# EDGAR Filing Document

**Accession Number:** 0000939934
**File Stem:** 0002048251-26-000656
**Filing Date:** 2026-1
**Character Count:** 218656
**Document Hash:** 239ed94859bd470f6ffbd39f635d17ef
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002048251-26-000656.hdr.sgml**: 20260128

**ACCESSION NUMBER**: 0002048251-26-000656

**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:** 26572062

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** OAKS

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19456

  - **Telephone number:** 8003425734

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

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

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

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

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

- **a. Date of fiscal year-end:** 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:** $1920172796.24

**Total Liabilities:** $114691189.06

**Net Assets:** $1805481607.18

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -3739.74662282 | **1-Year:** -116272.53057254 | **5-Year:** -77054.21515984 | **10-Year:** -28886.04925554 | **30-Year:** -5333.82830474

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

- **3-Month:** -1760.97022298 | **1-Year:** -21042.93707471 | **5-Year:** -23015.33685666 | **10-Year:** -10401.89006948 | **30-Year:** -2444.52784537

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000144225 | 0.56%                | 0.26%                | 0.46%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $283266.38               | $2362135.02                                |
| Month 2  | $1772855.54              | $-1816096.99                               |
| Month 3  | $2880371.18              | $-1784544.02                               |

**Designated Index Information**

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

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

### Schedule of Portfolio Investments

| Name                                                                         | Title                                                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Freddie Mac                                                                  | FREDDIE MAC REMICS FHR 2990 LK                                                   | CUSIP: 31395V3H0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    236705 | PA      | $236285.91    | 0.01%             | 2034-10-15      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORPORATION                                                      | NTT FINANCE CORP 144A 4.567000% 07/16/2027                                       | CUSIP: 62954WAP0<br>LEI: 3538007PR116187GD960 | Long             | DBT              | NUSS              | JP        |  14305000 | PA      | $14412859.41  | 0.80%             | 2027-07-16      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                           | ORACLE CORP 1.650000% 03/25/2026                                                 | CUSIP: 68389XCC7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1865000 | PA      | $1850072.56   | 0.10%             | 2026-03-25      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| SIERRA TIMESHARE RECEIVABLES FUNDING LLC                                     | SIERRA TIMESHARE 2025-2 RECEIVABLES FUNDING LLC SRFC 2025-2A A                   | CUSIP: 82653HAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4262586 | PA      | $4290282.95   | 0.24%             | 2044-04-20      | Fixed         | 4.72%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR SD8286                                                       | CUSIP: 3132DWF32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1855988 | PA      | $1778011.06   | 0.10%             | 2053-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREMONT HOME LOAN OWNER TRUST                                                | FREMONT HOME LOAN TRUST 2005-E FHLT 2005-E 2A4                                   | CUSIP: 35729PNC0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1254081 | PA      | $1220199.81   | 0.07%             | 2036-01-25      | Floating      | 4.73%                 | 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        |  12935000 | PA      | $13052428.97  | 0.72%             | 2027-07-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                                    | TOWD POINT MORTGAGE TRUST 2020-3 TPMT 2020-3 A1                                  | CUSIP: 89178UAL6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    110023 | PA      | $107075.37    | 0.01%             | 2063-02-25      | Floating      | 3.09%                 | No            |                  2 | On Loan: No      |
| BANK                                                                         | BANK 2019-BNK24 BANK 2019-BN24 ASB                                               | CUSIP: 06540VBA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1725999 | PA      | $1692266.27   | 0.09%             | 2062-11-15      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST                                       | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-4 SDART 2022-4 C                     | CUSIP: 80286FAE3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2873691 | PA      | $2886919.40   | 0.16%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                               | ENTERPRISE FLEET FINANCING 2024-4 LLC EFF 2024-4 A3                              | CUSIP: 29374MAC2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   9420000 | PA      | $9514864.11   | 0.53%             | 2028-11-20      | Fixed         | 4.56%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS KF40 A                   | CUSIP: 3137FCP81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     23022 | PA      | $22977.97     | 0.00%             | 2027-11-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                                               | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC AESOP 2022-1A A                         | CUSIP: 05377REZ3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |  19080000 | PA      | $18999465.23  | 1.05%             | 2028-08-21      | Fixed         | 3.83%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE REMICS FNR 2012-111 NF                                                | CUSIP: 3136A9EW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    334359 | PA      | $331248.83    | 0.02%             | 2042-05-25      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL 30YR TBA (DECEMBER)                                           | CUSIP: 21H0526C7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2675000 | PA      | $2701422.71   | 0.15%             | 2055-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | US TREASURY N/B 3.125000% 08/31/2027                                             | CUSIP: 91282CFH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  70065000 | PA      | $69586039.86  | 3.85%             | 2027-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SAXON ASSET SECURITIES TRUST                                                 | SAXON ASSET SECURITIES TRUST 2006-3 SAST 2006-3 A3                               | CUSIP: 80556AAC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    457659 | PA      | $451358.41    | 0.02%             | 2046-10-25      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE LEASE TRUST                                                      | BMW VEHICLE LEASE TRUST 2025-1 BMWLT 2025-1 A4                                   | CUSIP: 096912AE0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   9780000 | PA      | $9885907.62   | 0.55%             | 2028-10-25      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE, LLC                                                  | ALLIANT ENERGY FINANCE LLC 144A 1.400000% 03/15/2026                             | CUSIP: 01882YAC0<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |   2030000 | PA      | $2010430.86   | 0.11%             | 2026-03-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST                                                          | RCKT MORTGAGE TRUST 2025-CES7 RCKT 2025-CES7 A1A                                 | CUSIP: 74943AAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3783054 | PA      | $3821074.48   | 0.21%             | 2055-07-25      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| NORTHWOODS CAPITAL LIMITED                                                   | NORTHWOODS CAPITAL 25 LTD WOODS 2021-25A AR                                      | CUSIP: 668468AL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1900000 | PA      | $1898658.60   | 0.11%             | 2034-07-20      | Floating      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| GLP Capital, L.P.                                                            | GLP CAPITAL LP / GLP FINANCING II INC 4.000000% 01/15/2031                       | CUSIP: 361841AQ2<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1311899.81   | 0.07%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| U.S. BANCORP                                                                 | US BANCORP 6.787000% 10/26/2027                                                  | CUSIP: 91159HJP6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    325000 | PA      | $332617.33    | 0.02%             | 2027-10-26      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN MA5072                                                        | CUSIP: 31418ET67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1320214 | PA      | $1341591.72   | 0.07%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE OR FREDDIE MAC 30YR TBA (DECEMBER)                                    | CUSIP: 01F0506C5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   6500000 | PA      | $6486193.35   | 0.36%             | 2055-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST                                               | HYUNDAI AUTO RECEIVABLES TRUST 2023-B HART 2023-B A4                             | CUSIP: 44933XAE7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    194000 | PA      | $196860.26    | 0.01%             | 2029-08-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN MA4154                                                        | CUSIP: 31418DTL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1115537 | PA      | $1008749.60   | 0.06%             | 2035-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                         | JPMORGAN CHASE & CO 1.040000% 02/04/2027                                         | CUSIP: 46647PBW5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3805000 | PA      | $3785074.78   | 0.21%             | 2027-02-04      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| ROCKFORD TOWER CLO                                                           | ROCKFORD TOWER CLO 2019-1 LTD ROCKT 2019-1A AR2                                  | CUSIP: 77342MAY2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2996805.00   | 0.17%             | 2034-04-20      | Floating      | 4.98%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 MA8346                                                     | CUSIP: 36179XHX7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1442402 | PA      | $1379263.59   | 0.08%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                 | BX COMMERCIAL MORTGAGE TRUST 2021-XL2 BX 2021-XL2 A                              | CUSIP: 05609KAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    557433 | PA      | $556738.07    | 0.03%             | 2038-10-15      | Floating      | 4.76%                 | Yes           |                  2 | On Loan: No      |
| FARMERS EXCHANGE CAPITAL                                                     | FARMERS EXCHANGE CAPITAL 144A 7.050000% 07/15/2028                               | CUSIP: 309588AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1150801.65   | 0.06%             | 2028-07-15      | Fixed         | 7.05%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                                     | BENCHMARK 2019-B15 MORTGAGE TRUST BMARK 2019-B15 A2                              | CUSIP: 08160KAB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    798216 | PA      | $758492.43    | 0.04%             | 2072-12-15      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| DIAMOND INFRASTRUCTURE FUNDING                                               | DIAMOND INFRASTRUCTURE FUNDING LLC DNFRA 2021-1A A                               | CUSIP: 25265LAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1415000 | PA      | $1367785.41   | 0.08%             | 2049-04-15      | Fixed         | 1.76%                 | Yes           |                  2 | On Loan: No      |
| PRPM LLC                                                                     | PRPM 2025-RCF1 LLC PRPM 2025-RCF1 A1                                             | CUSIP: 74390RAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   7729282 | PA      | $7696171.38   | 0.43%             | 2055-02-25      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE OR FREDDIE MAC 30YR TBA (DECEMBER)                                    | CUSIP: 01F0326C3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5775000 | PA      | $5340984.21   | 0.30%             | 2055-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BROWARD CNTY FLA ARPT SYS REV                                                | BROWARD CNTY FL ARPT SYS REVEN COUNTY OF BROWARD FL AIRPORT SYSTEM REVENUE       | CUSIP: 114894ZP6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2360000 | PA      | $2265627.61   | 0.13%             | 2028-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES, L.P.                                              | HUDSON PACIFIC PROPERTIES LP 4.650000% 04/01/2029                                | CUSIP: 44409MAB2<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |     68000 | PA      | $62594.00     | 0.00%             | 2029-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST                                                       | SLM STUDENT LOAN TRUST 2013-2 SLMA 2013-2 A                                      | CUSIP: 78446CAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    604434 | PA      | $596859.09    | 0.03%             | 2043-06-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PRIVATE BANK, NATIONAL ASSOCIATION                            | MORGAN STANLEY PRIVATE BANK NA 4.204000% 11/17/2028                              | CUSIP: 61776NZU0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1001694.03   | 0.06%             | 2028-11-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                     | LLOYDS BANKING GROUP PLC 1.627000% 05/11/2027                                    | CUSIP: 53944YAP8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | NUSS              | GB        |   2375000 | PA      | $2347890.90   | 0.13%             | 2027-05-11      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST                                            | CHASE HOME LENDING MORTGAGE TRUST 2024-10 CHASE 2024-10 A4A                      | CUSIP: 16159YAE0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1753054 | PA      | $1761374.13   | 0.10%             | 2055-10-25      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST                                                          | RCKT MORTGAGE TRUST 2025-CES8 RCKT 2025-CES8 A1B                                 | CUSIP: 74939WAB6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2471734 | PA      | $2486447.07   | 0.14%             | 2055-08-25      | Floating      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST                                                                     | BX COMMERCIAL MORTGAGE TRUST 2021-ACNT BX 2021-ACNT B                            | CUSIP: 05609QAC0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1170243 | PA      | $1169450.21   | 0.06%             | 2038-11-15      | Floating      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST                                                          | RCKT MORTGAGE TRUST 2025-CES10 RCKT 2025-CES10 A1A                               | CUSIP: 74939LAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    742195 | PA      | $743321.52    | 0.04%             | 2055-11-25      | Fixed         | 4.89%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST                               | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 202 MSRM 2025-1 A4                | CUSIP: 617944AF0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1250325 | PA      | $1256217.47   | 0.07%             | 2055-03-25      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC NON GOLD POOL FH 841975                                              | CUSIP: 31288RFQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3177961 | PA      | $3231279.04   | 0.18%             | 2055-06-01      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| U.S. BANCORP                                                                 | US BANCORP 4.653000% 02/01/2029                                                  | CUSIP: 91159HJK7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   2215000 | PA      | $2242509.41   | 0.12%             | 2029-02-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                         | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-B NAVSL 2021-BA A                 | CUSIP: 63942LAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1259003 | PA      | $1153637.64   | 0.06%             | 2069-07-15      | Fixed         | 0.94%                 | Yes           |                  2 | On Loan: No      |
| STACK INFRASTRUCTURE ISSUER, LLC                                             | STACK INFRASTRUCTURE ISSUER LLC SIDC 2021-1A A2                                  | CUSIP: 85236KAE2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1705000 | PA      | $1687506.87   | 0.09%             | 2046-03-26      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| NISSAN AUTO LEASE TRUST                                                      | NISSAN AUTO LEASE TRUST 2025-A NALT 2025-A C                                     | CUSIP: 65479XAG7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3935000 | PA      | $3986950.66   | 0.22%             | 2029-06-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| AGL CLO LTD                                                                  | AGL CLO 13 LTD AGL 2021-13A A1R                                                  | CUSIP: 00120JAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2497575.00   | 0.14%             | 2034-10-20      | Floating      | 4.98%                 | Yes           |                  2 | On Loan: No      |
| APIDOS CLO                                                                   | APIDOS CLO XXXII APID 2019-32A A1R                                               | CUSIP: 03768RAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2852797 | PA      | $2851596.44   | 0.16%             | 2033-01-20      | Floating      | 4.98%                 | Yes           |                  2 | On Loan: No      |
| BANK                                                                         | BANK 2018-BNK14 BANK 2018-BN14 A2                                                | CUSIP: 06035RAP1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    279927 | PA      | $277871.22    | 0.02%             | 2060-09-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST                                                | MILL CITY MORTGAGE LOAN TRUST 2019-1 MCMLT 2019-1 A1                             | CUSIP: 59981AAC0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1509513 | PA      | $1477274.58   | 0.08%             | 2069-10-25      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| PRPM LLC                                                                     | PRPM 2024-RCF1 LLC PRPM 2024-RCF1 A1                                             | CUSIP: 693581AA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2233218 | PA      | $2207199.80   | 0.12%             | 2054-01-25      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| FWDP 2Y RTP 4.05 1/30/26                                                     | FWDP 2Y RTP 4.05 1/30/26 EXPIRATION: 1/30/26                                     | CUSIP: SWP323X51<br>LEI: N/A                  | N/A              | DIR              |  | US        |  29512000 | NC      | $127.54       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PROGRESS RESIDENTIAL MASTER TRUST                                            | PROGRESS RESIDENTIAL 2022-SFR2 TRUST PROG 2022-SFR2 A                            | CUSIP: 74332VAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1684769 | PA      | $1654019.27   | 0.09%             | 2027-04-17      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| THE CIGNA GROUP                                                              | CIGNA GROUP/THE 4.500000% 09/15/2030                                             | CUSIP: 125523CX6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1531656.39   | 0.08%             | 2030-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GWT COMMERCIAL MORTGAGE TRUST                                                | GWT 2024-WLF2 GWT 2024-WLF2 A                                                    | CUSIP: 362414AA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1478000 | PA      | $1479844.40   | 0.08%             | 2041-05-15      | Floating      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I, INC.                                           | MORGAN STANLEY ABS CAPITAL I INC TRUST 2006-NC3 MSAC 2006-NC3 A2D                | CUSIP: 61744CZD1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    359252 | PA      | $351920.88    | 0.02%             | 2036-03-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| AMERIQUEST MORTGAGE SECURITIES INC                                           | AMERIQUEST MORTGAGE SECURITIES INC ASSET-BACKED PA AMSI 2005-R7 M4               | CUSIP: 03072SK38<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2591101 | PA      | $2588709.13   | 0.14%             | 2035-09-25      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                                   | GLS AUTO RECEIVABLES ISSUER TRUST 2021-3 GCAR 2021-3A D                          | CUSIP: 36263LAG4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    956308 | PA      | $950445.59    | 0.05%             | 2027-07-15      | Fixed         | 1.48%                 | Yes           |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                         | VERIZON MASTER TRUST VZMT 2024-6 C                                               | CUSIP: 92348KDH3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |  19539000 | PA      | $19650276.56  | 1.09%             | 2030-08-20      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                           | T-MOBILE USA INC 3.750000% 04/15/2027                                            | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    640000 | PA      | $637081.71    | 0.04%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                | GOLDMAN SACHS GROUP INC/THE 3.691000% 06/05/2028                                 | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  14620000 | PA      | $14520775.67  | 0.80%             | 2028-06-05      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                         | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-G NAVSL 2020-GA A                 | CUSIP: 63941UAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1055482 | PA      | $994838.42    | 0.06%             | 2069-09-16      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST                                 | AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA 2025-4 A                      | CUSIP: 02582JKV1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $1013490.20   | 0.06%             | 2030-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                                  | IMPERIAL BRANDS FINANCE PLC 144A 4.500000% 06/30/2028                            | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | NUSS              | GB        |   1540000 | PA      | $1554539.77   | 0.09%             | 2028-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALIGNED DATA CENTERS                                                         | ALIGNED DATA CENTERS ISSUER LLC ADC 2021-1A A2                                   | CUSIP: 01627AAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3450000 | PA      | $3377228.12   | 0.19%             | 2046-08-15      | Fixed         | 1.94%                 | Yes           |                  2 | On Loan: No      |
| GEORGIA POWER COMPANY                                                        | GEORGIA POWER CO 5.004000% 02/23/2027                                            | CUSIP: 373334KV2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   9190000 | PA      | $9307583.75   | 0.52%             | 2027-02-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROCKFORD TOWER CLO                                                           | ROCKFORD TOWER CLO 2018-2 LTD ROCKT 2018-2A A                                    | CUSIP: 77342KAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    689766 | PA      | $689767.84    | 0.04%             | 2031-10-20      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                  | BANK OF AMERICA CORP 3.419000% 12/20/2028                                        | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4689000 | PA      | $4630947.18   | 0.26%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | US 5YR NOTE (CBT) MAR26 FINANCIAL COMMODITY FUTURE.                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -65 | NC      | $-7134765.63  | -0.40%            |  |  |  | No            |                  1 | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE, L.P.                                           | PLAINS ALL AMERICAN PIPELINE LP / PAA FINANCE CORP 4.500000% 12/15/2026          | CUSIP: 72650RBL5<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1504274.58   | 0.08%             | 2026-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE REMICS FNR 2024-49 FC                                                 | CUSIP: 3136BS2S3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4766953 | PA      | $4786974.00   | 0.27%             | 2054-07-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| ALLO ISSUER LLC                                                              | ALLO ISSUER LLC ALLO 2023-1A A2                                                  | CUSIP: 01983KAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    990000 | PA      | $1002910.39   | 0.06%             | 2053-06-20      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                                          | CONNECTICUT AVENUE SECURITIES TRUST 2023-R08 CAS 2023-R08 1M1                    | CUSIP: 20755CAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1130573 | PA      | $1131985.94   | 0.06%             | 2043-10-25      | Floating      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE OR FREDDIE MAC 30YR TBA (DECEMBER)                                    | CUSIP: 01F0526C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2700000 | PA      | $2734036.28   | 0.15%             | 2055-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VOYA CLO                                                                     | VOYA CLO 2020-1 LTD VOYA 2020-1A ARR                                             | CUSIP: 92918EAU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2498752.50   | 0.14%             | 2034-07-16      | Floating      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| OCTAGON LIMITED                                                              | OCTAGON INVESTMENT PARTNERS 51 LTD OCT51 2021-1A AR                              | CUSIP: 675943AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1993350.00   | 0.11%             | 2034-07-20      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| PRPM LLC                                                                     | PRPM 2023-RCF2 LLC PRPM 2023-RCF2 A1                                             | CUSIP: 69380RAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    185916 | PA      | $184077.57    | 0.01%             | 2053-11-25      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| NYC TRUST                                                                    | NYCT TRUST 2024-3ELV NYCT 2024-3ELV A                                            | CUSIP: 62956HAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1300000 | PA      | $1304314.96   | 0.07%             | 2029-08-15      | Floating      | 5.95%                 | Yes           |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                | GOLDMAN SACHS GROUP INC/THE 1.431000% 03/09/2027                                 | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    515000 | PA      | $511107.80    | 0.03%             | 2027-03-09      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                                    | TOWD POINT MORTGAGE TRUST 2018-5 TPMT 2018-5 A1                                  | CUSIP: 89176VAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1426012 | PA      | $1377559.16   | 0.08%             | 2058-07-25      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE OR FREDDIE MAC 15YR TBA (DECEMBER)                                    | CUSIP: 01F0324C5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  10025000 | PA      | $9746317.33   | 0.54%             | 2040-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                         | JPMORGAN CHASE & CO 2.182000% 06/01/2028                                         | CUSIP: 46647PBR6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1947062.08   | 0.11%             | 2028-06-01      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                           | T-MOBILE USA INC 2.250000% 02/15/2026                                            | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2705000 | PA      | $2693056.02   | 0.15%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES L.P.                                                         | VICI PROPERTIES LP / VICI NOTE CO INC 144A 4.125000% 08/15/2030                  | CUSIP: 92564RAE5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    310000 | PA      | $300749.36    | 0.02%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST                                                | MILL CITY MORTGAGE LOAN TRUST 2018-4 MCMLT 2018-4 A1B                            | CUSIP: 59980YAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    216993 | PA      | $213584.70    | 0.01%             | 2066-04-25      | Floating      | 3.47%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                           | ORACLE CORP VARIABLE RATE 08/03/2028                                             | CUSIP: 68389XCX1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   8055000 | PA      | $8075560.55   | 0.45%             | 2028-08-03      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| ROCKFORD TOWER CLO                                                           | ROCKFORD TOWER CLO 2019-2 LTD ROCKT 2019-2A AR2                                  | CUSIP: 77341GAS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2083192 | PA      | $2083727.02   | 0.12%             | 2032-08-20      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC REMICS FHR 3102 FB                                                   | CUSIP: 31396H5M7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     35854 | PA      | $35803.49     | 0.00%             | 2036-01-15      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| FWDP 5Y RTP 4.22 2/27/26                                                     | FWDP 5Y RTP 4.22 2/27/26 EXPIRATION: 2/27/2026                                   | CUSIP: SWP323ZS7<br>LEI: N/A                  | N/A              | DIR              |  | US        |  12332000 | NC      | $1285.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-52 EA                          | CUSIP: 38379LWP7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3643684 | PA      | $3488850.22   | 0.19%             | 2043-01-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC NON GOLD POOL FH 1Q0268                                              | CUSIP: 3128S4JM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      3653 | PA      | $3703.00      | 0.00%             | 2037-03-01      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC REMICS FHR 3136 KF                                                   | CUSIP: 31396NGS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     89682 | PA      | $89056.95     | 0.00%             | 2036-04-15      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST                                          | CITIGROUP COMMERCIAL MORTGAGE TRUST 2023-SMRT CGCMT 2023-SMRT A                  | CUSIP: 17291NAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2000000 | PA      | $2059845.20   | 0.11%             | 2040-10-12      | Floating      | 6.01%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORP.                                                 | GSAA HOME EQUITY TRUST 2007-8 GSAA 2007-8 A3                                     | CUSIP: 38144RAC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     69233 | PA      | $68601.17     | 0.00%             | 2037-08-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDING II                                                 | MASSMUTUAL GLOBAL FUNDING II MTN 5.100000% 04/09/2027                            | CUSIP: 57629W4S6<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |   9490000 | PA      | $9629031.92   | 0.53%             | 2027-04-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                         | VERIZON MASTER TRUST VZMT 2024-6 A1A                                             | CUSIP: 92348KDE0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   7708000 | PA      | $7749307.94   | 0.43%             | 2030-08-20      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN MA4309                                                        | CUSIP: 31418DYF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    452389 | PA      | $433896.71    | 0.02%             | 2031-04-01      | Fixed         | 2.00%                 | 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: 64971XMF2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    820000 | PA      | $809302.61    | 0.04%             | 2026-11-01      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| SEACUBE CONTAINER CLIF                                                       | CLI FUNDING VI LLC CLIF 2020-3A A                                                | CUSIP: 12563LAS6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2950200 | PA      | $2786549.77   | 0.15%             | 2045-10-18      | Fixed         | 2.07%                 | Yes           |                  2 | On Loan: No      |
| CSMC TRUST                                                                   | CSMC 2019-AFC1 TRUST CSMC 2019-AFC1 A1                                           | CUSIP: 12596XAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1959307 | PA      | $1896767.37   | 0.11%             | 2049-07-25      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST                                               | MORGAN STANLEY CAPITAL I TRUST 2016-UBS11 MSC 2016-UB11 AS                       | CUSIP: 61767FBD2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3050000 | PA      | $3007759.64   | 0.17%             | 2049-08-15      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN BM7738                                                        | CUSIP: 3140JCS47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3184047 | PA      | $3245658.69   | 0.18%             | 2055-05-01      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| SABEY DATA CENTER ISSUER, LLC                                                | SABEY DATA CENTER ISSUER LLC SDCP 2021-1 A2                                      | CUSIP: 78520EAB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1682000 | PA      | $1648624.07   | 0.09%             | 2046-06-20      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST                                                          | RCKT MORTGAGE TRUST 2025-CES10 RCKT 2025-CES10 A1B                               | CUSIP: 74939LAB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   8960767 | PA      | $8963807.27   | 0.50%             | 2055-11-25      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC                                            | CITIGROUP MORTGAGE LOAN TRUST 2006-AMC1 CMLTI 2006-AMC1 A1                       | CUSIP: 17309PAS5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    998748 | PA      | $979510.55    | 0.05%             | 2036-09-25      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                               | MORGAN STANLEY 0.985000% 12/10/2026                                              | CUSIP: 6174468V4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5078000 | PA      | $5073629.52   | 0.28%             | 2026-12-10      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| FWDP 5Y RTP 4.22 03/31/26                                                    | FWDP 5Y RTP 4.22 03/31/26 EXPIRATION: 3/31/2026                                  | CUSIP: SWP323ZT5<br>LEI: N/A                  | N/A              | DIR              |  | US        |  12332000 | NC      | $3562.63      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE MANAGEMENT, INC.                                                       | WASTE MANAGEMENT INC 4.500000% 03/15/2028                                        | CUSIP: 94106LCB3<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |  14260000 | PA      | $14457977.14  | 0.80%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLP Capital, L.P.                                                            | GLP CAPITAL LP / GLP FINANCING II INC 5.300000% 01/15/2029                       | CUSIP: 361841AL3<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1018263.00   | 0.06%             | 2029-01-15      | Fixed         | 5.30%                 | 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        |   1908050 | PA      | $1945589.61   | 0.11%             | 2043-03-15      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE REMICS FNR 2005-83 FP                                                 | CUSIP: 31394FUN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    323027 | PA      | $320689.08    | 0.02%             | 2035-10-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | US TREASURY N/B 0.500000% 10/31/2027                                             | CUSIP: 91282CAU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        | 106880000 | PA      | $100964025.30 | 5.59%             | 2027-10-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| TIAA CLO LTD                                                                 | TIAA CLO IV LTD TIA 2018-1A A1AR                                                 | CUSIP: 88631YAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1077541 | PA      | $1077645.80   | 0.06%             | 2032-01-20      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| USB AUTO OWNER TRUST                                                         | USB AUTO OWNER TRUST 2025-1 USCAR 2025-1A B                                      | CUSIP: 90367VAE9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    915000 | PA      | $929364.68    | 0.05%             | 2031-01-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS TRUST                                                 | HILTON GRAND VACATIONS TRUST 2025-1 HGVT 2025-1A A                               | CUSIP: 43283CAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   8203193 | PA      | $8334803.76   | 0.46%             | 2042-05-27      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| CommonSpirit Health                                                          | COMMONSPIRIT HEALTH 6.073000% 11/01/2027                                         | CUSIP: 20268JAK9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   5390000 | PA      | $5569763.99   | 0.31%             | 2027-11-01      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST                                          | CITIGROUP COMMERCIAL MORTGAGE TRUST 2019-GC41 CGCMT 2019-GC41 AAB                | CUSIP: 17328FAX3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1695657 | PA      | $1656148.21   | 0.09%             | 2056-08-10      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY CARD ISSUANCE TRUST, SYNCHRONY                                     | SYNCHRONY CARD ISSUANCE TRUST SYNIT 2025-A3 A                                    | CUSIP: 87166PAR2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1750000 | PA      | $1756660.50   | 0.10%             | 2031-11-17      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO                                                                  | ELMWOOD CLO 15 LTD ELM15 2022-2A A1R                                             | CUSIP: 29003JAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   3000000 | PA      | $2996700.00   | 0.17%             | 2035-04-22      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| PRINCIPAL LIFE GLOBAL FUNDING II                                             | PRINCIPAL LIFE GLOBAL FUNDING II 144A 5.000000% 01/16/2027                       | CUSIP: 74256LEX3<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   7965000 | PA      | $8050154.29   | 0.45%             | 2027-01-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS KF86 AL                  | CUSIP: 3137FXLS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    312825 | PA      | $312418.27    | 0.02%             | 2027-08-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                               | MORGAN STANLEY 1.593000% 05/04/2027                                              | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    900000 | PA      | $890168.72    | 0.05%             | 2027-05-04      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES                        | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2005-AR15 A1A1           | CUSIP: 92922F5T1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    685624 | PA      | $650325.46    | 0.04%             | 2045-11-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| FIRST FRANKLIN MORTGAGE LOAN TRUST                                           | FIRST FRANKLIN MORTGAGE LOAN TRUST SERIES 2006-FF1 FFML 2006-FF18 A1             | CUSIP: 32029AAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1168538 | PA      | $1137222.60   | 0.06%             | 2037-12-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| USB AUTO OWNER TRUST                                                         | USB AUTO OWNER TRUST 2025-1 USCAR 2025-1A A4                                     | CUSIP: 90367VAD1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2990000 | PA      | $3034937.01   | 0.17%             | 2030-12-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST                                                          | RCKT MORTGAGE TRUST 2024-CES5 RCKT 2024-CES5 A1A                                 | CUSIP: 74938KAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   6850369 | PA      | $6916619.01   | 0.38%             | 2044-08-25      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                     | US TREASURY N/B 3.250000% 06/30/2027                                             | CUSIP: 91282CEW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  58680000 | PA      | $58420982.96  | 3.24%             | 2027-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CROSS MORTGAGE TRUST                                                         | CROSS 2024-H6 MORTGAGE TRUST CROSS 2024-H6 A1                                    | CUSIP: 227919AA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1559811 | PA      | $1560402.76   | 0.09%             | 2069-09-25      | Floating      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| SPRINT SPECTRUM CO LLC                                                       | SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC 5.152000% 03/20/2028          | CUSIP: 85208NAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $504685.80    | 0.03%             | 2028-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC GOLD POOL FG G18619                                                  | CUSIP: 3128MMVM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1094623 | PA      | $1059064.14   | 0.06%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM                                               | SOFI PROFESSIONAL LOAN PROGRAM 2020-ATRUST SOFI 2020-A A2FX                      | CUSIP: 83406TAB8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1378902 | PA      | $1332450.80   | 0.07%             | 2046-05-15      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                              | AVOLON HOLDINGS FUNDING LTD 144A 2.750000% 02/21/2028                            | CUSIP: 05401AAP6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | NUSS              | IE        |    580000 | PA      | $559954.03    | 0.03%             | 2028-02-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST                                                          | RCKT MORTGAGE TRUST 2024-CES1 RCKT 2024-CES1 A1A                                 | CUSIP: 749424AA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1253698 | PA      | $1263877.45   | 0.07%             | 2044-02-25      | Floating      | 6.02%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2013-5 JE                           | CUSIP: 38378FRB8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1280425 | PA      | $1180200.66   | 0.07%             | 2042-07-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN BM7713                                                        | CUSIP: 3140JCSB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3320606 | PA      | $3364539.31   | 0.19%             | 2053-07-01      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                           | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 2.450000% 10/29/2026          | CUSIP: 00774MAV7<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | NUSS              | IE        |    255000 | PA      | $251162.05    | 0.01%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ELM TRUST                                                                    | ELM TRUST 2024-ELM ELM 2024-ELM A15                                              | CUSIP: 26860XAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   7535000 | PA      | $7579817.43   | 0.42%             | 2039-06-10      | Floating      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| ALA TRUST                                                                    | ALA TRUST 2025-OANA ALA 2025-OANA A                                              | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1860000 | PA      | $1866967.19   | 0.10%             | 2040-06-15      | Floating      | 5.78%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE OR FREDDIE MAC 15YR TBA (DECEMBER)                                    | CUSIP: 01F0504C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  20275000 | PA      | $20504821.99  | 1.14%             | 2040-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MF1 LTD                                                                      | MF1 2020-FL4 LTD MF1 2020-FL4 A                                                  | CUSIP: 58003UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    451369 | PA      | $451633.68    | 0.03%             | 2035-12-15      | Floating      | 5.77%                 | Yes           |                  2 | On Loan: No      |
| The Bank of New York Mellon                                                  | BANK OF NEW YORK MELLON/THE 4.729000% 04/20/2029                                 | CUSIP: 06405LAH4<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |   6550000 | PA      | $6666107.53   | 0.37%             | 2029-04-20      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| NEXTGEAR FLOORPLAN MASTER OWNER TRUST                                        | NEXTGEAR FLOORPLAN MASTER OWNER TRUST NFMOT 2024-2A B                            | CUSIP: 65341KCD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4400000 | PA      | $4407793.72   | 0.24%             | 2029-09-15      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| LCM LTD.                                                                     | LCM 33 LTD LCM 33A AR                                                            | CUSIP: 50202CAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3625000 | PA      | $3623180.25   | 0.20%             | 2034-07-20      | Floating      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| UBER TECHNOLOGIES, INC.                                                      | UBER TECHNOLOGIES INC 4.300000% 01/15/2030                                       | CUSIP: 90353TAN0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   1328000 | PA      | $1334776.78   | 0.07%             | 2030-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                                    | TOWD POINT MORTGAGE TRUST 2021-1 TPMT 2021-1 A1                                  | CUSIP: 89179YAR4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3406117 | PA      | $3211795.52   | 0.18%             | 2061-11-25      | Floating      | 2.25%                 | Yes           |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST                                     | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2022-2 AMCAR 2022-2 C                   | CUSIP: 03065WAF2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3000000 | PA      | $3019512.00   | 0.17%             | 2028-04-18      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | US TREASURY N/B 3.500000% 10/31/2027                                             | CUSIP: 91282CPE5<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  72862000 | PA      | $72844922.60  | 4.03%             | 2027-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UBS COMMERCIAL MORTGAGE TRUST                                                | UBS COMMERCIAL MORTGAGE TRUST 2018-C12 UBSCM 2018-C12 A2                         | CUSIP: 90353DAV7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     19985 | PA      | $19947.96     | 0.00%             | 2051-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST URBAN DEV CORP ST SALES TAX REV                                  | NEW YORK ST URBAN DEV CORP SAL EMPIRE STATE DEVELOPMENT CORP                     | CUSIP: 64985TDG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1800000 | PA      | $1653539.22   | 0.09%             | 2030-03-15      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                        | FOUNDRY JV HOLDCO LLC 144A 5.500000% 01/25/2031                                  | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1268697.18   | 0.07%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK                                                                         | BANK 2019-BNK22 BANK 2019-BN22 ASB                                               | CUSIP: 06540XBE0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1310526 | PA      | $1283630.97   | 0.07%             | 2062-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                       | EXTRA SPACE STORAGE LP 4.000000% 06/15/2029                                      | CUSIP: 30225VAN7<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1222567.39   | 0.07%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DRYDEN CLO LTD                                                               | DRYDEN 72 CLO LTD DRSLF 2019-72A ARR                                             | CUSIP: 26252NAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1949604 | PA      | $1948823.80   | 0.11%             | 2032-05-15      | Floating      | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2014-157 C                          | CUSIP: 38378XUK5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    951731 | PA      | $926682.38    | 0.05%             | 2054-10-16      | Floating      | 3.15%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                                    | TOWD POINT MORTGAGE TRUST 2020-MH1 TPMT 2020-MH1 A1                              | CUSIP: 89178YAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1319889 | PA      | $1292095.78   | 0.07%             | 2060-02-25      | Floating      | 2.25%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING TRUST                                                | BANC OF AMERICA FUNDING 2014-R6 TRUST BAFC 2014-R6 2A13                          | CUSIP: 05969KBB8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1163547 | PA      | $1159313.37   | 0.06%             | 2036-07-26      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| VANTAGE DATA CENTERS ISSUER LLC                                              | VANTAGE DATA CENTERS ISSUER LLC VDC 2021-1A A2                                   | CUSIP: 92212KAD8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    930000 | PA      | $908962.28    | 0.05%             | 2046-10-15      | Fixed         | 2.17%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                                    | TOWD POINT MORTGAGE TRUST 2020-4 TPMT 2020-4 A1                                  | CUSIP: 89179JAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    827262 | PA      | $758585.98    | 0.04%             | 2060-10-25      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 MA9963                                                     | CUSIP: 36180AB85<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3051977 | PA      | $2986888.83   | 0.17%             | 2054-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP.                                                           | ITC HOLDINGS CORP 144A 4.950000% 09/22/2027                                      | CUSIP: 465685AR6<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2125834.37   | 0.12%             | 2027-09-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| THOMPSON PARK CLO, LTD                                                       | THOMPSON PARK CLO LTD TPRK 2021-1A A1R                                           | CUSIP: 884887AN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1499274.00   | 0.08%             | 2034-04-15      | Floating      | 4.95%                 | Yes           |                  2 | On Loan: No      |
| LA BANQUE TORONTO-DOMINION                                                   | TORONTO-DOMINION BANK/THE MTN 4.693000% 09/15/2027                               | CUSIP: 89115A2H4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | NUSS              | CA        |  10800000 | PA      | $10931450.58  | 0.61%             | 2027-09-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| W.P. CAREY INC.                                                              | WP CAREY INC 4.650000% 07/15/2030                                                | CUSIP: 92936UAN9<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |   1530000 | PA      | $1545405.33   | 0.09%             | 2030-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                         | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-H NAVSL 2020-HA A                 | CUSIP: 63935BAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    965171 | PA      | $911837.96    | 0.05%             | 2069-01-15      | Fixed         | 1.31%                 | Yes           |                  2 | On Loan: No      |
| BON SECOURS MERCY HEALTH, INC.                                               | BON SECOURS MERCY HEALTH INC 4.302000% 07/01/2028                                | CUSIP: 58942HAC5<br>LEI: 5493006NA7JSVYYYF398 | Long             | DBT              | CORP              | US        |   4010000 | PA      | $4024217.29   | 0.22%             | 2028-07-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                                    | BAT CAPITAL CORP 3.557000% 08/15/2027                                            | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | GB        |   1736000 | PA      | $1719241.51   | 0.10%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN CA4088                                                        | CUSIP: 3140QBRJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1150318 | PA      | $1135932.12   | 0.06%             | 2034-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST                       | STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE T SFUEL 2025-BA A4              | CUSIP: 858933AD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3845000 | PA      | $3868951.66   | 0.21%             | 2029-06-20      | Fixed         | 4.29%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE ACQUISITION CORPORATION                                 | JP MORGAN MORTGAGE ACQUISITION TRUST 2007-CH4 JPMAC 2007-CH4 M1                  | CUSIP: 46630CAF1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2673714 | PA      | $2638978.61   | 0.15%             | 2037-05-25      | Floating      | 4.30%                 | No            |                  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        |  10005000 | PA      | $10108019.58  | 0.56%             | 2027-06-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                               | CITIGROUP INC 4.075000% 04/23/2029                                               | CUSIP: 172967LW9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  11115000 | PA      | $11108704.46  | 0.62%             | 2029-04-23      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| USB AUTO OWNER TRUST                                                         | USB AUTO OWNER TRUST 2025-1 USCAR 2025-1A A3                                     | CUSIP: 90367VAC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2660000 | PA      | $2682177.22   | 0.15%             | 2030-06-17      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                              | SANTANDER UK GROUP HOLDINGS PLC 1.673000% 06/14/2027                             | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | NUSS              | GB        |   1380000 | PA      | $1360646.78   | 0.08%             | 2027-06-14      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| LINEAGE OP, LP                                                               | LINEAGE OP LP 144A 5.250000% 07/15/2030                                          | CUSIP: 53567YAA7<br>LEI: 254900CSRDL1G4SRQE89 | Long             | DBT              | CORP              | US        |    550000 | PA      | $558202.97    | 0.03%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                   | LAD AUTO RECEIVABLES TRUST 2023-2 LADAR 2023-2A C                                | CUSIP: 505713AE7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2180000 | PA      | $2195196.13   | 0.12%             | 2028-09-15      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN MA4732                                                        | CUSIP: 31418EHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1450918 | PA      | $1390409.54   | 0.08%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                  | BANK OF AMERICA CORP MTN 2.551000% 02/04/2028                                    | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  14860000 | PA      | $14596479.60  | 0.81%             | 2028-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                           | ORACLE CORP 2.800000% 04/01/2027                                                 | CUSIP: 68389XBU8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $980387.40    | 0.05%             | 2027-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CSMC MORTGAGE BACKED TRUST                                                   | CSMC SERIES 2014-6R CSMC 2014-6R 15A2                                            | CUSIP: 12648PEN3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    293526 | PA      | $288567.22    | 0.02%             | 2036-11-27      | Floating      | 3.51%                 | No            |                  2 | On Loan: No      |
| FWDP 5Y RTP 4.22 1/30/26                                                     | FWDP 5Y RTP 4.22 1/30/26 EXPIRATION: 1/30/26                                     | CUSIP: SWP3234W9<br>LEI: N/A                  | N/A              | DIR              |  | US        |  12332000 | NC      | $288.97       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PRPM LLC                                                                     | PRPM 2025-RCF5 LLC PRPM 2025-RCF5 A1                                             | CUSIP: 69384AAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   6798037 | PA      | $6808163.01   | 0.38%             | 2055-10-25      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                        | DOMINION ENERGY INC 6.000000% 02/15/2056                                         | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1011780.64   | 0.06%             | 2056-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES INC                                     | BEAR STEARNS ASSET BACKED SECURITIES I TRUST 2006- BSABS 2006-HE9 1A2            | CUSIP: 07389MAB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1593251 | PA      | $1555996.67   | 0.09%             | 2036-11-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| FS TRUST                                                                     | FS TRUST 2024-HULA FS 2024-HULA A                                                | CUSIP: 30338DAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1450000 | PA      | $1455881.64   | 0.08%             | 2039-08-15      | Floating      | 5.84%                 | Yes           |                  2 | On Loan: No      |
| ELM TRUST                                                                    | ELM TRUST 2024-ELM ELM 2024-ELM B15                                              | CUSIP: 26860XAG6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1600000 | PA      | $1609352.00   | 0.09%             | 2039-06-10      | Floating      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                         | JPMORGAN CHASE & CO 5.040000% 01/23/2028                                         | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   6785000 | PA      | $6854584.45   | 0.38%             | 2028-01-23      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST                                        | GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-3 GMALT 2025-3 B                      | CUSIP: 379965AF3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5295000 | PA      | $5325016.83   | 0.29%             | 2029-08-20      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | YMCA OF GREATER NEW YORK 2.303000% 08/01/2026                                    | CUSIP: 98425BAV8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4255000 | PA      | $4192819.77   | 0.23%             | 2026-08-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO LTD.                                                        | BLUEMOUNTAIN CLO 2015-4 LTD BLUEM 2015-4A CR2                                    | CUSIP: 09628NBA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $750000.00    | 0.04%             | 2030-04-20      | Floating      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| SMBC Aviation Capital Finance DAC                                            | SMBC AVIATION CAPITAL FINANCE DAC 144A 5.100000% 04/01/2030                      | CUSIP: 78448TAN2<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | NUSS              | IE        |   1055000 | PA      | $1082627.47   | 0.06%             | 2030-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FISERV, INC.                                                                 | FISERV INC 4.550000% 02/15/2031                                                  | CUSIP: 337738BP2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    610000 | PA      | $605451.30    | 0.03%             | 2031-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| WESTERN FUNDING AUTO LOAN TRUST                                              | WESTERN FUNDING AUTO LOAN TRUST 2025-1 WEFUN 2025-1 B                            | CUSIP: 958250AB8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4500000 | PA      | $4536043.65   | 0.25%             | 2035-09-17      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                       | US 10YR ULTRA FUT MAR26 FINANCIAL COMMODITY FUTURE.                              | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DIR              |  | US        |      -270 | NC      | $-31374843.75 | -1.74%            |  |  |  | No            |                  1 | On Loan: No      |
| SYNCHRONY CARD ISSUANCE TRUST, SYNCHRONY                                     | SYNCHRONY CARD ISSUANCE TRUST SYNIT 2025-A1 A                                    | CUSIP: 87166PAP6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $1018157.50   | 0.06%             | 2031-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                                     | BX TRUST 2021-ARIA BX 2021-ARIA B                                                | CUSIP: 05608RAE5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1570000 | PA      | $1569026.76   | 0.09%             | 2036-10-15      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| PRPM LLC                                                                     | PRPM 2024-RCF2 LLC PRPM 2024-RCF2 A1                                             | CUSIP: 693987AA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    423268 | PA      | $416631.13    | 0.02%             | 2054-03-25      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                      | BAYER US FINANCE II LLC 144A 4.375000% 12/15/2028                                | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | DE        |    245000 | PA      | $244832.08    | 0.01%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BANK                                                                         | BANK 2019-BNK21 BANK 2019-BN21 ASB                                               | CUSIP: 06540BBA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2012601 | PA      | $1969240.55   | 0.11%             | 2052-10-17      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| TESLA SUSTAINABLE ENERGY TRUST                                               | TESLA SUSTAINABLE ENERGY TRUST 2024-1 TSET 2024-1A A2                            | CUSIP: 88164AAB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   8034780 | PA      | $8062902.49   | 0.45%             | 2050-06-21      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| The Bank of New York Mellon Corporation                                      | BANK OF NEW YORK MELLON CORP/THE MTN 3.442000% 02/07/2028                        | CUSIP: 06406RAB3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1157719.58   | 0.06%             | 2028-02-07      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 82737                                                      | CUSIP: 36225FBF5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     50947 | PA      | $51927.67     | 0.00%             | 2041-02-20      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| ALLY BANK AUTO CREDIT-LINKED NOTES                                           | ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2024-A ABCLN 2024-A D                  | CUSIP: 02007GZ71<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    826412 | PA      | $838989.45    | 0.05%             | 2032-05-17      | Fixed         | 6.32%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE REMICS FNR 2006-31 FP                                                 | CUSIP: 31395DAM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     56064 | PA      | $55645.51     | 0.00%             | 2036-05-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| DRYDEN SENIOR LOAN FUND                                                      | DRYDEN 41 SENIOR LOAN FUND DRSLF 2015-41A BR                                     | CUSIP: 26244KAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000544.00   | 0.06%             | 2031-04-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON AUTO TRUST                                                        | HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 20 HACLN 2024-2 B1               | CUSIP: 44644NAG4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1036529 | PA      | $1047332.97   | 0.06%             | 2032-10-20      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| HPS LOAN MANAGEMENT LTD                                                      | HPS LOAN MANAGEMENT 2021-16 LTD HLM 2021-16A A1R                                 | CUSIP: 40440XAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2998365.00   | 0.17%             | 2035-01-23      | Floating      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE OR FREDDIE MAC 15YR TBA (DECEMBER)                                    | CUSIP: 01F0404C8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  13575000 | PA      | $13388184.79  | 0.74%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                 | BX COMMERCIAL MORTGAGE TRUST 2021-21M BX 2021-21M A                              | CUSIP: 05609CAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    232659 | PA      | $232226.37    | 0.01%             | 2036-10-15      | Floating      | 4.80%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                               | MORGAN STANLEY 6.407000% 11/01/2029                                              | CUSIP: 61747YFH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  12960000 | PA      | $13760859.96  | 0.76%             | 2029-11-01      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                         | VERIZON MASTER TRUST VZMT 2024-3 A1A                                             | CUSIP: 92348KCQ4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   8675000 | PA      | $8840026.26   | 0.49%             | 2030-04-22      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| SERENITY-PEACE PARK CLO LTD                                                  | SERENITY-PEACE PARK CLO LTD SERPK 2025-1A X                                      | CUSIP: 817940AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2000256.00   | 0.11%             | 2038-10-24      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                           | BOEING CO/THE 6.259000% 05/01/2027                                               | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1361205.51   | 0.08%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                            | EVERSOURCE ENERGY 2.900000% 03/01/2027                                           | CUSIP: 30040WAQ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   2505000 | PA      | $2464158.10   | 0.14%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SIERRA TIMESHARE RECEIVABLES FUNDING LLC                                     | SIERRA TIMESHARE 2025-3 RECEIVABLES FUNDING LLC SRFC 2025-3A A                   | CUSIP: 82650FAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   7967273 | PA      | $7995604.21   | 0.44%             | 2044-08-22      | Fixed         | 4.44%                 | Yes           |                  2 | On Loan: No      |
| NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV                                  | NEW YORK CITY NY TRANSITIONAL NEW YORK CITY TRANSITIONAL FINANCE AUTHORITY FUTUR | CUSIP: 64971X3E6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3100931.10   | 0.17%             | 2028-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TRINITY RAIL LEASING LLC                                                     | TRINITY RAIL LEASING 2019-1 LLC TRL 2019-1A A                                    | CUSIP: 89657BAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1372146 | PA      | $1366157.29   | 0.08%             | 2049-04-17      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST                                                          | DT AUTO OWNER TRUST 2021-4 DTAOT 2021-4A D                                       | CUSIP: 26253WAG3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    776035 | PA      | $769662.88    | 0.04%             | 2027-09-15      | Fixed         | 1.99%                 | Yes           |                  2 | On Loan: No      |
| USQ RAIL I LLC                                                               | USQ RAIL I LLC STEAM 2021-1A A                                                   | CUSIP: 90352WAD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1910039 | PA      | $1811790.71   | 0.10%             | 2051-02-28      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN BM5111                                                        | CUSIP: 3140J9VD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    607426 | PA      | $594065.97    | 0.03%             | 2033-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-23 D                           | CUSIP: 38378BCZ0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    272885 | PA      | $265492.58    | 0.01%             | 2049-07-16      | Floating      | 3.49%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST                                                          | RCKT MORTGAGE TRUST 2025-CES7 RCKT 2025-CES7 A1B                                 | CUSIP: 74943AAB8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1867883 | PA      | $1883961.86   | 0.10%             | 2055-07-25      | Fixed         | 5.48%                 | Yes           |                  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        |    250913 | PA      | $251954.74    | 0.01%             | 2043-06-25      | Floating      | 6.51%                 | Yes           |                  2 | On Loan: No      |
| Open Text Corporation                                                        | OPEN TEXT CORP 144A 6.900000% 12/01/2027                                         | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | NUSS              | CA        |   1610000 | PA      | $1670167.31   | 0.09%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| VOYA CLO                                                                     | VOYA CLO 2019-2 LTD VOYA 2019-2A AR                                              | CUSIP: 92917RAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1383417 | PA      | $1383847.38   | 0.08%             | 2032-07-20      | Floating      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| U S BANK NATIONAL ASSOCIATION                                                | US BANK NA USCLN 2023-1 B                                                        | CUSIP: 90357PAV6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    462509 | PA      | $467434.63    | 0.03%             | 2032-08-25      | Fixed         | 6.79%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST                       | J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES T JPMCC 2016-NINE A             | CUSIP: 46646GAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1334000 | PA      | $1316958.15   | 0.07%             | 2038-09-06      | Floating      | 2.95%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST                                                          | RCKT MORTGAGE TRUST 2025-CES1 RCKT 2025-CES1 A1A                                 | CUSIP: 749427AA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |  13163816 | PA      | $13300907.79  | 0.74%             | 2045-01-25      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                                        | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2025-P1 WLAKE 2025-P1 A3                   | CUSIP: 96043LAC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2920000 | PA      | $2939462.09   | 0.16%             | 2029-06-15      | Fixed         | 4.58%                 | Yes           |                  2 | On Loan: No      |
| HOME PARTNERS OF AMERICA TRUST                                               | HOME PARTNERS OF AMERICA 2021-2 TRUST HPA 2021-2 B                               | CUSIP: 43732VAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    863546 | PA      | $843693.85    | 0.05%             | 2026-12-17      | Fixed         | 2.30%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FM6017                                                        | CUSIP: 3140X9VK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    725744 | PA      | $712243.49    | 0.04%             | 2035-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                         | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2022-B NAVSL 2022-BA A                 | CUSIP: 63942PAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     94559 | PA      | $93326.62     | 0.01%             | 2070-10-15      | Fixed         | 4.16%                 | Yes           |                  2 | On Loan: No      |
| BAE SYSTEMS HOLDINGS INC.                                                    | BAE SYSTEMS HOLDINGS INC 144A 3.850000% 12/15/2025                               | CUSIP: 05523UAP5<br>LEI: MF62XBVMNYTYMC18DL76 | Long             | DBT              | CORP              | GB        |    625000 | PA      | $624869.47    | 0.03%             | 2025-12-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| APIDOS CLO                                                                   | APIDOS CLO XXV APID 2016-25A A1R3                                                | CUSIP: 03762YBD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2991480.00   | 0.17%             | 2037-01-20      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST                                                          | RCKT MORTGAGE TRUST 2024-CES7 RCKT 2024-CES7 A1A                                 | CUSIP: 749414AA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   9720474 | PA      | $9743288.79   | 0.54%             | 2044-10-25      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                                               | WHEELS FLEET LEASE FUNDING 1 LLC WFLF 2025-3A A1                                 | CUSIP: 96328GCP0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   9000000 | PA      | $9010818.00   | 0.50%             | 2040-09-18      | Fixed         | 4.08%                 | Yes           |                  2 | On Loan: No      |
| GUARDIAN LIFE GLOBAL FUNDING                                                 | GUARDIAN LIFE GLOBAL FUNDING 144A 5.737000% 10/02/2028                           | CUSIP: 40139LBH5<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |   2925000 | PA      | $3058757.35   | 0.17%             | 2028-10-02      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                         | VERIZON MASTER TRUST VZMT 2025-1 B                                               | CUSIP: 92348KDT7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4660000 | PA      | $4730905.16   | 0.26%             | 2031-01-21      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS LIMITED                                          | TEXTAINER MARINE CONTAINERS VII LTD TMCL 2020-2A A                               | CUSIP: 88315LAG3<br>LEI: N/A                  | Long             | ABS-MBS          |  | BM        |   1248427 | PA      | $1184342.79   | 0.07%             | 2045-09-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| FIRST FRANKLIN MORTGAGE LOAN TRUST                                           | FIRST FRANKLIN MORTGAGE LOAN TRUST 2006-FF15 FFML 2006-FF15 A5                   | CUSIP: 32028GAE5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    110842 | PA      | $115283.36    | 0.01%             | 2036-11-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST                                   | JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2019-CO JPMDB 2019-COR6 ASB           | CUSIP: 48129RAZ8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1209357 | PA      | $1187878.19   | 0.07%             | 2052-11-13      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.                                       | PNC FINANCIAL SERVICES GROUP INC/THE 5.582000% 06/12/2029                        | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    970000 | PA      | $1005661.84   | 0.06%             | 2029-06-12      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS KF68 A                   | CUSIP: 3137FPHF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    215062 | PA      | $215103.37    | 0.01%             | 2026-07-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                    | AT&T INC 2.300000% 06/01/2027                                                    | CUSIP: 00206RJX1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1949225.08   | 0.11%             | 2027-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                       | US 2YR NOTE (CBT) MAR26 FINANCIAL COMMODITY FUTURE.                              | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DIR              |  | US        |       795 | NC      | $166043203.10 | 9.20%             |  |  |  | No            |                  1 | On Loan: No      |
| DLLAA LLC                                                                    | DLLAA 2025-1 LLC DLLAA 2025-1A A3                                                | CUSIP: 233249AC5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   7685000 | PA      | $7839174.93   | 0.43%             | 2029-09-20      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE US TRUST                                                            | T-MOBILE US TRUST 2024-2 TMUST 2024-2A A                                         | CUSIP: 87268CAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3280000 | PA      | $3291521.00   | 0.18%             | 2029-05-21      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC GOLD POOL FG G18568                                                  | CUSIP: 3128MMT29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    336761 | PA      | $327511.34    | 0.02%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC REMICS FHR 4094 BF                                                   | CUSIP: 3137ASV27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    193952 | PA      | $193891.23    | 0.01%             | 2032-08-15      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY, INC.                                        | AMERICAN ELECTRIC POWER CO INC 5.750000% 11/01/2027                              | CUSIP: 025537AV3<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    550000 | PA      | $566563.18    | 0.03%             | 2027-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE REMICS FNR 2010-43 VF                                                 | CUSIP: 31398RDQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    226351 | PA      | $225910.89    | 0.01%             | 2040-05-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| MIAMI-DADE CNTY FLA AVIATION REV                                             | MIAMI-DADE CNTY FL AVIATION RE COUNTY OF MIAMI-DADE FL AVIATION REVENUE          | CUSIP: 59333PV62<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1964139.80   | 0.11%             | 2027-10-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| JERSEY MIKES FUNDING LLC                                                     | JERSEY MIKE'S FUNDING LLC JMIKE 2019-1A A2                                       | CUSIP: 476681AA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    982500 | PA      | $980171.77    | 0.05%             | 2050-02-15      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2011-151 BF                         | CUSIP: 38378ACT6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    219696 | PA      | $217373.38    | 0.01%             | 2041-04-20      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRUST                                                         | LXP INDUSTRIAL TRUST 6.750000% 11/15/2028                                        | CUSIP: 529043AF8<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |    418000 | PA      | $444549.27    | 0.02%             | 2028-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN MA4279                                                        | CUSIP: 31418DXH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    753055 | PA      | $697942.11    | 0.04%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC.                                                                   | AMGEN INC 5.150000% 03/02/2028                                                   | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   2465000 | PA      | $2523056.79   | 0.14%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FRESB MORTGAGE TRUST                                                         | FRESB 2018-SB50 MORTGAGE TRUST FRESB 2018-SB50 A10F                              | CUSIP: 30306RAM0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    678238 | PA      | $668532.78    | 0.04%             | 2028-04-25      | Floating      | 3.35%                 | No            |                  2 | On Loan: No      |
| SkyMiles IP Ltd.                                                             | DELTA AIR LINES INC / SKYMILES IP LTD 144A 4.750000% 10/20/2028                  | CUSIP: 830867AB3<br>LEI: 2549008L7P4I8VB90936 | Long             | DBT              | NUSS              | US        |  15105000 | PA      | $15196742.79  | 0.84%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST                                                          | RCKT MORTGAGE TRUST 2024-CES8 RCKT 2024-CES8 A1A                                 | CUSIP: 749421AA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   9965584 | PA      | $10031711.47  | 0.56%             | 2044-11-25      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                             | SMB PRIVATE EDUCATION LOAN TRUST 2021-B SMB 2021-B A                             | CUSIP: 78449YAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1041426 | PA      | $981340.57    | 0.05%             | 2051-07-17      | Fixed         | 1.31%                 | Yes           |                  2 | On Loan: No      |
| MVW OWNER TRUST                                                              | MVW 2021-1W LLC MVWOT 2021-1WA A                                                 | CUSIP: 55389TAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    891175 | PA      | $857731.83    | 0.05%             | 2041-01-22      | Fixed         | 1.14%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                     | US TREASURY N/B 4.250000% 02/15/2028                                             | CUSIP: 91282CMN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  39250000 | PA      | $39870947.17  | 2.21%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE REMICS FNR 2006-56 FE                                                 | CUSIP: 31395NXU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    277064 | PA      | $275680.19    | 0.02%             | 2036-07-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| ONE NEW YORK PLAZA TRUST                                                     | ONE NEW YORK PLAZA TRUST 2020-1NYP ONYP 2020-1NYP A                              | CUSIP: 68249DAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    952000 | PA      | $915398.74    | 0.05%             | 2036-01-15      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS KF43 A                   | CUSIP: 3137FEJN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    275439 | PA      | $274023.11    | 0.02%             | 2028-01-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| NEW CENTURY HOME EQUITY LOAN TRUST                                           | NEW CENTURY HOME EQUITY LOAN TRUST 2006-1 NCHET 2006-1 A2B                       | CUSIP: 64352VQR5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1132966 | PA      | $1130918.31   | 0.06%             | 2036-05-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                           | METROPOLITAN LIFE GLOBAL FUNDING I MTN 5.050000% 01/06/2028                      | CUSIP: 592179KF1<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2042207.06   | 0.11%             | 2028-01-06      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K742 A2                  | CUSIP: 3137FYZK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2164000 | PA      | $2072030.00   | 0.11%             | 2028-03-25      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| BXP TRUST                                                                    | BXP TRUST 2017-CC BXP 2017-CC D                                                  | CUSIP: 05607CAL3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    710000 | PA      | $589108.51    | 0.03%             | 2037-08-13      | Floating      | 3.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC REMICS FHR 3616 FG                                                   | CUSIP: 31398LGY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    120858 | PA      | $120920.75    | 0.01%             | 2032-03-15      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL L.L.C.                                                    | DELL INTERNATIONAL LLC / EMC CORP 4.750000% 04/01/2028                           | CUSIP: 24703TAL0<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    910000 | PA      | $922443.21    | 0.05%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP.                                                        | LAS VEGAS SANDS CORP 5.625000% 06/15/2028                                        | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1247876.23   | 0.07%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PARK AVENUE INSTITUTIONAL ADVISERS CLO LTD                                   | PARK AVENUE INSTITUTIONAL ADVISERS CLO LTD 2021-1 PAIA 2021-1A A1AR              | CUSIP: 70015QAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1999060.00   | 0.11%             | 2034-01-20      | Floating      | 4.99%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC REMICS FHR 5050 YA                                                   | CUSIP: 3137F7TN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1631606 | PA      | $1521826.24   | 0.08%             | 2046-01-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                   | VERUS SECURITIZATION TRUST 2023-4 VERUS 2023-4 A1                                | CUSIP: 92539TAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1811384 | PA      | $1812465.58   | 0.10%             | 2068-05-25      | Fixed         | 5.81%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE OR FREDDIE MAC 30YR TBA (DECEMBER)                                    | CUSIP: 01F0406C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2875000 | PA      | $2737965.11   | 0.15%             | 2055-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEXTGEAR FLOORPLAN MASTER OWNER TRUST                                        | NEXTGEAR FLOORPLAN MASTER OWNER TRUST NFMOT 2025-1A A                            | CUSIP: 65341KCF1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2380000 | PA      | $2404912.89   | 0.13%             | 2030-02-15      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2008-92 E                           | CUSIP: 38373M4R8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     70882 | PA      | $70727.02     | 0.00%             | 2044-03-16      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-174 AG                         | CUSIP: 38383U2A7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   4522915 | PA      | $4407594.55   | 0.24%             | 2044-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE OR FREDDIE MAC 15YR TBA (DECEMBER)                                    | CUSIP: 01F0424C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  19375000 | PA      | $19374991.86  | 1.07%             | 2040-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DOC DR, LLC                                                                  | DOC DR LLC 4.300000% 03/15/2027                                                  | CUSIP: 71951QAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1880000 | PA      | $1881892.45   | 0.10%             | 2027-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | US TREASURY N/B 2.875000% 08/15/2028                                             | CUSIP: 9128284V9<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  51500000 | PA      | $50693300.91  | 2.81%             | 2028-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES L.P.                                                         | VICI PROPERTIES LP / VICI NOTE CO INC 144A 5.750000% 02/01/2027                  | CUSIP: 92564RAJ4<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    725000 | PA      | $733417.45    | 0.04%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| 280 PARK AVENUE MORTGAGE TRUST COMMERCIAL MORTGAGE PASS-THROUGH CERTIFICATES | 280 PARK AVENUE 2017-280P MORTGAGE TRUST PRK 2017-280P A                         | CUSIP: 90205FAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1400000 | PA      | $1388736.72   | 0.08%             | 2034-09-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC COMPANY                                                     | GENERAL ELECTRIC CO MTN VARIABLE RATE 05/05/2026                                 | CUSIP: 36962GW75<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    330000 | PA      | $330521.84    | 0.02%             | 2026-05-05      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE REMICS FNR 2024-73 FB                                                 | CUSIP: 3136BTBD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   7535584 | PA      | $7558770.81   | 0.42%             | 2054-10-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| HILTON USA TRUST                                                             | HILTON USA TRUST 2016-HHV HILT 2016-HHV D                                        | CUSIP: 43300LAL4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2430000 | PA      | $2405557.60   | 0.13%             | 2038-11-05      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| FRESB MORTGAGE TRUST                                                         | FRESB 2019-SB59 MORTGAGE TRUST FRESB 2019-SB59 A10F                              | CUSIP: 302970AG3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    386073 | PA      | $380963.08    | 0.02%             | 2029-01-25      | Floating      | 3.47%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE REMICS FNR 2019-79 FA                                                 | CUSIP: 3136B72K6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    346514 | PA      | $340602.43    | 0.02%             | 2050-01-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                         | JPMORGAN CHASE & CO 4.323000% 04/26/2028                                         | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1670000 | PA      | $1676530.32   | 0.09%             | 2028-04-26      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                         | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-B NAVSL 2021-BA A                 | CUSIP: 63942LAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4305791 | PA      | $3945440.61   | 0.22%             | 2069-07-15      | Fixed         | 0.94%                 | Yes           |                  2 | On Loan: No      |
| BOCA COMMERCIAL MORTGAGE TRUST                                               | BOCA COMMERCIAL MORTGAGE TRUST 2024-BOCA BOCA 2024-BOCA A                        | CUSIP: 096817AA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    270000 | PA      | $270336.93    | 0.01%             | 2041-08-15      | Floating      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE REMICS FNR 2020-10 FA                                                 | CUSIP: 3136B9AC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    933015 | PA      | $916787.45    | 0.05%             | 2050-03-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC.                                                         | GLOBAL PAYMENTS INC 2.150000% 01/15/2027                                         | CUSIP: 37940XAG7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1684648.49   | 0.09%             | 2027-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES, L.P.                                              | HUDSON PACIFIC PROPERTIES LP 3.250000% 01/15/2030                                | CUSIP: 44409MAC0<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |    182000 | PA      | $153271.46    | 0.01%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                                        | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2020-C55 WFCM 2020-C55 ASB                 | CUSIP: 95002EAZ0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    784407 | PA      | $763993.19    | 0.04%             | 2053-02-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE REMICS FNR 2016-48 UF                                                 | CUSIP: 3136ATMA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    116179 | PA      | $115408.58    | 0.01%             | 2046-08-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS, INC.                                        | NEXTERA ENERGY CAPITAL HOLDINGS INC 4.685000% 09/01/2027                         | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   5675000 | PA      | $5735064.77   | 0.32%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| PHILADELPHIA PA REDEV AUTH REV                                               | PHILADELPHIA PA REDEV AUTH REDEVELOPMENT AUTHORITY OF THE CITY OF PHILADELPHI    | CUSIP: 717868JU8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1263513.00   | 0.07%             | 2027-09-01      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-30 CF                          | CUSIP: 38384JQR8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2064273 | PA      | $2075693.45   | 0.11%             | 2054-02-20      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Pennsylvania Electric Company                                    | FIRSTENERGY PENNSYLVANIA ELECTRIC CO 144A 5.150000% 03/30/2026                   | CUSIP: 708696CA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    665000 | PA      | $666799.74    | 0.04%             | 2026-03-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Holdings, L.P.                                             | HEALTHCARE REALTY HOLDINGS LP 3.500000% 08/01/2026                               | CUSIP: 42225UAD6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1614898.55   | 0.09%             | 2026-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-113 FD                         | CUSIP: 38384CUA5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1918900 | PA      | $1929813.20   | 0.11%             | 2053-08-20      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL 30YR TBA (DECEMBER)                                           | CUSIP: 21H0426C8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2600000 | PA      | $2542566.39   | 0.14%             | 2055-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                                     | BENCHMARK 2019-B15 MORTGAGE TRUST BMARK 2019-B15 AAB                             | CUSIP: 08160KAF1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1788836 | PA      | $1749457.66   | 0.10%             | 2072-12-15      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| FRESB MORTGAGE TRUST                                                         | FRESB 2018-SB53 MORTGAGE TRUST FRESB 2018-SB53 A10F                              | CUSIP: 30297DAJ9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4271192 | PA      | $4232959.74   | 0.23%             | 2028-06-25      | Floating      | 3.66%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN MA4866                                                        | CUSIP: 31418EMQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1444668 | PA      | $1383973.82   | 0.08%             | 2053-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                                        | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-C61 WFCM 2021-C61 A2                  | CUSIP: 95003QAC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    785311 | PA      | $770997.46    | 0.04%             | 2054-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | US TREASURY N/B 3.500000% 11/15/2028                                             | CUSIP: 91282CPK1<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  51065000 | PA      | $51076968.61  | 2.83%             | 2028-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE REMICS FNR 2007-98 FD                                                 | CUSIP: 31396XJ88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    174797 | PA      | $173758.09    | 0.01%             | 2037-06-25      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                                    | TOWD POINT MORTGAGE TRUST 2019-4 TPMT 2019-4 A1                                  | CUSIP: 89178BAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3600174 | PA      | $3471244.19   | 0.19%             | 2059-10-25      | Floating      | 2.90%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                                     | BENCHMARK 2019-B14 MORTGAGE TRUST BMARK 2019-B14 ASB                             | CUSIP: 08162YAG7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2913705 | PA      | $2854859.37   | 0.16%             | 2062-12-15      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-77 FM                          | CUSIP: 38375GAN1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    173478 | PA      | $173614.31    | 0.01%             | 2039-11-16      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| OCTAGON LIMITED                                                              | OCTAGON 57 LTD OCT57 2021-1A AR                                                  | CUSIP: 67592XAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1748678.75   | 0.10%             | 2034-10-15      | Floating      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                                        | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C52 WFCM 2019-C52 ASB                 | CUSIP: 95002MAV1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    985047 | PA      | $964728.50    | 0.05%             | 2052-08-15      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                              | AVOLON HOLDINGS FUNDING LTD 144A 3.250000% 02/15/2027                            | CUSIP: 05401AAJ0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | NUSS              | IE        |    990000 | PA      | $977553.25    | 0.05%             | 2027-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST, L.P.                                                   | DIGITAL REALTY TRUST LP 3.600000% 07/01/2029                                     | CUSIP: 25389JAU0<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |    615000 | PA      | $603375.93    | 0.03%             | 2029-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS, LTD.                                            | OCTAGON INVESTMENT PARTNERS 44 LTD OCT44 2019-1A AR2                             | CUSIP: 67577LAS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2499272.50   | 0.14%             | 2034-10-15      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                           | ORACLE CORP 4.450000% 09/26/2030                                                 | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    825000 | PA      | $812932.30    | 0.05%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                         | VERIZON MASTER TRUST VZMT 2024-6 B                                               | CUSIP: 92348KDG5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   7020000 | PA      | $7049710.75   | 0.39%             | 2030-08-20      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| LHOME MORTGAGE TRUST                                                         | LHOME MORTGAGE TRUST 2023-RTL3 LHOME 2023-RTL3 A1                                | CUSIP: 50205TAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1130250 | PA      | $1132208.07   | 0.06%             | 2028-08-25      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| FRESB MORTGAGE TRUST                                                         | FRESB 2018-SB52 MORTGAGE TRUST FRESB 2018-SB52 A10F                              | CUSIP: 30297CAJ1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4441826 | PA      | $4368482.12   | 0.24%             | 2028-06-25      | Floating      | 3.48%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                                          | GS MORTGAGE-BACKED SECURITIES TRUST 2018-RPL1 GSMBS 2018-RPL1 A1A                | CUSIP: 36256BAC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    406191 | PA      | $399230.59    | 0.02%             | 2057-10-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL, INC.                                                           | BERRY GLOBAL INC 144A 4.875000% 07/15/2026                                       | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    466000 | PA      | $466119.61    | 0.03%             | 2026-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM                                               | SOFI PROFESSIONAL LOAN PROGRAM 2021-B TRUST SOFI 2021-B AFX                      | CUSIP: 83405NAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1053893 | PA      | $930210.34    | 0.05%             | 2047-02-15      | Fixed         | 1.14%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                     | AMERICAN EXPRESS CO 4.731000% 04/25/2029                                         | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2980000 | PA      | $3029486.68   | 0.17%             | 2029-04-25      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                | ENBRIDGE INC 4.600000% 06/20/2028                                                | CUSIP: 29250NCH6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | NUSS              | CA        |   6295000 | PA      | $6364501.46   | 0.35%             | 2028-06-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| FIRST FRANKLIN MORTGAGE LOAN TRUST                                           | FIRST FRANKLIN MORTGAGE LOAN TRUST 2006-FF9 FFML 2006-FF9 1A                     | CUSIP: 320276AB4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     47521 | PA      | $47497.72     | 0.00%             | 2036-06-25      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS, LTD.                                            | OCTAGON INVESTMENT PARTNERS XXI LTD OCT21 2014-1A A2R4                           | CUSIP: 67590QCA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2400000 | PA      | $2397264.00   | 0.13%             | 2031-02-14      | Floating      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| GALAXY CLO, LTD                                                              | GALAXY XXII CLO LTD GALXY 2016-22A ARRR                                          | CUSIP: 36320TBD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1499560.50   | 0.08%             | 2034-04-16      | Floating      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                         | JPMORGAN CHASE & CO 2.947000% 02/24/2028                                         | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  11065000 | PA      | $10915010.83  | 0.60%             | 2028-02-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 MB0024                                                     | CUSIP: 3618N5A25<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3052478 | PA      | $2987378.31   | 0.17%             | 2054-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America, Inc                                           | AMCOR FLEXIBLES NORTH AMERICA INC 4.800000% 03/17/2028                           | CUSIP: 02344AAF5<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    640000 | PA      | $648787.99    | 0.04%             | 2028-03-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN AS6719                                                        | CUSIP: 3138WGPD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    810965 | PA      | $786487.46    | 0.04%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST                                                          | RCKT MORTGAGE TRUST 2025-CES2 RCKT 2025-CES2 A1A                                 | CUSIP: 74942BAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |  11099544 | PA      | $11206915.23  | 0.62%             | 2055-02-25      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES, INC.                                             | MARSH & MCLENNAN COS INC 4.550000% 11/08/2027                                    | CUSIP: 571748BY7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   8710000 | PA      | $8807860.16   | 0.49%             | 2027-11-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC                                     | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A 4.750000% 11/13/2028                | CUSIP: 928668AU6<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | DE        |    680000 | PA      | $687512.63    | 0.04%             | 2028-11-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOBAL FUNDING                                                    | COREBRIDGE GLOBAL FUNDING 144A 4.900000% 01/07/2028                              | CUSIP: 00138CBD9<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   5045000 | PA      | $5124287.77   | 0.28%             | 2028-01-07      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR SB0380                                                       | CUSIP: 3132CWM50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    834027 | PA      | $824909.70    | 0.05%             | 2034-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                             | PHILIP MORRIS INTERNATIONAL INC 4.750000% 02/12/2027                             | CUSIP: 718172DF3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |  15005000 | PA      | $15146181.89  | 0.84%             | 2027-02-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                           | ALTRIA GROUP INC 4.875000% 02/04/2028                                            | CUSIP: 02209SBS1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    915000 | PA      | $930720.95    | 0.05%             | 2028-02-04      | Fixed         | 4.88%                 | 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: 64972JQY7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2435000 | PA      | $2480431.99   | 0.14%             | 2027-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN AZ4793                                                        | CUSIP: 3138YWKF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    304750 | PA      | $299453.92    | 0.02%             | 2030-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CARMAX SELECT RECEIVABLES TRUST                                              | CARMAX SELECT RECEIVABLES TRUST 2024-A CMXS 2024-A B                             | CUSIP: 14319FAE3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |  11525000 | PA      | $11692616.14  | 0.65%             | 2030-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BBCMS TRUST                                                                  | BBCMS MORTGAGE TRUST 2020-C8 BBCMS 2020-C8 ASB                                   | CUSIP: 05552AAZ1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    780457 | PA      | $742431.60    | 0.04%             | 2053-10-15      | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                          | COMM 2015-DC1 MORTGAGE TRUST COMM 2015-DC1 AM                                    | CUSIP: 12629NAH8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1805781 | PA      | $1773276.99   | 0.10%             | 2048-02-10      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                                     | BENCHMARK 2018-B5 MORTGAGE TRUST BMARK 2018-B5 A2                                | CUSIP: 08160BAB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1141728 | PA      | $1133445.38   | 0.06%             | 2051-07-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES TRUST                                                         | FIRSTKEY HOMES 2022-SFR2 TRUST FKH 2022-SFR2 A                                   | CUSIP: 33767PAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   8930994 | PA      | $8923528.51   | 0.49%             | 2039-07-17      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| NEXTGEAR FLOORPLAN MASTER OWNER TRUST                                        | NEXTGEAR FLOORPLAN MASTER OWNER TRUST NFMOT 2024-2A A2                           | CUSIP: 65341KCC8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2530000 | PA      | $2546291.94   | 0.14%             | 2029-09-15      | Fixed         | 4.42%                 | Yes           |                  2 | On Loan: No      |
| FLUTTER TREASURY DESIGNATED ACTIVITY COMPANY                                 | FLUTTER TREASURY DAC 144A 6.375000% 04/29/2029                                   | CUSIP: 344045AA7<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | NUSS              | IE        |   6235000 | PA      | $6430741.59   | 0.36%             | 2029-04-29      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GRACIE POINT INTERNATIONAL FUNDING                                           | GRACIE POINT INTERNATIONAL FUNDING 2025-1 LLC GPIF 2025-1A A                     | CUSIP: 38411WAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    910000 | PA      | $909971.61    | 0.05%             | 2028-08-15      | Floating      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST                                                       | SLM STUDENT LOAN TRUST 2012-2 SLMA 2012-2 A                                      | CUSIP: 78446YAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    492273 | PA      | $478099.08    | 0.03%             | 2029-01-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORPORATION                                                   | AMERICAN TOWER CORP 3.600000% 01/15/2028                                         | CUSIP: 03027XAR1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    175000 | PA      | $173189.99    | 0.01%             | 2028-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| SREIT COMMERCIAL MORTGAGE TRUST                                              | SREIT TRUST 2021-MFP SREIT 2021-MFP B                                            | CUSIP: 78472UAC2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1258262 | PA      | $1257086.51   | 0.07%             | 2038-11-15      | Floating      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD.                                              | PALMER SQUARE LOAN FUNDING 2022-3 LTD PSTAT 2022-3A A1BR                         | CUSIP: 69690CAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3400000 | PA      | $3398993.60   | 0.19%             | 2031-04-15      | Floating      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                            | CREDIT ACCEPTANCE AUTO LOAN TRUST 2025-1 CAALT 2025-1A A                         | CUSIP: 22536KAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   8650000 | PA      | $8750031.20   | 0.48%             | 2035-03-15      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                     | US TREASURY N/B 4.625000% 11/15/2055                                             | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    205000 | PA      | $203526.56    | 0.01%             | 2055-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS Q004 AFL                 | CUSIP: 3137FARM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    209598 | PA      | $209506.47    | 0.01%             | 2044-05-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE, LLC                                                  | ALLIANT ENERGY FINANCE LLC 144A 5.950000% 03/30/2029                             | CUSIP: 01882YAE6<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |   1565000 | PA      | $1639906.17   | 0.09%             | 2029-03-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                  | BANK OF AMERICA CORP MTN 2.551000% 02/04/2028                                    | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2455666.15   | 0.14%             | 2028-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR SC0063                                                       | CUSIP: 3132D9B86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    627836 | PA      | $613482.84    | 0.03%             | 2035-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC REMICS FHR 2922 FE                                                   | CUSIP: 31395MT90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    256544 | PA      | $254515.80    | 0.01%             | 2035-02-15      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                       | EXTRA SPACE STORAGE LP 3.875000% 12/15/2027                                      | CUSIP: 30225VAM9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1617317.24   | 0.09%             | 2027-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC.                                                            | CROWN CASTLE INC 3.800000% 02/15/2028                                            | CUSIP: 22822VAK7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   3700000 | PA      | $3663038.74   | 0.20%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST                                          | EXETER AUTOMOBILE RECEIVABLES TRUST 2022-6 EART 2022-6A C                        | CUSIP: 30168AAE2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    794209 | PA      | $797134.79    | 0.04%             | 2028-05-15      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                        | WELLS FARGO & CO MTN 2.393000% 06/02/2028                                        | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3945000 | PA      | $3848907.26   | 0.21%             | 2028-06-02      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                                        | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2025-P1 WLAKE 2025-P1 A4                   | CUSIP: 96043LAD2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2670000 | PA      | $2704134.62   | 0.15%             | 2030-04-15      | Fixed         | 4.66%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                     | US TREASURY N/B 3.375000% 11/30/2027                                             | CUSIP: 91282CPL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   7320000 | PA      | $7303415.66   | 0.40%             | 2027-11-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORPORATION                                                   | AMERICAN TOWER CORP 5.250000% 07/15/2028                                         | CUSIP: 03027XCC2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   3145000 | PA      | $3232456.22   | 0.18%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                  | BANK OF AMERICA CORP MTN 2.087000% 06/14/2029                                    | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    885000 | PA      | $843871.04    | 0.05%             | 2029-06-14      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | US ULTRA BOND CBT MAR26 FINANCIAL COMMODITY FUTURE.                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -46 | NC      | $-5563125.00  | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK ST DORM AUTH ST PERS INCOME TAX REV                                 | NEW YORK ST DORM AUTH ST PERSO NEW YORK STATE DORMITORY AUTHORITY                | CUSIP: 64990KHE6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5195000 | PA      | $5212328.96   | 0.29%             | 2027-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR HOME EQUITY LOAN TRUST                                            | NATIONSTAR HOME EQUITY LOAN TRUST 2007-B NSTR 2007-B 2AV4                        | CUSIP: 63860LAE0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    289759 | PA      | $288316.24    | 0.02%             | 2037-04-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST A                                   | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A FORDF 2025-2 B                        | CUSIP: 34528QJW5<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-MBS          |  | US        |   3055000 | PA      | $3063406.75   | 0.17%             | 2030-09-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| GOLDENTREE LOAN MANAGEMENT US CLO LTD                                        | GOLDENTREE LOAN MANAGEMENT US CLO 11 LTD GLM 2021-11A AR                         | CUSIP: 38138KAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1700000 | PA      | $1699116.00   | 0.09%             | 2034-10-20      | Floating      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                                          | CONNECTICUT AVENUE SECURITIES TRUST 2024-R04 CAS 2024-R04 1M1                    | CUSIP: 20753GAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    556949 | PA      | $556776.40    | 0.03%             | 2044-05-25      | Floating      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                      | CARMAX AUTO OWNER TRUST 2025-1 CARMX 2025-1 A3                                   | CUSIP: 14319WAD8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4065000 | PA      | $4117615.33   | 0.23%             | 2030-01-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE OR FREDDIE MAC 30YR TBA (DECEMBER)                                    | CUSIP: 01F0426C2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2625000 | PA      | $2569480.41   | 0.14%             | 2055-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                           | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 6.450000% 04/15/2027          | CUSIP: 00774MBG9<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | NUSS              | IE        |  13415000 | PA      | $13798551.35  | 0.76%             | 2027-04-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE REMICS FNR 2012-54 CF                                                 | CUSIP: 3136A5ZN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    120273 | PA      | $120622.41    | 0.01%             | 2042-05-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES, L.P.                                              | HUDSON PACIFIC PROPERTIES LP 3.950000% 11/01/2027                                | CUSIP: 44409MAA4<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |     52000 | PA      | $49590.27     | 0.00%             | 2027-11-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL 30YR TBA (DECEMBER)                                           | CUSIP: 21H0406C2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2875000 | PA      | $2725490.05   | 0.15%             | 2055-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TPG REAL ESTATE FINANCE ISSUER LTD                                           | TRTX 2025-FL6 ISSUER LTD TRTX 2025-FL6 A                                         | CUSIP: 897764AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1850000 | PA      | $1854021.90   | 0.10%             | 2042-09-18      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                          | COMM 2016-787S MORTGAGE TRUST COMM 2016-787S A                                   | CUSIP: 12635WAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2170000 | PA      | $2153422.50   | 0.12%             | 2036-02-10      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.                                       | PNC FINANCIAL SERVICES GROUP INC/THE 6.615000% 10/20/2027                        | CUSIP: 693475BT1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    710000 | PA      | $724921.54    | 0.04%             | 2027-10-20      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                                    | TOWD POINT MORTGAGE TRUST 2018-6 TPMT 2018-6 A1                                  | CUSIP: 89176LAL8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    759850 | PA      | $743554.34    | 0.04%             | 2058-03-25      | Floating      | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2007-1 F                            | CUSIP: 38375JEJ0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    256828 | PA      | $256241.90    | 0.01%             | 2037-01-20      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO                                                      | BAIN CAPITAL CREDIT CLO 2021-6 LTD BCC 2021-6A A1R                               | CUSIP: 05684PAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3400000 | PA      | $3399017.40   | 0.19%             | 2034-10-21      | Floating      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| CONSTELLATION BRANDS, INC.                                                   | CONSTELLATION BRANDS INC 2.250000% 08/01/2031                                    | CUSIP: 21036PBH0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $966613.14    | 0.05%             | 2031-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ELM TRUST                                                                    | ELM TRUST 2024-ELM ELM 2024-ELM A10                                              | CUSIP: 26860XAU5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $502973.95    | 0.03%             | 2039-06-10      | Floating      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST                                  | ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST 2021-M AMMST 2021-MF2 A2             | CUSIP: 03881VAC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1007000 | PA      | $991190.50    | 0.05%             | 2054-06-15      | Fixed         | 2.02%                 | Yes           |                  2 | On Loan: No      |
| FWDP 2Y RTP 4.00 03/31/26                                                    | FWDP 2Y RTP 4.00 03/31/26 EXPIRATION: 3/31/2026                                  | CUSIP: SWP323TZ0<br>LEI: N/A                  | N/A              | DIR              |  | US        |  29512000 | NC      | $3033.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NELNET PRIVATE EDUCATION LOAN TRUST                                          | NELNET STUDENT LOAN TRUST 2021-C NSLT 2021-CA AFX                                | CUSIP: 64035GAB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4595766 | PA      | $4308550.55   | 0.24%             | 2062-04-20      | Fixed         | 1.32%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN MA5009                                                        | CUSIP: 31418ER77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2613376 | PA      | $2619332.99   | 0.15%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN MA4626                                                        | CUSIP: 31418ED80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1381167 | PA      | $1323712.49   | 0.07%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE TRUST                                                 | MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES MLCC MLCC 2004-A A1                | CUSIP: 59020UAR6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     98409 | PA      | $91508.21     | 0.01%             | 2029-04-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC.                                      | INTERNATIONAL FLAVORS & FRAGRANCES INC 144A 1.832000% 10/15/2027                 | CUSIP: 459506AP6<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |   2120000 | PA      | $2026581.97   | 0.11%             | 2027-10-15      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                                        | AIR LEASE CORP 2.200000% 01/15/2027                                              | CUSIP: 00914AAR3<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    770000 | PA      | $752287.08    | 0.04%             | 2027-01-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| GLOBAL CONTAINER INTERNATIONAL                                               | GCI FUNDING I LLC GCI 2021-1 A                                                   | CUSIP: 36166VAE5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1357424 | PA      | $1270529.13   | 0.07%             | 2046-06-18      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| DOMINO'S PIZZA MASTER ISSUER LLC                                             | DOMINO'S PIZZA MASTER ISSUER LLC DPABS 2018-1A A2II                              | CUSIP: 25755TAK6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1422198 | PA      | $1420155.51   | 0.08%             | 2048-07-25      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| FRESB MORTGAGE TRUST                                                         | FRESB 2018-SB54 MORTGAGE TRUST FRESB 2018-SB54 A10F                              | CUSIP: 30297JAE7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1125920 | PA      | $1110858.23   | 0.06%             | 2028-05-25      | Floating      | 3.52%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                         | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-A NAVSL 2021-A A                  | CUSIP: 63942BAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2112522 | PA      | $1939944.14   | 0.11%             | 2069-05-15      | Fixed         | 0.84%                 | Yes           |                  2 | On Loan: No      |
| HSI ASSET SECURITIZATION CORPORATION TRUST                                   | HSI ASSET SECURITIZATION CORP TRUST 2006-OPT2 HASC 2006-OPT2 M2                  | CUSIP: 40430HEB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     10355 | PA      | $10339.21     | 0.00%             | 2036-01-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                      | CARMAX AUTO OWNER TRUST 2024-1 CARMX 2024-1 B                                    | CUSIP: 14318WAF4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4120000 | PA      | $4188232.97   | 0.23%             | 2029-08-15      | Fixed         | 5.17%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                                          | CONNECTICUT AVENUE SECURITIES TRUST 2025-R03 CAS 2025-R03 2M2                    | CUSIP: 20754VAC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1100000 | PA      | $1111000.00   | 0.06%             | 2045-03-25      | Floating      | 6.32%                 | Yes           |                  2 | On Loan: No      |
| SREIT COMMERCIAL MORTGAGE TRUST                                              | SREIT TRUST 2021-MFP2 SREIT 2021-MFP2 B                                          | CUSIP: 85236WCG9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1450000 | PA      | $1448651.07   | 0.08%             | 2036-11-15      | Floating      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL 30YR TBA (DECEMBER)                                           | CUSIP: 21H0506C1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   7775000 | PA      | $7765650.56   | 0.43%             | 2055-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DATABANK ISSUER, LLC                                                         | DATABANK ISSUER COLO 2021-1A A2                                                  | CUSIP: 23802WAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1027000 | PA      | $1019252.52   | 0.06%             | 2051-02-27      | Fixed         | 2.06%                 | Yes           |                  2 | On Loan: No      |
| CATHEDRAL LAKE CLO LTD.                                                      | CATHEDRAL LAKE VI LTD CATLK 2021-6A XR                                           | CUSIP: 14919LAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    421052 | PA      | $421015.89    | 0.02%             | 2034-04-25      | Floating      | 4.86%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                          | SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)                                     | CUSIP: 783965593<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  32532482 | NS      | $32532482.46  | 1.80%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC HOLDINGS PLC                                                            | HSBC HOLDINGS PLC 2.013000% 09/22/2028                                           | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |   1090000 | PA      | $1049569.58   | 0.06%             | 2028-09-22      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST                       | J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES T JPMCC 2016-NINE B             | CUSIP: 46646GAE7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1925000 | PA      | $1895444.90   | 0.10%             | 2038-09-06      | Floating      | 2.95%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                               | CITIGROUP INC 1.462000% 06/09/2027                                               | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4295000 | PA      | $4233805.44   | 0.23%             | 2027-06-09      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| HYUNDAI FLOORPLAN MASTER OWNER TRUST                                         | HYUNDAI FLOORPLAN MASTER OWNER TRUST HFMOT 2025-1A A                             | CUSIP: 44921QAH9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |  11715000 | PA      | $11733370.29  | 0.65%             | 2030-10-15      | Fixed         | 4.01%                 | Yes           |                  2 | On Loan: No      |
| FIRSTENERGY CORP.                                                            | FIRSTENERGY CORP 3.900000% 07/15/2027                                            | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |  12230000 | PA      | $12166024.38  | 0.67%             | 2027-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EVERGREEN CREDIT CARD TRUST                                                  | EVERGREEN CREDIT CARD TRUST EVGRN 2025-CRT5 B                                    | CUSIP: 30023JCX4<br>LEI: N/A                  | Long             | ABS-MBS          |  | CA        |   4900000 | PA      | $4958456.02   | 0.27%             | 2029-05-15      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Bank, National Association                                    | MORGAN STANLEY BANK NA 4.968000% 07/14/2028                                      | CUSIP: 61690U8E3<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   2450000 | PA      | $2484463.71   | 0.14%             | 2028-07-14      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| FWDP 2Y RTP 4.03 2/27/26                                                     | FWDP 2Y RTP 4.03 2/27/26 EXPIRATION: 2/27/2026                                   | CUSIP: SWP3239J6<br>LEI: N/A                  | N/A              | DIR              |  | US        |  29512000 | NC      | $891.55       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PRPM LLC                                                                     | PRPM 2025-RCF3 LLC PRPM 2025-RCF3 A1                                             | CUSIP: 69392PAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2787035 | PA      | $2812147.54   | 0.16%             | 2055-07-25      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                     | US TREASURY N/B 3.625000% 05/31/2028                                             | CUSIP: 91282CHE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  84250000 | PA      | $84523154.51  | 4.68%             | 2028-05-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS TRUST                                                 | HILTON GRAND VACATIONS TRUST 2020-A HGVT 2020-AA A                               | CUSIP: 43285HAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    746484 | PA      | $735593.29    | 0.04%             | 2039-02-25      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| NEWCASTLE MORTGAGE SECURITIES TRUST                                          | NEWCASTLE MORTGAGE SECURITIES TRUST 2007-1 NCMT 2007-1 1A1                       | CUSIP: 65106FAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    992515 | PA      | $964966.00    | 0.05%             | 2037-04-25      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I, INC.                                           | MORGAN STANLEY ABS CAPITAL I INC TRUST 2007-HE7 MSAC 2007-HE7 A2B                | CUSIP: 61756YAC7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    122225 | PA      | $121827.73    | 0.01%             | 2037-07-25      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST                           | MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST MSBAM 2025-C35 A1             | CUSIP: 61779CAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2135431 | PA      | $2152554.69   | 0.12%             | 2058-08-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)                                     | CUSIP: 783965593<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   5834360 | NS      | $5834359.68   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS, INC.                                        | NEXTERA ENERGY CAPITAL HOLDINGS INC VARIABLE RATE 02/04/2028                     | CUSIP: 65339KDH0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   8485000 | PA      | $8542698.00   | 0.47%             | 2028-02-04      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS KJ37 A1                  | CUSIP: 3137H5FY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1190072 | PA      | $1148626.77   | 0.06%             | 2027-12-25      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| MARS, INCORPORATED                                                           | MARS INC 144A 4.800000% 03/01/2030                                               | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   3090000 | PA      | $3165337.97   | 0.18%             | 2030-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                   | GINNIE MAE II POOL G2 MA9488                                                     | CUSIP: 36179YRH9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2505080 | PA      | $2542888.50   | 0.14%             | 2054-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                | GOLDMAN SACHS GROUP INC/THE 1.542000% 09/10/2027                                 | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5460000 | PA      | $5350984.28   | 0.30%             | 2027-09-10      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                        | WELLS FARGO & CO MTN 4.900000% 01/24/2028                                        | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  19480000 | PA      | $19646705.55  | 1.09%             | 2028-01-24      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN MA3090                                                        | CUSIP: 31418CNG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    680493 | PA      | $664987.68    | 0.04%             | 2032-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                         | JPMORGAN CHASE & CO 1.578000% 04/22/2027                                         | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2478000 | PA      | $2453022.11   | 0.14%             | 2027-04-22      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST                       | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRU JPMCC 2021-MHC A              | CUSIP: 466330AA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1376856 | PA      | $1375998.63   | 0.08%             | 2038-04-15      | Floating      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| MASSACHUSETTS ST SPL OBLIG REV                                               | MASSACHUSETTS ST SPL OBLG REVE COMMONWEALTH OF MASSACHUSETTS                     | CUSIP: 576004HG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    302663 | PA      | $302600.68    | 0.02%             | 2031-07-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                  | NATIONWIDE BUILDING SOCIETY MTN 2.972000% 02/16/2028                             | CUSIP: 63861VAF4<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | NUSS              | GB        |   2720000 | PA      | $2681339.44   | 0.15%             | 2028-02-16      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                      | SAUDI GOVERNMENT INTERNATIONAL BOND 144A 5.125000% 01/13/2028                    | CUSIP: 80413TBJ7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   9220000 | PA      | $9417704.55   | 0.52%             | 2028-01-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                               | CITIGROUP INC 3.520000% 10/27/2028                                               | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1645000 | PA      | $1627983.59   | 0.09%             | 2028-10-27      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| OWNIT MORTGAGE LOAN TRUST                                                    | OWNIT MORTGAGE LOAN TRUST SERIES 2006-3 OWNIT 2006-3 A2D                         | CUSIP: 69121PDY6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1118280 | PA      | $1093170.70   | 0.06%             | 2037-03-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| AMERIQUEST MORTGAGE SECURITIES INC                                           | AMERIQUEST MORTGAGE SECURITIES INC ASSET-BACKED PA AMSI 2005-R9 M1               | CUSIP: 03072SQ32<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    365013 | PA      | $362614.56    | 0.02%             | 2035-11-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                         | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-F NAVSL 2020-FA A                 | CUSIP: 63941XAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2758661 | PA      | $2613267.97   | 0.14%             | 2069-07-15      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO LEASE TRUST                                                      | NISSAN AUTO LEASE TRUST 2025-A NALT 2025-A B                                     | CUSIP: 65479XAF9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3935000 | PA      | $3993465.84   | 0.22%             | 2029-02-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| CROSS MORTGAGE TRUST                                                         | CROSS 2023-H2 MORTGAGE TRUST CROSS 2023-H2 A1A                                   | CUSIP: 22757NAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1071303 | PA      | $1084999.24   | 0.06%             | 2068-11-25      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLOBAL FUNDING                                           | NORTHWESTERN MUTUAL GLOBAL FUNDING 144A 5.070000% 03/25/2027                     | CUSIP: 66815L2R9<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |   4405000 | PA      | $4471138.48   | 0.25%             | 2027-03-25      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO                                                                    | AIMCO CLO SERIES 2017-A AIMCO 2017-AA XR2                                        | CUSIP: 00900CAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2691667 | PA      | $2691432.49   | 0.15%             | 2038-01-20      | Floating      | 4.78%                 | Yes           |                  2 | On Loan: No      |
| BERRY GLOBAL, INC.                                                           | BERRY GLOBAL INC 5.500000% 04/15/2028                                            | CUSIP: 08576PAL5<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    765000 | PA      | $786992.11    | 0.04%             | 2028-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL FUNDING                                             | EQUITABLE AMERICA GLOBAL FUNDING 144A 4.650000% 06/09/2028                       | CUSIP: 29446Q2A0<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |   8220000 | PA      | $8309794.13   | 0.46%             | 2028-06-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                                         | BAYER US FINANCE LLC 144A 6.250000% 01/21/2029                                   | CUSIP: 07274EAJ2<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | DE        |   1445000 | PA      | $1517815.59   | 0.08%             | 2029-01-21      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV                                  | NEW YORK CITY NY TRANSITIONAL NEW YORK CITY TRANSITIONAL FINANCE AUTHORITY FUTUR | CUSIP: 64972JRB6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7970000 | PA      | $8118703.46   | 0.45%             | 2027-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WESTERN FUNDING AUTO LOAN TRUST                                              | WESTERN FUNDING AUTO LOAN TRUST 2025-1 WEFUN 2025-1 A                            | CUSIP: 958250AA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |  10275000 | PA      | $10347719.26  | 0.57%             | 2035-07-16      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| HUMANA INC.                                                                  | HUMANA INC 4.875000% 04/01/2030                                                  | CUSIP: 444859BN1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    930000 | PA      | $943168.06    | 0.05%             | 2030-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORPORATION                                                     | HYATT HOTELS CORP 5.050000% 03/30/2028                                           | CUSIP: 448579AU6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   1515000 | PA      | $1541400.87   | 0.09%             | 2028-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                                               | CARVANA AUTO RECEIVABLES TRUST 2025-P3 CRVNA 2025-P3 A4                          | CUSIP: 14688AAD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   6175000 | PA      | $6191405.12   | 0.34%             | 2031-08-11      | Fixed         | 4.24%                 | 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        |    237367 | PA      | $237438.49    | 0.01%             | 2042-02-25      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| MARS, INCORPORATED                                                           | MARS INC 144A 4.450000% 03/01/2027                                               | CUSIP: 571676AW5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |  14050000 | PA      | $14145224.30  | 0.78%             | 2027-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE POOL FN FM1155                                                        | CUSIP: 3140X4H90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    633694 | PA      | $613896.26    | 0.03%             | 2032-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TRICON AMERICAN HOMES TRUST                                                  | TRICON AMERICAN HOMES 2020-SFR1 TAH 2020-SFR1 F                                  | CUSIP: 89613GAF3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2100000 | PA      | $2088695.70   | 0.12%             | 2038-07-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                                  | ABBVIE INC 4.800000% 03/15/2027                                                  | CUSIP: 00287YDR7<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |  10395000 | PA      | $10509154.98  | 0.58%             | 2027-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-148 AF                         | CUSIP: 38384WM28<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   7873816 | PA      | $7890332.66   | 0.44%             | 2054-09-20      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux S.a r.l.                                                 | JBS USA HOLDING LUX SARL/ JBS USA FOOD CO/ JBS LUX 3.000000% 02/02/2029          | CUSIP: 46590XAN6<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | NUSS              | US        |   1025000 | PA      | $987843.55    | 0.05%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                       | EXTRA SPACE STORAGE LP 5.700000% 04/01/2028                                      | CUSIP: 30225VAJ6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $1235284.05   | 0.07%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                                    | TOWD POINT MORTGAGE TRUST 2018-4 TPMT 2018-4 A1                                  | CUSIP: 89175TAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1302734 | PA      | $1243504.63   | 0.07%             | 2058-06-25      | Floating      | 3.00%                 | 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        |   2440000 | PA      | $2443541.66   | 0.14%             | 2030-09-26      | Fixed         | 4.41%                 | Yes           |                  2 | On Loan: No      |
| PK ALIFT LOAN FUNDING LP                                                     | PK ALIFT LOAN FUNDING 4 LP PKAIR 2024-2 A                                        | CUSIP: 69381EAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1449732 | PA      | $1458910.60   | 0.08%             | 2039-10-15      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC.                                                    | WILLIS NORTH AMERICA INC 4.650000% 06/15/2027                                    | CUSIP: 970648AL5<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    615000 | PA      | $619302.79    | 0.03%             | 2027-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BBCMS TRUST                                                                  | BBCMS TRUST 2015-SRCH BBCMS 2015-SRCH A2                                         | CUSIP: 05547HAC5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3175000 | PA      | $3120192.52   | 0.17%             | 2035-08-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                                            | INTEL CORP 5.125000% 02/10/2030                                                  | CUSIP: 458140CF5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    925000 | PA      | $951989.72    | 0.05%             | 2030-02-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR SD8257                                                       | CUSIP: 3132DWE66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   8574929 | PA      | $8432630.86   | 0.47%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                        | WELLS FARGO & CO MTN 5.574000% 07/25/2029                                        | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5450000 | PA      | $5648422.73   | 0.31%             | 2029-07-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                              | AVOLON HOLDINGS FUNDING LTD 144A 2.528000% 11/18/2027                            | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | NUSS              | IE        |     59000 | PA      | $57081.07     | 0.00%             | 2027-11-18      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC POOL FR ZS8629                                                       | CUSIP: 3132A9SS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1245311 | PA      | $1203641.38   | 0.07%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | YMCA OF GREATER NEW YORK 2.303000% 08/01/2026                                    | CUSIP: 98425BAW6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4335000 | PA      | $4264679.67   | 0.24%             | 2026-08-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS KF37 A                   | CUSIP: 3137FBC53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     56687 | PA      | $56663.52     | 0.00%             | 2027-09-25      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| LEX MORTGAGE TRUST                                                           | LEX 2024-BBG MORTGAGE TRUST LEX 2024-BBG A                                       | CUSIP: 52885AAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    700000 | PA      | $704827.76    | 0.04%             | 2033-10-13      | Floating      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                                    | TOWD POINT MORTGAGE TRUST 2019-HY2 TPMT 2019-HY2 A1                              | CUSIP: 89177HAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    726150 | PA      | $740212.53    | 0.04%             | 2058-05-25      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| IMPAC CMB TRUST                                                              | IMPAC CMB TRUST SERIES 2004-6 IMM 2004-6 1A1                                     | CUSIP: 45254NJV0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    158931 | PA      | $158735.10    | 0.01%             | 2034-10-25      | Floating      | 4.87%                 | 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