $239988.22    | 0.07%             | 2028-06-15      | Fixed         | 3.96%                 | 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        |     75990 | PA      | $75891.93     | 0.02%             | 2027-04-15      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                   | VERIZON MASTER TRUST SERIES 2025-9 VZMT 2025-9 A1A                               | CUSIP: 92348KEV1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    360000 | PA      | $360472.32    | 0.10%             | 2030-10-21      | Fixed         | 3.96%                 | 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        |     22816 | PA      | $22309.49     | 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        |   1890000 | PA      | $1889664.22   | 0.53%             | 2026-01-08      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE PRIME AUTO RECEIVABLES TRUST               | CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2025-1 COPAR 2025-1 A2A                 | CUSIP: 14043YAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1670000 | PA      | $1672005.00   | 0.47%             | 2029-01-16      | Fixed         | 3.88%                 | 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        |    146810 | PA      | $146928.26    | 0.04%             | 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      | $702452.10    | 0.20%             | 2037-10-15      | Floating      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| USQ RAIL II LLC                                        | USQ RAIL II LLC STEAM 2021-3 A                                                   | CUSIP: 90354PAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    913526 | PA      | $878486.72    | 0.25%             | 2051-06-28      | Fixed         | 2.21%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                            | FREDDIE MAC NON GOLD POOL FH 846789                                              | CUSIP: 3128HDRJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |       184 | PA      | $183.00       | 0.00%             | 2030-02-01      | Floating      | 6.17%                 | 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        |    146958 | PA      | $147035.64    | 0.04%             | 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        |     77228 | PA      | $77825.34     | 0.02%             | 2032-07-15      | Fixed         | 6.05%                 | Yes           |                  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        |    875519 | PA      | $884091.06    | 0.25%             | 2029-05-01      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST                            | ALLY AUTO RECEIVABLES TRUST 2025-1 ALLYA 2025-1 A2                               | CUSIP: 02008KAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    685000 | PA      | $685219.54    | 0.19%             | 2028-07-17      | Fixed         | 4.03%                 | 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      | $780891.15    | 0.22%             | 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        |      4842 | PA      | $4843.57      | 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      | $704480.21    | 0.20%             | 2028-06-15      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                | CARMAX AUTO OWNER TRUST 2023-2 CARMX 2023-2 B                                    | CUSIP: 142921AF2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    885000 | PA      | $896029.84    | 0.25%             | 2028-11-15      | Fixed         | 5.18%                 | 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      | $725197.27    | 0.20%             | 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      | $325491.08    | 0.09%             | 2028-01-18      | Fixed         | 4.30%                 | 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      | $810057.26    | 0.23%             | 2026-09-20      | Fixed         | 1.95%                 | 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      | $229634.85    | 0.06%             | 2026-01-25      | Fixed         | 2.92%                 | 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        |     30834 | PA      | $30873.96     | 0.01%             | 2033-06-15      | Fixed         | 6.49%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                     | AMERICAN HONDA FINANCE CORP MTN 2.300000% 09/09/2026                             | CUSIP: 02665WBH3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    900000 | PA      | $888218.09    | 0.25%             | 2026-09-09      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                         | CARVANA AUTO RECEIVABLES TRUST 2022-N1 CRVNA 2022-N1 A2                          | CUSIP: 14686GAB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1282482 | PA      | $1269227.25   | 0.36%             | 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      | $749204.15    | 0.21%             | 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        |   1034385 | PA      | $1037758.42   | 0.29%             | 2034-02-27      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST                         | MORGAN STANLEY CAPITAL I TRUST 2019-H6 MSC 2019-H6 A2                            | CUSIP: 61769JAX9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     21740 | PA      | $21698.27     | 0.01%             | 2052-06-15      | Fixed         | 3.23%                 | No            |                  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      | $749522.09    | 0.21%             | 2027-01-29      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| LA BANQUE TORONTO-DOMINION                             | TORONTO-DOMINION BANK/THE MTN 0.750000% 01/06/2026                               | CUSIP: 89114QCP1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | NUSS              | CA        |   1000000 | PA      | $996619.09    | 0.28%             | 2026-01-06      | Fixed         | 0.75%                 | 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        |    800000 | PA      | $800992.96    | 0.22%             | 2042-02-17      | Floating      | 5.71%                 | 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      | $549140.90    | 0.15%             | 2039-01-15      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC.                                              | AT&T INC 4.250000% 03/01/2027                                                    | CUSIP: 00206RDQ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2685000 | PA      | $2690245.17   | 0.75%             | 2027-03-01      | Fixed         | 4.25%                 | 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        |    144218 | PA      | $144402.37    | 0.04%             | 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        |    338603 | PA      | $331371.30    | 0.09%             | 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      | $1174994.91   | 0.33%             | 2026-09-15      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                           | BX COMMERCIAL MORTGAGE TRUST 2022-CSMO BX 2022-CSMO A                            | CUSIP: 05610MAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    475000 | PA      | $476185.55    | 0.13%             | 2027-06-15      | Floating      | 6.07%                 | 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      | $292084.98    | 0.08%             | 2028-04-17      | Fixed         | 4.42%                 | 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      | $1154269.84   | 0.32%             | 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        |   2116709 | PA      | $2112771.74   | 0.59%             | 2032-10-17      | Floating      | 4.80%                 | 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      | $995781.35    | 0.28%             | 2026-04-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MHP COMMERCIAL MORTGAGE TRUST                          | MHP 2021-STOR MHP 2021-STOR A                                                    | CUSIP: 55293BAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    325000 | PA      | $324357.93    | 0.09%             | 2038-07-15      | Floating      | 4.77%                 | Yes           |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINANCE CO. L.L.C.                 | BLACKSTONE HOLDINGS FINANCE CO LLC 144A 5.900000% 11/03/2027                     | CUSIP: 09261BAJ9<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    850000 | PA      | $877498.18    | 0.25%             | 2027-11-03      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                          | FREDDIE MAC STACR REMIC TRUST 2024-DNA2 STACR 2024-DNA2 A1                       | CUSIP: 35564NCW1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    338464 | PA      | $340147.13    | 0.10%             | 2044-05-25      | Floating      | 5.32%                 | 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        |    864636 | PA      | $864904.61    | 0.24%             | 2032-07-20      | Floating      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST                    | TOYOTA AUTO RECEIVABLES 2025-C OWNER TRUST TAOT 2025-C A2A                       | CUSIP: 89238VAB4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    450000 | PA      | $450903.42    | 0.13%             | 2028-06-15      | Fixed         | 4.29%                 | No            |                  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        |    240738 | PA      | $240745.12    | 0.07%             | 2031-04-15      | Floating      | 5.14%                 | 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        |   1554984 | PA      | $1566174.98   | 0.44%             | 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        |    124836 | PA      | $113277.83    | 0.03%             | 2054-07-27      | Fixed         | 0.80%                 | 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        |   1571231 | PA      | $1576026.37   | 0.44%             | 2027-07-20      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORPORATION                                     | ORACLE CORP 1.650000% 03/25/2026                                                 | CUSIP: 68389XCC7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2085000 | PA      | $2068311.68   | 0.58%             | 2026-03-25      | Fixed         | 1.65%                 | 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        |    114298 | PA      | $114454.89    | 0.03%             | 2026-08-17      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| BMW VEHICLE LEASE TRUST                                | BMW VEHICLE LEASE TRUST 2025-1 BMWLT 2025-1 A2A                                  | CUSIP: 096912AB6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    340042 | PA      | $340845.76    | 0.10%             | 2027-09-27      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                   | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-D NAVSL 2020-DA A                 | CUSIP: 63941HAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    383453 | PA      | $365783.61    | 0.10%             | 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        |    714549 | PA      | $615301.80    | 0.17%             | 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      | $450817.24    | 0.13%             | 2027-01-09      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                         | MORGAN STANLEY MTN 1.512000% 07/20/2027                                          | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2985000 | PA      | $2935435.00   | 0.82%             | 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        |    357025 | PA      | $361413.23    | 0.10%             | 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        |     88549 | PA      | $87687.66     | 0.02%             | 2058-03-25      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST              | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-3 SFAST 2024-3A A3                | CUSIP: 78436XAC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $1005227.10   | 0.28%             | 2030-06-20      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                  | WESTLAKE AUTOMOBILE RECEIVABLES TRUST SERIES 2023- WLAKE 2023-P1 A2              | CUSIP: 96042UAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     24584 | PA      | $24612.97     | 0.01%             | 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        |    225295 | PA      | $220539.65    | 0.06%             | 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        |    419425 | PA      | $431013.09    | 0.12%             | 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      | $781141.40    | 0.22%             | 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        |    323307 | PA      | $277903.49    | 0.08%             | 2056-03-25      | Floating      | 0.83%                 | Yes           |                  2 | On Loan: No      |
| WF CARD ISSUANCE TRUST                                 | WF CARD ISSUANCE TRUST WFCIT 2025-A1 A                                           | CUSIP: 92970QAJ4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1005000 | PA      | $1018377.76   | 0.29%             | 2030-05-15      | Fixed         | 4.34%                 | 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      | $300782.04    | 0.08%             | 2029-02-15      | Fixed         | 4.72%                 | No            |                  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        |     30056 | PA      | $30138.70     | 0.01%             | 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      | $255638.75    | 0.07%             | 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      | $768237.32    | 0.22%             | 2027-10-22      | Floating      | 4.71%                 | 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      | $647768.39    | 0.18%             | 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      | $476555.36    | 0.13%             | 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      | $553578.25    | 0.16%             | 2030-02-15      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| NAVISTAR FINANCIAL DEALER NOTE MASTER TRUST            | NAVISTAR FINANCIAL DEALER NOTE MASTER OWNER TRUST NAVMT 2025-1 B                 | CUSIP: 63938PCA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    635000 | PA      | $635537.53    | 0.18%             | 2030-09-25      | Fixed         | 4.42%                 | 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      | $999687.50    | 0.28%             | 2038-09-15      | Floating      | 5.20%                 | 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      | $1168245.63   | 0.33%             | 2029-03-15      | Fixed         | 4.59%                 | Yes           |                  2 | On Loan: No      |
| CIFC FUNDING LTD                                       | CIFC FUNDING 2019-V LTD CIFC 2019-5A A1R2                                        | CUSIP: 12554XAY8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000737.00   | 0.28%             | 2038-10-15      | Floating      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| HCA INC.                                               | HCA INC VARIABLE RATE 03/01/2028                                                 | CUSIP: 404119CX5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1437744.12   | 0.40%             | 2028-03-01      | Floating      | 4.94%                 | 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      | $2038357.10   | 0.57%             | 2027-06-25      | Fixed         | 5.49%                 | 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        |      1756 | PA      | $1754.37      | 0.00%             | 2031-07-25      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                              | KRAFT HEINZ FOODS CO 3.000000% 06/01/2026                                        | CUSIP: 50077LAD8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1014137.93   | 0.28%             | 2026-06-01      | Fixed         | 3.00%                 | 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        |    143125 | PA      | $143380.66    | 0.04%             | 2028-02-16      | Fixed         | 4.40%                 | 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        |    169867 | PA      | $170573.02    | 0.05%             | 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        |     98811 | PA      | $99345.33     | 0.03%             | 2028-06-15      | Fixed         | 6.37%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                | HYUNDAI CAPITAL AMERICA 144A 5.250000% 01/08/2027                                | CUSIP: 44891ACT2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   2395000 | PA      | $2422016.94   | 0.68%             | 2027-01-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PHILADELPHIA PA                                        | PHILADELPHIA PA CITY OF PHILADELPHIA PA                                          | CUSIP: 717813D63<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    625000 | PA      | $632480.13    | 0.18%             | 2027-08-01      | Fixed         | 4.46%                 | 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        |   4000000 | PA      | $4000000.00   | 1.12%             |  |  |  | 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        |   2006409 | PA      | $2010881.42   | 0.56%             | 2027-06-15      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                   | VERIZON MASTER TRUST VZMT 2024-6 B                                               | CUSIP: 92348KDG5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    895000 | PA      | $898787.91    | 0.25%             | 2030-08-20      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST                                    | RCKT MORTGAGE TRUST 2023-CES1 RCKT 2023-CES1 A1A                                 | CUSIP: 74935WAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     98785 | PA      | $99194.79     | 0.03%             | 2043-06-25      | Floating      | 6.51%                 | 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        |   2315000 | PA      | $2330742.00   | 0.65%             | 2028-02-04      | Floating      | 4.85%                 | 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        |    523167 | PA      | $522840.21    | 0.15%             | 2036-09-15      | Floating      | 4.77%                 | Yes           |                  2 | On Loan: No      |
| United States of America                               | US TREASURY N/B 3.625000% 08/31/2027                                             | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   5200000 | PA      | $5208328.11   | 1.46%             | 2027-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States of America                               | US TREASURY N/B 3.500000% 09/30/2027                                             | CUSIP: 91282CPB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   1825000 | PA      | $1824500.97   | 0.51%             | 2027-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PRPM LLC                                               | PRPM 2025-RCF3 LLC PRPM 2025-RCF3 A1                                             | CUSIP: 69392PAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    352789 | PA      | $355968.05    | 0.10%             | 2055-07-25      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                            | FREDDIE MAC REMICS FHR 4030 AN                                                   | CUSIP: 3137APJB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      1904 | PA      | $1895.92      | 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        |    205588 | PA      | $203317.75    | 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        |     74706 | PA      | $75012.79     | 0.02%             | 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        |    300000 | PA      | $297950.46    | 0.08%             | 2042-02-15      | Floating      | 5.17%                 | Yes           |                  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        |     47216 | PA      | $46873.55     | 0.01%             | 2050-11-15      | Fixed         | 3.39%                 | 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        |    361062 | PA      | $363058.20    | 0.10%             | 2029-03-20      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| NEW YORK TAX LIEN NYCTL                                | NYCTL 2025-A TRUST NYCTL 2025-A A                                                | CUSIP: 62957CAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    780928 | PA      | $780526.43    | 0.22%             | 2038-11-10      | Fixed         | 4.84%                 | Yes           |                  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        |   2815000 | PA      | $2841747.12   | 0.80%             | 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      | $480200.44    | 0.13%             | 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        |     66222 | PA      | $65190.41     | 0.02%             | 2058-05-25      | Floating      | 3.75%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                    | CONNECTICUT AVENUE SECURITIES TRUST 2023-R02 CAS 2023-R02 1M1                    | CUSIP: 20755AAB8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    203923 | PA      | $207979.79    | 0.06%             | 2043-01-25      | Floating      | 6.48%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LOAN ENHANCED TRUST                    | VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2025-2 VALET 2025-2 A2A                      | CUSIP: 92869QAB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    675000 | PA      | $675493.63    | 0.19%             | 2028-08-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL, INC.                           | MARRIOTT INTERNATIONAL INC/MD 4.200000% 07/15/2027                               | CUSIP: 571903BV4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    550000 | PA      | $551555.15    | 0.15%             | 2027-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST                             | CPS AUTO RECEIVABLES TRUST 2025-C CPS 2025-C B                                   | CUSIP: 12634SAB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1390000 | PA      | $1397639.72   | 0.39%             | 2029-12-17      | Fixed         | 4.71%                 | 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      | $754533.55    | 0.21%             | 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        |     98703 | PA      | $94339.46     | 0.03%             | 2057-09-25      | Floating      | 3.77%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                     | AMERICAN HONDA FINANCE CORP MTN 4.550000% 07/09/2027                             | CUSIP: 02665WGD7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1660000 | PA      | $1675070.13   | 0.47%             | 2027-07-09      | Fixed         | 4.55%                 | 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        |   2055000 | PA      | $2059777.05   | 0.58%             | 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        |    112773 | PA      | $110813.45    | 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        |   1895000 | PA      | $1905457.25   | 0.53%             | 2027-07-23      | Fixed         | 5.10%                 | 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        |    800000 | PA      | $802800.16    | 0.23%             | 2028-05-15      | Fixed         | 4.92%                 | Yes           |                  2 | On Loan: No      |
| USB AUTO OWNER TRUST                                   | USB AUTO OWNER TRUST 2025-1 USCAR 2025-1A A2                                     | CUSIP: 90367VAB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    204427 | PA      | $204886.62    | 0.06%             | 2028-06-15      | Fixed         | 4.51%                 | 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        |    124824 | PA      | $124824.04    | 0.03%             | 2044-03-25      | Floating      | 5.32%                 | 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        |     12858 | PA      | $12560.69     | 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      | $528248.95    | 0.15%             | 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      | $711720.34    | 0.20%             | 2027-09-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| SCCU AUTO RECEIVABLES TRUST                            | SCCU AUTO RECEIVABLES TRUST 2025-1 SCCU 2025-1A A2                               | CUSIP: 80620BAB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    250000 | PA      | $250596.65    | 0.07%             | 2028-11-15      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| ILLUMINA, INC.                                         | ILLUMINA INC 5.800000% 12/12/2025                                                | CUSIP: 452327AN9<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    400000 | PA      | $400101.21    | 0.11%             | 2025-12-12      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL FUNDING                       | EQUITABLE AMERICA GLOBAL FUNDING 144A 3.950000% 09/15/2027                       | CUSIP: 29446Q2C6<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129812.18    | 0.04%             | 2027-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST              | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2025-2 SFAST 2025-2A A3                | CUSIP: 78398HAC2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    420000 | PA      | $424412.90    | 0.12%             | 2030-12-20      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FANNIE MAE POOL FN FA3649                                                        | CUSIP: 3140W4BT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1825000 | PA      | $1796780.99   | 0.50%             | 2029-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WESTLAKE FLOORING MASTER TRUST                         | WESTLAKE FLOORING MASTER TRUST WFLOOR 2024-1A A                                  | CUSIP: 96043GAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    135000 | PA      | $135319.55    | 0.04%             | 2028-02-15      | Fixed         | 5.43%                 | Yes           |                  2 | On Loan: No      |
| UBS AG LONDON BRANCH                                   | UBS AG/LONDON 1.250000% 06/01/2026                                               | CUSIP: 902674ZZ6<br>LEI: N/A                  | Long             | DBT              | NUSS              | CH        |   1050000 | PA      | $1036121.53   | 0.29%             | 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      | $808388.53    | 0.23%             | 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        |    196004 | PA      | $196315.72    | 0.06%             | 2031-05-20      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                            | FREDDIE MAC GOLD POOL FG G18545                                                  | CUSIP: 3128MMTB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    496635 | PA      | $489110.22    | 0.14%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                     | AMERICAN HONDA FINANCE CORP MTN 4.550000% 07/09/2027                             | CUSIP: 02665WGD7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    550000 | PA      | $554993.11    | 0.16%             | 2027-07-09      | Fixed         | 4.55%                 | No            |                  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      | $749636.48    | 0.21%             | 2026-01-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ONEOK, INC.                                            | ONEOK INC 5.550000% 11/01/2026                                                   | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1855000 | PA      | $1876237.04   | 0.53%             | 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        |     77186 | PA      | $77209.03     | 0.02%             | 2042-02-25      | Floating      | 5.37%                 | Yes           |                  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        |    198851 | PA      | $199483.60    | 0.06%             | 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      | $490185.16    | 0.14%             | 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        |   2405000 | PA      | $2433148.14   | 0.68%             | 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        |    174461 | PA      | $161370.07    | 0.05%             | 2064-12-25      | Floating      | 1.05%                 | Yes           |                  2 | On Loan: No      |
| PFIZER INC.                                            | PFIZER INC 3.875000% 11/15/2027                                                  | CUSIP: 717081FJ7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    900000 | PA      | $901445.10    | 0.25%             | 2027-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST                           | DRIVE AUTO RECEIVABLES TRUST 2025-1 DRIVE 2025-1 A3                              | CUSIP: 262102AC0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    835000 | PA      | $838842.75    | 0.24%             | 2032-09-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2025-47 HA                          | CUSIP: 38385DC79<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    798571 | PA      | $801859.46    | 0.22%             | 2052-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HNNT LLC                                               | HINNT 2024-A LLC HINTT 2024-A A                                                  | CUSIP: 40472QAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    843358 | PA      | $859950.61    | 0.24%             | 2043-03-15      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| DLLAA LLC                                              | DLLAA 2025-1 LLC DLLAA 2025-1A A2                                                | CUSIP: 233249AB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    442914 | PA      | $444256.40    | 0.12%             | 2027-10-20      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                  | AIR LEASE CORP 2.200000% 01/15/2027                                              | CUSIP: 00914AAR3<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   2080000 | PA      | $2032152.12   | 0.57%             | 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        |    441806 | PA      | $388277.90    | 0.11%             | 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        |     37152 | PA      | $37219.27     | 0.01%             | 2029-01-22      | Fixed         | 5.51%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST                | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-C HALST 2025-C A3                   | CUSIP: 44935GAD4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    925000 | PA      | $931462.79    | 0.26%             | 2028-07-17      | Fixed         | 4.36%                 | Yes           |                  2 | On Loan: No      |
| CSMC TRUST                                             | CSMC 2021-NQM1 CSMC 2021-NQM1 A1                                                 | CUSIP: 126407AA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    283784 | PA      | $258922.73    | 0.07%             | 2065-05-25      | Floating      | 0.81%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                           | FORD CREDIT AUTO OWNER TRUST 2025-C FORDO 2025-C A2A                             | CUSIP: 34535LAB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    430000 | PA      | $430276.71    | 0.12%             | 2028-08-15      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV            | NEW YORK CITY NY TRANSITIONAL NEW YORK CITY TRANSITIONAL FINANCE AUTHORITY FUTUR | CUSIP: 64972JUW6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    875000 | PA      | $880735.01    | 0.25%             | 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        |    152552 | PA      | $151303.57    | 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        |     94084 | PA      | $94590.12     | 0.03%             | 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      | $760058.48    | 0.21%             | 2026-10-05      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC                        | HERTZ VEHICLE FINANCING III LLC HERTZ 2023-3A A                                  | CUSIP: 42806MCA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    400000 | PA      | $406004.24    | 0.11%             | 2028-02-25      | Fixed         | 5.94%                 | Yes           |                  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      | $350398.37    | 0.10%             | 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        |    726828 | PA      | $732210.85    | 0.21%             | 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        |   4866411 | NS      | $4866411.06   | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                           | UBS GROUP AG 144A 1.305000% 02/02/2027                                           | CUSIP: 225401AT5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | NUSS              | CH        |   2615000 | PA      | $2601246.51   | 0.73%             | 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        |    180921 | PA      | $180275.62    | 0.05%             | 2039-08-25      | Fixed         | 4.50%                 | 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      | $426315.93    | 0.12%             | 2041-10-17      | Floating      | 6.06%                 | Yes           |                  2 | On Loan: No      |
| CFMT TRUST                                             | CFMT 2021-AL1 LLC CFMT 2021-AL1 B                                                | CUSIP: 12529UAF7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     57537 | PA      | $57358.40     | 0.02%             | 2031-09-22      | Fixed         | 1.39%                 | 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      | $353419.76    | 0.10%             | 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        |   2220000 | PA      | $2185456.62   | 0.61%             | 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      | $1177596.54   | 0.33%             | 2026-08-12      | Fixed         | 1.25%                 | 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        |     56363 | PA      | $55095.73     | 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      | $1130736.74   | 0.32%             | 2026-07-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                         | CARVANA AUTO RECEIVABLES TRUST 2025-P3 CRVNA 2025-P3 A2                          | CUSIP: 14688AAB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    900000 | PA      | $899549.37    | 0.25%             | 2029-02-12      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| FHF TRUST                                              | FHF TRUST 2022-1 FHF 2022-1A A                                                   | CUSIP: 30327CAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     30265 | PA      | $30259.50     | 0.01%             | 2028-01-18      | Fixed         | 4.43%                 | Yes           |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                           | NEW YORK LIFE GLOBAL FUNDING MTN 5.450000% 09/18/2026                            | CUSIP: 64953BBF4<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    750000 | PA      | $758908.28    | 0.21%             | 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        |   2360000 | PA      | $2375128.43   | 0.67%             | 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        |    457434 | PA      | $461180.94    | 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      | $1195168.32   | 0.34%             | 2036-10-15      | Floating      | 4.58%                 | Yes           |                  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        |    213890 | PA      | $200218.43    | 0.06%             | 2060-04-25      | Floating      | 1.70%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                   | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-A NAVSL 2021-A A                  | CUSIP: 63942BAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    623808 | PA      | $572847.79    | 0.16%             | 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        |    154000 | PA      | $156107.39    | 0.04%             | 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      | $646176.67    | 0.18%             | 2027-03-13      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                    | CONNECTICUT AVENUE SECURITIES TRUST 2024-R03 CAS 2024-R03 2M1                    | CUSIP: 207941AA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    180471 | PA      | $180489.47    | 0.05%             | 2044-03-25      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO                                | BAIN CAPITAL CREDIT CLO 2021-4 LTD BCC 2021-4A A1R                               | CUSIP: 05685AAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2250000 | PA      | $2249343.00   | 0.63%             | 2034-10-20      | Floating      | 5.08%                 | 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      | $415814.42    | 0.12%             | 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        |    264772 | PA      | $242193.99    | 0.07%             | 2065-05-25      | Floating      | 0.86%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LEASE TRUST                            | VOLKSWAGEN AUTO LEASE TRUST 2025-A VWALT 2025-A A2A                              | CUSIP: 92868WAB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1020000 | PA      | $1023274.40   | 0.29%             | 2027-12-20      | Fixed         | 4.43%                 | No            |                  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        |     57929 | PA      | $57927.70     | 0.02%             | 2031-04-25      | Floating      | 5.09%                 | 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        |    982567 | PA      | $980332.92    | 0.27%             | 2029-07-16      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE CLO                                      | PALMER SQUARE CLO 2021-3 LTD PLMRS 2021-3A A1R                                   | CUSIP: 69688FAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    760000 | PA      | $761801.96    | 0.21%             | 2038-10-15      | Floating      | 5.19%                 | 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      | $445985.27    | 0.13%             | 2028-01-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PORSCHE FINANCIAL AUTO SECURITIZATION TRUST            | PORSCHE FINANCIAL AUTO SECURITIZATION TRUST 2025-1 PFAST 2025-1A A2B             | CUSIP: 732911AC6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1155000 | PA      | $1155967.77   | 0.32%             | 2029-03-22      | Floating      | 4.42%                 | Yes           |                  2 | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.                 | PNC FINANCIAL SERVICES GROUP INC/THE 5.102000% 07/23/2027                        | CUSIP: 693475BY0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251379.59    | 0.07%             | 2027-07-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE LEASE TRUST                                | BMW VEHICLE LEASE TRUST 2025-2 BMWLT 2025-2 A3                                   | CUSIP: 05594HAD5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    585000 | PA      | $585660.52    | 0.16%             | 2028-09-25      | Fixed         | 3.97%                 | 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        |    128603 | PA      | $127563.75    | 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        |    835365 | PA      | $825056.92    | 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        |    490221 | PA      | $490697.42    | 0.14%             | 2027-03-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST                  | GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-3 GMALT 2025-3 A2A                    | CUSIP: 379965AB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    330000 | PA      | $330660.13    | 0.09%             | 2027-10-20      | Fixed         | 4.19%                 | 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        |   1572335 | PA      | $1589860.05   | 0.45%             | 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        |      5016 | PA      | $4984.88      | 0.00%             | 2060-01-26      | Floating      | 2.38%                 | 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      | $602671.16    | 0.17%             | 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        |    487009 | PA      | $487007.33    | 0.14%             | 2037-02-19      | Floating      | 5.31%                 | 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        |    183970 | PA      | $185142.64    | 0.05%             | 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        |     67716 | PA      | $65982.41     | 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      | $804491.04    | 0.23%             | 2029-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES CLO LTD               | CARLYLE GLOBAL MARKET STRATEGIES CLO 2015-4 LTD CGMS 2015-4A A1R3                | CUSIP: 14311NBC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    507264 | PA      | $507118.39    | 0.14%             | 2032-07-20      | Floating      | 4.80%                 | Yes           |                  2 | On Loan: No      |
| TOYOTA LEASE OWNER TRUST                               | TOYOTA LEASE OWNER TRUST 2024-B TLOT 2024-B A3                                   | CUSIP: 891943AD4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    645000 | PA      | $645636.42    | 0.18%             | 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      | $1105153.64   | 0.31%             | 2026-07-05      | Fixed         | 5.59%                 | No            |                  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        |     30166 | PA      | $30015.04     | 0.01%             | 2050-03-15      | Fixed         | 3.55%                 | No            |                  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      | $1016898.47   | 0.29%             | 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        |    272534 | PA      | $271890.66    | 0.08%             | 2051-11-15      | Floating      | 4.36%                 | 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      | $649923.48    | 0.18%             | 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        |    617530 | PA      | $621737.49    | 0.17%             | 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        |    279588 | PA      | $244045.44    | 0.07%             | 2066-06-25      | Floating      | 0.91%                 | Yes           |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING LLC                              | SCF EQUIPMENT LEASING 2025-1 LLC SCFET 2025-1A A2                                | CUSIP: 78437DAB6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     57569 | PA      | $57745.65     | 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      | $642393.15    | 0.18%             | 2026-04-15      | Fixed         | 1.51%                 | 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        |   1143554 | PA      | $1125591.41   | 0.32%             | 2066-04-25      | Floating      | 3.47%                 | Yes           |                  2 | On Loan: No      |
| NEW JERSEY ST TRANSN TR FD AUTH                        | NEW JERSEY ST TRANSPRTN TRUST NEW JERSEY TRANSPORTATION TRUST FUND AUTHORITY     | CUSIP: 64613CEZ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1280000 | PA      | $1284491.01   | 0.36%             | 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        |    385352 | PA      | $386937.12    | 0.11%             | 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        |    113593 | PA      | $104606.20    | 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        |    437133 | PA      | $438059.12    | 0.12%             | 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      | $724839.26    | 0.20%             | 2029-10-15      | Fixed         | 4.32%                 | 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        |   1271600 | PA      | $1280644.83   | 0.36%             | 2033-04-15      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| NTT FINANCE CORPORATION                                | NTT FINANCE CORP 144A 4.567000% 07/16/2027                                       | CUSIP: 62954WAP0<br>LEI: 3538007PR116187GD960 | Long             | DBT              | NUSS              | JP        |   1830000 | PA      | $1843798.16   | 0.52%             | 2027-07-16      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING LLC                                 | CHESAPEAKE FUNDING II LLC CFII 2023-1A A1                                        | CUSIP: 165183CU6<br>LEI: 549300LG5AUFDML64706 | Long             | ABS-MBS          |  | US        |    138736 | PA      | $139524.30    | 0.04%             | 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        |    450000 | PA      | $448718.00    | 0.13%             | 2027-02-20      | Fixed         | 2.96%                 | 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        |   1840000 | PA      | $1846892.27   | 0.52%             | 2040-06-15      | Floating      | 5.78%                 | 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        |    185031 | PA      | $184077.23    | 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        |     79222 | PA      | $78776.55     | 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      | $668953.46    | 0.19%             | 2039-01-15      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| SIXTH STREET CLO LTD                                   | SIXTH STREET CLO VIII LTD SIXST 2017-8A A1R2                                     | CUSIP: 83012VAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1600000 | PA      | $1599534.40   | 0.45%             | 2034-10-20      | Floating      | 5.03%                 | 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        |    279306 | PA      | $279749.88    | 0.08%             | 2031-05-20      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| PHILADELPHIA PA AUTH FOR INDL DEV PENSION FDG          | PHILADELPHIA PA AUTH FOR INDL PHILADELPHIA AUTHORITY FOR INDUSTRIAL DEVELOPMENT  | CUSIP: 71781LAM1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    850000 | PA      | $882166.21    | 0.25%             | 2028-04-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FANNIE MAE REMICS FNR 2012-137 UE                                                | CUSIP: 3136AAL29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     82390 | PA      | $79414.93     | 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      | $470075.29    | 0.13%             | 2028-10-20      | Fixed         | 4.61%                 | Yes           |                  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        |     93101 | PA      | $90614.14     | 0.03%             | 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      | $859731.26    | 0.24%             | 2026-11-01      | Fixed         | 5.55%                 | 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        |     58812 | PA      | $56564.47     | 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      | $268301.66    | 0.08%             | 2029-04-16      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| ARES CLO LTD                                           | ARES XXXIV CLO LTD ARES 2015-2A A1R4                                             | CUSIP: 04015GBB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2001520.00   | 0.56%             | 2038-07-17      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| RWJ BARNABAS HEALTH, INC.                              | RWJ BARNABAS HEALTH INC 2.954000% 07/01/2026                                     | CUSIP: 78349AAA1<br>LEI: 549300HV60S88R85TC91 | Long             | DBT              | CORP              | US        |    545000 | PA      | $539285.61    | 0.15%             | 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      | $1152511.97   | 0.32%             | 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        |    891566 | PA      | $887022.15    | 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        |   1013000 | PA      | $1023154.37   | 0.29%             | 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        |    356022 | PA      | $355808.19    | 0.10%             | 2034-01-15      | Floating      | 5.02%                 | 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      | $809546.32    | 0.23%             | 2038-09-10      | Floating      | 5.10%                 | 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      | $656341.67    | 0.18%             | 2027-05-14      | Fixed         | 4.50%                 | 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      | $607358.75    | 0.17%             | 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        |    147802 | PA      | $147867.12    | 0.04%             | 2037-02-15      | Floating      | 5.64%                 | 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        |     28994 | PA      | $29011.55     | 0.01%             | 2026-11-13      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST                         | HYUNDAI AUTO RECEIVABLES TRUST 2025-C HART 2025-C A3                             | CUSIP: 44935JAD8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    455000 | PA      | $455500.09    | 0.13%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LEASE TRUST                            | VOLKSWAGEN AUTO LEASE TRUST 2025-B VWALT 2025-B A3                               | CUSIP: 92868BAD5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    505000 | PA      | $506172.46    | 0.14%             | 2029-01-22      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| KKR CLO LTD/LLC                                        | KKR CLO 11 LTD KKR 11 AR                                                         | CUSIP: 48250MAK3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    120006 | PA      | $119999.73    | 0.03%             | 2031-01-15      | Floating      | 5.35%                 | 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        |    368915 | PA      | $368059.45    | 0.10%             | 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        |   2435000 | PA      | $2444330.17   | 0.69%             | 2027-10-22      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE LEASE TRUST                                | BMW VEHICLE LEASE TRUST BMWLT 2024-2 A2A                                         | CUSIP: 05613MAB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    409557 | PA      | $409808.78    | 0.11%             | 2027-01-25      | Fixed         | 4.29%                 | 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        |     75197 | PA      | $75640.19     | 0.02%             | 2032-11-15      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST     | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR 2025-4 A2A              | CUSIP: 36273EAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1290000 | PA      | $1289726.39   | 0.36%             | 2028-12-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST                   | DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2021-2 DRMT 2021-2 A1                       | CUSIP: 24381WAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    121876 | PA      | $108675.56    | 0.03%             | 2066-04-25      | Floating      | 0.90%                 | 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      | $416899.58    | 0.12%             | 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      | $793973.49    | 0.22%             | 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        |   2050000 | PA      | $2021250.66   | 0.57%             | 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        |    263198 | PA      | $257202.61    | 0.07%             | 2041-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                          | GOLDMAN SACHS GROUP INC/THE 3.691000% 06/05/2028                                 | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2383711.46   | 0.67%             | 2028-06-05      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| NAVISTAR FINANCIAL DEALER NOTE MASTER TRUST            | NAVISTAR FINANCIAL DEALER NOTE MASTER OWNER TRUST NAVMT 2025-1 A                 | CUSIP: 63938PBZ1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2255000 | PA      | $2261543.56   | 0.63%             | 2030-09-25      | Fixed         | 4.18%                 | Yes           |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST                       | ONEMAIN FINANCIAL ISSUANCE TRUST 2022-S1 OMFIT 2022-S1 A                         | CUSIP: 68267HAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    584047 | PA      | $583694.55    | 0.16%             | 2035-05-14      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| TOYOTA LEASE OWNER TRUST                               | TOYOTA LEASE OWNER TRUST 2025-B TLOT 2025-B A3                                   | CUSIP: 89240NAD4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    395000 | PA      | $395506.23    | 0.11%             | 2028-11-20      | Fixed         | 3.96%                 | 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        |    146881 | PA      | $147151.46    | 0.04%             | 2051-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UBS COMMERCIAL MORTGAGE TRUST                          | UBS COMMERCIAL MORTGAGE TRUST 2017-C4 UBSCM 2017-C4 ASB                          | CUSIP: 90276RBC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    266369 | PA      | $264660.61    | 0.07%             | 2050-10-15      | Fixed         | 3.37%                 | 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        |    398956 | PA      | $399706.76    | 0.11%             | 2028-03-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC COMPANY                                   | DTE ELECTRIC CO 4.250000% 05/14/2027                                             | CUSIP: 23338VAW6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    365000 | PA      | $367533.22    | 0.10%             | 2027-05-14      | Fixed         | 4.25%                 | No            |                  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        |    147971 | PA      | $146973.50    | 0.04%             | 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        |     98320 | PA      | $98085.20     | 0.03%             | 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      | $501750.10    | 0.14%             | 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        |   1035000 | PA      | $1041156.08   | 0.29%             | 2039-06-10      | Floating      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| VOYA CLO                                               | VOYA CLO 2017-3 LTD VOYA 2017-3A A1RR                                            | CUSIP: 92915QBG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1200000 | PA      | $1199653.20   | 0.34%             | 2034-04-20      | Floating      | 4.94%                 | 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        |     14266 | PA      | $13985.27     | 0.00%             | 2057-06-25      | Floating      | 4.72%                 | 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      | $590127.20    | 0.17%             | 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        |    496670 | PA      | $501033.06    | 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        |    204629 | PA      | $206829.31    | 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        |    157984 | PA      | $150951.44    | 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        |     61768 | PA      | $61450.88     | 0.02%             | 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        |    850976 | PA      | $862330.03    | 0.24%             | 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        |     35539 | PA      | $35479.28     | 0.01%             | 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      | $1105125.76   | 0.31%             | 2027-11-16      | Floating      | 5.28%                 | 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        |    761526 | PA      | $763530.75    | 0.21%             | 2027-03-22      | Fixed         | 5.09%                 | 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        |   4100000 | PA      | $4100000.00   | 1.15%             |  |  |  | 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      | $350361.41    | 0.10%             | 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        |    515516 | PA      | $519640.81    | 0.15%             | 2029-01-22      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| NEXTGEAR FLOORPLAN MASTER OWNER TRUST                  | NEXTGEAR FLOORPLAN MASTER OWNER TRUST NFMOT 2024-1A A2                           | CUSIP: 65341KBZ8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    250000 | PA      | $253389.95    | 0.07%             | 2029-03-15      | Fixed         | 5.12%                 | 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        |   2585000 | PA      | $2574619.26   | 0.72%             | 2026-01-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                  | ARI FLEET LEASE TRUST 2023-B ARIFL 2023-B A3                                     | CUSIP: 04033GAC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    943000 | PA      | $963744.68    | 0.27%             | 2032-07-15      | Fixed         | 5.89%                 | Yes           |                  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      | $814393.38    | 0.23%             | 2029-12-17      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST                  | GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-3 GMALT 2025-3 A3                     | CUSIP: 379965AD8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $1004105.40   | 0.28%             | 2028-08-21      | Fixed         | 4.17%                 | 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      | $554549.99    | 0.16%             | 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      | $702627.94    | 0.20%             | 2026-10-01      | Fixed         | 4.27%                 | No            |                  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      | $1132624.72   | 0.32%             | 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        |    294950 | PA      | $290686.58    | 0.08%             | 2029-10-25      | Floating      | 2.58%                 | 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      | $3396061.05   | 0.95%             | 2028-08-15      | Fixed         | 1.14%                 | Yes           |                  2 | On Loan: No      |
| United States of America                               | US TREASURY N/B 3.750000% 06/30/2027                                             | CUSIP: 91282CNL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   5450000 | PA      | $5466605.50   | 1.53%             | 2027-06-30      | Fixed         | 3.75%                 | No            |                  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        |   1450000 | PA      | $1450000.00   | 0.41%             | 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        |     39001 | PA      | $39017.72     | 0.01%             | 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      | $487366.88    | 0.14%             | 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        |    720750 | PA      | $709645.00    | 0.20%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS NC STORM FUNDING LLC              | DUKE ENERGY PROGRESS NC STORM FUNDING LLC 1.295000% 07/01/2028                   | CUSIP: 26444BAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    239701 | PA      | $231265.33    | 0.06%             | 2028-07-01      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST                          | MILL CITY MORTGAGE LOAN TRUST 2018-3 MCMLT 2018-3 A1                             | CUSIP: 59980XAC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    193428 | PA      | $191181.62    | 0.05%             | 2058-08-25      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST                  | GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-3 GMALT 2025-3 A4                     | CUSIP: 379965AE6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1160000 | PA      | $1165659.06   | 0.33%             | 2029-08-20      | Fixed         | 4.20%                 | 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        |    211423 | PA      | $193306.52    | 0.05%             | 2066-02-25      | Floating      | 1.03%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC.                                          | BROADCOM INC 3.459000% 09/15/2026                                                | CUSIP: 11135FAN1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1935000 | PA      | $1928742.48   | 0.54%             | 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        |   1052576 | PA      | $1058435.76   | 0.30%             | 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        |   2895000 | PA      | $2880681.04   | 0.81%             | 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        |    159063 | PA      | $159298.24    | 0.04%             | 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        |   1094602 | PA      | $1098244.97   | 0.31%             | 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        |    655325 | PA      | $569850.05    | 0.16%             | 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        |     76839 | PA      | $72740.57     | 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        |     79528 | PA      | $79660.93     | 0.02%             | 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      | $509584.54    | 0.14%             | 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      | $100977.11    | 0.03%             | 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        |      4998 | PA      | $4984.32      | 0.00%             | 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        |   5600000 | PA      | $5460218.74   | 1.53%             | 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        |     44450 | PA      | $43407.74     | 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      | $780627.45    | 0.22%             | 2027-02-10      | Fixed         | 4.55%                 | 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        |    596453 | PA      | $597494.81    | 0.17%             | 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      | $604648.26    | 0.17%             | 2026-07-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FANNIE MAE POOL FN AD0213                                                        | CUSIP: 31418MGX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     30716 | PA      | $32438.59     | 0.01%             | 2039-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST                                  | HPEFS EQUIPMENT TRUST 2025-2 HPEFS 2025-2A A2                                    | CUSIP: 442927AB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    410000 | PA      | $410075.40    | 0.11%             | 2032-11-22      | Fixed         | 4.07%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC.                                         | CITIGROUP INC 3.887000% 01/10/2028                                               | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2345000 | PA      | $2338806.46   | 0.66%             | 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        |      2572 | PA      | $2559.78      | 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        |    213285 | PA      | $214958.82    | 0.06%             | 2028-10-16      | Fixed         | 6.44%                 | 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        |    225038 | PA      | $224675.15    | 0.06%             | 2039-04-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV            | NEW YORK CITY NY TRANSITIONAL NEW YORK CITY TRANSITIONAL FINANCE AUTHORITY FUTUR | CUSIP: 64972JQX9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2205000 | PA      | $2223720.89   | 0.62%             | 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        |    250241 | PA      | $253030.36    | 0.07%             | 2031-01-21      | Fixed         | 5.38%                 | Yes           |                  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        |   1455000 | PA      | $1445276.28   | 0.41%             | 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        |     26183 | PA      | $26240.66     | 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        |   1708663 | PA      | $1742223.77   | 0.49%             | 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      | $150850.40    | 0.04%             | 2038-11-15      | Floating      | 4.80%                 | 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        |    933403 | PA      | $935504.06    | 0.26%             | 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        |   3010000 | PA      | $2947239.00   | 0.83%             | 2027-09-22      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-30

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

**Signature:** Glenn Kurdziel

**Name of Signer:** Glenn Kurdziel

**Title:** Controller and Chief Financial Officer