# EDGAR Filing Document

**Accession Number:** 0000878719
**File Stem:** 0002048251-26-005591
**Filing Date:** 2026-6
**Character Count:** 104390
**Document Hash:** 4f66953d766e10fcf8d564a2ed0aacf8
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002048251-26-005591.hdr.sgml**: 20260629

**ACCESSION NUMBER**: 0002048251-26-005591

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260629

**DATE AS OF CHANGE**: 20260629

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** ADVISORS' INNER CIRCLE FUND
- **CENTRAL INDEX KEY:** 0000878719

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-06400
- **FILM NUMBER:** 261133214

**BUSINESS ADDRESS:**
- **STREET 1:** 1 FREEDOM VALLEY DRIVE
- **CITY:** OAKS
- **STATE:** PA
- **ZIP:** 19087
- **BUSINESS PHONE:** 8009327781

**MAIL ADDRESS:**
- **STREET 1:** 1 FREEDOM VALLEY DRIVE
- **CITY:** OAKS
- **STATE:** PA
- **ZIP:** 19087

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ADVISORS INNER CIRCLE FUND
- **DATE OF NAME CHANGE:** 19920929

## Series and Classes Contracts Data

### LOOMIS SAYLES FULL DISCRETION INSTITUTIONAL SECURITIZED FUND (Series ID: S000032046)

| Class ID   | Class Name                 | Ticker Symbol   |
|:---|:---|:---|
| C000099791 | INSTITUTIONAL CLASS SHARES |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** ADVISORS' INNER CIRCLE FUND

- **b. Investment Company Act file number:** 811-06400

- **c. CIK number of Registrant:** 0000878719

- **d. LEI of Registrant:** 549300LRWL70Z8CGWD77

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

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

  - **City:** OAKS

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19456

  - **Telephone number:** 8774463863

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

- **a. Name of Series:** Loomis Sayles Full Discretion Institutional Securitized Fund

- **b. EDGAR series identifier (if any):** S000032046

- **c. LEI of Series:** 549300C8LK6PMYW35J48

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

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $462166817.81

**Total Liabilities:** $3104750.13

**Net Assets:** $459062067.68

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -300.29301271 | **1-Year:** -5213.84039583 | **5-Year:** -14189.88852280 | **10-Year:** -11255.77677308 | **30-Year:** -454.47393878

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

- **3-Month:** -1628.34077613 | **1-Year:** -21268.03778773 | **5-Year:** -27997.81205400 | **10-Year:** -15343.03081088 | **30-Year:** -1394.65574542

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000099791 | 0.83%                | 0.32%                | 0.60%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $368110.14               | $445465.28                                 |
| Month 2  | $7587886.20              | $-8708717.18                               |
| Month 3  | $12723335.50             | $-12479102.05                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| SUNRUN ATLAS ISSUER LLC                                | SUNRUN VULCAN ISSUER 2021-1 LLC SUNRN 2021-1A A                      | CUSIP: 86773QAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    769821 | PA      | $703691.40    | 0.15%             | 2052-01-30      | Fixed         | 2.46%                 | Yes           |                  2 | On Loan: No      |
| SIERRA TIMESHARE RECEIVABLES FUNDING LLC               | SIERRA TIMESHARE 2023-1 RECEIVABLES FUNDING LLC SRFC 2023-1A D       | CUSIP: 826943AD4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    284819 | PA      | $297742.68    | 0.06%             | 2040-01-20      | Fixed         | 9.80%                 | Yes           |                  2 | On Loan: No      |
| KKR FINANCIAL CLO, LTD.                                | KKR CLO 23 LTD KKR 23 F                                              | CUSIP: 48252XAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    840000 | PA      | $649455.24    | 0.14%             | 2031-10-20      | Floating      | 11.79%                | No            |                  2 | On Loan: No      |
| CITIBANK CREDIT CARD ISSUANCE TRUST                    | CITIBANK CREDIT CARD ISSUANCE TRUST CCCIT 2007-A3 A3                 | CUSIP: 17305EDT9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4670000 | PA      | $5109058.92   | 1.11%             | 2039-06-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| SILVER AIRCRAFT LEASE INVESTMENT LTD                   | PROJECT SILVER SLVRR 2019-1 C                                        | CUSIP: 827304AC0<br>LEI: N/A                  | Long             | ABS-MBS          |  | KY        |   8543401 | PA      | $7796024.39   | 1.70%             | 2044-07-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS TRUST                           | HILTON GRAND VACATIONS TRUST 2024-1B HGVT 2024-1B D                  | CUSIP: 43283YAD5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    135020 | PA      | $138715.61    | 0.03%             | 2039-09-15      | Fixed         | 8.85%                 | Yes           |                  2 | On Loan: No      |
| MASTR ADJUSTABLE RATE MORTGAGE TRUST                   | MASTR ADJUSTABLE RATE MORTGAGES TRUST 2006-2 MARM 2006-2 1A1         | CUSIP: 576438AA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    239689 | PA      | $233604.45    | 0.05%             | 2036-04-25      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE RECOVERY FUNDING LLC                     | PG&E WILDFIRE RECOVERY FUNDING LLC 4.263000% 06/01/2036              | CUSIP: 693342AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2892844.38   | 0.63%             | 2036-06-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE MORTGAGE SECURITIES MORTGAGE LOAN TRUST       | DEUTSCHE MORTGAGE SECURITIES INC MORTGAGE LOAN TRU DMSI 2004-4 7AR1  | CUSIP: 251563FD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     18102 | PA      | $16891.87     | 0.00%             | 2034-06-25      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| OCP CLO LTD                                            | OCP CLO 2019-17 LTD OCP 2019-17A ER2                                 | CUSIP: 67113MAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3474968.00   | 0.76%             | 2037-07-20      | Floating      | 9.93%                 | Yes           |                  2 | On Loan: No      |
| APL FINANCE DESIGNATED ACTIVITY COMPANY                | APL FINANCE 2023-1 DAC ASHPL 2025-1A D                               | CUSIP: 03790CAJ0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   8157000 | PA      | $8025254.66   | 1.75%             | 2036-03-20      | Fixed         | 8.15%                 | Yes           |                  2 | On Loan: No      |
| ROCKFORD TOWER CLO                                     | ROCKFORD TOWER CLO 2017-3 LTD ROCKT 2017-3A D                        | CUSIP: 77341DAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250702.75    | 0.05%             | 2030-10-20      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| BASEPOINT MCA SECURITIZATION LLC                       | BASEPOINT MCA SECURITIZATION LLC BSPNT 2023-1A B                     | CUSIP: 06983MAB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5565000 | PA      | $5537842.80   | 1.21%             | 2029-12-17      | Fixed         | 11.29%                | Yes           |                  2 | On Loan: No      |
| STARWOOD RETAIL PROPERTY TRUST                         | STARWOOD RETAIL PROPERTY TRUST 2014-STAR SRPT 2014-STAR A            | CUSIP: 85571XAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    323792 | PA      | $194268.43    | 0.04%             | 2027-11-15      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                  | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-C36 WFCM 2016-C36 C       | CUSIP: 95000MBV2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $424821.75    | 0.09%             | 2059-11-15      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| ROWE CLO LTD                                           | ROWE CLO 2026-1 LTD ROWE 2026-1A D1                                  | CUSIP: 779520AJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1690000 | PA      | $1698450.00   | 0.37%             | 2039-04-20      | Floating      | 6.58%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRU JPMCC 2013-LC11 C | CUSIP: 46639YAW7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    945000 | PA      | $274068.90    | 0.06%             | 2046-04-15      | Floating      | 3.96%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA ALTERNATIVE LOAN TRUST                 | BANC OF AMERICA ALTERNATIVE LOAN TRUST 2003-8 BOAA 2003-8 1CB1       | CUSIP: 05948XTV3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    191205 | PA      | $193211.44    | 0.04%             | 2033-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS LLC                     | NEUBERGER BERMAN LOAN ADVISERS CLO 59 LTD NEUB 2024-59A A1           | CUSIP: 640962AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3810000 | PA      | $3812484.12   | 0.83%             | 2039-01-23      | Floating      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| WILLIS ENGINE STRUCTURED TRUST                         | WILLIS ENGINE STRUCTURED TRUST VII WESTF 2023-A A                    | CUSIP: 97064YAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    172484 | PA      | $175544.66    | 0.04%             | 2048-10-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| POLEN CAPITAL CLO LTD.                                 | POLEN CAPITAL CLO 2025-1 LTD POLEN 2025-1A E                         | CUSIP: 73110LAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3905000 | PA      | $3829176.62   | 0.83%             | 2038-03-06      | Floating      | 9.33%                 | Yes           |                  2 | On Loan: No      |
| SEACUBE CONTAINER CLIF                                 | CLIF HOLDINGS LLC CLIF 2025-1H A                                     | CUSIP: 18683CAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2332955 | PA      | $2313013.05   | 0.50%             | 2050-12-20      | Fixed         | 6.72%                 | Yes           |                  2 | On Loan: No      |
| FHF TRUST                                              | FHF ISSUER TRUST 2026-1 FHF 2026-1A C                                | CUSIP: 30345FAD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1675000 | PA      | $1678055.20   | 0.37%             | 2032-02-17      | Fixed         | 6.81%                 | Yes           |                  2 | On Loan: No      |
| WFRBS COMMERCIAL MORTGAGE TRUST                        | WFRBS COMMERCIAL MORTGAGE TRUST 2011-C4 WFRBS 2011-C4 E              | CUSIP: 92936CAY5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1680000 | PA      | $1605744.00   | 0.35%             | 2044-06-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| WFRBS COMMERCIAL MORTGAGE TRUST                        | WFRBS COMMERCIAL MORTGAGE TRUST 2011-C3 WFRBS 2011-C3 D              | CUSIP: 92935VAS7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    854828 | PA      | $307729.54    | 0.07%             | 2044-03-15      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| NYC COMMERCIAL MORTGAGE TRUST                          | NY COMMERCIAL MORTGAGE TRUST 2025-299P NY 2025-299P A                | CUSIP: 62957FAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5970000 | PA      | $6191766.99   | 1.35%             | 2047-02-10      | Floating      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| VIVINT SOLAR FINANCING V LLC                           | VIVINT SOLAR FINANCING V LLC VSLR 2018-1A A                          | CUSIP: 92854VAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    906536 | PA      | $888200.79    | 0.19%             | 2048-04-30      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| GFH MORTGAGE TRUST                                     | GFH 2025-IND MORTGAGE TRUST GFH 2025-IND A                           | CUSIP: 36171JAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3330000 | PA      | $3317762.58   | 0.72%             | 2033-06-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| POLEN CAPITAL CLO LTD.                                 | POLEN CAPITAL CLO 2025-2 LTD POLEN 2025-2A E                         | CUSIP: 73110CAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4300000 | PA      | $4225777.70   | 0.92%             | 2039-01-20      | Floating      | 9.66%                 | Yes           |                  2 | On Loan: No      |
| AIM AVIATION FINANCE LIMITED                           | AIM AVIATION FINANCE LTD DCAL 2015-1A B1                             | CUSIP: 001406AB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | KY        |   8883378 | PA      | $7289290.95   | 1.59%             | 2040-02-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| CLI FUNDING LLC                                        | CLI FUNDING VIII LLC CLIF 2025-R A                                   | CUSIP: 12572DAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1363365 | PA      | $1348987.08   | 0.29%             | 2050-06-21      | Fixed         | 6.61%                 | Yes           |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS TRUST                           | HILTON GRAND VACATIONS TRUST 2025-3EXT HGVT 2025-3EXT D              | CUSIP: 43283DAD1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    778418 | PA      | $780779.70    | 0.17%             | 2044-10-25      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST         | FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 202 FCRT 2023-2 E     | CUSIP: 35104AAF5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $1049115.60   | 0.23%             | 2030-07-15      | Fixed         | 10.98%                | Yes           |                  2 | On Loan: No      |
| LENDMARK FUNDING TRUST                                 | LENDMARK FUNDING TRUST 2025-1 LFT 2025-1A D                          | CUSIP: 52604QAD5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    665000 | PA      | $675433.85    | 0.15%             | 2034-09-20      | Fixed         | 6.48%                 | Yes           |                  2 | On Loan: No      |
| SYCAMORE TREE CLO LTD                                  | SYCAMORE TREE CLO 2021-1 LTD STCP 2021-1A ER                         | CUSIP: 87122WAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3750000 | PA      | $3452010.00   | 0.75%             | 2038-01-20      | Floating      | 10.52%                | Yes           |                  2 | On Loan: No      |
| BX TRUST                                               | BX TRUST 2025-DELC BX 2025-DELC C                                    | CUSIP: 05594MAE2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1725000 | PA      | $1725000.00   | 0.38%             | 2042-12-15      | Floating      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| SUNRUN ATLAS ISSUER LLC                                | SUNRUN ATLAS ISSUER 2019-2 LLC SUNRN 2019-2 A                        | CUSIP: 86772FAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2555432 | PA      | $2473079.89   | 0.54%             | 2055-02-01      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| HORIZON AIRCRAFT FINANCE I LIMITED                     | HORIZON AIRCRAFT FINANCE III LTD HORZN 2019-2 E                      | CUSIP: 44055FAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | KY        |   3330000 | PA      | $602730.00    | 0.13%             | 2039-11-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST                         | MORGAN STANLEY CAPITAL I TRUST 2013-ALTM MSC 2013-ALTM E             | CUSIP: 61690LAQ3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2500000 | PA      | $1971175.00   | 0.43%             | 2035-02-05      | Floating      | 3.83%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                         | CARVANA AUTO RECEIVABLES TRUST 2024-N3 CRVNA 2024-N3 E               | CUSIP: 14687WAG5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1250000 | PA      | $1269534.75   | 0.28%             | 2032-04-12      | Fixed         | 7.66%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC                      | CITIGROUP MORTGAGE LOAN TRUST 2010-9 CMLTI 2010-9 2A2                | CUSIP: 17317JAD2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    176803 | PA      | $173763.06    | 0.04%             | 2035-11-25      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST                               | BHG SECURITIZATION TRUST 2025-2CON BHG 2025-2CON E                   | CUSIP: 05494LAE5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $993239.70    | 0.22%             | 2036-09-17      | Fixed         | 7.76%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                    | CLSEC HOLDINGS 22T LLC CLAF 2021-1 C                                 | CUSIP: 12567UAC7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1017197 | PA      | $996276.67    | 0.22%             | 2037-05-11      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC                      | CITIGROUP MORTGAGE LOAN TRUST 2009-10 CMLTI 2009-10 6A2              | CUSIP: 17316AAZ3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    116082 | PA      | $107615.51    | 0.02%             | 2034-09-25      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                    | CONNECTICUT AVENUE SECURITIES TRUST 2021-R01 CAS 2021-R01 1B1        | CUSIP: 20754RAF3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    730000 | PA      | $737113.56    | 0.16%             | 2041-10-25      | Floating      | 6.75%                 | Yes           |                  2 | On Loan: No      |
| BB-UBS TRUST                                           | BB-UBS TRUST BBUBS 2012-TFT C                                        | CUSIP: 05490AAE3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2000000 | PA      | $1379960.00   | 0.30%             | 2030-06-05      | Floating      | 3.68%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS TRUST                           | HILTON GRAND VACATIONS TRUST 2022-2 HGVT 2022-2A C                   | CUSIP: 43283GAC6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    199291 | PA      | $199640.98    | 0.04%             | 2037-01-25      | Fixed         | 5.57%                 | Yes           |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                    | COMM 2012-CCRE3 MORTGAGE TRUST COMM 2012-CR3 D                       | CUSIP: 12624PAS4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1005000 | PA      | $834069.60    | 0.18%             | 2045-10-15      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT SECURITIZATION TRUST               | CASTLELAKE AIRCRAFT STRUCTURED TRUST 2019-1 CLAST 2019-1A C          | CUSIP: 14855MAC2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4945806 | PA      | $4451440.77   | 0.97%             | 2039-04-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| LEHMAN XS TRUST MORTGAGE PASS-THROUGH CERTIFICATES     | LEHMAN XS TRUST SERIES 2006-2N LXS 2006-2N 1A1                       | CUSIP: 525221HA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    365614 | PA      | $339859.03    | 0.07%             | 2046-02-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| EWC MASTER ISSUER LLC                                  | EWC MASTER ISSUER LLC WAX 2022-1A A2                                 | CUSIP: 26929HAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1540000 | PA      | $1532816.21   | 0.33%             | 2052-03-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| AVENTURA MALL VENTURE                                  | AVENTURA MALL TRUST AVMT 2018-AVM A                                  | CUSIP: 05359AAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3760000 | PA      | $3713392.92   | 0.81%             | 2040-07-05      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| QTS ISSUER ABS II LLC                                  | QTS ISSUER ABS II LLC QTSII 2025-1A B                                | CUSIP: 74690FAB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    730000 | PA      | $701539.13    | 0.15%             | 2055-10-05      | Fixed         | 5.78%                 | Yes           |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST                             | FLAGSHIP CREDIT AUTO TRUST 2023-3 FCAT 2023-3 C                      | CUSIP: 33846BAJ3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    625000 | PA      | $625436.94    | 0.14%             | 2029-07-16      | Fixed         | 6.01%                 | Yes           |                  2 | On Loan: No      |
| AGL CLO LTD                                            | AGL CLO 44 LTD AGL 2025-44A D1                                       | CUSIP: 00121RAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1950000 | PA      | $1920783.15   | 0.42%             | 2037-10-22      | Floating      | 6.16%                 | Yes           |                  2 | On Loan: No      |
| GARNET CLO LIMITED                                     | GARNET CLO 3 LTD GARNET 2025-3A D1                                   | CUSIP: 36626TAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4275000 | PA      | $4267399.05   | 0.93%             | 2038-10-20      | Floating      | 6.48%                 | Yes           |                  2 | On Loan: No      |
| SUNNOVA HELIOS ISSUER LLC                              | SUNNOVA HELIOS II ISSUER LLC 2019-A SNVA 2019-AA A                   | CUSIP: 86745LAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    364205 | PA      | $335631.69    | 0.07%             | 2046-06-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING LLC                              | SCF EQUIPMENT LEASING 2023-1 LLC SCFET 2023-1A E                     | CUSIP: 784024AG6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1500000 | PA      | $1525161.00   | 0.33%             | 2036-07-21      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| TVC MORTAGE TRUST                                      | TVC MORTGAGE TRUST 2024-RRTL1 TVC 2024-RRTL1 M1                      | CUSIP: 87306WAC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3610000 | PA      | $3625835.99   | 0.79%             | 2039-07-25      | Fixed         | 7.42%                 | Yes           |                  2 | On Loan: No      |
| VOLOFIN FINANCE (IRELAND) DESIGNATED ACTIVITY COMPANY  | VOLOFIN FINANCE DESIGNATED ACTIVITY CO VFIN 2024-1A B                | CUSIP: 92873RAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | IE        |    548886 | PA      | $560780.09    | 0.12%             | 2037-06-15      | Fixed         | 6.21%                 | Yes           |                  2 | On Loan: No      |
| RFS ASSET SECURITIZATION II LLC                        | RFS ASSET SECURITIZATION II LLC RAPID 2024-1 E                       | CUSIP: 74969DAQ8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2500000 | PA      | $2515255.75   | 0.55%             | 2031-07-15      | Fixed         | 14.78%                | Yes           |                  2 | On Loan: No      |
| NYMT LOAN TRUST                                        | NYMT LOAN TRUST SERIES 2024-BPL2 NYMT 2024-BPL2 M                    | CUSIP: 67120TAC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4250000 | PA      | $4282217.13   | 0.93%             | 2039-05-25      | Fixed         | 8.41%                 | Yes           |                  2 | On Loan: No      |
| DC COMMERCIAL MORTGAGE TRUST                           | DC COMMERCIAL MORTGAGE TRUST 2023-DC DC 2023-DC D                    | CUSIP: 24023AAG5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1370000 | PA      | $1375738.38   | 0.30%             | 2040-09-12      | Floating      | 7.38%                 | Yes           |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST                             | FLAGSHIP CREDIT AUTO TRUST 2023-1 FCAT 2023-1 C                      | CUSIP: 337955AJ7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    425000 | PA      | $425748.89    | 0.09%             | 2029-05-15      | Fixed         | 5.43%                 | Yes           |                  2 | On Loan: No      |
| CSMC TRUST                                             | CSMC 2014-USA OA LLC CSMC 2014-USA E                                 | CUSIP: 12649AAQ2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |  11475000 | PA      | $9159090.26   | 2.00%             | 2037-09-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| BIRCH GROVE CLO LTD                                    | BIRCH GROVE CLO 6 LTD BGCLO 2023-6A A1R                              | CUSIP: 09077FAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   4485000 | PA      | $4493158.22   | 0.98%             | 2037-07-20      | Floating      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| STARWOOD RETAIL PROPERTY TRUST                         | STARWOOD RETAIL PROPERTY TRUST 2014-STAR SRPT 2014-STAR E            | CUSIP: 85571XAS6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3185000 | PA      | $15925.00     | 0.00%             | 2027-11-15      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| FF ASSET SECURITIZATION LLC                            | FF ASSET SECURITIZATION LLC FFAS 2025-1A C                           | CUSIP: 31568BAC8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3796000 | PA      | $3770378.14   | 0.82%             | 2031-12-17      | Fixed         | 11.17%                | Yes           |                  2 | On Loan: No      |
| STREAM INNOVATIONS ISSUER TRUST                        | STREAM INNOVATIONS 2024-1 ISSUER TRUST STRE 2024-1A C                | CUSIP: 86324CAC5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3891508 | PA      | $4279274.06   | 0.93%             | 2044-07-15      | Fixed         | 11.40%                | Yes           |                  2 | On Loan: No      |
| RESIDENTIAL FUNDING MORTGAGE SECURITIES INCORPORATED   | RFMSI SERIES 2005-SA1 TRUST RFMSI 2005-SA1 1A1                       | CUSIP: 76111XTB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1370992 | PA      | $845117.86    | 0.18%             | 2035-03-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| PRET LLC                                               | PRET 2025-NPL8 LLC PRET 2025-NPL8 A1                                 | CUSIP: 69392EAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2847470 | PA      | $2855310.37   | 0.62%             | 2055-08-25      | Fixed         | 5.73%                 | Yes           |                  2 | On Loan: No      |
| STREAM INNOVATIONS ISSUER TRUST                        | STREAM INNOVATIONS 2025-1 ISSUER TRUST STRE 2025-1A D                | CUSIP: 86324XAD7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    601263 | PA      | $607907.30    | 0.13%             | 2045-09-15      | Fixed         | 8.40%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                            | FREDDIE MAC REMICS FHR 5365 LY                                       | CUSIP: 3137HB4W1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2058271 | PA      | $2150571.75   | 0.47%             | 2053-12-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RFS ASSET SECURITIZATION II LLC                        | RFS ASSET SECURITIZATION V LLC RAPID 2025-1 D                        | CUSIP: 74970DAJ1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    900000 | PA      | $902937.96    | 0.20%             | 2032-05-15      | Fixed         | 11.11%                | Yes           |                  2 | On Loan: No      |
| OCTANE RECEIVABLES TRUST                               | OCTANE RECEIVABLES TRUST 2024-1 OCTL 2024-1A E                       | CUSIP: 67571FAF1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1872000 | PA      | $1919249.84   | 0.42%             | 2031-08-20      | Fixed         | 7.82%                 | Yes           |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORPORATION                    | BANC OF AMERICA FUNDING 2007-4 TRUST BAFC 2007-4 5A1                 | CUSIP: 05953YBT7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     46589 | PA      | $40994.01     | 0.01%             | 2034-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INDYMAC INDX MORTGAGE LOAN TRUST                       | INDYMAC INDX MORTGAGE LOAN TRUST 2005-AR11 INDX 2005-AR11 A3         | CUSIP: 45660LQH5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    775680 | PA      | $559738.15    | 0.12%             | 2035-08-25      | Floating      | 3.64%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE CLO                                      | PALMER SQUARE CLO 2023-2 LTD PLMRS 2023-2A DR                        | CUSIP: 69703AAU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    680000 | PA      | $683134.80    | 0.15%             | 2038-07-20      | Floating      | 7.08%                 | Yes           |                  2 | On Loan: No      |
| DC COMMERCIAL MORTGAGE TRUST                           | DC COMMERCIAL MORTGAGE TRUST 2023-DC DC 2023-DC C                    | CUSIP: 24023AAE0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1510000 | PA      | $1525626.69   | 0.33%             | 2040-09-12      | Floating      | 7.38%                 | Yes           |                  2 | On Loan: No      |
| AVANT CREDIT CARD MASTER TRUST                         | AVANT CREDIT CARD MASTER TRUST 2025-1 AVCCT 2025-1A F                | CUSIP: 05351KAV1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2500000 | PA      | $2488656.75   | 0.54%             | 2031-04-15      | Fixed         | 10.79%                | Yes           |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST                             | FLAGSHIP CREDIT AUTO TRUST 2022-3 FCAT 2022-3 C                      | CUSIP: 33845PAG9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    210674 | PA      | $210942.95    | 0.05%             | 2028-07-17      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                            | FREDDIE MAC POOL FR WN2326                                           | CUSIP: 3132XGSQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   6920000 | PA      | $6862036.56   | 1.49%             | 2032-12-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| WFRBS COMMERCIAL MORTGAGE TRUST                        | WFRBS COMMERCIAL MORTGAGE TRUST 2013-C15 WFRBS 2013-C15 B            | CUSIP: 92938CAH0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1074628 | PA      | $1047773.18   | 0.23%             | 2046-08-15      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| OWN EQUIPMENT FUND                                     | OWN EQUIPMENT FUND I LLC EQS 2024-2M A                               | CUSIP: 69121NAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1683576 | PA      | $1690571.30   | 0.37%             | 2032-12-20      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST                           | GS MORTGAGE SECURITIES TRUST 2014-GC22 GSMS 2014-GC22 D              | CUSIP: 36253BAE3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3000000 | PA      | $389820.00    | 0.08%             | 2047-06-10      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| ELDRIDGE CLO LTD.                                      | ELDRIDGE CLO 2025-1 LTD ELD 2025-1A A1                               | CUSIP: 284913AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3095000 | PA      | $3099930.34   | 0.68%             | 2038-10-20      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| KAPITUS ASSET SECURITIZATION LLC                       | KAPITUS ASSET SECURITIZATION IV LLC KAPT 2024-1A D                   | CUSIP: 48555MAD1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1100000 | PA      | $1097332.83   | 0.24%             | 2031-09-10      | Fixed         | 9.90%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                          | FREDDIE MAC STACR REMIC TRUST 2022-DNA7 STACR 2022-DNA7 M1B          | CUSIP: 35564KL49<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1845000 | PA      | $1936480.27   | 0.42%             | 2052-03-25      | Floating      | 8.65%                 | No            |                  2 | On Loan: No      |
| GITSIT MORTGAGE LOAN TRUST                             | GITSIT MORTGAGE LOAN TRUST 2025-NPL1 GITST 2025-NPL1 A1              | CUSIP: 375926AA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    964503 | PA      | $964502.57    | 0.21%             | 2055-02-25      | Fixed         | 6.28%                 | Yes           |                  2 | On Loan: No      |
| BRIDGE STREET CLO LTD                                  | BRIDGE STREET CLO V LTD BRDGS 2025-1A C1                             | CUSIP: 107921AG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2235000 | PA      | $2230755.74   | 0.49%             | 2038-04-20      | Floating      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| LABRADOR AVIATION FIN LTD SER 2016                     | LABRADOR AVIATION FINANCE LTD 2016-1A LAFL 2016-1A B1                | CUSIP: 50543LAB8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2847418 | PA      | $3075296.96   | 0.67%             | 2042-01-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| United States of America                               | US TREASURY N/B 3.875000% 03/31/2031                                 | CUSIP: 91282CQG9<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  13826000 | PA      | $13734186.79  | 2.99%             | 2031-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                              | TOWD POINT MORTGAGE TRUST 2018-4 TPMT 2018-4 A2                      | CUSIP: 89175TAB4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1100000 | PA      | $945278.95    | 0.21%             | 2058-06-25      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| KAPITUS ASSET SECURITIZATION LLC                       | KAPITUS ASSET SECURITIZATION V LLC KAPT 2025-1A D                    | CUSIP: 48555NAD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2500000 | PA      | $2500930.00   | 0.54%             | 2032-04-10      | Fixed         | 10.92%                | Yes           |                  2 | On Loan: No      |
| FIRST INVESTORS AUTO OWNER TRUST                       | FIRST INVESTORS AUTO OWNER TRUST 2022-2 FIAOT 2022-2A D              | CUSIP: 32058KAD1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    750000 | PA      | $764511.53    | 0.17%             | 2028-10-16      | Fixed         | 8.71%                 | Yes           |                  2 | On Loan: No      |
| TPG CLO LTD                                            | TPG CLO 2026-3 LTD TPGCLO 2026-3A D1                                 | CUSIP: 87269HAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2580000 | PA      | $2580000.00   | 0.56%             | 2039-04-21      | Floating      | 7.16%                 | Yes           |                  2 | On Loan: No      |
| NASSAU CDO LTD.                                        | NGC CLO 3 LTD NGC 2026-3A D1                                         | CUSIP: 652946AL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1870000 | PA      | $1870000.00   | 0.41%             | 2038-03-30      | Floating      | 7.47%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST                                               | BX TRUST 2025-VLT7 BX 2025-VLT7 B                                    | CUSIP: 123913AC9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $997812.50    | 0.22%             | 2044-07-15      | Floating      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                    | COMM 2014-UBS4 MORTGAGE TRUST COMM 2014-UBS4 AM                      | CUSIP: 12591QAT9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    319529 | PA      | $315537.81    | 0.07%             | 2047-08-10      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | AASET 2020−1A E 0% 01/16/2040                                        | CUSIP: 00258AAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |  17029000 | PA      | $1277175.00   | 0.28%             | 2040-01-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GARNET CLO LIMITED                                     | GARNET CLO 2 LTD GARNET 2025-2A D1                                   | CUSIP: 36626CAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1845000 | PA      | $1847765.66   | 0.40%             | 2038-10-20      | Floating      | 6.78%                 | Yes           |                  2 | On Loan: No      |
| PERIMETER MASTER NOTE BUSINESS TRUST                   | PERIMETER MASTER NOTE BUSINESS TRUST PMNBT 2025-1A C                 | CUSIP: 71384PBE0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5000000 | PA      | $4913735.00   | 1.07%             | 2030-12-16      | Fixed         | 8.49%                 | Yes           |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST                               | BHG SECURITIZATION TRUST 2022-C BHG 2022-C E                         | CUSIP: 08860DAE3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1890000 | PA      | $1993485.25   | 0.43%             | 2035-10-17      | Fixed         | 9.73%                 | Yes           |                  2 | On Loan: No      |
| WILLIS ENGINE STRUCTURED TRUST                         | WILLIS ENGINE STRUCTURED TRUST VI WESTF 2021-A A                     | CUSIP: 97064GAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1182479 | PA      | $1111055.30   | 0.24%             | 2046-05-15      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| MASTR ALTERNATIVE LOAN TR                              | MASTR ALTERNATIVE LOAN TRUST 2004-2 MALT 2004-2 8A4                  | CUSIP: 576434MU5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1476868 | PA      | $1342965.56   | 0.29%             | 2034-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COREVEST AMERICAN FINANCE                              | COREVEST AMERICAN FINANCE 2020-2 TRUST CAFL 2020-2 D                 | CUSIP: 21872VAF9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1211000 | PA      | $1169941.89   | 0.25%             | 2052-05-15      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                    | COMM 2012-LC4 MORTGAGE TRUST COMM 2012-LC4 D                         | CUSIP: 126192AK9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1592086 | PA      | $1272092.32   | 0.28%             | 2044-12-10      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                              | TOWD POINT MORTGAGE TRUST 2020-4 TPMT 2020-4 M1                      | CUSIP: 89179JAC0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2300000 | PA      | $1834524.39   | 0.40%             | 2060-10-25      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| ROC MORTGAGE TRUST                                     | ROC MORTGAGE TRUST 2024-RTL1 ROC 2024-RTL1 M1                        | CUSIP: 77118UAC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3740000 | PA      | $3760807.12   | 0.82%             | 2039-10-25      | Floating      | 7.28%                 | Yes           |                  2 | On Loan: No      |
| STELLAR JAY IRELAND DAC                                | STELLAR JAY IRELAND DAC STELR 2021-1 A                               | CUSIP: 858558AA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     48741 | PA      | $48416.48     | 0.01%             | 2041-10-15      | Fixed         | 3.97%                 | Yes           |                  2 | On Loan: No      |
| SYMETRA CLO LTD                                        | SYMETRA CLO 2025-1 LTD SIM 2025-1A E                                 | CUSIP: 87153CAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $3906564.00   | 0.85%             | 2038-04-20      | Floating      | 9.43%                 | Yes           |                  2 | On Loan: No      |
| HUNDSON'S BAY SIMON JV TRUST                           | HUDSONS BAY SIMON JV TRUST 2015-HBS HBCT 2015-HB10 A10               | CUSIP: 44422PBN1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3375000 | PA      | $3232958.40   | 0.70%             | 2034-08-05      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO RECEIVABLES TRUST                            | SBNA AUTO RECEIVABLES TRUST 2025-SF1 SBAT 2025-SF1 F                 | CUSIP: 78437XAF3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $993964.40    | 0.22%             | 2033-06-15      | Fixed         | 8.71%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                              | TOWD POINT MORTGAGE TRUST 2018-5 TPMT 2018-5 M1                      | CUSIP: 89176VAC6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    505000 | PA      | $432276.16    | 0.09%             | 2058-07-25      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS LIMITED                    | TMCL VII HOLDINGS LTD TMCL 2025-1H B                                 | CUSIP: 87257FAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | BM        |   2713941 | PA      | $2702670.44   | 0.59%             | 2050-07-23      | Fixed         | 8.06%                 | Yes           |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST                               | FOUNDATION FINANCE TRUST 2024-2 FFIN 2024-2A E                       | CUSIP: 35040VAE9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    996869 | PA      | $1004055.54   | 0.22%             | 2050-03-15      | Fixed         | 9.35%                 | Yes           |                  2 | On Loan: No      |
| BPR TRUST                                              | BPR TRUST 2021-NRD BPR 2021-NRD E                                    | CUSIP: 05592CAN6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2030000 | PA      | $2014641.43   | 0.44%             | 2038-12-15      | Floating      | 9.28%                 | Yes           |                  2 | On Loan: No      |
| LEHMAN MORTGAGE TRUST                                  | LEHMAN MORTGAGE TRUST 2007-9 LMT 2007-9 1A1                          | CUSIP: 52522XAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     48146 | PA      | $45904.83     | 0.01%             | 2037-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ONDECK ASSET SECURITIZATION TRUST LLC                  | ONDECK ASSET SECURITIZATION TRUST IV LLC ONDK 2024-2A C              | CUSIP: 67108SAF5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    420000 | PA      | $423618.85    | 0.09%             | 2031-10-17      | Fixed         | 7.03%                 | Yes           |                  2 | On Loan: No      |
| CIM TRUST                                              | CIM TRUST 2022-R2 CIM 2022-R2 A1                                     | CUSIP: 12567NAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    678386 | PA      | $641178.15    | 0.14%             | 2061-12-25      | Floating      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| MERCURY FINANCIAL CREDIT CARD MASTER TRUST             | MERCURY FINANCIAL CREDIT CARD MASTER TRUST MFCC 2025-1A C            | CUSIP: 58940BBH8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3420000 | PA      | $3405478.68   | 0.74%             | 2031-12-22      | Fixed         | 8.29%                 | Yes           |                  2 | On Loan: No      |
| FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST         | FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 202 FCRT 2024-1 E     | CUSIP: 35105AAF4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1250000 | PA      | $1318729.38   | 0.29%             | 2031-05-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| AASET TRUST                                            | AASET 2020-1 TRUST AASET 2020-1A B                                   | CUSIP: 00255UAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1641139 | PA      | $1621796.78   | 0.35%             | 2040-01-16      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                    | COMM 2024-CBM MORTGAGE TRUST COMM 2024-CBM A2                        | CUSIP: 12674GAC8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1065000 | PA      | $1065912.60   | 0.23%             | 2041-12-10      | Floating      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| OHA CREDIT FUNDING LTD                                 | OHA CREDIT FUNDING 2 LTD OAKC 2019-2A AR2                            | CUSIP: 67707EBJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2300000 | PA      | $2301478.90   | 0.50%             | 2038-01-21      | Floating      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| MASTR ALTERNATIVE LOAN TR                              | MASTR ALTERNATIVE LOAN TRUST 2004-8 MALT 2004-8 2A1                  | CUSIP: 576434UQ5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    368777 | PA      | $371759.43    | 0.08%             | 2034-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HORIZON AIRCRAFT FINANCE I LIMITED                     | HORIZON AIRCRAFT FINANCE I LTD HORZN 2018-1 B                        | CUSIP: 440405AF5<br>LEI: N/A                  | Long             | ABS-MBS          |  | KY        |   1171040 | PA      | $1149136.49   | 0.25%             | 2038-12-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| AUXILIOR TERM FUNDING LLC                              | AUXILIOR TERM FUNDING 2023-1 LLC XCAP 2023-1A E                      | CUSIP: 05335JAF0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2750000 | PA      | $2964497.25   | 0.65%             | 2032-12-15      | Fixed         | 10.97%                | Yes           |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS LLC                          | COLLEGE AVE STUDENT LOANS 2023-A LLC CASL 2023-A E                   | CUSIP: 193938AF4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    789265 | PA      | $813202.30    | 0.18%             | 2055-05-25      | Fixed         | 8.49%                 | Yes           |                  2 | On Loan: No      |
| CGCCRE COMMERCIAL MORTGAGE TRUST                       | CG-CCRE COMMERCIAL MORTGAGE TRUST 2014-FL2 CGCC 2014-FL2 COL2        | CUSIP: 12528PAP7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2228132 | PA      | $114401.23    | 0.02%             | 2031-11-15      | Floating      | 8.27%                 | No            |                  2 | On Loan: No      |
| SANTANDER BANK, N.A.                                   | SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 202 SBCLN 2025-A G    | CUSIP: 80290CCW2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1315000 | PA      | $1303864.05   | 0.28%             | 2034-01-16      | Fixed         | 11.05%                | Yes           |                  2 | On Loan: No      |
| ACCELERATED ASSETS LLC                                 | ACCELERATED ASSETS 2018-1 LLC AALLC 2018-1 B                         | CUSIP: 00436MAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     83629 | PA      | $82613.86     | 0.02%             | 2033-12-02      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| CGCCRE COMMERCIAL MORTGAGE TRUST                       | CG-CCRE COMMERCIAL MORTGAGE TRUST 2014-FL2 CGCC 2014-FL2 COL1        | CUSIP: 12528PAN2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    915044 | PA      | $140850.91    | 0.03%             | 2031-11-15      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| BIZ2CREDIT ASSET SECURITIZATION LLC                    | BIZ2CREDIT ASSET SECURITIZATION LLC BZTC 2024-1A C                   | CUSIP: 091954AC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $502232.50    | 0.11%             | 2031-05-15      | Fixed         | 13.73%                | Yes           |                  2 | On Loan: No      |
| LIGHTPATH FIBER ISSUER LLC                             | LIGHTPATH FIBER ISSUER LLC LPATH 2026-1A B                           | CUSIP: 53229YAC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3095000 | PA      | $3083757.10   | 0.67%             | 2056-03-25      | Fixed         | 5.89%                 | Yes           |                  2 | On Loan: No      |
| BPR TRUST                                              | BPR TRUST 2022-SSP BPR 2022-SSP D                                    | CUSIP: 05602HAL7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2170000 | PA      | $2153234.58   | 0.47%             | 2039-05-15      | Floating      | 10.29%                | Yes           |                  2 | On Loan: No      |
| SECURITIZED TERM AUTO RECEIVABLES TRUST                | SECURITIZED TERM AUTO RECEIVABLES TRUST SSTRT 2025-A D               | CUSIP: 81378RAD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | CA        |    519338 | PA      | $528939.43    | 0.12%             | 2031-07-25      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| FALCON AEROSPACE LIMITED                               | FALCON 2019-1 AEROSPACE LTD FLCON 2019-1 E                           | CUSIP: 30610HAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | KY        |   5000000 | PA      | $1052500.00   | 0.23%             | 2039-09-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST                             | FLAGSHIP CREDIT AUTO TRUST 2024-3 FCAT 2024-3 B                      | CUSIP: 33843YAC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    270000 | PA      | $270471.85    | 0.06%             | 2029-07-16      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| 720 EAST CLO LTD                                       | 720 EAST CLO VI LTD NWML 2024-3A E                                   | CUSIP: 81800VAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3720000 | PA      | $3609307.68   | 0.79%             | 2038-01-20      | Floating      | 9.18%                 | Yes           |                  2 | On Loan: No      |
| UBS COMMERCIAL MORTGAGE TRUST                          | UBS COMMERCIAL MORTGAGE TRUST 2018-C14 UBSCM 2018-C14 C              | CUSIP: 90278KBF7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1885000 | PA      | $1727496.00   | 0.38%             | 2051-12-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| WFRBS COMMERCIAL MORTGAGE TRUST                        | WFRBS COMMERCIAL MORTGAGE TRUST 2011-C4 WFRBS 2011-C4 D              | CUSIP: 92936CAW9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    431863 | PA      | $424564.32    | 0.09%             | 2044-06-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| SUNNOVA HELIOS ISSUER LLC                              | SUNNOVA HELIOS XIII ISSUER LLC SNVA 2024-A A                         | CUSIP: 86745CAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3147308 | PA      | $2702693.91   | 0.59%             | 2051-02-20      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS INC                             | CHL MORTGAGE PASS-THROUGH TRUST 2004-12 CWHL 2004-12 8A1             | CUSIP: 12669FM83<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    167239 | PA      | $164141.01    | 0.04%             | 2034-08-25      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| SUNNOVA ENERGY CORP 2018-1                             | SUNNOVA HELIOS II ISSUER LLC 2018-1 SNVA 2018-1A A                   | CUSIP: 86745JAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    125584 | PA      | $120897.91    | 0.03%             | 2048-07-20      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE CLO                                      | PALMER SQUARE CLO 2023-1 LTD PLMRS 2023-1A AR                        | CUSIP: 69702TAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4205000 | PA      | $4209633.91   | 0.92%             | 2038-01-20      | Floating      | 4.93%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC                      | CITIGROUP MORTGAGE LOAN TRUST 2005-3 CMLTI 2005-3 2A3                | CUSIP: 17307GTL2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    397444 | PA      | $322366.92    | 0.07%             | 2035-08-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| BASEPOINT MCA SECURITIZATION LLC                       | BASEPOINT MCA SECURITIZATION II LLC BSPNT 2025-1A C                  | CUSIP: 06983XAC9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2675000 | PA      | $2661897.58   | 0.58%             | 2031-08-15      | Fixed         | 11.79%                | Yes           |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST                             | FLAGSHIP CREDIT AUTO TRUST 2022-3 FCAT 2022-3 D                      | CUSIP: 33845PAJ3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1220000 | PA      | $1182623.71   | 0.26%             | 2028-07-17      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| MASTR ALTERNATIVE LOAN TR                              | MASTR ALTERNATIVE LOAN TRUST 2003-9 MALT 2003-9 4A1                  | CUSIP: 576434KX1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    132972 | PA      | $133968.47    | 0.03%             | 2033-11-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NYMT LOAN TRUST                                        | NYMT LOAN TRUST SERIES 2024-BPL3 NYMT 2024-BPL3 M1                   | CUSIP: 67119RAC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2470000 | PA      | $2473585.70   | 0.54%             | 2039-09-25      | Floating      | 6.90%                 | Yes           |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORPORATION                    | BANC OF AMERICA FUNDING 2005-7 TRUST BAFC 2005-7 3A1                 | CUSIP: 05946XS61<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    203158 | PA      | $207343.19    | 0.05%             | 2035-11-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MASTR ALTERNATIVE LOAN TR                              | MASTR ALTERNATIVE LOAN TRUST 2004-5 MALT 2004-5 2A1                  | CUSIP: 576434RG1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    130204 | PA      | $133505.58    | 0.03%             | 2034-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BIZ2CREDIT ASSET SECURITIZATION LLC                    | BIZ2CREDIT ASSET SECURITIZATION LLC BZTC 2024-1A B                   | CUSIP: 091954AB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1520000 | PA      | $1520763.04   | 0.33%             | 2031-05-15      | Fixed         | 9.44%                 | Yes           |                  2 | On Loan: No      |
| KAPITUS ASSET SECURITIZATION LLC                       | KAPITUS ASSET SECURITIZATION IV LLC KAPT 2024-1A 1D                  | CUSIP: 48555MAH2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1500000 | PA      | $1496362.95   | 0.33%             | 2031-09-10      | Fixed         | 9.90%                 | Yes           |                  2 | On Loan: No      |
| STACK INFRASTRUCTURE ISSUER, LLC                       | STACK INFRASTRUCTURE ISSUER LLC SIDC 2025-1A A2                      | CUSIP: 85236KAP7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1765000 | PA      | $1710648.94   | 0.37%             | 2050-05-25      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| 37 CAPITAL CLO LTD                                     | 37 CAPITAL CLO 1 LTD PUTNM 2021-1A E                                 | CUSIP: 88430QAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $923567.00    | 0.20%             | 2034-10-15      | Floating      | 11.13%                | Yes           |                  2 | On Loan: No      |
| N/A                                                    | GITSIT SOLUTIONS LLC 144A 8.000000% 11/15/2029                       | CUSIP: 37637LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2875000 | PA      | $2879312.50   | 0.63%             | 2029-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT SECURITIZATION TRUST               | CASTLELAKE AIRCRAFT SECURITIZATION TRUST 2018-1 CLAST 2018-1 B       | CUSIP: 14856CAB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    592540 | PA      | $580914.57    | 0.13%             | 2043-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST                            | EXTENDED STAY AMERICA TRUST 2026-ESH2 ESA 2026-ESH2 E                | CUSIP: 30227WAJ2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3723506 | PA      | $3737469.14   | 0.81%             | 2043-02-15      | Floating      | 6.55%                 | Yes           |                  2 | On Loan: No      |
| ECAF I BLOCKER LTD                                     | ECAF I BLOCKER LTD ELEMENT COMM AVIATION                             | CUSIP: 3616399A7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9000000 | PA      | $0.00         | 0.00%             | 2040-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                           | BX COMMERCIAL MORTGAGE TRUST 2024-VLT5 BX 2024-VLT5 A                | CUSIP: 05614JAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    750000 | PA      | $747716.10    | 0.16%             | 2046-11-13      | Floating      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| STARWOOD RETAIL PROPERTY TRUST                         | STARWOOD RETAIL PROPERTY TRUST 2014-STAR SRPT 2014-STAR F            | CUSIP: 85571XAU1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     34224 | PA      | $34.22        | 0.00%             | 2027-11-15      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| MAGNETITE CLO, LIMITED                                 | MAGNETITE XXVII LTD MAGNE 2020-27A D1RR                              | CUSIP: 55955EBC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    915000 | PA      | $910317.03    | 0.20%             | 2038-10-20      | Floating      | 6.33%                 | Yes           |                  2 | On Loan: No      |
| FORA FINANCIAL ASSET SECURITIZATION LLC                | FORA FINANCIAL ASSET SECURITIZATION 2024 LLC FORA 2024-1A D          | CUSIP: 34512PAD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3000000 | PA      | $3012729.90   | 0.66%             | 2029-08-15      | Fixed         | 12.01%                | Yes           |                  2 | On Loan: No      |
| CSMC TRUST                                             | CSMC 2014-USA OA LLC CSMC 2014-USA D                                 | CUSIP: 12649AAN9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    955000 | PA      | $795691.77    | 0.17%             | 2037-09-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| BFLD TRUST                                             | BFLD COMMERCIAL MORTGAGE TRUST 2025-660F BFLD 2025-660F D            | CUSIP: 05556QAG4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    620000 | PA      | $620387.50    | 0.14%             | 2042-11-15      | Floating      | 6.40%                 | Yes           |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST                             | FLAGSHIP CREDIT AUTO TRUST 2022-4 FCAT 2022-4 C                      | CUSIP: 33843XAE9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    133904 | PA      | $135280.25    | 0.03%             | 2028-10-16      | Fixed         | 7.71%                 | Yes           |                  2 | On Loan: No      |
| STREAM INNOVATIONS ISSUER TRUST                        | STREAM INNOVATIONS 2024-2 ISSUER TRUST STRE 2024-2A C                | CUSIP: 86324EAC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    936692 | PA      | $977486.13    | 0.21%             | 2045-02-15      | Fixed         | 9.05%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATION TRUST               | GS MORTGAGE SECURITIES CORP TRUST 2012-BWTR GSMS 2012-BWTR A         | CUSIP: 36192RAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2800993 | PA      | $2456681.17   | 0.54%             | 2034-11-05      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ORION CLO LTD                                          | ORION CLO 2025-6 LTD ANTOR 2025-6A D1                                | CUSIP: 68626HAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    555000 | PA      | $555112.67    | 0.12%             | 2038-10-20      | Floating      | 6.63%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY MORTGAGE LOAN TRUST                     | MORGAN STANLEY MORTGAGE LOAN TRUST 2005-7 MSM 2005-7 7A5             | CUSIP: 61748HPQ8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     88191 | PA      | $77033.18     | 0.02%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST                                             | CSMC 2014-USA OA LLC CSMC 2014-USA C                                 | CUSIP: 12649AAL3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    985000 | PA      | $838053.86    | 0.18%             | 2037-09-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| KINETIC ABS ISSUER LLC                                 | KINETIC ABS ISSUER LLC UNITK 2026-1A C                               | CUSIP: 49459AAE0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3500000 | PA      | $3568280.45   | 0.78%             | 2056-02-25      | Fixed         | 7.65%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST                           | GS MORTGAGE SECURITIES TRUST 2014-GC22 GSMS 2014-GC22 B              | CUSIP: 36253BAZ6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   6605000 | PA      | $5159912.53   | 1.12%             | 2047-06-10      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| OCTANE RECEIVABLES TRUST                               | OCTANE RECEIVABLES TRUST 2024-2 OCTL 2024-2A E                       | CUSIP: 67578YAF3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1250000 | PA      | $1319203.25   | 0.29%             | 2032-07-20      | Fixed         | 9.04%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST     | MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST MSBAM 2013-C11 B  | CUSIP: 61762TAH9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3330000 | PA      | $2064566.70   | 0.45%             | 2046-08-15      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| EDI ABS ISSUER 1 LLC                                   | EDI ABS ISSUER 1 LLC ECORE 2025-1A B                                 | CUSIP: 268332AB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4590000 | PA      | $4252578.08   | 0.93%             | 2055-07-25      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST)        | ALTERNATIVE LOAN TRUST 2004-J10 CWALT 2004-J10 2CB1                  | CUSIP: 12667FVB8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    119660 | PA      | $121575.55    | 0.03%             | 2034-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WAVE LLC                                               | WAVE 2019-1 LLC WAAV 2019-1 C                                        | CUSIP: 94354KAC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2499506 | PA      | $2301572.76   | 0.50%             | 2044-09-15      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE MORTGAGE SECURITIES MORTGAGE LOAN TRUST       | DEUTSCHE MORTGAGE SEC INC MORT LOAN TR SER 2004-1 DMSI 2004-1 3A5    | CUSIP: 251563CA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    385955 | PA      | $383126.95    | 0.08%             | 2033-12-25      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST                    | CITIGROUP COMMERCIAL MORTGAGE TRUST 2014-GC21 CGCMT 2014-GC21 D      | CUSIP: 17322MAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4790000 | PA      | $4460738.75   | 0.97%             | 2047-05-10      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                               | BENCHMARK 2021-B31 MORTGAGE TRUST BMARK 2021-B31 A5                  | CUSIP: 08163MAE7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $893454.60    | 0.19%             | 2054-12-15      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANK AUTO CREDIT-LINKED NOTES               | HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 20 HACLN 2024-1 C    | CUSIP: 44644NAC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    178053 | PA      | $179569.53    | 0.04%             | 2032-05-20      | Floating      | 6.79%                 | Yes           |                  2 | On Loan: No      |
| STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST         | STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST SARM 2005-14 A1       | CUSIP: 863579TM0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2433024 | PA      | $1387308.60   | 0.30%             | 2035-07-25      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST                            | EXTENDED STAY AMERICA TRUST 2025-ESH ESA 2025-ESH A                  | CUSIP: 30227TAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    414147 | PA      | $414662.95    | 0.09%             | 2042-10-15      | Floating      | 4.95%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRU JPMCC 2011-C3 C   | CUSIP: 46635TAX0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2490000 | PA      | $2415294.77   | 0.53%             | 2046-02-15      | Floating      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST                           | GS MORTGAGE SECURITIES TRUST 2013-GC13 GSMS 2013-GC13 C              | CUSIP: 36198EAY1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    610000 | PA      | $570343.90    | 0.12%             | 2046-07-10      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST                          | MILL CITY MORTGAGE LOAN TRUST 2021-NMR1 MCMLT 2021-NMR1 M3           | CUSIP: 59982HAL4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    730000 | PA      | $611043.22    | 0.13%             | 2060-11-25      | Floating      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                  | WFRBS COMMERCIAL MORTGAGE TRUST 2012-C10 WFRBS 2012-C10 C            | CUSIP: 92890NAY5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2130000 | PA      | $1805153.70   | 0.39%             | 2045-12-15      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| SUNNOVA HELIOS ISSUER LLC                              | SUNNOVA HELIOS V ISSUER LLC SNVA 2021-A B                            | CUSIP: 86746EAB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2822775 | PA      | $1469548.83   | 0.32%             | 2048-02-20      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| LEDN ISSUER TRUST                                      | LEDN ISSUER TRUST 2026-1 LEDN 2026-1A B                              | CUSIP: 523299AB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1880000 | PA      | $1882000.70   | 0.41%             | 2041-02-25      | Fixed         | 9.79%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                    | N/A                                                                  | CUSIP: 831003AA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2981378 | PA      | $2942110.17   | 0.64%             | 2050-12-15      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| ISLAND FINANCE TRUST                                   | ISLAND FINANCE TRUST 2025-1 ISLN 2025-1A C                           | CUSIP: 463920AC2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $504920.50    | 0.11%             | 2035-03-19      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                             | JP MORGAN MORTGAGE TRUST 2004-S1 JPMMT 2004-S1 2A1                   | CUSIP: 466247EV1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    672812 | PA      | $695410.53    | 0.15%             | 2034-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST                      | AFFIRM ASSET SECURITIZATION TRUST 2023-X1 AFFRM 2023-X1 D            | CUSIP: 00834KAD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    362343 | PA      | $363489.42    | 0.08%             | 2028-11-15      | Fixed         | 9.55%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                    | CHOL AVIATION 7.134% 01/18/2033                                      | CUSIP: PPGA4UQ92<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2189905 | PA      | $2138223.24   | 0.47%             | 2033-01-18      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| QTS ISSUER ABS II LLC                                  | QTS ISSUER ABS II LLC QTSII 2026-5A B                                | CUSIP: 74690FBF2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4250000 | PA      | $4241603.70   | 0.92%             | 2056-03-06      | Fixed         | 7.20%                 | Yes           |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                      | CREDIT ACCEPTANCE AUTO LOAN TRUST 2023-1 CAALT 2023-1A C             | CUSIP: 224927AE3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    495000 | PA      | $501178.64    | 0.11%             | 2033-07-15      | Fixed         | 7.71%                 | Yes           |                  2 | On Loan: No      |
| BANK                                                   | BANK 2021-BNK34 BANK 2021-BN34 A5                                    | CUSIP: 06541JAL5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $882345.70    | 0.19%             | 2063-06-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| PRPM LLC                                               | PRPM 2025-2 LLC PRPM 2025-2 A2                                       | CUSIP: 69382HAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4085000 | PA      | $4065925.50   | 0.89%             | 2030-05-25      | Fixed         | 9.56%                 | Yes           |                  2 | On Loan: No      |
| RAPTOR AIRCRAFT FINANCE LIMITED                        | RAPTOR AIRCRAFT FINANCE I LLC RPTOR 2019-1 A                         | CUSIP: 75383HAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | KY        |   1186934 | PA      | $1133510.10   | 0.25%             | 2044-08-23      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| GITSIT MORTGAGE LOAN TRUST                             | GITSIT MORTGAGE LOAN TRUST 2025-NPL1 GITST 2025-NPL1 A2              | CUSIP: 375926AB8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3436000 | PA      | $3436000.00   | 0.75%             | 2055-02-25      | Fixed         | 8.84%                 | Yes           |                  2 | On Loan: No      |
| BPR TRUST                                              | BPR TRUST 2021-NRD BPR 2021-NRD F                                    | CUSIP: 05592CAQ9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2545000 | PA      | $2503464.58   | 0.55%             | 2038-12-15      | Floating      | 10.52%                | Yes           |                  2 | On Loan: No      |
| HORIZON AIRCRAFT FINANCE I LIMITED                     | HORIZON AIRCRAFT FINANCE II LTD HORZN 2019-1 C                       | CUSIP: 44040HAC6<br>LEI: N/A                  | Long             | ABS-MBS          |  | KY        |   3861791 | PA      | $3652376.48   | 0.80%             | 2039-07-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| GGAM MASTER TRUST INTERNATIONAL LTD                    | GGAM MASTER TRUST INTERNATIONAL LTD GGAMMT 2025-1A A                 | CUSIP: 36173XAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2493994 | PA      | $2482579.36   | 0.54%             | 2060-09-30      | Fixed         | 5.92%                 | Yes           |                  2 | On Loan: No      |
| UNITI FIBER ABS ISSUER LLC                             | UNITI FIBER ABS ISSUER LLC UNIT 2025-2A C                            | CUSIP: 91326EAJ4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2000000 | PA      | $2047172.60   | 0.45%             | 2056-01-20      | Fixed         | 7.83%                 | Yes           |                  2 | On Loan: No      |
| LABRADOR AVIATION FIN LTD SER 2016                     | LABRADOR AVIATION FINANCE LTD 2016-1A LAFL 2016-1A A1                | CUSIP: 50543LAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2037464 | PA      | $2139381.67   | 0.47%             | 2042-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST)        | ALTERNATIVE LOAN TRUST 2004-28CB CWALT 2004-28CB 5A1                 | CUSIP: 12667FYU3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     77821 | PA      | $77776.30     | 0.02%             | 2035-01-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MERCURY FINANCIAL CREDIT CARD MASTER TRUST             | MERCURY FINANCIAL CREDIT CARD MASTER TRUST MFCC 2024-2A A            | CUSIP: 58940BAZ9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1430000 | PA      | $1431292.43   | 0.31%             | 2029-07-20      | Fixed         | 6.56%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                    | FIRST AMERICAN TREASURY OBLIGATIONS FUND CLASS X                     | CUSIP: 31846V328<br>LEI: N/A                  | Long             | STIV             |  | US        |  23215302 | PA      | $23215301.51  | 5.06%             |  |  |  | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST                           | GS MORTGAGE SECURITIES TRUST 2011-GC5 GSMS 2011-GC5 C                | CUSIP: 36191YAJ7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     75805 | PA      | $73844.86     | 0.02%             | 2044-08-10      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| OHA LOAN FUNDING LTD                                   | OHA LOAN FUNDING 2015-1 LTD OHALF 2015-1A D1R4                       | CUSIP: 67109BDW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2145000 | PA      | $2134049.78   | 0.46%             | 2038-10-19      | Floating      | 6.33%                 | Yes           |                  2 | On Loan: No      |
| INDYMAC INDX MORTGAGE LOAN TRUST                       | INDYMAC INDX MORTGAGE LOAN TRUST 2004-AR6 INDX 2004-AR6 4A           | CUSIP: 45660NX75<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    406039 | PA      | $396110.09    | 0.09%             | 2034-10-25      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| MASTR ADJUSTABLE RATE MORTGAGE TRUST                   | MASTR ADJUSTABLE RATE MORTGAGES TRUST 2005-2 MARM 2005-2 3A1         | CUSIP: 576433XW1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    581666 | PA      | $521461.15    | 0.11%             | 2035-03-25      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| FORTIVA PRIVATE LABEL CREDIT CARD                      | FORTIVA RETAIL CREDIT MASTER NOTE BUSINESS TRUST FRCMT 2024-ONE C    | CUSIP: 34962AAX0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5270000 | PA      | $5290803.85   | 1.15%             | 2029-11-15      | Fixed         | 12.56%                | Yes           |                  2 | On Loan: No      |
| APPLEBEE'S FUNDING LLC/IHOP FUNDING LLC                | APPLEBEE'S FUNDING LLC / IHOP FUNDING LLC DIN 2025-1A A2             | CUSIP: 03789XAH1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1028000 | PA      | $1030164.56   | 0.22%             | 2055-06-07      | Fixed         | 6.72%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                              | TOWD POINT MORTGAGE TRUST 2019-2 TPMT 2019-2 M1                      | CUSIP: 89177JAC2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    890000 | PA      | $778473.83    | 0.17%             | 2058-12-25      | Floating      | 3.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST     | MSBAM COMMERCIAL MORTGAGE SECURITIES TRUST 2012-CK MSBAM 2012-CKSV C | CUSIP: 553514AL4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    830000 | PA      | $64229.55     | 0.01%             | 2030-10-15      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATION TRUST               | GS MORTGAGE SECURITIES CORP TRUST 2013-PEMB GSMS 2013-PEMB A         | CUSIP: 36197VAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1005000 | PA      | $798985.05    | 0.17%             | 2033-03-05      | Floating      | 3.67%                 | No            |                  2 | On Loan: No      |
| RCO MORTGAGE LLC                                       | RCO VIII MORTGAGE LLC 2025-3 RCO 2025-3 A2                           | CUSIP: 74939GAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    958000 | PA      | $959026.50    | 0.21%             | 2030-05-25      | Fixed         | 8.84%                 | Yes           |                  2 | On Loan: No      |
| United States of America                               | US TREASURY N/B 3.500000% 03/15/2029                                 | CUSIP: 91282CQE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   4633000 | PA      | $4581964.63   | 1.00%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SIERRA TIMESHARE RECEIVABLES FUNDING LLC               | SIERRA TIMESHARE 2024-1 RECEIVABLES FUNDING LLC SRFC 2024-1A D       | CUSIP: 826935AD0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    335004 | PA      | $341404.63    | 0.07%             | 2043-01-20      | Fixed         | 8.02%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC                      | CITIGROUP MORTGAGE LOAN TRUST 2019-RP1 CMLTI 2019-RP1 M3             | CUSIP: 17327RAD2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1005000 | PA      | $901237.07    | 0.20%             | 2066-01-25      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| TIC HOME IMPROVEMENT TRUST                             | TIC HOME IMPROVEMENT TRUST 2024-A TIC 2024-A C                       | CUSIP: 87252DAC7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1145000 | PA      | $1161658.83   | 0.25%             | 2046-10-15      | Fixed         | 11.73%                | Yes           |                  2 | On Loan: No      |
| CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST)        | ALTERNATIVE LOAN TRUST 2004-14T2 CWALT 2004-14T2 A11                 | CUSIP: 12667FMX0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    135002 | PA      | $134520.11    | 0.03%             | 2034-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SEACO CONTAINER                                        | GLOBAL SC FINANCE X LTD SEACO 2025-1H B                              | CUSIP: 37893FAB4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1876575 | PA      | $1866278.23   | 0.41%             | 2045-09-20      | Fixed         | 7.85%                 | Yes           |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                         | CARVANA AUTO RECEIVABLES TRUST 2024-N3 CRVNA 2024-N3 D               | CUSIP: 14687WAF7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    785000 | PA      | $785786.10    | 0.17%             | 2030-12-10      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| SEACUBE CONTAINER CLIF                                 | CLI FUNDING VI LLC CLIF 2020-3A B                                    | CUSIP: 12563LAT4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    420350 | PA      | $391335.05    | 0.09%             | 2045-10-18      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST     | MSBAM COMMERCIAL MORTGAGE SECURITIES TRUST 2012-CK MSBAM 2012-CKSV D | CUSIP: 553514AN0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    400000 | PA      | $2958.00      | 0.00%             | 2030-10-15      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST                 | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-3 SDART 2024-3 D         | CUSIP: 80287LAF6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2090000 | PA      | $2134615.02   | 0.46%             | 2031-10-15      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| MARINER FINANCE ISSUANCE TRUST                         | MARINER FINANCE ISSUANCE TRUST 2024-A MFIT 2024-AA D                 | CUSIP: 567928AD8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    250000 | PA      | $253747.00    | 0.06%             | 2036-09-22      | Fixed         | 6.77%                 | Yes           |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST                               | BHG SECURITIZATION TRUST 2024-1CON BHG 2024-1CON E                   | CUSIP: 08862HAE2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2500000 | PA      | $2695997.50   | 0.59%             | 2035-04-17      | Fixed         | 10.45%                | Yes           |                  2 | On Loan: No      |
| CAL FUNDING LIMITED                                    | CAL FUNDING IV LTD CAI 2020-1A B                                     | CUSIP: 12807CAC7<br>LEI: N/A                  | Long             | ABS-MBS          |  | BM        |    537102 | PA      | $518267.23    | 0.11%             | 2045-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| U S BANK NATIONAL ASSOCIATION                          | US BANK NA USCLN 2026-RVM1 E                                         | CUSIP: 90355PAN6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4375792 | PA      | $4330372.31   | 0.94%             | 2046-12-25      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| SUNRUN DEMETER ISSUER LLC                              | SUNRUN DEMETER ISSUER 2021-2 LLC SUNRN 2021-2A A                     | CUSIP: 86772HAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    477215 | PA      | $434414.52    | 0.09%             | 2057-01-30      | Fixed         | 2.27%                 | Yes           |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS LIMITED                    | TEXTAINER MARINE CONTAINERS VII LTD TMCL 2021-1A B                   | CUSIP: 88315LAN8<br>LEI: N/A                  | Long             | ABS-MBS          |  | BM        |    408984 | PA      | $383387.87    | 0.08%             | 2046-02-20      | Fixed         | 2.52%                 | Yes           |                  2 | On Loan: No      |
| THUNDERBOLT AIRCRAFT LEASE LIMITED                     | THUNDERBOLT III AIRCRAFT LEASE LTD TBOLT 2019-1 B                    | CUSIP: 88607AAB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | KY        |     76367 | PA      | $74940.34     | 0.02%             | 2039-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COREVEST AMERICAN FINANCE                              | CAFL 2026-R1 ISSUER LLC CAFL 2026-R1 A2                              | CUSIP: 124761AB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4565000 | PA      | $4548329.08   | 0.99%             | 2036-03-25      | Fixed         | 10.05%                | Yes           |                  2 | On Loan: No      |
| VSTRONG AUTO RECEIVABLES TRUST                         | VSTRONG AUTO RECEIVABLES TRUST 2023-A VSTRG 2023-A C                 | CUSIP: 92920CAJ6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2845000 | PA      | $2973657.73   | 0.65%             | 2030-02-15      | Fixed         | 8.04%                 | Yes           |                  2 | On Loan: No      |
| CLAS LIMITED                                           | CASTLELAKE AIRCRAFT STRUCTURED TRUST 2019-1 CLAST 2019-1A E          | CUSIP: 12563CAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |  18400000 | PA      | $2079200.00   | 0.45%             | 2039-04-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| MISSION LANE CREDIT CARD MASTER TRUST                  | MISSION LANE CREDIT CARD MASTER TRUST MLANE 2025-A D                 | CUSIP: 60510MBN7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3500000 | PA      | $3504089.40   | 0.76%             | 2030-05-15      | Fixed         | 8.89%                 | Yes           |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST                    | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2024-RPL1 NRZT 2024-RPL1 B2      | CUSIP: 64832AAC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1195000 | PA      | $948245.41    | 0.21%             | 2064-01-25      | Floating      | 3.87%                 | Yes           |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST                               | BHG SECURITIZATION TRUST 2023-B BHG 2023-B E                         | CUSIP: 08862GAE4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2500000 | PA      | $2792604.75   | 0.61%             | 2036-12-17      | Fixed         | 12.40%                | Yes           |                  2 | On Loan: No      |
| MASTR ALTERNATIVE LOAN TR                              | MASTR ALTERNATIVE LOAN TRUST 2004-5 MALT 2004-5 1A1                  | CUSIP: 576434RF3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    101569 | PA      | $102490.21    | 0.02%             | 2034-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EVERBRIGHT SOLAR TRUST                                 | EVERBRIGHT SOLAR TRUST 2024-A EVBRT 2024-A A                         | CUSIP: 29977FAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    873513 | PA      | $735067.17    | 0.16%             | 2054-06-22      | Fixed         | 6.43%                 | Yes           |                  2 | On Loan: No      |
| FHF TRUST                                              | FHF ISSUER TRUST 2025-1 FHF 2025-1A A2                               | CUSIP: 30340RAB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2325729 | PA      | $2325575.07   | 0.51%             | 2031-02-15      | Fixed         | 4.92%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-30

**Name of Applicant:** THE ADVISORS' INNER CIRCLE FUND

**Signature:** Andrew Metzger

**Name of Signer:** Andrew Metzger

**Title:** Treasurer, Controller and Chief Financial Officer