# EDGAR Filing Document

**Accession Number:** 0001592900
**File Stem:** 0000894189-26-003398
**Filing Date:** 2026-2
**Character Count:** 123077
**Document Hash:** 853b06dec4a8bcae4f66bac9e1b32002
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000894189-26-003398.hdr.sgml**: 20260206

**ACCESSION NUMBER**: 0000894189-26-003398

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260206

**DATE AS OF CHANGE**: 20260206

**PERIOD START**: 20260630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** EA Series Trust
- **CENTRAL INDEX KEY:** 0001592900

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22961
- **FILM NUMBER:** 26606313

**BUSINESS ADDRESS:**
- **STREET 1:** 3803 WEST CHESTER PIKE, SUITE 150
- **CITY:** NEWTOWN SQUARE
- **STATE:** PA
- **ZIP:** 19073
- **BUSINESS PHONE:** 1.215.882.9983

**MAIL ADDRESS:**
- **STREET 1:** 3803 WEST CHESTER PIKE, SUITE 150
- **CITY:** NEWTOWN SQUARE
- **STATE:** PA
- **ZIP:** 19073

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Alpha Architect ETF Trust
- **DATE OF NAME CHANGE:** 20140428

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Empowered Funds ETF Trust
- **DATE OF NAME CHANGE:** 20131125

## Series and Classes Contracts Data

### Strive Enhanced Income Short Maturity ETF (Series ID: S000080333)

| Class ID   | Class Name                                | Ticker Symbol   |
|:---|:---|:---|
| C000242671 | Strive Enhanced Income Short Maturity ETF | BUXX            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** EA Series Trust

- **b. Investment Company Act file number:** 811-22961

- **c. CIK number of Registrant:** 0001592900

- **d. LEI of Registrant:** 549300OFTR67XBWX5T25

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

  - **Street Address 1:** 3803 West Chester Pike

  - **City:** Newton Square

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19073

  - **Telephone number:** 215-882-9983

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

- **a. Name of Series:** Strive Enhanced Income Short Maturity ETF

- **b. EDGAR series identifier (if any):** S000080333

- **c. LEI of Series:** 5493000HC7HNRBCTST54

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

- **a. Date of fiscal year-end:** 2026-06-30

- **b. Date as of which information is reported:** 2025-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $324341980.50

**Total Liabilities:** $2748313.38

**Net Assets:** $321593667.12

**Delayed Delivery Securities:** $407157.45

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 3188.542099671043 | **1-Year:** 24163.262544545830 | **5-Year:** 7458.267392263449 | **10-Year:** 21.247580121600 | **30-Year:** 0.000000000000

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

- **3-Month:** 0.000000000000 | **1-Year:** 0.000000000000 | **5-Year:** 238.909104000000 | **10-Year:** 4.875695999999 | **30-Year:** 0.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000242671 | 0.22%                | 0.42%                | 0.38%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $925.10                  | $-567105.96                                |
| Month 2  | $5528.44                 | $65133.19                                  |
| Month 3  | $12181.04                | $-81380.39                                 |

**Designated Index Information**

- **Index Name:** Fund's Securities Portfolio

- **Index Identifier:** XDH368VJLI

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137FF3L9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    253682 | PA      | $253024.84    | 0.08%             | 2028-01-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137FFNQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    279953 | PA      | $277148.95    | 0.09%             | 2031-01-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137FFXQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2472918 | PA      | $2439971.60   | 0.76%             | 2031-01-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137FGRL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    852266 | PA      | $850882.28    | 0.26%             | 2028-06-25      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137FHGE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    779233 | PA      | $777732.86    | 0.24%             | 2026-09-25      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137FKWZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    540119 | PA      | $542626.42    | 0.17%             | 2028-12-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137FL6K5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    995467 | PA      | $998387.12    | 0.31%             | 2029-02-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137FLN34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    393518 | PA      | $392908.09    | 0.12%             | 2026-02-25      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137FLYN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    341770 | PA      | $342773.42    | 0.11%             | 2029-03-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137FTZZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    731201 | PA      | $732794.78    | 0.23%             | 2030-05-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137FX4E5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     93584 | PA      | $93795.78     | 0.03%             | 2030-08-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137FX4G0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    374334 | PA      | $373397.90    | 0.12%             | 2030-08-25      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137FXLT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    507760 | PA      | $506858.60    | 0.16%             | 2027-08-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137FXR26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    311159 | PA      | $309579.80    | 0.10%             | 2030-10-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137FXZ84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2458963 | PA      | $2429150.72   | 0.76%             | 2031-01-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137FXZA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    507572 | PA      | $505249.34    | 0.16%             | 2031-01-25      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137FYTS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    944788 | PA      | $938328.22    | 0.29%             | 2031-02-25      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137FYU46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1053542 | PA      | $1051593.03   | 0.33%             | 2028-03-25      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137H0H92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    407489 | PA      | $402266.92    | 0.13%             | 2031-04-25      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137H13L8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    289418 | PA      | $287879.10    | 0.09%             | 2028-05-25      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137H13Y0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1119853 | PA      | $1104904.99   | 0.34%             | 2031-05-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137H1LN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2712338 | PA      | $2675282.27   | 0.83%             | 2031-06-25      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137H1LV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    385215 | PA      | $380759.29    | 0.12%             | 2031-06-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137H1Z82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    183864 | PA      | $182626.97    | 0.06%             | 2028-07-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137H2NB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1454180 | PA      | $1444339.21   | 0.45%             | 2031-08-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137H2NK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    754193 | PA      | $748516.12    | 0.23%             | 2028-08-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137H3K84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1382402 | PA      | $1375661.77   | 0.43%             | 2031-09-25      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137H4CA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    957452 | PA      | $950897.83    | 0.30%             | 2028-10-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137H4SB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3180778 | PA      | $3165303.47   | 0.98%             | 2028-12-25      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| BORGWARNER INC                 | BorgWarner Inc                                                      | CUSIP: 099724AL0<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1519803.78   | 0.47%             | 2027-07-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE            | CDW LLC / CDW Finance Corp                                          | CUSIP: 12513GBD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    810000 | PA      | $808207.07    | 0.25%             | 2028-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE            | CDW LLC / CDW Finance Corp                                          | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    890000 | PA      | $878482.55    | 0.27%             | 2026-12-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| COOPR Residential Mortgage Tru | COOPR Residential Mortgage Trust 2025-CES1                          | CUSIP: 12596SAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    454545 | PA      | $459687.49    | 0.14%             | 2060-05-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| COOPR Residential Mortgage Tru | COOPR Residential Mortgage Trust 2025-CES2                          | CUSIP: 12674UAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    936977 | PA      | $952554.22    | 0.30%             | 2060-06-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| CABOT CORP                     | Cabot Corp                                                          | CUSIP: 127055AK7<br>LEI: K05C0SER542GQ6VLRO68 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1192624.16   | 0.37%             | 2026-09-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd         | Canyon Capital CLO 2016-1 Ltd                                       | CUSIP: 13887PAK1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    801006 | PA      | $801176.17    | 0.25%             | 2031-07-15      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                  | Carnival Corp                                                       | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1600000 | PA      | $1577207.36   | 0.49%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Carval CLO LTD                 | CarVal CLO VI-C Ltd                                                 | CUSIP: 14686FAA6<br>LEI: 254900QBAWTE1ZDDLS52 | Long             | ABS-CBDO         | CORP              | JE        |   2000000 | PA      | $2001852.00   | 0.62%             | 2034-04-21      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Cherry Securitization Trust    | Cherry Securitization Trust 2025-1                                  | CUSIP: 16473RAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $507948.80    | 0.16%             | 2032-11-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                       | CUSIP: 172967KJ9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1551125.39   | 0.48%             | 2026-03-09      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| COMERICA INC                   | Comerica Inc                                                        | CUSIP: 200340AQ0<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1544987.04   | 0.48%             | 2026-07-22      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC             | Conagra Brands Inc                                                  | CUSIP: 205887CF7<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1094100.66   | 0.34%             | 2027-11-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES          | Continental Resources Inc/OK                                        | CUSIP: 212015AU5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1518301.06   | 0.47%             | 2026-11-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC               | Crown Castle Inc                                                    | CUSIP: 22822VAK7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1151209.72   | 0.36%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC               | Crown Castle Inc                                                    | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123270.14    | 0.04%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE NA                 | Capital One NA                                                      | CUSIP: 25466AAJ0<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1196567.52   | 0.37%             | 2026-07-27      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| FMC CORP                       | FMC Corp                                                            | CUSIP: 302491AT2<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1534602.92   | 0.48%             | 2026-10-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                    | CUSIP: 3132XGHM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1571908 | PA      | $1551359.57   | 0.48%             | 2026-10-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC       | Ford Motor Credit Co LLC                                            | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1637681.89   | 0.51%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fortress Credit Opportunities  | Fortress Credit Opportunities XXXI CLO Ltd                          | CUSIP: 34990GAA3<br>LEI: 25490034R237Z9DZDO05 | Long             | ABS-CBDO         | CORP              | KY        |   1499954 | PA      | $1499580.63   | 0.47%             | 2033-07-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR            | Freddie Mac STACR REMIC Trust 2021-DNA7                             | CUSIP: 35564KMA4<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | CORP              | US        |     87400 | PA      | $87522.16     | 0.03%             | 2041-11-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR            | Freddie Mac STACR REMIC Trust 2024-DNA1                             | CUSIP: 35564NAX1<br>LEI: 529900N6M839KA246662 | Long             | ABS-MBS          | CORP              | US        |    733574 | PA      | $735870.18    | 0.23%             | 2044-02-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR            | Freddie Mac STACR REMIC Trust 2024-HQA2                             | CUSIP: 35564NDZ3<br>LEI: 5299002OYNAPMJKK2A73 | Long             | ABS-MBS          | CORP              | US        |   1026084 | PA      | $1028169.33   | 0.32%             | 2044-08-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Freedom Financial              | FREED ABS Trust 2022-3FP                                            | CUSIP: 35634EAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    111938 | PA      | $112467.39    | 0.03%             | 2029-08-20      | Fixed         | 7.36%                 | No            |                  2 | On Loan: No      |
| Freedom Financial              | FREED ABS Trust 2022-4FP                                            | CUSIP: 35634JAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    224968 | PA      | $226042.31    | 0.07%             | 2029-12-18      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC            | Frontier Issuer LLC                                                 | CUSIP: 35910EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1009472.10   | 0.31%             | 2053-08-20      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| GATX CORP                      | GATX Corp                                                           | CUSIP: 361448AY9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    450000 | PA      | $447767.97    | 0.14%             | 2026-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Gallatin Loan Management, LLC  | Gallatin CLO VIII 2017-1 Ltd                                        | CUSIP: 36361UAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    988920 | PA      | $988912.50    | 0.31%             | 2031-07-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST                 | ACHV ABS TRUST 2023-3PL                                             | CUSIP: 000876AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    650978 | PA      | $656626.45    | 0.20%             | 2030-08-19      | Fixed         | 8.36%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST                 | ACHV ABS TRUST 2023-1PL                                             | CUSIP: 00091XAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    275572 | PA      | $278049.83    | 0.09%             | 2030-03-18      | Fixed         | 8.47%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST                 | ACHV ABS TRUST 2024-1PL                                             | CUSIP: 00092BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     63987 | PA      | $64091.83     | 0.02%             | 2031-04-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST                 | ACHV ABS TRUST 2024-1PL                                             | CUSIP: 00092BAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     90156 | PA      | $91235.97     | 0.03%             | 2031-04-25      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST                 | ACHV ABS TRUST 2024-1PL                                             | CUSIP: 00092BAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    634034 | PA      | $644020.14    | 0.20%             | 2031-04-25      | Fixed         | 7.29%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC               | LPL Holdings Inc                                                    | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   1765000 | PA      | $1799933.74   | 0.56%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC       | Lloyds Banking Group PLC                                            | CUSIP: 53944YAB9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    850000 | PA      | $851085.02    | 0.26%             | 2026-03-24      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Lobel Automobile Receivables T | Lobel Automobile Receivables Trust 2023-1                           | CUSIP: 53946XAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     79038 | PA      | $79270.27     | 0.02%             | 2028-10-16      | Fixed         | 8.31%                 | No            |                  2 | On Loan: No      |
| Lobel Automobile Receivables T | Lobel Automobile Receivables Trust 2023-1                           | CUSIP: 53946XAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1516000 | PA      | $1533612.58   | 0.48%             | 2030-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MANUF & TRADERS TRUST CO       | Manufacturers & Traders Trust Co                                    | CUSIP: 55279HAQ3<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247046.95    | 0.08%             | 2027-08-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD       | Macquarie Airfinance Holdings Ltd                                   | CUSIP: 55609NAF5<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |   1700000 | PA      | $1726127.79   | 0.54%             | 2028-03-27      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Maranon Loan Funding Ltd       | Maranon Loan Funding 2021-3 Ltd                                     | CUSIP: 56577NAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $748354.50    | 0.23%             | 2036-10-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust         | Marlette Funding Trust 2023-3                                       | CUSIP: 57109RAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    292012 | PA      | $293216.47    | 0.09%             | 2033-09-15      | Fixed         | 7.06%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust         | Marlette Funding Trust 2023-3                                       | CUSIP: 57109RAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1628000 | PA      | $1672812.49   | 0.52%             | 2033-09-15      | Fixed         | 8.04%                 | No            |                  2 | On Loan: No      |
| MASTEC INC                     | MasTec Inc                                                          | CUSIP: 576323AP4<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |   1880000 | PA      | $1870451.95   | 0.58%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP            | Meritage Homes Corp                                                 | CUSIP: 59001ABA9<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1359754.26   | 0.42%             | 2027-06-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Milos CLO, LTD                 | Milos CLO Ltd                                                       | CUSIP: 60162PAE2<br>LEI: 254900GFWI4EEB8IJS18 | Long             | ABS-CBDO         | CORP              | KY        |    122019 | PA      | $122027.71    | 0.04%             | 2030-10-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                 | NRG Energy Inc                                                      | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    700000 | PA      | $677074.45    | 0.21%             | 2027-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO           | National Fuel Gas Co                                                | CUSIP: 636180BS9<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1565867.78   | 0.49%             | 2026-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                    | Ovintiv Inc                                                         | CUSIP: 651290AR9<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1400000.00   | 0.44%             | 2026-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OZLM Ltd                       | OZLM XXIV Ltd                                                       | CUSIP: 67113DAW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1013161 | PA      | $1013076.78   | 0.32%             | 2032-07-20      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC            | Oportun Issuance Trust 2024-2                                       | CUSIP: 68377KAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     16354 | PA      | $16356.50     | 0.01%             | 2032-02-09      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                    | Oracle Corp                                                         | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1825000 | PA      | $1740680.31   | 0.54%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC         | Pacific Gas and Electric Co                                         | CUSIP: 694308JP3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1400000.00   | 0.44%             | 2026-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Trust 2023-8                                         | CUSIP: 694960AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        77 | PA      | $77.64        | 0.00%             | 2031-06-16      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Trust 2023-8                                         | CUSIP: 694960AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1301363 | PA      | $1328441.13   | 0.41%             | 2031-06-16      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Trust 2023-8                                         | CUSIP: 694960AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1182869 | PA      | $1208407.15   | 0.38%             | 2031-06-16      | Fixed         | 9.54%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Grantor Trust 2024-11                                | CUSIP: 69544AAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1289305 | PA      | $1299285.27   | 0.40%             | 2032-07-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Grantor Trust 2024-5                                 | CUSIP: 69544LAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    489024 | PA      | $492313.28    | 0.15%             | 2031-10-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Grantor Trust 2024-10                                | CUSIP: 69544MAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    654955 | PA      | $659449.09    | 0.21%             | 2032-06-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Grantor Trust 2025-1                                 | CUSIP: 69544NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    999915 | PA      | $1008553.88   | 0.31%             | 2032-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Grantor Trust 2024-8                                 | CUSIP: 69544QAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    268449 | PA      | $270005.77    | 0.08%             | 2032-01-15      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Grantor Trust 2024-8                                 | CUSIP: 69544QAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    427367 | PA      | $430606.88    | 0.13%             | 2032-01-15      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Grantor Trust 2025-7                                 | CUSIP: 69545RAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3002886.60   | 0.93%             | 2033-05-15      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Grantor Trust 2025-7                                 | CUSIP: 69545RAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1000691.60   | 0.31%             | 2033-05-15      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya Ai Debt Grantor Trust 2024-9                                 | CUSIP: 69546QAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    288438 | PA      | $290175.91    | 0.09%             | 2032-03-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Trust 2024-1                                         | CUSIP: 69548AAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    389943 | PA      | $391159.42    | 0.12%             | 2031-07-15      | Fixed         | 7.11%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Trust 2023-7                                         | CUSIP: 69548RAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     94479 | PA      | $94727.45     | 0.03%             | 2031-07-15      | Fixed         | 8.80%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Trust 2023-7                                         | CUSIP: 69548RAH7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     51915 | PA      | $52005.00     | 0.02%             | 2031-07-15      | Variable      | 8.80%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya Ai Debt Grantor Trust 2025-6                                 | CUSIP: 69549BAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $997442.20    | 0.31%             | 2033-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Grantor Trust 2025-R3                                | CUSIP: 69549EAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2684847 | PA      | $2688393.78   | 0.84%             | 2033-01-18      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Grantor Trust 2025-1                                 | CUSIP: 69544NAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    499957 | PA      | $502917.86    | 0.16%             | 2032-07-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Grantor Trust 2025-3                                 | CUSIP: 69544TAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    499899 | PA      | $504485.54    | 0.16%             | 2032-12-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Grantor Trust 2025-3                                 | CUSIP: 69544TAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    499899 | PA      | $506319.07    | 0.16%             | 2032-12-15      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya Ai Debt Grantor Trust 2025-6                                 | CUSIP: 69549BAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1001009.40   | 0.31%             | 2033-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pagaya Point of Sale Holdings  | Pagaya Point of Sale Holdings Grantor Trust 2025-1                  | CUSIP: 694952AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1750000 | PA      | $1764367.68   | 0.55%             | 2034-01-20      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Pagaya Point of Sale Holdings  | Pagaya Point of Sale Holdings Grantor Trust 2025-1                  | CUSIP: 694952AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $756030.90    | 0.24%             | 2034-01-20      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya Ai Debt Trust 2025-R1                                        | CUSIP: 69547CAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1006532.30   | 0.31%             | 2032-06-15      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd | Palmer Square Loan Funding 2022-3 Ltd                               | CUSIP: 69690CAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     24103 | PA      | $24042.51     | 0.01%             | 2031-04-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd | Palmer Square Loan Funding 2024-1 Ltd                               | CUSIP: 69703NAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2736424 | PA      | $2736741.77   | 0.85%             | 2032-10-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL       | Penske Truck Leasing Co Lp / PTL Finance Corp                       | CUSIP: 709599BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    625000 | PA      | $628096.45    | 0.20%             | 2026-05-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Prestige Auto Receivables Trus | Prestige Auto Receivables Trust 2025-1                              | CUSIP: 74113UAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1999019.80   | 0.62%             | 2028-11-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Purchasing Power Funding       | Purchasing Power Funding 2024-A LLC                                 | CUSIP: 745935AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $401804.32    | 0.12%             | 2028-08-15      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| RADIAN GROUP INC               | Radian Group Inc                                                    | CUSIP: 750236AW1<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1556132.59   | 0.48%             | 2027-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC            | Reach Abs Trust 2024-1                                              | CUSIP: 75526PAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    450010 | PA      | $453211.11    | 0.14%             | 2031-02-18      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| Research-Driven Pagaya Motor A | Research-Driven Pagaya Motor Asset Trust 2023-4                     | CUSIP: 76088UAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     74353 | PA      | $74494.38     | 0.02%             | 2032-03-25      | Fixed         | 7.54%                 | No            |                  2 | On Loan: No      |
| Research-Driven Pagaya Motor A | Research-Driven Pagaya Motor Asset Trust 2023-3                     | CUSIP: 76089RAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     62892 | PA      | $62994.93     | 0.02%             | 2032-01-26      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Research-Driven Pagaya Motor A | Research-Driven Pagaya Motor Asset Trust 2025-3                     | CUSIP: 76090QAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2015392.40   | 0.63%             | 2034-02-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Research-Driven Pagaya Motor A | Research-Driven Pagaya Motor Trust 2025-6                           | CUSIP: 76100JAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1002114.40   | 0.31%             | 2034-08-25      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| SAFCO Auto Receivables Trust   | SAFCO Auto Receivables Trust 2025-1                                 | CUSIP: 785923AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    981319 | PA      | $981562.60    | 0.31%             | 2029-09-10      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| SAFCO Auto Receivables Trust   | SAFCO Auto Receivables Trust 2024-1                                 | CUSIP: 78637EAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200515 | PA      | $200202.35    | 0.06%             | 2028-11-20      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortg | Saluda Grade Alternative Mortgage Trust 2023-FIG4                   | CUSIP: 79581UAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    323466 | PA      | $330126.90    | 0.10%             | 2053-11-25      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                | Sealed Air Corp                                                     | CUSIP: 81211KAZ3<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1615586.64   | 0.50%             | 2026-10-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust         | Sequoia Mortgage Trust 2023-4                                       | CUSIP: 81743JAK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     88185 | PA      | $88370.43     | 0.03%             | 2053-11-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| SILGAN HOLDINGS INC            | Silgan Holdings Inc                                                 | CUSIP: 827048AX7<br>LEI: KAF673KJXD92C8KSLU49 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1636174.95   | 0.51%             | 2026-04-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Sotheby's Artfi Master Trust 2 | Sotheby's Artfi Master Trust                                        | CUSIP: 83589CAA6<br>LEI: 9845002FA850DM72BA31 | Long             | ABS-O            | CORP              | US        |   1312000 | PA      | $1316603.55   | 0.41%             | 2031-12-22      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD            | Sound Point CLO IX Ltd                                              | CUSIP: 83609GBN4<br>LEI: 549300W2FX6HEXN27U70 | Long             | ABS-CBDO         | CORP              | KY        |   2098774 | PA      | $2099888.04   | 0.65%             | 2032-07-20      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD            | SOUND POINT CLO XIX Ltd                                             | CUSIP: 83610JAA4<br>LEI: 5493001QI7ZD0IPL4A34 | Long             | ABS-CBDO         | CORP              | KY        |   1940928 | PA      | $1940978.78   | 0.60%             | 2031-04-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO          | Southwest Airlines Co                                               | CUSIP: 844741BL1<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |   1880000 | PA      | $1884396.40   | 0.59%             | 2028-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Steele Creek CLO Ltd           | Steele Creek CLO 2014-1 Ltd                                         | CUSIP: 85816WAE4<br>LEI: 549300ZMV389HVGL0K94 | Long             | ABS-CBDO         | CORP              | KY        |    118817 | PA      | $118817.29    | 0.04%             | 2031-04-21      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| STRIKE ACCEPTANCE AUTO FUNDING | Strike Acceptance Auto Funding Trust 2025-1                         | CUSIP: 86332RAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    593635 | PA      | $596095.17    | 0.19%             | 2032-04-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd               | Symphony CLO XV Ltd                                                 | CUSIP: 87154EBE9<br>LEI: 549300JNP1PJXORD0Y06 | Long             | ABS-CBDO         | CORP              | KY        |    850221 | PA      | $850400.26    | 0.26%             | 2032-01-17      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY BANK                 | Synchrony Bank                                                      | CUSIP: 87166FAE3<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255140.64    | 0.08%             | 2027-08-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd               | Symphony CLO XXVI Ltd                                               | CUSIP: 87190GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1806707 | PA      | $1808464.46   | 0.56%             | 2033-04-20      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSURANCE AND ANNUITY | TIAA CLO I Ltd                                                      | CUSIP: 87271LAY8<br>LEI: 549300SWQCCOXV4X1761 | Long             | ABS-CBDO         | CORP              | KY        |    412032 | PA      | $412031.17    | 0.13%             | 2031-07-20      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd               | Symphony CLO 36 Ltd                                                 | CUSIP: 87272HAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     75270 | PA      | $75270.41     | 0.02%             | 2031-01-16      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS       | Targa Resources Partners LP / Targa Resources Partners Finance Corp | CUSIP: 87612BBG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    810000 | PA      | $810232.65    | 0.25%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Theorem Funding Trust          | Theorem Funding Trust 2022-2                                        | CUSIP: 88339FAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1050690 | PA      | $1052108.76   | 0.33%             | 2028-12-15      | Fixed         | 9.27%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST                 | ACHV ABS TRUST 2024-2PL                                             | CUSIP: 00092HAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    155994 | PA      | $157586.50    | 0.05%             | 2031-10-27      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST                 | ACHV ABS TRUST 2024-2PL                                             | CUSIP: 00092HAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1478919 | PA      | $1494403.56   | 0.46%             | 2031-10-27      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST                 | ACHV ABS Trust 2024-3AL                                             | CUSIP: 00092KAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    360436 | PA      | $365090.11    | 0.11%             | 2031-12-26      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST                 | ACHV ABS Trust 2024-3AL                                             | CUSIP: 00092KAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    728619 | PA      | $739047.69    | 0.23%             | 2031-12-26      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust            | Affirm Master Trust                                                 | CUSIP: 00833BAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1008145.00   | 0.31%             | 2033-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                 | Air Lease Corp                                                      | CUSIP: 00914AAM4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1576618.38   | 0.49%             | 2026-08-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                  | Aircastle Ltd                                                       | CUSIP: 00928QAU5<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   1550000 | PA      | $1507476.39   | 0.47%             | 2028-01-26      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Alinea CLO LTD                 | Alinea CLO 2018-1 Ltd                                               | CUSIP: 016269AG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2650000 | PA      | $2650116.60   | 0.82%             | 2031-07-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC             | Ally Financial Inc                                                  | CUSIP: 02005NBR0<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1770000 | PA      | $1861082.11   | 0.58%             | 2027-11-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Rec | American Credit Acceptance Receivables Trust 2022-4                 | CUSIP: 02529XAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    636505 | PA      | $641856.87    | 0.20%             | 2029-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Rec | American Credit Acceptance Receivables Trust 2023-3                 | CUSIP: 02530EAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3700000 | PA      | $3767761.80   | 1.17%             | 2029-10-12      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Rec | American Credit Acceptance Receivables Trust 2023-1                 | CUSIP: 02530UAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1790000 | PA      | $1805327.41   | 0.56%             | 2029-04-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| APOLLO MANAGEMENT HOLDIN       | Apollo Management Holdings LP                                       | CUSIP: 03765HAB7<br>LEI: 5493006XQW0V5K38YM64 | Long             | DBT              | CORP              | US        |    370000 | PA      | $370058.85    | 0.12%             | 2026-05-27      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA               | ArcelorMittal SA                                                    | CUSIP: 03938LBE3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |   1700000 | PA      | $1771313.37   | 0.55%             | 2027-11-29      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Arivo Acceptance Auto Loan Rec | Arivo Acceptance Auto Loan Receivables Trust 2024-1                 | CUSIP: 039943AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    203273 | PA      | $204443.03    | 0.06%             | 2028-04-17      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP              | Ares Capital Corp                                                   | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    785000 | PA      | $750424.66    | 0.23%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP              | Ares Capital Corp                                                   | CUSIP: 04010LBE2<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    950000 | PA      | $973823.64    | 0.30%             | 2027-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC          | Arrow Electronics Inc                                               | CUSIP: 042735AK6<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    500000 | PA      | $515287.44    | 0.16%             | 2027-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC          | Arrow Electronics Inc                                               | CUSIP: 042735BF6<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1043248.97   | 0.32%             | 2028-01-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC            | Ashtead Capital Inc                                                 | CUSIP: 045054AN3<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1523903.32   | 0.47%             | 2026-08-12      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING          | Athene Global Funding                                               | CUSIP: 04685A3T6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    655000 | PA      | $665502.87    | 0.21%             | 2027-03-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING          | Athene Global Funding                                               | CUSIP: 04685A3V1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    700000 | PA      | $703436.81    | 0.22%             | 2026-05-08      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding | Avis Budget Rental Car Funding AESOP LLC                            | CUSIP: 05377RDY7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    885000 | PA      | $883244.51    | 0.27%             | 2027-02-20      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding | Avis Budget Rental Car Funding AESOP LLC                            | CUSIP: 05377REA8<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    166667 | PA      | $166451.67    | 0.05%             | 2027-02-20      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding | Avis Budget Rental Car Funding AESOP LLC                            | CUSIP: 05377REH3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1207000 | PA      | $1193031.51   | 0.37%             | 2027-08-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding | Avis Budget Rental Car Funding AESOP LLC                            | CUSIP: 05377REK6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    570000 | PA      | $563734.16    | 0.18%             | 2027-08-20      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding | Avis Budget Rental Car Funding AESOP LLC                            | CUSIP: 05377RER1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $977780.10    | 0.30%             | 2028-02-20      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding | Avis Budget Rental Car Funding AESOP LLC                            | CUSIP: 05377RFW9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    666667 | PA      | $669965.20    | 0.21%             | 2027-04-20      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| AVNET INC                      | Avnet Inc                                                           | CUSIP: 053807AS2<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1199601.00   | 0.37%             | 2026-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AVNET INC                      | Avnet Inc                                                           | CUSIP: 053807AW3<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |    500000 | PA      | $518022.35    | 0.16%             | 2028-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD       | Avolon Holdings Funding Ltd                                         | CUSIP: 05401AAP6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    335000 | PA      | $324719.46    | 0.10%             | 2028-02-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD       | Avolon Holdings Funding Ltd                                         | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    198000 | PA      | $192118.93    | 0.06%             | 2027-11-18      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC               | Berry Global Inc                                                    | CUSIP: 08576PAH4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1198815.41   | 0.37%             | 2026-01-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| Black Diamond CLO Ltd          | Black Diamond CLO 2022-1 Ltd                                        | CUSIP: 09203BAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1000583.00   | 0.31%             | 2035-10-25      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| Black Diamond CLO Ltd          | Black Diamond Clo 2019-2 Ltd                                        | CUSIP: 09204GAF6<br>LEI: 254900MIPS4I29O2I690 | Long             | ABS-CBDO         | CORP              | KY        |    735398 | PA      | $735693.85    | 0.23%             | 2032-07-23      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| BLACKROCK RAINIER CLO LTD      | Blackrock DLF IX-L CLO LP                                           | CUSIP: 09262WAA1<br>LEI: 529900PIQJ22PE14WV03 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $997822.19    | 0.31%             | 2033-10-20      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| Crown Point CLO Ltd            | Crown Point CLO 9 Ltd                                               | CUSIP: 22846DAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4400000 | PA      | $4402618.00   | 1.37%             | 2034-07-14      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust            | DT Auto Owner Trust 2022-2                                          | CUSIP: 23345AAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1537267 | PA      | $1543424.62   | 0.48%             | 2028-03-15      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC            | Delta Air Lines Inc                                                 | CUSIP: 247361A24<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   1825000 | PA      | $1858298.07   | 0.58%             | 2028-07-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund        | Dryden 61 Clo Ltd                                                   | CUSIP: 26251CBA1<br>LEI: 549300JHVVT1NJ057H42 | Long             | ABS-CBDO         | CORP              | KY        |   1936832 | PA      | $1936781.61   | 0.60%             | 2032-01-17      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| EQT CORP                       | EQT Corp                                                            | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    671000 | PA      | $668500.60    | 0.21%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EQT CORP                       | EQT Corp                                                            | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    879000 | PA      | $874139.95    | 0.27%             | 2026-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust 2022-3                          | CUSIP: 30166YAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    696393 | PA      | $703874.47    | 0.22%             | 2028-09-15      | Fixed         | 6.76%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust 2023-3                          | CUSIP: 301989AF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1023813.80   | 0.32%             | 2029-04-16      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                 | Fannie Mae-Aces                                                     | CUSIP: 3136AVY52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    847215 | PA      | $837020.56    | 0.26%             | 2026-12-25      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                 | Fannie Mae-Aces                                                     | CUSIP: 3136AY6U2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    471908 | PA      | $466456.41    | 0.15%             | 2027-11-25      | Variable      | 3.16%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137BNGT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    247734 | PA      | $247396.18    | 0.08%             | 2026-01-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137BPW21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1970619 | PA      | $1965598.18   | 0.61%             | 2026-03-25      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137BQYS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2102326 | PA      | $2092188.10   | 0.65%             | 2026-05-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137BSP72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2777000 | PA      | $2756886.19   | 0.86%             | 2026-08-25      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137F62A4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3325604 | PA      | $3319750.53   | 1.03%             | 2030-09-25      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137F6JH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    303439 | PA      | $301886.62    | 0.09%             | 2030-09-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137F73D5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    849151 | PA      | $847036.51    | 0.26%             | 2027-10-25      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137F84A8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    890919 | PA      | $887563.73    | 0.28%             | 2030-11-25      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV               | ABN AMRO Bank NV                                                    | CUSIP: 00084DAL4<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   1735000 | PA      | $1738502.95   | 0.54%             | 2026-04-18      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137F84B6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    296973 | PA      | $295998.91    | 0.09%             | 2030-11-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137F84M2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    805712 | PA      | $803412.69    | 0.25%             | 2030-11-25      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Rec | American Credit Acceptance Receivables Trust 2024-2                 | CUSIP: 02531BAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1532145.60   | 0.48%             | 2030-04-12      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| American Express Credit Accoun | American Express Credit Account Master Trust                        | CUSIP: 02582JJZ4<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |   4236000 | PA      | $4251930.75   | 1.32%             | 2028-05-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137F8MQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    551237 | PA      | $548180.43    | 0.17%             | 2030-12-25      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137F8ZR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    197738 | PA      | $195562.93    | 0.06%             | 2030-12-25      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receiva | AmeriCredit Automobile Receivables Trust 2025-1                     | CUSIP: 03067FAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1001790.00   | 0.31%             | 2029-03-19      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD       | Avolon Holdings Funding Ltd                                         | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1116000 | PA      | $1163217.85   | 0.36%             | 2028-05-04      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137F9Z46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    512565 | PA      | $505750.50    | 0.16%             | 2030-12-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137H7KA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    605745 | PA      | $604882.07    | 0.19%             | 2029-05-25      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137HBBP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    476031 | PA      | $478909.81    | 0.15%             | 2030-10-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137HBPH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    907179 | PA      | $908199.91    | 0.28%             | 2031-01-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Bank of America Credit Card Tr | BA Credit Card Trust                                                | CUSIP: 05522RDG0<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-O            | CORP              | US        |   2132000 | PA      | $2139333.23   | 0.67%             | 2028-05-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| BCRED BSL Static CLO Ltd       | BCRED BSL Static CLO 2025-1 Ltd                                     | CUSIP: 05556KAA0<br>LEI: 2549001IQYV4NQDSNA79 | Long             | ABS-CBDO         | CORP              | KY        |   2105000 | PA      | $2109727.83   | 0.66%             | 2035-07-24      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| BOF URSA FUNDING               | BOF URSA VI Funding Trust I                                         | CUSIP: 05603LAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    194227 | PA      | $195592.45    | 0.06%             | 2031-10-27      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                   | Barclays PLC                                                        | CUSIP: 06738EAP0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1688000 | PA      | $1695451.96   | 0.53%             | 2026-05-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137HKXG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $2003536.00   | 0.62%             | 2032-01-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                     | CUSIP: 3138LD5W9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $991628.00    | 0.31%             | 2026-06-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd           | BlueMountain CLO XXII Ltd                                           | CUSIP: 09629PAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1500369.00   | 0.47%             | 2031-07-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| BOEING CO                      | Boeing Co/The                                                       | CUSIP: 097023CH6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    958000 | PA      | $954358.18    | 0.30%             | 2026-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK INC           | Fifth Third Bank NA                                                 | CUSIP: 31677AAB0<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1548916.83   | 0.48%             | 2026-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                    | FIGRE Trust 2024-HE3                                                | CUSIP: 31684GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1373296 | PA      | $1400778.73   | 0.44%             | 2054-07-25      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| BOEING CO                      | Boeing Co/The                                                       | CUSIP: 097023DA0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    592000 | PA      | $591326.65    | 0.18%             | 2026-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| First Help Financial LLC       | FHF Issuer Trust 2023-2                                             | CUSIP: 30333LAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    209001 | PA      | $209841.96    | 0.07%             | 2029-10-15      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                 | Fannie Mae-Aces                                                     | CUSIP: 3136AN6U6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    896643 | PA      | $887190.67    | 0.28%             | 2027-04-25      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137FMU67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1530840 | PA      | $1524877.47   | 0.47%             | 2026-05-25      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                    | FIGRE Trust 2024-SL1                                                | CUSIP: 31684JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2409836 | PA      | $2466088.48   | 0.77%             | 2053-07-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                    | FIGRE Trust 2025-HE7                                                | CUSIP: 31684RAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    979114 | PA      | $984322.22    | 0.31%             | 2055-11-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137FREN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    231074 | PA      | $233028.94    | 0.07%             | 2029-12-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137FREP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    250261 | PA      | $250755.97    | 0.08%             | 2029-12-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137H5XZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1729042 | PA      | $1717762.04   | 0.53%             | 2029-01-25      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137H5Y35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    588125 | PA      | $586858.37    | 0.18%             | 2029-01-25      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| First American Government Obli | First American Government Obligations Fund                          | CUSIP: 31846V336<br>LEI: 549300R5MYM6VZF1RM44 | Long             | STIV             | RF                | US        |  15035172 | NS      | $15035172.42  | 4.68%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX CORP                      | GATX Corp                                                           | CUSIP: 361448BA0<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    280000 | PA      | $276293.05    | 0.09%             | 2028-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137H6MJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1349098 | PA      | $1344553.30   | 0.42%             | 2029-02-25      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                     | CUSIP: 3138LDYK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2594904 | PA      | $2573164.30   | 0.80%             | 2026-07-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities  | GS Mortgage-Backed Securities Trust 2023-PJ6                        | CUSIP: 36268FBB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    216070 | PA      | $220117.87    | 0.07%             | 2054-04-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities  | GS Mortgage-Backed Securities Trust 2024-HE2                        | CUSIP: 36271AAA1<br>LEI: 254900W4Z6DJOVCWAH28 | Long             | ABS-MBS          | CORP              | US        |   1033110 | PA      | $1043498.45   | 0.32%             | 2055-01-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                     | CUSIP: 3138LFXK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2698578 | PA      | $2663347.62   | 0.83%             | 2026-10-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                     | CUSIP: 3138LLXU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2750000 | PA      | $2696333.75   | 0.84%             | 2027-12-01      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO              | General Motors Co                                                   | CUSIP: 37045VBC3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    145000 | PA      | $148563.71    | 0.05%             | 2028-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                                     | CUSIP: 37045XDH6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1493481.70   | 0.46%             | 2028-04-10      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust     | Flagship Credit Auto Trust 2021-4                                   | CUSIP: 33845AAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    116000 | PA      | $110150.38    | 0.03%             | 2027-12-15      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust     | Flagship Credit Auto Trust 2021-3                                   | CUSIP: 33846QAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     78000 | PA      | $76323.67     | 0.02%             | 2027-09-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC            | Global Payments Inc                                                 | CUSIP: 37940XAP7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1643543.35   | 0.51%             | 2027-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust     | GLS Auto Receivables Issuer Trust 2022-3                            | CUSIP: 38014QAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1917820 | PA      | $1936405.26   | 0.60%             | 2028-06-15      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                       | Flex Ltd                                                            | CUSIP: 33938XAC9<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    300000 | PA      | $299751.01    | 0.09%             | 2026-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HCA INC                        | HCA Inc                                                             | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    695000 | PA      | $695554.93    | 0.22%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                        | HCA Inc                                                             | CUSIP: 404119CP2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1178483.97   | 0.37%             | 2028-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC    | Hertz Vehicle Financing III LP                                      | CUSIP: 42806MAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $490938.50    | 0.15%             | 2027-12-27      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| HEXCEL CORP                    | Hexcel Corp                                                         | CUSIP: 428291AN8<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |    570000 | PA      | $569077.44    | 0.18%             | 2027-02-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR       | Occidental Petroleum Corp                                           | CUSIP: 674599CR4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1488791.55   | 0.46%             | 2026-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO Ltd | Golub Capital Partners CLO 61M                                      | CUSIP: 381738AY9<br>LEI: 254900WW1795MW2WKR08 | Long             | ABS-CBDO         | CORP              | US        |   1040000 | PA      | $1037695.36   | 0.32%             | 2035-07-25      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN       | Graphic Packaging International LLC                                 | CUSIP: 38869PAP9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    108000 | PA      | $107029.85    | 0.03%             | 2026-04-15      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust       | Octane Receivables Trust 2022-2                                     | CUSIP: 67578XAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1028954.40   | 0.32%             | 2030-02-20      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 28 | Octagon Investment Partners 28 Ltd                                  | CUSIP: 67591EBE2<br>LEI: 254900BI638DCRT6IN48 | Long             | ABS-CBDO         | CORP              | KY        |    921053 | PA      | $923552.37    | 0.29%             | 2037-04-24      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                      | ONEOK Inc                                                           | CUSIP: 682680CL5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200403.53    | 0.06%             | 2026-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Trust 2024-2                                         | CUSIP: 694961AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    377692 | PA      | $379201.26    | 0.12%             | 2031-08-15      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT         | HAT Holdings I LLC / HAT Holdings II LLC                            | CUSIP: 418751AE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    747000 | PA      | $742394.10    | 0.23%             | 2026-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitizat | Hyundai Auto Lease Securitization Trust 2025-B                      | CUSIP: 44935DAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1795642 | PA      | $1799742.65   | 0.56%             | 2027-09-15      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Trust 2024-3                                         | CUSIP: 69547XAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    128061 | PA      | $128487.93    | 0.04%             | 2031-10-15      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Trust 2024-1                                         | CUSIP: 69548AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    309870 | PA      | $311256.13    | 0.10%             | 2031-07-15      | Fixed         | 8.34%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd          | KKR CLO 18 Ltd                                                      | CUSIP: 48251JAS2<br>LEI: 54930088PYF0FHKY5C94 | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1752689.75   | 0.55%             | 2035-10-18      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                    | KeyBank NA/Cleveland OH                                             | CUSIP: 49327V2A1<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    630000 | PA      | $628652.29    | 0.20%             | 2026-05-20      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Research-Driven Pagaya Motor A | Research-Driven Pagaya Motor Trust 2025-6                           | CUSIP: 76100JAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1000827.50   | 0.31%             | 2034-08-25      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Romark CLO Ltd                 | Romark CLO - IV Ltd                                                 | CUSIP: 77588LAN1<br>LEI: 549300HD9K8XL8QM2Z46 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $999581.00    | 0.31%             | 2034-07-10      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES        | Royal Caribbean Cruises Ltd                                         | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    100000 | PA      | $101844.35    | 0.03%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES        | Royal Caribbean Cruises Ltd                                         | CUSIP: 780153BH4<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   1500000 | PA      | $1500167.40   | 0.47%             | 2026-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TOLL BROS FINANCE CORP         | Toll Brothers Finance Corp                                          | CUSIP: 88947EAS9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1512112.37   | 0.47%             | 2027-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2025-CES2                                 | CUSIP: 89183KAB3<br>LEI: 25490031FI1THTB1EH80 | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $504161.50    | 0.16%             | 2065-07-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2025-CRM1                                 | CUSIP: 891946AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2423737 | PA      | $2461803.94   | 0.77%             | 2065-01-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2021-R3                                  | CUSIP: 92538EAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    892756 | PA      | $836403.69    | 0.26%             | 2064-04-25      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO           | Kraft Heinz Foods Co                                                | CUSIP: 50077LAD8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    900000 | PA      | $896190.95    | 0.28%             | 2026-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LJV I MM CLO LLC               | LJV I MM CLO LLC                                                    | CUSIP: 50203VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2313878 | PA      | $2313778.18   | 0.72%             | 2034-04-28      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2024-9                                   | CUSIP: 92540RAE4<br>LEI: 213800LFRCPWSTP6LX39 | Long             | ABS-MBS          | CORP              | US        |   1841380 | PA      | $1866927.21   | 0.58%             | 2069-11-25      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE         | VICI Properties LP / VICI Note Co Inc                               | CUSIP: 92564RAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $149080.78    | 0.05%             | 2027-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Lake Shore MM CLO LLC          | Lake Shore MM CLO II Ltd                                            | CUSIP: 510760AL5<br>LEI: 5493004NSSTVWDFT9W29 | Long             | ABS-CBDO         | CORP              | KY        |    397501 | PA      | $397355.89    | 0.12%             | 2031-10-17      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust  | Lendbuzz Securitization Trust 2024-3                                | CUSIP: 52609YAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    345797 | PA      | $345943.44    | 0.11%             | 2029-10-15      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya Ai Debt Trust 2025-R1                                        | CUSIP: 69547CAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1007908.60   | 0.31%             | 2032-06-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Trust 2025-4                                         | CUSIP: 69547DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1499947 | PA      | $1513304.47   | 0.47%             | 2033-01-17      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Trust 2025-4                                         | CUSIP: 69547DAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    999964 | PA      | $1010946.27   | 0.31%             | 2033-01-17      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Trust 2025-4                                         | CUSIP: 69547DAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    999964 | PA      | $1014357.55   | 0.32%             | 2033-01-17      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Trust 2024-3                                         | CUSIP: 69547XAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    595388 | PA      | $597604.56    | 0.19%             | 2031-10-15      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management    | RCKT Mortgage Trust 2025-CES7                                       | CUSIP: 74943AAB8<br>LEI: 254900E35NYYFOUTHD06 | Long             | ABS-MBS          | CORP              | US        |    919819 | PA      | $931611.96    | 0.29%             | 2055-07-25      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC            | Global Payments Inc                                                 | CUSIP: 891906AC3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200046.75    | 0.06%             | 2026-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Tricolor Auto Securitization T | Tricolor Auto Securitization Trust 2024-3                           | CUSIP: 89617AAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $995040.00    | 0.31%             | 2028-09-15      | Fixed         | 5.36%                 | No            |                  3 | On Loan: No      |
| Trinitas CLO Ltd               | Trinitas CLO XIV Ltd                                                | CUSIP: 89641QAY6<br>LEI: 549300095MXHZZMH2053 | Long             | ABS-CBDO         | CORP              | KY        |   2200000 | PA      | $2199577.60   | 0.68%             | 2034-01-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                  | United States Treasury Bill                                         | CUSIP: 912797SY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2980622.37   | 0.93%             | 2026-03-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust | Upgrade Master Pass-Thru Trust Series 2025-ST4                      | CUSIP: 91533MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    830633 | PA      | $835424.69    | 0.26%             | 2032-08-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Upgrade Receivables Trust      | Upgrade Receivables Trust 2024-1                                    | CUSIP: 91533NAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     12190 | PA      | $12150.18     | 0.00%             | 2031-02-18      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust | Upgrade Master Pass-Thru Trust Series 2025-ST8                      | CUSIP: 91535UAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1002682.30   | 0.31%             | 2033-12-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Upstart Pass Through Trust     | Upstart Pass-Through Trust Series 2022-ST3                          | CUSIP: 91681EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     69323 | PA      | $69180.42     | 0.02%             | 2030-05-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust   | Upstart Securitization Trust                                        | CUSIP: 91684NAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    534403 | PA      | $536672.64    | 0.17%             | 2034-11-20      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust   | Upstart Securitization Trust 2025-1                                 | CUSIP: 91684PAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    617693 | PA      | $621997.43    | 0.19%             | 2035-04-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                | Venture 32 CLO Ltd                                                  | CUSIP: 92325QAA5<br>LEI: 549300UP09C89Q3HWD39 | Long             | ABS-CBDO         | CORP              | KY        |    262113 | PA      | $262306.36    | 0.08%             | 2031-07-18      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Veros Auto Receivables Trust   | Veros Auto Receivables Trust 2025-1                                 | CUSIP: 92511BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    308352 | PA      | $308385.32    | 0.10%             | 2028-09-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Veros Auto Receivables Trust   | Veros Auto Receivables Trust 2024-1                                 | CUSIP: 92512WAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    125801 | PA      | $125693.52    | 0.04%             | 2027-11-15      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE         | VICI Properties LP / VICI Note Co Inc                               | CUSIP: 92564RAH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1455000 | PA      | $1456709.30   | 0.45%             | 2026-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC       | Vistra Operations Co LLC                                            | CUSIP: 92840VAG7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1143376.00   | 0.36%             | 2027-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC       | Vistra Operations Co LLC                                            | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    400000 | PA      | $403059.60    | 0.13%             | 2026-12-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Tru | Vista Point Securitization Trust 2024-CES3                          | CUSIP: 92841WAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1604902 | PA      | $1627479.45   | 0.51%             | 2055-01-25      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Tru | Vista Point Securitization Trust Series 2024-CES2                   | CUSIP: 92841YAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    354142 | PA      | $356517.48    | 0.11%             | 2054-10-25      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Tru | Vista Point Securitization Trust Series 2024-CES2                   | CUSIP: 92841YAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1001345.00   | 0.31%             | 2054-10-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Tru | Vista Point Securitization Trust 2025-CES1                          | CUSIP: 92842DAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2494283 | PA      | $2538174.96   | 0.79%             | 2055-04-25      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Tru | Vista Point Securitization Trust 2025-CES3                          | CUSIP: 92842MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    989404 | PA      | $992952.42    | 0.31%             | 2055-11-25      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Tru | Vista Point Securitization Trust 2025-CES2                          | CUSIP: 92842UAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2361921 | PA      | $2378664.52   | 0.74%             | 2055-08-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                   | Voya CLO 2019-3 Ltd                                                 | CUSIP: 92918FAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1549568 | PA      | $1547511.64   | 0.48%             | 2032-10-17      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT       | Western Midstream Operating LP                                      | CUSIP: 958254AK0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1164579.06   | 0.36%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| XPO INC                        | XPO Inc                                                             | CUSIP: 98379KAA0<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255376.50    | 0.08%             | 2028-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-06

**Name of Applicant:** EA Series Trust

**Signature:** /s/ Kyle Martinelli

**Name of Signer:** Kyle Martinelli

**Title:** Assistant Treasurer