# EDGAR Filing Document

**Accession Number:** 0001612930
**File Stem:** 0001193125-25-219180
**Filing Date:** 2025-9
**Character Count:** 261373
**Document Hash:** f45a427c64d91462841f3f65453cee85
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-219180.hdr.sgml**: 20250926

**ACCESSION NUMBER**: 0001193125-25-219180

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250926

**DATE AS OF CHANGE**: 20250926

**PERIOD START**: 20260131

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Angel Oak Funds Trust
- **CENTRAL INDEX KEY:** 0001612930

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0131

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22980
- **FILM NUMBER:** 251345983

**BUSINESS ADDRESS:**
- **STREET 1:** 3344 PEACHTREE ROAD NE, SUITE 1725
- **CITY:** ATLANTA
- **STATE:** GA
- **ZIP:** 30326
- **BUSINESS PHONE:** 404-953-4900

**MAIL ADDRESS:**
- **STREET 1:** 3344 PEACHTREE ROAD NE, SUITE 1725
- **CITY:** ATLANTA
- **STATE:** GA
- **ZIP:** 30326

## Series and Classes Contracts Data

### Angel Oak Income ETF (Series ID: S000077753)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000238279 | Angel Oak Income ETF | CARY            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Angel Oak Funds Trust

- **b. Investment Company Act file number:** 811-22980

- **c. CIK number of Registrant:** 0001612930

- **d. LEI of Registrant:** 549300DGLMLNBVBKK655

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

  - **Street Address 1:** 3344 Peachtree Road NE

  - **City:** Atlanta

  - **State:** GA

  - **Foreign country:** US

  - **Zip / Postal Code:** 30326

  - **Telephone number:** 404-953-4900

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

- **a. Name of Series:** Angel Oak Income ETF

- **b. EDGAR series identifier (if any):** S000077753

- **c. LEI of Series:** 549300KQXNQVK1DNGE47

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

- **a. Date of fiscal year-end:** 2026-01-31

- **b. Date as of which information is reported:** 2025-07-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $565823354.58

**Total Liabilities:** $14184063.50

**Net Assets:** $551639291.08

**Delayed Delivery Securities:** $10884819.18

**Cash Not Reported:** $908150.02

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 342.022727314579 | **1-Year:** 8004.970018831841 | **5-Year:** 41238.206331206650 | **10-Year:** 81081.631691384840 | **30-Year:** 13399.041896758530

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

- **3-Month:** 261.176371707407 | **1-Year:** 18531.681950327900 | **5-Year:** 26528.629791380500 | **10-Year:** 36573.291627909910 | **30-Year:** 15358.936092916590

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000238279 | 0.12%                | 1.55%                | 0.15%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $151180.42               | $-2182381.50                               |
| Month 2  | $271801.94               | $5057831.08                                |
| Month 3  | $130389.21               | $-1693183.80                               |

**Designated Index Information**

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

- **Index Identifier:** GH5UHQ8NQ5

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| HESS CORP                      | Hess Corp                                                                      | CUSIP: 023551AM6<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    100000 | PA      | $114845.60    | 0.02%             | 2033-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| REWORLD HOLDING CORP           | Reworld Holding Corp                                                           | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191180.48    | 0.03%             | 2029-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC          | Quikrete Holdings Inc                                                          | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205252.86    | 0.04%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RCKT Trust                     | RCKT Trust 2025-PL1                                                            | CUSIP: 74939RAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1004402.00   | 0.18%             | 2034-07-25      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN       | RHP Hotel Properties LP / RHP Finance Corp                                     | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $102206.50    | 0.02%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE            | CDW LLC / CDW Finance Corp                                                     | CUSIP: 12513GBL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $100867.00    | 0.02%             | 2034-08-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust | CFMT 2024-R1 LLC                                                               | CUSIP: 12530YAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $919207.00    | 0.17%             | 2054-10-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| RADIAN GROUP INC               | Radian Group Inc                                                               | CUSIP: 750236AY7<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207812.41    | 0.04%             | 2029-05-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Radnor Re LTD                  | Radnor Re 2024-1 Ltd                                                           | CUSIP: 75049AAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1030120.00   | 0.19%             | 2034-09-25      | Floating      | 8.35%                 | No            |                  2 | On Loan: No      |
| Radnor Re LTD                  | Radnor Re 2024-1 Ltd                                                           | CUSIP: 75049AAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $507661.00    | 0.09%             | 2034-09-25      | Floating      | 7.85%                 | No            |                  2 | On Loan: No      |
| Rate Mortgage Trust            | Rate Mortgage Trust 2021-J3                                                    | CUSIP: 75409TBA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $320066.50    | 0.06%             | 2051-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust | CFMT 2024-NR1 LLC                                                              | CUSIP: 12531DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    938107 | PA      | $949807.35    | 0.17%             | 2029-11-25      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| CarNow Auto Receivables Trust  | CarNow Auto Receivables Trust 2022-1                                           | CUSIP: 14367LAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    738045 | PA      | $714860.66    | 0.13%             | 2027-09-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP            | Carrier Global Corp                                                            | CUSIP: 14448CAR5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78991.18     | 0.01%             | 2040-04-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CARS.COM INC                   | Cars.com Inc                                                                   | CUSIP: 14575EAA3<br>LEI: 5493002G6J07LNGX4M98 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299632.62    | 0.05%             | 2028-11-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust | Carvana Auto Receivables Trust 2023-N2                                         | CUSIP: 14686LAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1064790.00   | 0.19%             | 2030-04-10      | Fixed         | 9.94%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust | Carvana Auto Receivables Trust 2023-N3                                         | CUSIP: 14686RAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2411000 | PA      | $2569800.03   | 0.47%             | 2030-09-10      | Fixed         | 9.49%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust | Carvana Auto Receivables Trust 2021-N4                                         | CUSIP: 14687HAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3270335 | PA      | $3182498.50   | 0.58%             | 2028-09-11      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust | Carvana Auto Receivables Trust 2024-P2                                         | CUSIP: 14688PAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    375000 | PA      | $384632.51    | 0.07%             | 2031-06-10      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Cerberus                       | Cerberus Loan Funding XLI LLC                                                  | CUSIP: 15674VAG9<br>LEI: 635400YAOHPN8ZVJAS71 | Long             | ABS-CBDO         | CORP              | US        |   1900000 | PA      | $1936134.20   | 0.35%             | 2035-07-15      | Floating      | 12.82%                | No            |                  2 | On Loan: No      |
| Cerberus                       | Cerberus Loan Funding XL LLC                                                   | CUSIP: 15675AAE9<br>LEI: 635400FRD1HEGKSHCI69 | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1508256.00   | 0.27%             | 2035-03-22      | Floating      | 8.72%                 | No            |                  2 | On Loan: No      |
| CHAMP ACQUISITION CORP         | Champ Acquisition Corp                                                         | CUSIP: 15807XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $318133.50    | 0.06%             | 2031-12-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora | Chase Home Lending Mortgage Trust Series 2024-4                                | CUSIP: 16159NBF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2018606 | PA      | $1853871.79   | 0.34%             | 2055-03-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora | Chase Home Lending Mortgage Trust Series 2024-5                                | CUSIP: 16159QBF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1884154 | PA      | $1730924.85   | 0.31%             | 2055-04-25      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS       | Cheniere Energy Partners LP                                                    | CUSIP: 16411QAS0<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102551.67    | 0.02%             | 2034-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD       | Cheniere Corpus Christi Holdings LLC                                           | CUSIP: 16412XAL9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    150000 | PA      | $123433.97    | 0.02%             | 2039-12-31      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC               | Cinemark USA Inc                                                               | CUSIP: 172441BH9<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206699.00    | 0.04%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN       | Clarios Global LP / Clarios US Finance Co                                      | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $309496.50    | 0.06%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC         | Comstock Resources Inc                                                         | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47239.25     | 0.01%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| RAVEN ACQUISITION HOLDIN       | Raven Acquisition Holdings LLC                                                 | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $303758.07    | 0.06%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| RTX CORP                       | RTX Corp                                                                       | CUSIP: 75513ECW9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107876.27    | 0.02%             | 2034-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC             | Conagra Brands Inc                                                             | CUSIP: 205887CD2<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94194.69     | 0.02%             | 2038-11-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust               | HILT COMMERCIAL MORTGAGE TRUST 2024-ORL                                        | CUSIP: 403956AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $200228.60    | 0.04%             | 2037-05-15      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust               | HILT COMMERCIAL MORTGAGE TRUST 2024-ORL                                        | CUSIP: 403956AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $200224.80    | 0.04%             | 2037-05-15      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC    | Hertz Vehicle Financing III LP                                                 | CUSIP: 42806MAH2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $964300.30    | 0.17%             | 2027-12-27      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC            | Reach ABS Trust 2024-2                                                         | CUSIP: 75525HAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $626225.52    | 0.11%             | 2031-07-15      | Fixed         | 8.83%                 | No            |                  2 | On Loan: No      |
| Regatta 34 Funding Ltd.        | Regatta 34 Funding Ltd                                                         | CUSIP: 75904BAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2000000.00   | 0.36%             | 2038-07-20      | Fixed         | 8.18%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trus | Republic Finance Issuance Trust 2024-B                                         | CUSIP: 76042GAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2052745.40   | 0.37%             | 2037-11-20      | Fixed         | 8.83%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC            | Resideo Funding Inc                                                            | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126961.50    | 0.02%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC    | Hertz Vehicle Financing LLC                                                    | CUSIP: 42806MAR0<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $956763.50    | 0.17%             | 2028-06-26      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| HPS Private Credit CLO         | HPS Private Credit CLO 2023-1 LLC                                              | CUSIP: 44328JAL5<br>LEI: 54930002KT5GZSNJ4R18 | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2506670.00   | 0.45%             | 2035-07-15      | Floating      | 14.17%                | No            |                  2 | On Loan: No      |
| MFRA Trust                     | MFA 2021-INV2 Trust                                                            | CUSIP: 552732AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1329000 | PA      | $1126642.47   | 0.20%             | 2056-11-25      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust         | Marlette Funding Trust 2023-2                                                  | CUSIP: 57109LAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3570434.70   | 0.65%             | 2033-06-15      | Fixed         | 7.92%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                 | Rocket Cos Inc                                                                 | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $204246.64    | 0.04%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC         | Roper Technologies Inc                                                         | CUSIP: 776743AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    150000 | PA      | $128346.06    | 0.02%             | 2031-02-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC             | Royalty Pharma PLC                                                             | CUSIP: 78081BAL7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $75045.34     | 0.01%             | 2040-09-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SG Capital Partners            | SG Residential Mortgage Trust 2021-1                                           | CUSIP: 784212AC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1467282 | PA      | $1233794.62   | 0.22%             | 2061-07-25      | Variable      | 1.56%                 | No            |                  2 | On Loan: No      |
| MARS INC                       | Mars Inc                                                                       | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201069.40    | 0.04%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MASTEC INC                     | MasTec Inc                                                                     | CUSIP: 576323AP4<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98989.58     | 0.02%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mello Mortgage Capital Accepta | Mello Mortgage Capital Acceptance 2022-INV2                                    | CUSIP: 58549JBU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    405853 | PA      | $342569.00    | 0.06%             | 2052-04-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| MERCER INTL INC                | Mercer International Inc                                                       | CUSIP: 588056BB6<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80646.24     | 0.01%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SG Capital Partners            | SG Residential Mortgage Trust 2021-2                                           | CUSIP: 78432YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    342645 | PA      | $290827.90    | 0.05%             | 2061-12-25      | Variable      | 1.74%                 | No            |                  2 | On Loan: No      |
| SG Capital Partners            | SG Residential Mortgage Trust 2021-2                                           | CUSIP: 78432YAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    553482 | PA      | $445512.96    | 0.08%             | 2061-12-25      | Variable      | 1.94%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP            | Meritage Homes Corp                                                            | CUSIP: 59001ABG6<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149577.00    | 0.03%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| METHANEX CORP                  | Methanex Corp                                                                  | CUSIP: 59151KAL2<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $99134.62     | 0.02%             | 2029-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SG Capital Partners            | SG Residential Mortgage Trust 2021-2                                           | CUSIP: 78432YAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    910000 | PA      | $652427.23    | 0.12%             | 2061-12-25      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust    | SBNA Auto Receivables Trust 2024-A                                             | CUSIP: 78437PAH6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1570203.30   | 0.28%             | 2032-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SAFCO Auto Receivables Trust   | SAFCO Auto Receivables Trust 2025-1                                            | CUSIP: 785923AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1006838.40   | 0.18%             | 2030-12-10      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| SAKS GLOBAL ENTERPRS LLC       | Saks Global Enterprises LLC                                                    | CUSIP: 79380MAA3<br>LEI: 5493007HQSJGRH78Q684 | Long             | DBT              | CORP              | US        |     50000 | PA      | $11500.00     | 0.00%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP            | Medline Borrower LP                                                            | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98108.69     | 0.02%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya Ai Debt Grantor Trust 2024-9                                            | CUSIP: 69548QAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    535250 | PA      | $550357.73    | 0.10%             | 2032-03-15      | Fixed         | 10.11%                | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2021-8                                              | CUSIP: 92538GAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1720486.00   | 0.31%             | 2066-11-25      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2022-3                                              | CUSIP: 92538UAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2066803 | PA      | $1928507.14   | 0.35%             | 2067-02-25      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2022-3                                              | CUSIP: 92538UAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1139896.50   | 0.21%             | 2067-02-25      | Variable      | 4.07%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2022-2                                              | CUSIP: 92538XAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3800000 | PA      | $3202127.00   | 0.58%             | 2067-02-25      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| ZEBRA TECHNOLOGIES CORP        | Zebra Technologies Corp                                                        | CUSIP: 989207AD7<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102584.70    | 0.02%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS         | Zimmer Biomet Holdings Inc                                                     | CUSIP: 98956PAV4<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $176817.75    | 0.03%             | 2031-11-24      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| SALLY HOLDINGS/SALLY CAP       | Sally Holdings LLC / Sally Capital Inc                                         | CUSIP: 79546VAQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $154135.95    | 0.03%             | 2032-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortg | Saluda Grade Alternative Mortgage Trust 2020-SEQ1                              | CUSIP: 79581PAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    134637 | PA      | $130837.71    | 0.02%             | 2050-05-25      | Variable      | 3.32%                 | No            |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortg | Saluda Grade Alternative Mortgage Trust 2023-FIG4                              | CUSIP: 79581UAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1438032 | PA      | $1473930.00   | 0.27%             | 2053-11-25      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortg | Saluda Grade Alternative Mortgage Trust 2023-FIG3                              | CUSIP: 79582AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    684525 | PA      | $699752.45    | 0.13%             | 2053-08-25      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortg | Saluda Grade Alternative Mortgage Trust 2025-NPL1                              | CUSIP: 79582BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2852388 | PA      | $2846657.83   | 0.52%             | 2030-01-25      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortg | Saluda Grade Alternative Mortgage Trust 2025-NPL1                              | CUSIP: 79582BAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $497416.50    | 0.09%             | 2030-01-25      | Variable      | 9.05%                 | No            |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortg | Saluda Grade Alternative Mortgage Trust 2025-NPL2                              | CUSIP: 79589BAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3004368 | PA      | $3023374.13   | 0.55%             | 2030-05-25      | Variable      | 7.77%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Lin | Santander Bank Auto Credit-Linked Notes Series 2024-A                          | CUSIP: 80290CCN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    243605 | PA      | $247030.26    | 0.04%             | 2032-06-15      | Fixed         | 10.17%                | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                | Sealed Air Corp                                                                | CUSIP: 812127AC2<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154633.05    | 0.03%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust         | Sequoia Mortgage Trust 2023-4                                                  | CUSIP: 81743JCG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1441053 | PA      | $1217105.81   | 0.22%             | 2053-11-25      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust         | Sequoia Mortgage Trust 2023-2                                                  | CUSIP: 81744KCG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1402591 | PA      | $1238126.03   | 0.22%             | 2053-03-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust         | Sequoia Mortgage Trust 2024-2                                                  | CUSIP: 81749HCF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1432910 | PA      | $1268425.04   | 0.23%             | 2054-03-25      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| SHELF DRILL HOLD LTD           | Shelf Drilling Holdings Ltd                                                    | CUSIP: 822538AH7<br>LEI: 54930078ZJ3XP4MRYB68 | Long             | DBT              | CORP              | KY        |    300000 | PA      | $257160.99    | 0.05%             | 2029-04-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| SIMMONS FOOD INC/SIMMONS       | Simmons Foods Inc/Simmons Prepared Foods Inc/Simmons Pet Food Inc/Simmons Feed | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $94760.28     | 0.02%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SKOPOS AUTO RECEIVABLES TRUST  | Skopos Auto Receivables Trust 2019-1                                           | CUSIP: 83085DAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    106867 | PA      | $107081.97    | 0.02%             | 2026-06-15      | Fixed         | 7.82%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRET       | Smyrna Ready Mix Concrete LLC                                                  | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299258.40    | 0.05%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| First Help Financial LLC       | FHF Issuer Trust 2024-3                                                        | CUSIP: 30339EAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1003242.10   | 0.18%             | 2031-12-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                               | CUSIP: 3132DPX52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1311405 | PA      | $1276870.36   | 0.23%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                               | CUSIP: 3132DSR46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    988141 | PA      | $965824.77    | 0.18%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                               | CUSIP: 3132DSWC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    853866 | PA      | $872338.25    | 0.16%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                               | CUSIP: 3132DT3C2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    830539 | PA      | $812820.46    | 0.15%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Tru | Vista Point Securitization Trust Series 2024-CES2                              | CUSIP: 92841YAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $495608.50    | 0.09%             | 2054-10-25      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Tru | Vista Point Securitization Trust Series 2024-CES2                              | CUSIP: 92841YAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1018287.00   | 0.18%             | 2054-10-25      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                               | CUSIP: 3133CQ6A8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000478 | PA      | $996250.99    | 0.18%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                               | CUSIP: 3133CXCV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4971399 | PA      | $4950394.67   | 0.90%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Tru | Vista Point Securitization Trust 2025-CES2                                     | CUSIP: 92842UAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1006774.00   | 0.18%             | 2055-08-25      | Variable      | 7.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                               | CUSIP: 3133CXZ45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2418241 | PA      | $2415580.91   | 0.44%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                               | CUSIP: 3133CYQ43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2790830 | PA      | $2835508.86   | 0.51%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                               | CUSIP: 3133CYQ68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2475084 | PA      | $2469267.98   | 0.45%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                               | CUSIP: 3133KKUC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4711456 | PA      | $3876225.71   | 0.70%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                               | CUSIP: 3133KPQ27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    836419 | PA      | $794330.91    | 0.14%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                               | CUSIP: 3133WAZG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2773267 | PA      | $2637185.89   | 0.48%             | 2054-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AB BSL CLO                     | AB BSL CLO 6 Ltd                                                               | CUSIP: 00039LAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2002718.00   | 0.36%             | 2037-07-20      | Fixed         | 8.48%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST                 | ACHV ABS TRUST 2024-2PL                                                        | CUSIP: 00092HAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    537297 | PA      | $538081.35    | 0.10%             | 2031-10-27      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC       | Acadia Healthcare Co Inc                                                       | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    600000 | PA      | $618508.20    | 0.11%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                | CUSIP: 3140ADFL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    970847 | PA      | $966745.33    | 0.18%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                | CUSIP: 3140ANNU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    983859 | PA      | $965789.59    | 0.18%             | 2054-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS         | Adient Global Holdings Ltd                                                     | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |    100000 | PA      | $102042.10    | 0.02%             | 2033-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEM       | Advanced Drainage Systems Inc                                                  | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101600.65    | 0.02%             | 2030-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                | CUSIP: 3140AQYY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    983524 | PA      | $959467.73    | 0.17%             | 2054-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                | CUSIP: 3140ATLV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1485655 | PA      | $1481699.81   | 0.27%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                | CUSIP: 3140KYBS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3041668 | PA      | $2388640.07   | 0.43%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                | CUSIP: 3140MWXQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    839913 | PA      | $818844.42    | 0.15%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                | AREIT 2024-CRE9 Ltd                                                            | CUSIP: 00193AAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    800000 | PA      | $794359.20    | 0.14%             | 2041-05-17      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                      | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $135769.25    | 0.02%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                     | Affirm Asset Securitization Trust 2024-A                                       | CUSIP: 00834BAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $201493.14    | 0.04%             | 2029-02-15      | Fixed         | 6.89%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                     | Affirm Asset Securitization Trust 2024-A                                       | CUSIP: 00834BAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $201875.32    | 0.04%             | 2029-02-15      | Fixed         | 9.17%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                     | Affirm Asset Securitization Trust 2024-A                                       | CUSIP: 00834BAK3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1009376.60   | 0.18%             | 2029-02-15      | Fixed         | 9.17%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                     | Affirm Asset Securitization Trust 2024-B                                       | CUSIP: 00835AAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1002490.60   | 0.18%             | 2029-09-15      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC       | Agilent Technologies Inc                                                       | CUSIP: 00846UAR2<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97827.89     | 0.02%             | 2034-09-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AgoraCapital Auto Securities T | AgoraCapital Auto Securities Trust 2025-1                                      | CUSIP: 008483AB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1007126.40   | 0.18%             | 2032-11-25      | Fixed         | 7.27%                 | No            |                  2 | On Loan: No      |
| AgoraCapital Auto Securities T | AgoraCapital Auto Securities Trust 2025-1                                      | CUSIP: 008483AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $505086.00    | 0.09%             | 2032-11-25      | Fixed         | 10.17%                | No            |                  2 | On Loan: No      |
| AIRCASTLE / IRELAND DAC        | Aircastle Ltd / Aircastle Ireland DAC                                          | CUSIP: 00929JAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    150000 | PA      | $151559.22    | 0.03%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC        | American Axle & Manufacturing Inc                                              | CUSIP: 02406PBB5<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90810.78     | 0.02%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO            | American Express Co                                                            | CUSIP: 025816DW6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    275000 | PA      | $278808.33    | 0.05%             | 2035-07-26      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP            | American Tower Corp                                                            | CUSIP: 03027XCD0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154705.70    | 0.03%             | 2033-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                      | Amgen Inc                                                                      | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102034.20    | 0.02%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| American Money Management Corp | AMMC CLO 32 Ltd                                                                | CUSIP: 03166KAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4000000.00   | 0.73%             | 2038-10-17      | Fixed         | 8.08%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                  | Amphenol Corp                                                                  | CUSIP: 032095AQ4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102658.74    | 0.02%             | 2034-04-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Anchorage Credit Funding Ltd.  | Anchorage Credit Funding 3 Ltd                                                 | CUSIP: 03330EAL8<br>LEI: 5493003NNQWXMTSTMF21 | Long             | ABS-CBDO         | CORP              | KY        |   1275000 | PA      | $1278408.08   | 0.23%             | 2039-01-28      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| Anchorage Credit Funding Ltd.  | Anchorage Credit Funding 9 Ltd                                                 | CUSIP: 03330HBN6<br>LEI: 549300SMHL6F6G4VTM11 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $928360.00    | 0.17%             | 2037-10-25      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI       | Antero Midstream Partners LP / Antero Midstream Finance Corp                   | CUSIP: 03690AAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $205769.20    | 0.04%             | 2032-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                | CUSIP: 3140N4PS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3245301 | PA      | $3308285.94   | 0.60%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                | CUSIP: 3140QNKN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4991063 | PA      | $3913272.59   | 0.71%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                 | Apidos CLO XLVI Ltd                                                            | CUSIP: 03769YAA8<br>LEI: 254900XSALC4GJ58ZP29 | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1003462.00   | 0.18%             | 2036-10-24      | Floating      | 12.27%                | No            |                  2 | On Loan: No      |
| Aqua Finance Trust             | Aqua Finance Trust 2021-A                                                      | CUSIP: 03842VAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    180000 | PA      | $166584.13    | 0.03%             | 2046-07-17      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Lo | Arbor Realty Collateralized Loan Obligation Ltd                                | CUSIP: 03881UAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1003037.00   | 0.18%             | 2041-01-20      | Floating      | 6.99%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN       | Archrock Partners LP / Archrock Partners Finance Corp                          | CUSIP: 03959KAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     36000 | PA      | $36114.48     | 0.01%             | 2027-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN       | Archrock Partners LP / Archrock Partners Finance Corp                          | CUSIP: 03959KAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $101570.60    | 0.02%             | 2032-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ARES Commercial Mortgage Trust | ARES Commercial Mortgage Trust 2024-IND                                        | CUSIP: 03990DAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $502461.50    | 0.09%             | 2041-07-15      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| ARIS WATER HOLDINGS LLC        | Aris Water Holdings LLC                                                        | CUSIP: 04041NAA0<br>LEI: 5493007AWQW8ZKCHVV46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102638.80    | 0.02%             | 2030-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO       | Capital One Financial Corp                                                     | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    275000 | PA      | $282450.23    | 0.05%             | 2036-01-30      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| CAPSTONE COPPER CORP           | Capstone Copper Corp                                                           | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $305946.90    | 0.06%             | 2033-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Carbone CLO, LTD               | Carbone Clo Ltd                                                                | CUSIP: 141312AG3<br>LEI: 5493005I53NEC017LN87 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2004810.00   | 0.36%             | 2031-01-20      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| Carlyle C17 CLO                | Carlyle C17 CLO Ltd                                                            | CUSIP: 14307PAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003549.00   | 0.18%             | 2031-04-30      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                  | Carnival Corp                                                                  | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    100000 | PA      | $100949.30    | 0.02%             | 2029-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                  | Carnival Corp                                                                  | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    100000 | PA      | $101836.60    | 0.02%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC           | Cleveland-Cliffs Inc                                                           | CUSIP: 185899AN1<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99598.65     | 0.02%             | 2030-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                | CUSIP: 3140W1P49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7512729 | PA      | $7347757.18   | 1.33%             | 2054-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                | CUSIP: 3140XHJY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4032565 | PA      | $3617524.89   | 0.66%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC           | Cleveland-Cliffs Inc                                                           | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    350000 | PA      | $341900.86    | 0.06%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION         | Clydesdale Acquisition Holdings Inc                                            | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204997.00    | 0.04%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COGENT COMMS GRP / FIN         | Cogent Communications Group LLC / Cogent Finance Inc                           | CUSIP: 19240WAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $196246.58    | 0.04%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD               | GGAM Finance Ltd                                                               | CUSIP: 36170JAC0<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    100000 | PA      | $103051.92    | 0.02%             | 2027-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD               | GGAM Finance Ltd                                                               | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    100000 | PA      | $103271.20    | 0.02%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities  | GS Mortgage-Backed Securities Trust 2021-MM1                                   | CUSIP: 36264JAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    808431 | PA      | $654019.74    | 0.12%             | 2052-04-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust     | GLS Auto Receivables Issuer Trust 2023-1                                       | CUSIP: 36266XAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1102257.00   | 0.20%             | 2030-03-15      | Fixed         | 11.42%                | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust     | GLS Auto Receivables Issuer Trust 2023-3                                       | CUSIP: 36267PAL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1611593.40   | 0.29%             | 2030-08-15      | Fixed         | 9.27%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities  | GS Mortgage-Backed Securities Trust 2024-PJ8                                   | CUSIP: 36272LCT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1262000 | PA      | $1120050.24   | 0.20%             | 2055-02-25      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities  | GS Mortgage-Backed Securities Trust 2024-PJ8                                   | CUSIP: 36272LCU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1734641 | PA      | $1243229.35   | 0.23%             | 2055-02-25      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust     | GLS Auto Receivables Issuer Trust 2023-4                                       | CUSIP: 362929AG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1091329.50   | 0.20%             | 2030-08-15      | Fixed         | 9.72%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities  | GS Mortgage-Backed Securities Trust 2024-RPL4                                  | CUSIP: 362948AF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1415595.00   | 0.26%             | 2061-09-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities  | GS Mortgage-Backed Securities Trust 2024-PJ7                                   | CUSIP: 362949CR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1529000 | PA      | $1298255.55   | 0.24%             | 2054-11-25      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                                                | CUSIP: 37045XEP7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103228.17    | 0.02%             | 2034-01-07      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Generate CLO Ltd.              | Generate CLO 12 Ltd                                                            | CUSIP: 37147VAG2<br>LEI: 549300OPJWALMOKFT505 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2000000.00   | 0.36%             | 2036-07-20      | Floating      | 9.58%                 | No            |                  2 | On Loan: No      |
| GENESEE & WYOMING INC          | Genesee & Wyoming Inc                                                          | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101277.80    | 0.02%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN          | Genesis Energy LP / Genesis Energy Finance Corp                                | CUSIP: 37185LAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $52194.45     | 0.01%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN          | Genesis Energy LP / Genesis Energy Finance Corp                                | CUSIP: 37185LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $155661.30    | 0.03%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC            | Global Payments Inc                                                            | CUSIP: 37940XAQ5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152015.62    | 0.03%             | 2032-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GLOBAL AIR LEASE CO LTD        | Global Aircraft Leasing Co Ltd                                                 | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    300000 | PA      | $310166.32    | 0.06%             | 2027-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                | CUSIP: 3140XLE38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1189657 | PA      | $1186848.58   | 0.22%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                | CUSIP: 3140XNPY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2306121 | PA      | $2255698.90   | 0.41%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                | CUSIP: 3140XPCS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    874284 | PA      | $853445.91    | 0.15%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                | CUSIP: 3140XPUY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    916683 | PA      | $933077.38    | 0.17%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust     | GLS Auto Receivables Issuer Trust 2024-3                                       | CUSIP: 37989AAN4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1032036.60   | 0.19%             | 2031-06-16      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust     | GLS Auto Receivables Issuer Trust 2025-2                                       | CUSIP: 37989BAN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1410000 | PA      | $1471261.12   | 0.27%             | 2032-06-15      | Fixed         | 7.73%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                     | goeasy Ltd                                                                     | CUSIP: 380355AJ6<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $309166.05    | 0.06%             | 2029-07-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                    | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    275000 | PA      | $281254.41    | 0.05%             | 2036-01-28      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                | CUSIP: 3140XQ2C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2721587 | PA      | $2661823.36   | 0.48%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                | CUSIP: 3140XRGA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3786304 | PA      | $3247914.63   | 0.59%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                               | CUSIP: 31425U2Z7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2199643 | PA      | $2199286.34   | 0.40%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                               | CUSIP: 31425V2B8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    988534 | PA      | $973004.93    | 0.18%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO Ltd | Golub Capital Partners CLO 69M                                                 | CUSIP: 38179UAF5<br>LEI: 2549004WBNSFGOX1MY52 | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $3006936.00   | 0.55%             | 2036-11-09      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Impr | Goodleap Sustainable Home Solutions Trust 2023-2                               | CUSIP: 38237AAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $62226.73     | 0.01%             | 2055-05-20      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Impr | GoodLeap Sustainable Home Solutions Trust 2022-3                               | CUSIP: 38237TAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    153051 | PA      | $136311.74    | 0.02%             | 2049-07-20      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                 | Gray Media Inc                                                                 | CUSIP: 389286AA3<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    200000 | PA      | $147793.62    | 0.03%             | 2031-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GREAT LAKES DREDGE&DOCK        | Great Lakes Dredge & Dock Corp                                                 | CUSIP: 390607AF6<br>LEI: 549300H65E3MZ1CX0P05 | Long             | DBT              | CORP              | US        |    275000 | PA      | $260724.53    | 0.05%             | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GREENFIRE RESOURCES LTD        | Greenfire Resources Ltd                                                        | CUSIP: 39525UAA5<br>LEI: 254900MTS0G2VGMJW059 | Long             | DBT              | CORP              | CA        |     40000 | PA      | $42127.20     | 0.01%             | 2028-10-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issu | GreenSky Home Improvement Trust 2024-1                                         | CUSIP: 39571MAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $519895.50    | 0.09%             | 2059-06-25      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issu | GreenSky Home Improvement Issuer Trust 2025-2                                  | CUSIP: 39571VAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1008671.40   | 0.18%             | 2060-06-25      | Fixed         | 7.79%                 | No            |                  2 | On Loan: No      |
| HCA INC                        | HCA Inc                                                                        | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100455.77    | 0.02%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT         | HAT Holdings I LLC / HAT Holdings II LLC                                       | CUSIP: 418751AD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $91006.22     | 0.02%             | 2030-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                               | CUSIP: 31427M4B4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3484889 | PA      | $3588160.06   | 0.65%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                               | CUSIP: 31427MCR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3930526 | PA      | $3842501.24   | 0.70%             | 2055-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HECLA MINING CO                | Hecla Mining Co                                                                | CUSIP: 422704AH9<br>LEI: 5493009Y6HOBZD1QD537 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101201.50    | 0.02%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HELIX ENERGY SOLUTIONS         | Helix Energy Solutions Group Inc                                               | CUSIP: 42330PAL1<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209027.20    | 0.04%             | 2029-03-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC              | Herc Holdings Inc                                                              | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    500000 | PA      | $512266.00    | 0.09%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP/THE                 | Hertz Corp/The                                                                 | CUSIP: 428040DC0<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52278.59     | 0.01%             | 2029-07-15      | Fixed         | 12.62%                | No            |                  2 | On Loan: No      |
| MFRA Trust                     | MFA 2021-NQM2 Trust                                                            | CUSIP: 55283WAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    362058 | PA      | $316725.67    | 0.06%             | 2064-11-25      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC          | Molina Healthcare Inc                                                          | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98787.32     | 0.02%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE          | Molson Coors Beverage Co                                                       | CUSIP: 60871RAH3<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79338.39     | 0.01%             | 2046-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Momnt Technologies Trust       | Momnt Technologies Trust 2023-1                                                | CUSIP: 608934AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100975.73    | 0.02%             | 2045-03-20      | Fixed         | 8.29%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                 | NRG Energy Inc                                                                 | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101405.10    | 0.02%             | 2034-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NRZ Excess Spread Collateraliz | NRM FHT1 Excess Owner LLC                                                      | CUSIP: 64832EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    927925 | PA      | $929618.42    | 0.17%             | 2032-03-25      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                               | CUSIP: 31427MYN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3926069 | PA      | $3834948.98   | 0.70%             | 2055-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                               | CUSIP: 31427MZF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4849707 | PA      | $4938257.90   | 0.90%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP          | Northrop Grumman Corp                                                          | CUSIP: 666807CM2<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92698.70     | 0.02%             | 2054-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP            | NOVA Chemicals Corp                                                            | CUSIP: 66977WAT6<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $105141.30    | 0.02%             | 2028-11-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SPDR Bloomberg High Yield Bond | SPDR Bloomberg High Yield Bond ETF                                             | CUSIP: 78468R622<br>LEI: 549300NCLW2248PN7J24 | Long             | EC               | RF                | US        |     71500 | NS      | $6927635.00   | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD BUILDING SOLUTI       | Standard Building Solutions Inc                                                | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204376.40    | 0.04%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST        | Starwood Property Trust Inc                                                    | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151594.24    | 0.03%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential  | Starwood Mortgage Residential Trust 2022-3                                     | CUSIP: 85571RAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    944503 | PA      | $878079.83    | 0.16%             | 2067-03-25      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential  | Starwood Mortgage Residential Trust 2019-INV1                                  | CUSIP: 85572JAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $463679.33    | 0.08%             | 2049-09-27      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| Starwood Residential Mortgage  | STAR 2021-1 Trust                                                              | CUSIP: 85573GAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $511127.40    | 0.09%             | 2065-05-25      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                               | CUSIP: 3142GRSU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    880568 | PA      | $894114.76    | 0.16%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP            | Fifth Third Bancorp                                                            | CUSIP: 316773DL1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    275000 | PA      | $284945.88    | 0.05%             | 2032-01-29      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential  | Starwood Mortgage Residential Trust 2021-3                                     | CUSIP: 85573JAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $745969.00    | 0.14%             | 2056-06-25      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| STENA INTERNATIONAL SA         | Stena International SA                                                         | CUSIP: 85858EAD5<br>LEI: 213800A4LTGG4W55QP46 | Long             | DBT              | CORP              | LU        |    300000 | PA      | $305155.50    | 0.06%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                    | FIGRE Trust 2024-HE1                                                           | CUSIP: 31684HAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    718204 | PA      | $739269.27    | 0.13%             | 2054-03-25      | Variable      | 7.19%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                    | FIGRE Trust 2024-HE4                                                           | CUSIP: 31684UAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    887872 | PA      | $879733.53    | 0.16%             | 2054-09-25      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| FinBe USA Trust                | FinBe USA Trust 2025-1                                                         | CUSIP: 317967AB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1004864.40   | 0.18%             | 2030-12-16      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| First American Government Obli | First American Government Obligations Fund                                     | CUSIP: 31846V211<br>LEI: 549300R5MYM6VZF1RM44 | Long             | STIV             | RF                | US        |  13395709 | NS      | $13395709.11  | 2.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2021-4                                              | CUSIP: 92538HAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    596510 | PA      | $486432.61    | 0.09%             | 2066-07-25      | Variable      | 1.35%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2021-6                                              | CUSIP: 92538MAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    290000 | PA      | $210315.38    | 0.04%             | 2066-10-25      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2021-7                                              | CUSIP: 92538QAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $317579.60    | 0.06%             | 2066-10-25      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2021-3                                              | CUSIP: 92539LAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1257000 | PA      | $898217.00    | 0.16%             | 2066-06-25      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L       | First Quantum Minerals Ltd                                                     | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $309501.65    | 0.06%             | 2033-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FISERV INC                     | Fiserv Inc                                                                     | CUSIP: 337738BH0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103080.43    | 0.02%             | 2033-08-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust     | Flagship Credit Auto Trust 2024-1                                              | CUSIP: 33843VAN3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    585000 | PA      | $599019.06    | 0.11%             | 2031-05-15      | Fixed         | 8.60%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC       | Ford Motor Credit Co LLC                                                       | CUSIP: 345397E66<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97586.07     | 0.02%             | 2034-03-08      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANS & INFRAST       | FTAI Aviation Investors LLC                                                    | CUSIP: 34960PAE1<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106125.30    | 0.02%             | 2030-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANS & INFRAST       | FTAI Aviation Investors LLC                                                    | CUSIP: 34960PAH4<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198431.16    | 0.04%             | 2033-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fortress Credit Opportunities  | Fortress Credit Opportunities XXIX CLO Ltd                                     | CUSIP: 34990EAJ9<br>LEI: 254900314MCCPONEEQ30 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2499897.50   | 0.45%             | 2033-04-20      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust       | Foundation Finance Trust 2021-1                                                | CUSIP: 35041LAD2<br>LEI: 549300MQ65NOVQXYNB21 | Long             | ABS-O            | CORP              | US        |     72155 | PA      | $69258.61     | 0.01%             | 2041-05-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust       | Foundation Finance Trust 2025-2                                                | CUSIP: 35042NAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    350000 | PA      | $351404.41    | 0.06%             | 2052-04-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Trust 2024-BIO                                                              | CUSIP: 05612AAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $198905.20    | 0.04%             | 2041-02-15      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Commercial Mortgage Trust 2024-KING                                         | CUSIP: 05612RAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    493503 | PA      | $496128.57    | 0.09%             | 2034-05-15      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX 2024-PALM                                                                   | CUSIP: 05612UAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    259615 | PA      | $259729.35    | 0.05%             | 2037-06-15      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE       | Burlington Northern Santa Fe LLC                                               | CUSIP: 12189LBB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $81794.72     | 0.01%             | 2047-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX 2025-BIO3 Mortgage Trust                                                    | CUSIP: 123911AJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $743187.75    | 0.13%             | 2042-02-10      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Commercial Mortgage Trust 2024-AIRC                                         | CUSIP: 12433CAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    280859 | PA      | $282458.89    | 0.05%             | 2039-08-15      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC        | CRH America Finance Inc                                                        | CUSIP: 12636YAE2<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203987.18    | 0.04%             | 2034-05-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CSX CORP                       | CSX Corp                                                                       | CUSIP: 126408GK3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107727.79    | 0.02%             | 2037-05-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| CVR PARTNERS/CVR NITROGE       | CVR Partners LP / CVR Nitrogen Finance Corp                                    | CUSIP: 12663QAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $198699.56    | 0.04%             | 2028-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust   | CSMC 2022-NQM4 Trust                                                           | CUSIP: 12665EAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    196603 | PA      | $195569.38    | 0.04%             | 2067-06-25      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                | CUSIP: 3138MTKQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1952943 | PA      | $1943470.85   | 0.35%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                       | AT&T Inc                                                                       | CUSIP: 00206RFW7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95513.78     | 0.02%             | 2037-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Arizona Biltmore Trust         | ARZ Trust 2024-BILT                                                            | CUSIP: 00218TAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $257157.00    | 0.05%             | 2029-06-11      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Arivo Acceptance Auto Loan Rec | Arivo Acceptance Auto Loan Receivables Trust 2025-1                            | CUSIP: 039962AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $499923.35    | 0.09%             | 2032-01-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC          | Arrow Electronics Inc                                                          | CUSIP: 04273WAE1<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102876.52    | 0.02%             | 2034-04-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC            | Ashtead Capital Inc                                                            | CUSIP: 045054AR4<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207647.93    | 0.04%             | 2033-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ATLX Trust                     | ATLX 2024-RPL1 Trust                                                           | CUSIP: 049915AB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1700000 | PA      | $1646863.10   | 0.30%             | 2064-04-25      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| ATLX Trust                     | ATLX 2024-RPL1 Trust                                                           | CUSIP: 049915AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4758795.00   | 0.86%             | 2064-04-25      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| Avant Credit Card Master Trust | Avant Credit Card Master Trust                                                 | CUSIP: 05351KAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $496172.45    | 0.09%             | 2030-04-15      | Fixed         | 6.23%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding | Avis Budget Rental Car Funding AESOP LLC                                       | CUSIP: 05377REU4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1931840.40   | 0.35%             | 2028-02-20      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding | Avis Budget Rental Car Funding AESOP LLC                                       | CUSIP: 05377RJS4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   2250000 | PA      | $2278674.90   | 0.41%             | 2029-06-20      | Fixed         | 7.31%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding | Avis Budget Rental Car Funding AESOP LLC                                       | CUSIP: 05377RJW5<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1009671.00   | 0.18%             | 2028-08-21      | Fixed         | 7.31%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding | Avis Budget Rental Car Funding AESOP LLC                                       | CUSIP: 05377RKG8<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1506590.25   | 0.27%             | 2027-10-20      | Fixed         | 7.26%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD       | Avolon Holdings Funding Ltd                                                    | CUSIP: 05401AAV3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    100000 | PA      | $102993.03    | 0.02%             | 2029-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS D       | Axalta Coating Systems Dutch Holding B BV                                      | CUSIP: 05455JAA5<br>LEI: 5493007DMEBZH3CQ5E51 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $104118.60    | 0.02%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch  | BAMLL Trust 2025-ASHF                                                          | CUSIP: 05494CAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $753650.25    | 0.14%             | 2042-02-15      | Floating      | 7.34%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch  | BAMLL Commercial Mortgage Securities Trust 2024-NASH                           | CUSIP: 05555CAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99288.70     | 0.02%             | 2039-05-15      | Floating      | 9.19%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                           | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    275000 | PA      | $234204.10    | 0.04%             | 2036-09-21      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| BARRICK INTL BARBADOS          | Barrick International Barbados Corp                                            | CUSIP: 06849AAB5<br>LEI: 549300Q10KSESPW7OK85 | Long             | DBT              | CORP              | BB        |    100000 | PA      | $107265.51    | 0.02%             | 2036-10-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC       | Baxter International Inc                                                       | CUSIP: 071813CS6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86946.69     | 0.02%             | 2032-02-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT               | Bellemeade Re 2023-1 Ltd                                                       | CUSIP: 07876XAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   1000000 | PA      | $1030035.00   | 0.19%             | 2033-10-25      | Floating      | 8.60%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT               | Bellemeade Re 2023-1 Ltd                                                       | CUSIP: 07876XAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    200000 | PA      | $214483.40    | 0.04%             | 2033-10-25      | Floating      | 11.05%                | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT               | Bellemeade Re Ltd                                                              | CUSIP: 078915AD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    900000 | PA      | $935602.20    | 0.17%             | 2034-08-25      | Floating      | 8.95%                 | No            |                  2 | On Loan: No      |
| BELRON UK FINANCE PLC          | Belron UK Finance PLC                                                          | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $101001.00    | 0.02%             | 2029-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt | Benefit Street Partners CLO VIII Ltd                                           | CUSIP: 08180XAW2<br>LEI: 549300D98ZLKNSI8CN63 | Long             | ABS-CBDO         | CORP              | KY        |   1550000 | PA      | $1554366.35   | 0.28%             | 2031-01-20      | Floating      | 7.34%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Secur | BHG Securitization Trust 2022-C                                                | CUSIP: 08860DAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $541566.30    | 0.10%             | 2035-10-17      | Fixed         | 9.73%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Secur | BHG Securitization Trust 2024-1CON                                             | CUSIP: 08862HAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $209969.44    | 0.04%             | 2035-04-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BIO-RAD LABS                   | Bio-Rad Laboratories Inc                                                       | CUSIP: 090572AQ1<br>LEI: 549300ZC1GPV35XYDK53 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92224.25     | 0.02%             | 2032-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TR         | Blackstone Mortgage Trust Inc                                                  | CUSIP: 09257WAF7<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105797.70    | 0.02%             | 2029-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BORGWARNER INC                 | BorgWarner Inc                                                                 | CUSIP: 099724AQ9<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101169.71    | 0.02%             | 2034-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus | BRAVO Residential Funding Trust 2024-NQM4                                      | CUSIP: 10568NAC6<br>LEI: 254900NOKQW417VKV943 | Long             | ABS-MBS          | CORP              | US        |    452085 | PA      | $442231.64    | 0.08%             | 2060-01-25      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus | BRAVO Residential Funding Trust 2024-NQM4                                      | CUSIP: 10568NAD4<br>LEI: 254900NOKQW417VKV943 | Long             | ABS-MBS          | CORP              | US        |    904171 | PA      | $858209.78    | 0.16%             | 2060-01-25      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus | BRAVO Residential Funding Trust 2021-NQM2                                      | CUSIP: 10569EAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    140196 | PA      | $135058.11    | 0.02%             | 2060-03-25      | Variable      | 1.28%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Secur | Bridgecrest Lending Auto Securitization Trust 2023-1                           | CUSIP: 108056AG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2226181.00   | 0.40%             | 2030-07-15      | Fixed         | 10.37%                | No            |                  2 | On Loan: No      |
| BROWN-FORMAN CORP              | Brown-Forman Corp                                                              | CUSIP: 115637AT7<br>LEI: 549300873K3LXF7ARU34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87238.76     | 0.02%             | 2038-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC       | Builders FirstSource Inc                                                       | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101595.90    | 0.02%             | 2034-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP         | Bunge Ltd Finance Corp                                                         | CUSIP: 120568BC3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    200000 | PA      | $180488.67    | 0.03%             | 2031-05-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                             | CUSIP: 226373AT5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104604.93    | 0.02%             | 2031-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T | Ellington Financial Mortgage Trust 2022-4                                      | CUSIP: 268432AE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1502545.50   | 0.27%             | 2067-09-25      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| ENACT HOLDINGS INC             | Enact Holdings Inc                                                             | CUSIP: 29249EAA7<br>LEI: 9845003CA5664B741N19 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103374.35    | 0.02%             | 2029-05-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ENCINO ACQUISITION PARTN       | Encino Acquisition Partners Holdings LLC                                       | CUSIP: 29254BAA5<br>LEI: 549300BUKUEKT2UE4T49 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102125.00    | 0.02%             | 2028-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust   | CSMC 2022-ATH2                                                                 | CUSIP: 12665WAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2562549.00   | 0.46%             | 2067-05-25      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC               | Crown Castle Inc                                                               | CUSIP: 22822VBC4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99576.30     | 0.02%             | 2033-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Crown Point CLO Ltd            | Crown Point CLO 10 Ltd                                                         | CUSIP: 22846FAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2012518.00   | 0.36%             | 2034-07-20      | Floating      | 8.09%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                     | DaVita Inc                                                                     | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257212.25    | 0.05%             | 2032-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DBSG 2024-ALTA Mortgage Trust  | DBSG 2024-ALTA Mortgage Trust                                                  | CUSIP: 239918AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $403657.60    | 0.07%             | 2037-06-10      | Variable      | 7.06%                 | No            |                  2 | On Loan: No      |
| DC Commercial Mortgage Trust   | DC Trust 2024-HLTN                                                             | CUSIP: 24022FAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $501294.00    | 0.09%             | 2040-04-13      | Variable      | 7.04%                 | No            |                  2 | On Loan: No      |
| DC Commercial Mortgage Trust   | DC Trust 2024-HLTN                                                             | CUSIP: 24022FAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $301104.60    | 0.05%             | 2040-04-13      | Variable      | 7.71%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T | Ellington Financial Mortgage Trust 2021-2                                      | CUSIP: 31572LAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2315000 | PA      | $1659773.98   | 0.30%             | 2066-06-25      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T | Ellington Financial Mortgage Trust 2022-1                                      | CUSIP: 31573CAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $933723.75    | 0.17%             | 2067-01-25      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T | Ellington Financial Mortgage Trust 2021-3                                      | CUSIP: 31573JAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1116519.00   | 0.20%             | 2066-09-25      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| ENCINO ACQUISITION PARTN       | Encino Acquisition Partners Holdings LLC                                       | CUSIP: 29254BAB3<br>LEI: 549300BUKUEKT2UE4T49 | Long             | DBT              | CORP              | US        |    100000 | PA      | $110415.10    | 0.02%             | 2031-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Enviva LLC                     | Enviva LLC                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      5458 | NS      | $107795.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC         | EquipmentShare.com Inc                                                         | CUSIP: 29450YAA7<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |    300000 | PA      | $316552.80    | 0.06%             | 2028-05-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC         | EquipmentShare.com Inc                                                         | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106562.50    | 0.02%             | 2032-05-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| ENVIVA ESCROW                  | ENVIVA ESCROW                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    150000 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust 2024-3                                     | CUSIP: 30165AAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2505000 | PA      | $2625711.94   | 0.48%             | 2031-10-15      | Fixed         | 7.84%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust 2024-5                                     | CUSIP: 30165BAH6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2414000 | PA      | $2482750.72   | 0.45%             | 2032-05-17      | Fixed         | 7.22%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust 2024-2                                     | CUSIP: 30166DAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1354000 | PA      | $1422730.26   | 0.26%             | 2031-10-15      | Fixed         | 7.98%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust 2022-5                                     | CUSIP: 30167FAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1052614.80   | 0.19%             | 2030-04-15      | Fixed         | 10.45%                | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust 2022-1                                     | CUSIP: 30167JAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2939241.90   | 0.53%             | 2029-10-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust 2025-1                                     | CUSIP: 30167MAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2062248.00   | 0.37%             | 2032-09-15      | Fixed         | 7.48%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust 2024-1                                     | CUSIP: 30167PAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1048493.20   | 0.19%             | 2031-08-15      | Fixed         | 7.89%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust 2022-6                                     | CUSIP: 30168AAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2198301.40   | 0.40%             | 2030-06-17      | Fixed         | 11.61%                | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust 2023-2                                     | CUSIP: 30168CAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1087574.80   | 0.20%             | 2030-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| EZCORP INC                     | EZCORP Inc                                                                     | CUSIP: 302301AJ5<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | DBT              | CORP              | US        |    275000 | PA      | $287089.00    | 0.05%             | 2032-04-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| HTL Commercial Mortgage Trust  | HTL Commercial Mortgage Trust 2024-T53                                         | CUSIP: 404300AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $306719.70    | 0.06%             | 2039-05-10      | Variable      | 8.20%                 | No            |                  2 | On Loan: No      |
| HTL Commercial Mortgage Trust  | HTL Commercial Mortgage Trust 2024-T53                                         | CUSIP: 404300AL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $102490.20    | 0.02%             | 2039-05-10      | Variable      | 11.93%                | No            |                  2 | On Loan: No      |
| The Huntington National Bank   | Huntington Bank Auto Credit-Linked Notes Series 2024-1                         | CUSIP: 44644NAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    280412 | PA      | $287108.55    | 0.05%             | 2032-05-20      | Floating      | 9.60%                 | No            |                  2 | On Loan: No      |
| IBM INTERNAT CAPITAL           | IBM International Capital Pte Ltd                                              | CUSIP: 449276AE4<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    100000 | PA      | $99472.20     | 0.02%             | 2034-02-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ICG US CLO Ltd                 | ICG US CLO 2023-1 I Ltd                                                        | CUSIP: 449278AM2<br>LEI: 213800Z9YRS87E5MLP40 | Long             | ABS-CBDO         | CORP              | JE        |   4000000 | PA      | $4000000.00   | 0.73%             | 2038-07-18      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| IP 2025-IP Mortgage Trust      | IP 2025-IP Mortgage Trust                                                      | CUSIP: 449843AJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $251717.50    | 0.05%             | 2042-06-10      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| ICNQ Mortgage Trust            | ICNQ 2024-MF Mortgage Trust                                                    | CUSIP: 450953AL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $751115.25    | 0.14%             | 2034-12-10      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Trust         | Invitation Homes 2024-SFR1 Trust                                               | CUSIP: 46188DAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    998290 | PA      | $974708.33    | 0.18%             | 2041-09-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| iShares iBoxx $ High Yield Cor | iShares iBoxx $ High Yield Corporate Bond ETF                                  | CUSIP: 464288513<br>LEI: 549300FCCXHK7O37PQ68 | Long             | EC               | RF                | US        |     89800 | NS      | $7218124.00   | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Broad USD High Yield C | iShares Broad USD High Yield Corporate Bond ETF                                | CUSIP: 46435U853<br>LEI: 549300X7H67ZLUE3IZ46 | Long             | EC               | RF                | US        |    164300 | NS      | $6143177.00   | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2014-2                                                | CUSIP: 46641YAQ6<br>LEI: 549300BV8AJIRLDGMR51 | Long             | ABS-MBS          | CORP              | US        |     21186 | PA      | $20489.92     | 0.00%             | 2029-06-25      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| Jackson Park Trust             | Jackson Park Trust 2019-LIC                                                    | CUSIP: 46868RAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $640486.50    | 0.12%             | 2039-10-14      | Variable      | 3.24%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN        | Jane Street Group / JSG Finance Inc                                            | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $99291.43     | 0.02%             | 2032-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO       | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                     | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     93000 | PA      | $101290.30    | 0.02%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN LLC / JFIN       | Jefferies Finance LLC / JFIN Co-Issuer Corp                                    | CUSIP: 47232MAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $249030.60    | 0.05%             | 2031-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| JEFFERSON CAPITAL HOLDIN       | Jefferson Capital Holdings LLC                                                 | CUSIP: 472481AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $126747.48    | 0.02%             | 2029-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO           | Kraft Heinz Foods Co                                                           | CUSIP: 50076QAR7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107897.21    | 0.02%             | 2039-01-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| KROGER CO                      | Kroger Co/The                                                                  | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98970.98     | 0.02%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LBA Trust                      | LBA Trust 2024-BOLT                                                            | CUSIP: 50177BAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1003770.00   | 0.18%             | 2039-06-15      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| BRUNDAGE-BONE CONCRETE         | Brundage-Bone Concrete Pumping Holdings Inc                                    | CUSIP: 66981QAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $298918.71    | 0.05%             | 2032-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES         | PNC Financial Services Group Inc/The                                           | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    300000 | PA      | $311392.79    | 0.06%             | 2035-01-22      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| PRA GROUP INC                  | PRA Group Inc                                                                  | CUSIP: 69354NAD8<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92481.02     | 0.02%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PPM Clo, Ltd.                  | PPM CLO 5 Ltd                                                                  | CUSIP: 69356TAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2003012.00   | 0.36%             | 2034-10-18      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC              | PRPM 2024-RCF1 LLC                                                             | CUSIP: 693581AD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $235860.75    | 0.04%             | 2054-01-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC              | PRPM 2024-5 LLC                                                                | CUSIP: 69381KAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    436699 | PA      | $440104.38    | 0.08%             | 2029-09-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partne | Pret 2024-NPL6 LLC                                                             | CUSIP: 69381QAA4<br>LEI: 254900RZOKAJE9T5UQ09 | Long             | ABS-MBS          | CORP              | US        |    872911 | PA      | $873044.77    | 0.16%             | 2054-10-25      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC              | PRPM 2025-2 LLC                                                                | CUSIP: 69382HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1431964 | PA      | $1443504.70   | 0.26%             | 2030-05-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partne | PRET 2025-RPL1 Trust                                                           | CUSIP: 69392FAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1417327.50   | 0.26%             | 2069-07-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC              | PRPM 2025-NQM2 Trust                                                           | CUSIP: 693983AC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3917159 | PA      | $3902242.60   | 0.71%             | 2070-04-25      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC              | PRPM 2025-NQM2 Trust                                                           | CUSIP: 693983AF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1019934.00   | 0.18%             | 2070-04-25      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC              | PRPM 2024-RCF2 LLC                                                             | CUSIP: 693987AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1881502.00   | 0.34%             | 2054-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Trust 2022-1                                                    | CUSIP: 69546MAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1713591 | PA      | $1699449.70   | 0.31%             | 2029-10-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Selection Trust 2021-5                                          | CUSIP: 69547EAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    109092 | PA      | $106961.56    | 0.02%             | 2029-08-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC            | Axon Enterprise Inc                                                            | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205394.05    | 0.04%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| B&G FOODS INC                  | B&G Foods Inc                                                                  | CUSIP: 05508WAC9<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46812.62     | 0.01%             | 2028-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch  | BAMLL Commercial Mortgage Securities Trust 2024-NASH                           | CUSIP: 05555CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $603273.00    | 0.11%             | 2039-05-15      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch  | BAMLL Commercial Mortgage Securities Trust 2024-NASH                           | CUSIP: 05555CAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $198595.40    | 0.04%             | 2039-05-15      | Floating      | 7.84%                 | No            |                  2 | On Loan: No      |
| THE CAMPBELLS COMPANY          | The Campbell's Company                                                         | CUSIP: 134429BP3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101045.89    | 0.02%             | 2034-03-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Selection Trust 2021-1                                          | CUSIP: 69547JAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6380 | PA      | $6304.94      | 0.00%             | 2027-11-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Selection Trust                                                 | CUSIP: 69548MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    378675 | PA      | $392858.26    | 0.07%             | 2031-12-15      | Fixed         | 10.89%                | No            |                  2 | On Loan: No      |
| DCLI BIDCO LLC                 | Dcli Bidco LLC                                                                 | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102171.80    | 0.02%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage | Deephaven Residential Mortgage Trust 2021-3                                    | CUSIP: 24381VAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2948000 | PA      | $2225657.46   | 0.40%             | 2066-08-25      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC         | Philip Morris International Inc                                                | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101289.67    | 0.02%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PHINIA INC                     | Phinia Inc                                                                     | CUSIP: 71880KAA9<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103033.90    | 0.02%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PHINIA INC                     | Phinia Inc                                                                     | CUSIP: 71880KAB7<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101960.75    | 0.02%             | 2032-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PHOENIX AVIATION CAPITAL       | Phoenix Aviation Capital Ltd                                                   | CUSIP: 71910DAA9<br>LEI: 8945008YQAKXZQ3VYJ15 | Long             | DBT              | CORP              | IE        |    300000 | PA      | $314605.96    | 0.06%             | 2030-07-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| PIKE CORP                      | Pike Corp                                                                      | CUSIP: 721283AB5<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53829.60     | 0.01%             | 2031-01-31      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO                 | Pikes Peak CLO 14 2023 Ltd                                                     | CUSIP: 72134CAW1<br>LEI: 213800AO7LGLGDRRY278 | Long             | ABS-CBDO         | CORP              | JE        |   2300000 | PA      | $2299875.80   | 0.42%             | 2038-07-20      | Floating      | 8.98%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE       | Plains All American Pipeline LP / PAA Finance Corp                             | CUSIP: 72650RBP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $101480.23    | 0.02%             | 2034-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC              | Post Holdings Inc                                                              | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100174.61    | 0.02%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PowerPay Issuance Trust        | PowerPay Issuance Trust 2024-1                                                 | CUSIP: 73934RAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $309144.51    | 0.06%             | 2039-02-18      | Fixed         | 8.46%                 | No            |                  2 | On Loan: No      |
| Prestige Auto Receivables Trus | Prestige Auto Receivables Trust 2024-1                                         | CUSIP: 74113QAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $311545.95    | 0.06%             | 2031-04-15      | Fixed         | 7.94%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage | Deephaven Residential Mortgage Trust 2021-3                                    | CUSIP: 24381VAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $775245.00    | 0.14%             | 2066-08-25      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage | Deephaven Residential Mortgage Trust 2021-2                                    | CUSIP: 24381WAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $302942.56    | 0.05%             | 2066-04-25      | Variable      | 3.17%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage | Deephaven Residential Mortgage Trust 2021-2                                    | CUSIP: 24381WAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1300000 | PA      | $1036362.60   | 0.19%             | 2066-04-25      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage | Deephaven Residential Mortgage Trust 2022-3                                    | CUSIP: 24381YAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    246233 | PA      | $248371.08    | 0.05%             | 2067-07-25      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Prestige Auto Receivables Trus | Prestige Auto Receivables Trust 2022-1                                         | CUSIP: 74113RAL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25000 | PA      | $25162.13     | 0.00%             | 2028-08-15      | Fixed         | 8.08%                 | No            |                  2 | On Loan: No      |
| Prestige Auto Receivables Trus | Prestige Auto Receivables Trust 2024-2                                         | CUSIP: 74113SAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $749680.80    | 0.14%             | 2031-11-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage | Deephaven Residential Mortgage Trust 2022-3                                    | CUSIP: 24381YAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1243000 | PA      | $1171204.32   | 0.21%             | 2067-07-25      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage | Deephaven Residential Mortgage Trust 2022-1                                    | CUSIP: 24382JAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1750000 | PA      | $1486647.75   | 0.27%             | 2067-01-25      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC          | Directv Financing LLC / Directv Financing Co-Obligor Inc                       | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $99512.85     | 0.02%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC          | Directv Financing LLC / Directv Financing Co-Obligor Inc                       | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $193030.19    | 0.03%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund        | Dryden 64 CLO Ltd                                                              | CUSIP: 26251LAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1505500.50   | 0.27%             | 2031-04-18      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T | EFMT 2024-NQM1                                                                 | CUSIP: 26845DAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $375450.80    | 0.07%             | 2069-11-25      | Variable      | 7.60%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T | EFMT 2025-NQM1                                                                 | CUSIP: 26846CAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1804000 | PA      | $1725370.86   | 0.31%             | 2070-01-25      | Variable      | 7.45%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T | EFMT 2024-CES1                                                                 | CUSIP: 281907AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $996067.00    | 0.18%             | 2060-01-26      | Variable      | 7.04%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T | EFMT 2024-CES1                                                                 | CUSIP: 281907AF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1012150.00   | 0.18%             | 2060-01-26      | Variable      | 8.03%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T | EFMT 2025-INV2                                                                 | CUSIP: 281914AE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $988438.00    | 0.18%             | 2070-05-26      | Variable      | 7.47%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T | EFMT 2025-INV2                                                                 | CUSIP: 281914AF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $941939.00    | 0.17%             | 2070-05-26      | Variable      | 7.47%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T | Ellington Financial Mortgage Trust 2021-2                                      | CUSIP: 31572LAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $476057.40    | 0.09%             | 2066-06-25      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T | Ellington Financial Mortgage Trust 2017-1                                      | CUSIP: 31574XAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $729980.00    | 0.13%             | 2066-02-25      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| PBF HOLDING CO LLC             | PBF Holding Co LLC / PBF Finance Corp                                          | CUSIP: 69318FAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $192643.88    | 0.03%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Pagaya Point of Sale Holdings  | Pagaya Point of Sale Holdings Grantor Trust 2025-1                             | CUSIP: 694951AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $511106.90    | 0.09%             | 2034-01-20      | Fixed         | 11.28%                | No            |                  2 | On Loan: No      |
| Pagaya Point of Sale Holdings  | Pagaya Point of Sale Holdings Grantor Trust 2025-1                             | CUSIP: 694952AH5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1006033.80   | 0.18%             | 2034-01-20      | Fixed         | 6.74%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Trust 2023-8                                                    | CUSIP: 694960AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    524394 | PA      | $537353.30    | 0.10%             | 2031-06-16      | Fixed         | 9.54%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | PAGAYA AI Debt Trust 2022-2                                                    | CUSIP: 69546VAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    434287 | PA      | $437589.32    | 0.08%             | 2030-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partne | PRET 2024-NPL7 LLC                                                             | CUSIP: 74136TAA6<br>LEI: 254900640HC5OZKI7J87 | Long             | ABS-MBS          | CORP              | US        |    927761 | PA      | $930848.64    | 0.17%             | 2054-10-25      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partne | PRET 2024-NPL4 LLC                                                             | CUSIP: 74143RAA1<br>LEI: 254900OXVJK5CT5B2O86 | Long             | ABS-MBS          | CORP              | US        |    869278 | PA      | $870296.18    | 0.16%             | 2054-07-25      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC              | PRPM 2024-2 LLC                                                                | CUSIP: 74448BAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1545150.00   | 0.28%             | 2029-03-25      | Variable      | 10.04%                | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC              | PRPM 2024-RCF4 LLC                                                             | CUSIP: 74448JAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1850000 | PA      | $1722237.15   | 0.31%             | 2054-07-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC              | PRPM 2024-7 LLC                                                                | CUSIP: 74448LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    853660 | PA      | $856596.15    | 0.16%             | 2029-11-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC              | PRPM 2025-RPL4 LLC                                                             | CUSIP: 74448NAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1780380.00   | 0.32%             | 2055-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| PULTEGROUP INC                 | PulteGroup Inc                                                                 | CUSIP: 745867AP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $107600.90    | 0.02%             | 2033-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Purchasing Power Funding       | Purchasing Power Funding 2024-A LLC                                            | CUSIP: 745935AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $200680.40    | 0.04%             | 2028-08-15      | Fixed         | 7.26%                 | No            |                  2 | On Loan: No      |
| Purchasing Power Funding       | Purchasing Power Funding 2024-A LLC                                            | CUSIP: 745935AE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $202312.60    | 0.04%             | 2028-08-15      | Fixed         | 10.18%                | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                  | J M Smucker Co/The                                                             | CUSIP: 832696AX6<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    150000 | PA      | $160466.27    | 0.03%             | 2033-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| STL HOLDING CO LLC             | STL Holding Co LLC                                                             | CUSIP: 861036AB7<br>LEI: 984500BC2I63E7F48656 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104155.90    | 0.02%             | 2029-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| STONEX GROUP INC               | StoneX Group Inc                                                               | CUSIP: 861896AA6<br>LEI: 549300JUF07L8VF02M60 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210300.20    | 0.04%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| STONEX ESCROW ISSUER LLC       | Stonex Escrow Issuer LLC                                                       | CUSIP: 86189AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $152803.00    | 0.03%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| STRIKE ACCEPTANCE AUTO FUNDING | Strike Acceptance Auto Funding Trust 2023-1                                    | CUSIP: 862942AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    251299 | PA      | $252317.39    | 0.05%             | 2026-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SUNCOKE ENERGY INC             | SunCoke Energy Inc                                                             | CUSIP: 86722AAD5<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | DBT              | CORP              | US        |    300000 | PA      | $274630.53    | 0.05%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Sycamore Tree CLO Ltd          | Sycamore Tree CLO 2024-5 Ltd                                                   | CUSIP: 87122QAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4024104.00   | 0.73%             | 2036-04-20      | Floating      | 11.82%                | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC               | T-Mobile USA Inc                                                               | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150281.65    | 0.03%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Theorem Funding Trust          | Theorem Funding Trust 2022-2                                                   | CUSIP: 88339FAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $302908.20    | 0.05%             | 2028-12-15      | Fixed         | 9.27%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2017-6                                               | CUSIP: 89175JAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2061939.00   | 0.37%             | 2057-10-25      | Variable      | 3.33%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2018-5                                               | CUSIP: 89176VAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1326872.00   | 0.24%             | 2058-07-25      | Variable      | 3.48%                 | No            |                  2 | On Loan: No      |
| L Street Securities            | Wells Fargo Credit Risk Transfer Securities Trust 2015                         | CUSIP: 949771AC3<br>LEI: 549300T6W1U156OOG754 | Long             | ABS-MBS          | CORP              | US        |     27694 | PA      | $28077.43     | 0.01%             | 2025-11-25      | Floating      | 9.71%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya Ai Debt Trust 2025-R1                                                   | CUSIP: 69547CAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1267000 | PA      | $1273169.28   | 0.23%             | 2032-06-15      | Fixed         | 6.94%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Trust 2025-4                                                    | CUSIP: 69547DAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2509010.25   | 0.45%             | 2033-01-17      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya Ai Debt Trust 2025-R1                                                   | CUSIP: 69548DAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $758132.85    | 0.14%             | 2032-06-15      | Fixed         | 12.11%                | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER          | Panther Escrow Issuer LLC                                                      | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $206947.48    | 0.04%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN        | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                   | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $98045.60     | 0.02%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP           | Targa Resources Corp                                                           | CUSIP: 87612GAF8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107499.47    | 0.02%             | 2034-03-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TASEKO MINES LTD               | Taseko Mines Ltd                                                               | CUSIP: 876511AG1<br>LEI: 549300XKUO1JSLU7KX54 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $313615.03    | 0.06%             | 2030-05-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ALA Trust                      | ALA Trust 2025-OANA                                                            | CUSIP: 009920AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $300025.80    | 0.05%             | 2040-06-15      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| ALA Trust                      | ALA Trust 2025-OANA                                                            | CUSIP: 009920AG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $200016.40    | 0.04%             | 2040-06-15      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| Allegro CLO Ltd                | Allegro CLO XIII Ltd                                                           | CUSIP: 01750WAY5<br>LEI: 254900E6QZJ305P65V74 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1500000.00   | 0.27%             | 2038-07-20      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| ALLIANCE RES OP/FINANCE        | Alliance Resource Operating Partners LP / Alliance Resource Finance Corp       | CUSIP: 01879NAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $212030.20    | 0.04%             | 2029-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC               | COLT 2021-5 Mortgage Loan Trust                                                | CUSIP: 12598RAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $2974282.50   | 0.54%             | 2066-11-26      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                 | CPS Auto Receivables Trust 2024-B                                              | CUSIP: 12627SAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1589555.70   | 0.29%             | 2031-11-17      | Fixed         | 8.36%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                 | Consumer Portfolio Services Auto Trust 2025-B                                  | CUSIP: 12630SAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3130030.50   | 0.57%             | 2033-03-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC               | COLT 2022-3 Mortgage Loan Trust                                                | CUSIP: 12659YAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1730056.00   | 0.31%             | 2067-02-25      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                 | CPS Auto Receivables Trust 2022-D                                              | CUSIP: 12663UAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1106247.10   | 0.20%             | 2030-06-17      | Fixed         | 12.12%                | No            |                  2 | On Loan: No      |
| CPS Auto Trust                 | CPS Auto Receivables Trust 2022-C                                              | CUSIP: 12664DAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1046916.40   | 0.19%             | 2030-04-15      | Fixed         | 9.08%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC               | COLT 2022-4 Mortgage Loan Trust                                                | CUSIP: 19685GAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    501753 | PA      | $480513.43    | 0.09%             | 2067-03-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC               | COLT 2022-4 Mortgage Loan Trust                                                | CUSIP: 19685GAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1779842.00   | 0.32%             | 2067-03-25      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC               | COLT 2022-1 Mortgage Loan Trust                                                | CUSIP: 19688HAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3300000 | PA      | $2800416.30   | 0.51%             | 2066-12-27      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC               | COLT 2021-HX1 Mortgage Loan Trust                                              | CUSIP: 19688KAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1481250.00   | 0.27%             | 2066-10-25      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC               | COLT 2022-5 Mortgage Loan Trust                                                | CUSIP: 19688LAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $1158087.50   | 0.21%             | 2067-03-25      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC               | COLT 2025-5 Mortgage Loan Trust                                                | CUSIP: 19689AAE5<br>LEI: 213800S6EGXVNRKXHN58 | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $499591.62    | 0.09%             | 2070-05-25      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                   | Comcast Corp                                                                   | CUSIP: 20030NAK7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $110306.82    | 0.02%             | 2035-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust            | COMM 2024-WCL1 MORTGAGE TRUST                                                  | CUSIP: 20047DAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1495527.00   | 0.27%             | 2041-06-15      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| CONCENTRA HEALTH SERVICE       | Concentra Health Services Inc                                                  | CUSIP: 20600DAA1<br>LEI: 984500GB84105F75DE32 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102874.02    | 0.02%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FIN        | Consolidated Energy Finance SA                                                 | CUSIP: 20914UAE6<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $97877.06     | 0.02%             | 2026-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FIN        | Consolidated Energy Finance SA                                                 | CUSIP: 20914UAH9<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $94091.61     | 0.02%             | 2031-02-15      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC       | Constellation Brands Inc                                                       | CUSIP: 21036PBP2<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99160.04     | 0.02%             | 2033-05-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES          | Continental Resources Inc/OK                                                   | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100580.90    | 0.02%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Cook Park CLO, Ltd             | Cook Park CLO Ltd                                                              | CUSIP: 21623PAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1752572.50   | 0.32%             | 2030-04-17      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| CoreVest American Finance Ltd  | Corevest American Finance 2020-4 Trust                                         | CUSIP: 21873AAL1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $256382.70    | 0.05%             | 2052-12-15      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                 | CPS Auto Receivables Trust 2024-A                                              | CUSIP: 22411CAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5200000 | PA      | $5488721.68   | 0.99%             | 2031-08-15      | Fixed         | 8.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR            | Freddie Mac STACR REMIC Trust 2022-HQA3                                        | CUSIP: 35564KE47<br>LEI: 5493000IRJ8RDHSNEL96 | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $525302.50    | 0.10%             | 2042-08-25      | Floating      | 7.90%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD          | Freedom Mortgage Holdings LLC                                                  | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104315.68    | 0.02%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD          | Freedom Mortgage Holdings LLC                                                  | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102369.00    | 0.02%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC           | Freeport-McMoRan Inc                                                           | CUSIP: 35671DBJ3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101287.50    | 0.02%             | 2034-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GATX CORP                      | GATX Corp                                                                      | CUSIP: 361448BS1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101340.57    | 0.02%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GCAT                           | GCAT 2021-NQM2 Trust                                                           | CUSIP: 36166XAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    193284 | PA      | $157483.93    | 0.03%             | 2066-05-25      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| GCAT                           | GCAT 2022-NQM2 Trust                                                           | CUSIP: 36169KAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    752605 | PA      | $697831.59    | 0.13%             | 2067-02-25      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| GCAT                           | GCAT 2025-NQM2 Trust                                                           | CUSIP: 36171HAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $985096.00    | 0.18%             | 2070-04-25      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                             | CUSIP: 36179XNF9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    795731 | PA      | $776734.57    | 0.14%             | 2052-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                             | CUSIP: 36179XQX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4836870 | PA      | $4823994.24   | 0.87%             | 2053-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                             | CUSIP: 36179YAT1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    667960 | PA      | $676957.38    | 0.12%             | 2053-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                             | CUSIP: 36179YKS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    619703 | PA      | $618053.14    | 0.11%             | 2053-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC         | GE HealthCare Technologies Inc                                                 | CUSIP: 36267VAK9<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    150000 | PA      | $159343.56    | 0.03%             | 2032-11-22      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Gaea Mortgage Loan Trust       | Gaea Mortgage Loan Trust 2025-A                                                | CUSIP: 362928AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2643384 | PA      | $2671527.77   | 0.48%             | 2030-02-25      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| MPLX LP                        | MPLX LP                                                                        | CUSIP: 55336VBV1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98509.69     | 0.02%             | 2033-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MSCI INC                       | MSCI Inc                                                                       | CUSIP: 55354GAQ3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87669.14     | 0.02%             | 2033-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Trust 2024-BIO                                                              | CUSIP: 05612AAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $198694.20    | 0.04%             | 2041-02-15      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Trust 2024-VLT4                                                             | CUSIP: 05612TAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $194298.60    | 0.04%             | 2029-07-15      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Trust 2024-VLT4                                                             | CUSIP: 05612TAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $489824.50    | 0.09%             | 2029-07-15      | Floating      | 8.28%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Trust 2025-VLT7                                                             | CUSIP: 123913AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $803661.60    | 0.15%             | 2044-07-15      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust   | Csmc 2021-Nqm6 Trust                                                           | CUSIP: 12662KAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    145890 | PA      | $118707.84    | 0.02%             | 2066-07-25      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust   | CSMC 2022-ATH2                                                                 | CUSIP: 12665WAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2292527.50   | 0.42%             | 2067-05-25      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC         | CACI International Inc                                                         | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102379.10    | 0.02%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC          | Caesars Entertainment Inc                                                      | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    270000 | PA      | $255352.15    | 0.05%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC          | Caesars Entertainment Inc                                                      | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102044.13    | 0.02%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CALUMET SPECIALTY PROD         | Calumet Specialty Products Partners LP / Calumet Finance Corp                  | CUSIP: 131477AW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $96074.50     | 0.02%             | 2028-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                 | CPS Auto Receivables Trust 2024-C                                              | CUSIP: 223920AE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $525738.40    | 0.10%             | 2032-03-15      | Fixed         | 8.04%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANC               | Credit Acceptance Corp                                                         | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $304363.50    | 0.06%             | 2030-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MAGNERA CORP                   | Magnera Corp                                                                   | CUSIP: 377320AA4<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |    280000 | PA      | $247740.70    | 0.04%             | 2029-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2019-INV3                                             | CUSIP: 46591LCA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1626679 | PA      | $1436131.37   | 0.26%             | 2050-05-25      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2020-3                                                | CUSIP: 46592ABZ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    331540 | PA      | $293070.65    | 0.05%             | 2050-08-25      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2024-9                                                | CUSIP: 46593DBU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1339000 | PA      | $1139901.41   | 0.21%             | 2055-02-25      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2025-CCM1                                             | CUSIP: 46593MAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3276536 | PA      | $3244537.54   | 0.59%             | 2055-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust Series 2025-CES2                                      | CUSIP: 46595TAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1521423.00   | 0.28%             | 2055-06-25      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | J.P. Morgan Mortgage Trust 2023-6                                              | CUSIP: 465989AB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1068467 | PA      | $1056912.18   | 0.19%             | 2053-12-26      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | J.P. Morgan Mortgage Trust 2023-6                                              | CUSIP: 465989AN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    517522 | PA      | $431168.30    | 0.08%             | 2053-12-26      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                            | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    300000 | PA      | $325667.03    | 0.06%             | 2034-10-23      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2020-4                                                | CUSIP: 46652FBX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1150626 | PA      | $1011036.91   | 0.18%             | 2050-11-25      | Variable      | 3.64%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2023-7                                                | CUSIP: 46657DAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1035500 | PA      | $819618.96    | 0.15%             | 2054-02-25      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | J.P. Morgan Mortgage Trust 2024-1                                              | CUSIP: 46657PBD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2285608 | PA      | $1469732.80   | 0.27%             | 2054-06-25      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | J.P. Morgan Mortgage Trust 2024-10                                             | CUSIP: 46658LBR1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3520553 | PA      | $3309478.34   | 0.60%             | 2055-03-25      | Variable      | 6.98%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | J.P. Morgan Mortgage Trust 2024-10                                             | CUSIP: 46658LBS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1421000 | PA      | $1204425.39   | 0.22%             | 2055-03-25      | Variable      | 6.98%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, NA - CACL | JPMorgan Chase Bank NA - CACLN                                                 | CUSIP: 48128U2S7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    473097 | PA      | $474168.18    | 0.09%             | 2028-12-26      | Fixed         | 8.48%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC           | Keurig Dr Pepper Inc                                                           | CUSIP: 49271VAV2<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204522.98    | 0.04%             | 2034-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC              | Kinder Morgan Inc                                                              | CUSIP: 49456BBA8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97611.22     | 0.02%             | 2054-08-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP            | Kinetik Holdings LP                                                            | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100172.90    | 0.02%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Kinetic Advantage Master Owner | Kinetic Advantage Master Owner Trust                                           | CUSIP: 49462DAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $501346.60    | 0.09%             | 2027-11-15      | Floating      | 6.99%                 | No            |                  2 | On Loan: No      |
| KNIFE RIVER CORP               | Knife River Corp                                                               | CUSIP: 498894AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $105023.90    | 0.02%             | 2031-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| LBA Trust                      | LBA Trust 2024-BOLT                                                            | CUSIP: 50177BAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $301413.00    | 0.05%             | 2039-06-15      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS       | LCM Investments Holdings II LLC                                                | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105805.00    | 0.02%             | 2031-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC               | LPL Holdings Inc                                                               | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193944.24    | 0.04%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust    | Legacy Mortgage Asset Trust 2021-GS3                                           | CUSIP: 52474XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    931790 | PA      | $939259.11    | 0.17%             | 2061-07-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| LendingPoint Asset Securitizat | Lendingpoint 2021-B Asset Securitization Trust                                 | CUSIP: 52607HAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    140601 | PA      | $138132.77    | 0.03%             | 2029-02-15      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC              | Lithia Motors Inc                                                              | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188572.72    | 0.03%             | 2029-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Lobel Automobile Receivables T | Lobel Automobile Receivables Trust 2023-2                                      | CUSIP: 53949FAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1067821.10   | 0.19%             | 2030-09-16      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                 | Lowe's Cos Inc                                                                 | CUSIP: 548661EQ6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152284.19    | 0.03%             | 2033-07-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Luxury Lease Partners Auto Lea | Luxury Lease Partners Auto Lease Trust 2024-4                                  | CUSIP: 55068XAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400987 | PA      | $401762.10    | 0.07%             | 2030-07-15      | Fixed         | 7.29%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION           | M&T Bank Corp                                                                  | CUSIP: 55261FAZ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    275000 | PA      | $275488.96    | 0.05%             | 2035-07-30      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD       | Macquarie Airfinance Holdings Ltd                                              | CUSIP: 55609NAB4<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $104601.30    | 0.02%             | 2029-03-30      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD       | Macquarie Airfinance Holdings Ltd                                              | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $105955.70    | 0.02%             | 2031-03-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd       | Madison Park Funding XIX Ltd                                                   | CUSIP: 55819RAL9<br>LEI: 254900END3IQSN7CTN87 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4088260.00   | 0.74%             | 2037-01-22      | Floating      | 11.67%                | No            |                  2 | On Loan: No      |
| Marlette Funding Trust         | Marlette Funding Trust 2022-3                                                  | CUSIP: 57109NAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2636000 | PA      | $2673178.41   | 0.48%             | 2032-11-15      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust         | Marlette Funding Trust 2023-1                                                  | CUSIP: 57110PAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3061390.80   | 0.55%             | 2033-04-15      | Fixed         | 8.15%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC              | PRPM 2022-NQM1 Trust                                                           | CUSIP: 69378KAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1476756.00   | 0.27%             | 2067-08-25      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Grantor Trust 2025-3                                            | CUSIP: 69547GAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $771737.70    | 0.14%             | 2032-12-15      | Fixed         | 12.63%                | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Grantor Trust 2025-1                                            | CUSIP: 69548VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    999915 | PA      | $1014398.58   | 0.18%             | 2032-07-15      | Fixed         | 10.08%                | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Grantor Trust 2025-5                                            | CUSIP: 69548XAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1287500 | PA      | $1301986.95   | 0.24%             | 2033-03-15      | Fixed         | 9.70%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC          | PennyMac Financial Services Inc                                                | CUSIP: 70932MAC1<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122451.95    | 0.02%             | 2031-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I       | Performance Food Group Inc                                                     | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144344.96    | 0.03%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITE       | Perrigo Finance Unlimited Co                                                   | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $202280.20    | 0.04%             | 2032-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PHH ESCROW ISS LCC/PHH C       | PHH Escrow Issuer LLC/PHH Corp                                                 | CUSIP: 716964AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $200563.80    | 0.04%             | 2029-11-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust     | Progress Residential 2023-SFR2 Trust                                           | CUSIP: 74331GAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $193157.60    | 0.04%             | 2040-10-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Prosper Marketplace Issuance T | Prosper Marketplace Issuance Trust Series 2024-1                               | CUSIP: 74363CAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $520761.80    | 0.09%             | 2029-08-15      | Fixed         | 10.98%                | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC              | PRPM 2024-2 LLC                                                                | CUSIP: 74448BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    775802 | PA      | $788741.97    | 0.14%             | 2029-03-25      | Variable      | 7.03%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2019-1                                               | CUSIP: 89177BAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1532346.00   | 0.28%             | 2058-03-25      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2021-SJ2                                             | CUSIP: 89180LAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1852838.00   | 0.34%             | 2061-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| TREEHOUSE FOODS INC            | TreeHouse Foods Inc                                                            | CUSIP: 89469AAD6<br>LEI: 5493007M7EVHE470Q576 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92592.73     | 0.02%             | 2028-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Tricon American Homes          | Tricon American Homes 2020-SFR1                                                | CUSIP: 89613GAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $194772.98    | 0.04%             | 2038-07-17      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Tricolor Auto Securitization T | Tricolor Auto Securitization Trust 2023-1                                      | CUSIP: 89616KAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    800000 | PA      | $866541.84    | 0.16%             | 2030-06-17      | Fixed         | 16.00%                | No            |                  2 | On Loan: No      |
| Tricolor Auto Securitization T | Tricolor Auto Securitization Trust                                             | CUSIP: 89617QAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $633972.96    | 0.11%             | 2032-03-15      | Fixed         | 11.23%                | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd               | Trinitas CLO XVII Ltd                                                          | CUSIP: 89642JAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3150000 | PA      | $3163702.50   | 0.57%             | 2034-10-20      | Floating      | 8.09%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd               | Trinitas CLO XXXII Ltd                                                         | CUSIP: 89642NAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1500000.00   | 0.27%             | 2038-07-23      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                   | US Foods Inc                                                                   | CUSIP: 90290MAH4<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104311.20    | 0.02%             | 2032-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| USASF Receivables LLC          | US Auto Funding Trust 2022-1                                                   | CUSIP: 90355FAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7885 | PA      | $7858.40      | 0.00%             | 2025-10-15      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| UNISYS CORP                    | Unisys Corp                                                                    | CUSIP: 909214BX5<br>LEI: 549300T21W22FIJJOW08 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210182.00    | 0.04%             | 2031-01-15      | Fixed         | 10.62%                | No            |                  2 | On Loan: No      |
| United Auto Credit Securitizat | United Auto Credit Securitization Trust 2022-1                                 | CUSIP: 90944DAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    686155 | PA      | $682368.38    | 0.12%             | 2028-11-10      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE          | United Parcel Service Inc                                                      | CUSIP: 911312CE4<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96041.01     | 0.02%             | 2054-05-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM        | United Rentals North America Inc                                               | CUSIP: 911365BQ6<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101869.10    | 0.02%             | 2029-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL       | United Wholesale Mortgage LLC                                                  | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97897.05     | 0.02%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL        | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                | CUSIP: 91327BAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $194737.50    | 0.04%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS       | Univision Communications Inc                                                   | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205632.40    | 0.04%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust   | Upstart Securitization Trust 2023-1                                            | CUSIP: 91679AAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $307248.00    | 0.06%             | 2033-02-20      | Fixed         | 11.10%                | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust   | Upstart Securitization Trust 2025-2                                            | CUSIP: 91679EAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $756442.05    | 0.14%             | 2035-06-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust   | Upstart Securitization Trust 2021-5                                            | CUSIP: 91679JAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    514445 | PA      | $508568.34    | 0.09%             | 2031-11-20      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust   | Upstart Securitization Trust 2023-2                                            | CUSIP: 91683VAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1065586.80   | 0.19%             | 2033-06-20      | Fixed         | 11.87%                | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust   | Upstart Securitization Trust 2025-1                                            | CUSIP: 91684PAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2080000 | PA      | $2110948.32   | 0.38%             | 2035-04-20      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN       | USA Compression Partners LP / USA Compression Finance Corp                     | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $102292.83    | 0.02%             | 2029-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| VCAT Asset Securitization, LLC | VCAT 2025-NPL1 LLC                                                             | CUSIP: 921962AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    419966 | PA      | $423054.33    | 0.08%             | 2055-01-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Momnt Technologies Trust       | Momnt Technologies Trust 2023-1                                                | CUSIP: 608934AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100492.34    | 0.02%             | 2045-03-20      | Fixed         | 11.24%                | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                                 | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    300000 | PA      | $309601.59    | 0.06%             | 2038-01-19      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC         | Venture Global LNG Inc                                                         | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103503.80    | 0.02%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC         | Venture Global LNG Inc                                                         | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | EP               | CORP              | US        |     35000 | PA      | $35040.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Verdelite Static CLO Ltd       | Verdelite Static CLO 2024-1 Ltd                                                | CUSIP: 92338VAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   2500000 | PA      | $2504007.50   | 0.45%             | 2032-07-20      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| Veros Auto Receivables Trust   | Veros Auto Receivables Trust 2025-1                                            | CUSIP: 92511BAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    530000 | PA      | $551617.69    | 0.10%             | 2032-05-17      | Fixed         | 8.79%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2021-1                                              | CUSIP: 92537QAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1926000 | PA      | $1386055.53   | 0.25%             | 2066-01-25      | Variable      | 1.97%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2021-3                                              | CUSIP: 92539LAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1104589.50   | 0.20%             | 2066-06-25      | Variable      | 2.40%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2025-4                                              | CUSIP: 92540UAG2<br>LEI: 2138009ZO3B2B5MAHZ49 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1014899.00   | 0.18%             | 2070-05-25      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2025-4                                              | CUSIP: 92540UAH0<br>LEI: 2138009ZO3B2B5MAHZ49 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $965408.00    | 0.18%             | 2070-05-25      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2014-150E                                       | CUSIP: 61764BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $709512.00    | 0.13%             | 2032-09-09      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor | Morgan Stanley Residential Mortgage Loan Trust 2023-3                          | CUSIP: 61775QAY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1198000 | PA      | $1005108.82   | 0.18%             | 2053-09-25      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2024-BPR2                                       | CUSIP: 61776EAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    296424 | PA      | $306411.56    | 0.06%             | 2029-05-05      | Fixed         | 7.29%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                      | Mosaic Co/The                                                                  | CUSIP: 61945CAE3<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95565.91     | 0.02%             | 2043-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MOSS CREEK RESOURCES HLD       | Moss Creek Resources Holdings Inc                                              | CUSIP: 61965RAC9<br>LEI: 54930037SLMSPWKYIX36 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195422.18    | 0.04%             | 2031-09-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD            | NCL Corp Ltd                                                                   | CUSIP: 62886HBP5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    200000 | PA      | $202546.80    | 0.04%             | 2030-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NMI HOLDINGS                   | NMI Holdings Inc                                                               | CUSIP: 629209AC1<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102119.90    | 0.02%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC         | Nationstar Mortgage Holdings Inc                                               | CUSIP: 63861CAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $209009.46    | 0.04%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC        | New Fortress Energy Inc                                                        | CUSIP: 644393AB6<br>LEI: 254900EICTYTCHA5X705 | Long             | DBT              | CORP              | US        |    200000 | PA      | $70161.00     | 0.01%             | 2026-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan  | New Residential Mortgage Loan Trust 2017-5                                     | CUSIP: 64828NAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    245145 | PA      | $243339.71    | 0.04%             | 2057-06-25      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan  | New Residential Mortgage Loan Trust 2015-1                                     | CUSIP: 64829CAT5<br>LEI: 549300RCJSGOC0A85G53 | Long             | ABS-MBS          | CORP              | US        |    854388 | PA      | $634102.92    | 0.11%             | 2052-05-28      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan  | New Residential Mortgage Loan Trust 2019-2                                     | CUSIP: 64830DCF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1431312 | PA      | $1165787.97   | 0.21%             | 2057-12-25      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan  | New Residential Mortgage Loan Trust 2022-SFR2                                  | CUSIP: 64830RAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $666563.80    | 0.12%             | 2039-09-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan  | New Residential Mortgage Loan Trust 2021-NQM3                                  | CUSIP: 64831TAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1594908.00   | 0.29%             | 2056-11-27      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                | Gen Digital Inc                                                                | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102197.80    | 0.02%             | 2033-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                     | Nucor Corp                                                                     | CUSIP: 670346BA2<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100319.86    | 0.02%             | 2035-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                    | Nutrien Ltd                                                                    | CUSIP: 67077MAW8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $92985.51     | 0.02%             | 2030-05-13      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2021-J2 Trust                                                              | CUSIP: 670861AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1519487 | PA      | $1219637.55   | 0.22%             | 2051-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC        | O'Reilly Automotive Inc                                                        | CUSIP: 67103HAL1<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149026.69    | 0.03%             | 2032-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Oaktown Re Ltd                 | Oaktown Re VII Ltd                                                             | CUSIP: 67389JAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   1420601 | PA      | $1435122.06   | 0.26%             | 2034-04-25      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2019-EXP1 Trust                                                            | CUSIP: 67448QAC5<br>LEI: 549300ELWOCL265HSB73 | Long             | ABS-MBS          | CORP              | US        |     69490 | PA      | $68811.70     | 0.01%             | 2059-01-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust       | Octane Receivables Trust 2023-1                                                | CUSIP: 67571BAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2115312.20   | 0.38%             | 2030-08-20      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust       | Octane Receivables Trust 2024-1                                                | CUSIP: 67571FAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    900000 | PA      | $921770.10    | 0.17%             | 2031-08-20      | Fixed         | 7.82%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust       | Octane Receivables Trust 2024-2                                                | CUSIP: 67578YAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2118658.00   | 0.38%             | 2032-07-20      | Fixed         | 9.04%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust       | Octane Receivables Trust 2024-RVM1                                             | CUSIP: 67579FAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1510730.10   | 0.27%             | 2046-01-22      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust       | Octane Receivables Trust 2024-RVM1                                             | CUSIP: 67579FAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $520716.50    | 0.09%             | 2046-01-22      | Fixed         | 8.42%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                      | Olin Corp                                                                      | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97435.11     | 0.02%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                      | ONEOK Inc                                                                      | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104983.89    | 0.02%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP           | OneMain Finance Corp                                                           | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    300000 | PA      | $275634.15    | 0.05%             | 2030-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC            | Oportun Issuance Trust 2021-B                                                  | CUSIP: 68377GAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    690120 | PA      | $682149.80    | 0.12%             | 2031-05-08      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                    | Oracle Corp                                                                    | CUSIP: 68389XBE4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    150000 | PA      | $134543.35    | 0.02%             | 2035-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY                 | Owens-Brockway Glass Container Inc                                             | CUSIP: 69073TAU7<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |    350000 | PA      | $354370.45    | 0.06%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Grantor Trust 2024-11                                           | CUSIP: 69548EAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    799908 | PA      | $819837.66    | 0.15%             | 2032-07-15      | Fixed         | 10.33%                | No            |                  2 | On Loan: No      |
| Woodward Capital Management    | RCKT Mortgage Trust 2022-4                                                     | CUSIP: 74938GAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2468582 | PA      | $2149006.97   | 0.39%             | 2052-06-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trus | Republic Finance Issuance Trust 2024-A                                         | CUSIP: 76041RAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $409555.60    | 0.07%             | 2032-08-20      | Fixed         | 7.28%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trus | Republic Finance Issuance Trust 2024-A                                         | CUSIP: 76041RAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $255282.90    | 0.05%             | 2032-08-20      | Fixed         | 9.49%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trus | Republic Finance Issuance Trust 2021-A                                         | CUSIP: 76042UAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $194022.98    | 0.04%             | 2031-12-22      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| SEASPAN CORP                   | Seaspan Corp                                                                   | CUSIP: 81254UAK2<br>LEI: 5493007Z8Q1H45KT7W98 | Long             | DBT              | CORP              | MH        |    100000 | PA      | $95309.20     | 0.02%             | 2029-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivab | Securitized Term Auto Receivables Trust                                        | CUSIP: 81378RAD6<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | CA        |    772940 | PA      | $784077.22    | 0.14%             | 2031-07-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC       | Sensata Technologies Inc                                                       | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182672.08    | 0.03%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust         | Sequoia Mortgage Trust 2018-2                                                  | CUSIP: 81746QAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    162517 | PA      | $144558.65    | 0.03%             | 2048-02-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP           | OneMain Finance Corp                                                           | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98136.89     | 0.02%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| COHERENT CORP                  | Coherent Corp                                                                  | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |    300000 | PA      | $293839.53    | 0.05%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VT TOPCO INC                   | VT Topco Inc                                                                   | CUSIP: 91838PAA9<br>LEI: 5493007T812R37X02Y38 | Long             | DBT              | CORP              | US        |    360000 | PA      | $383735.16    | 0.07%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2022-8                                              | CUSIP: 924922AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    305661 | PA      | $309173.32    | 0.06%             | 2067-09-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2022-4                                              | CUSIP: 92538NAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4500000 | PA      | $4130878.50   | 0.75%             | 2067-04-25      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2023-INV1                                           | CUSIP: 92539FAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    126000 | PA      | $128012.60    | 0.02%             | 2068-02-25      | Variable      | 7.49%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2022-INV1                                           | CUSIP: 92539JAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1467156.00   | 0.27%             | 2067-08-25      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2022-INV1                                           | CUSIP: 92539JAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2730000 | PA      | $2632189.56   | 0.48%             | 2067-08-25      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2022-7                                              | CUSIP: 92539NAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1100000 | PA      | $1084168.80   | 0.20%             | 2067-07-25      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2022-7                                              | CUSIP: 92539NAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1325000 | PA      | $1298648.40   | 0.24%             | 2067-07-25      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Tru | Vista Point Securitization Trust 2024-CES1                                     | CUSIP: 92839HAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1051967.00   | 0.19%             | 2054-05-25      | Variable      | 10.35%                | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC       | Vistra Operations Co LLC                                                       | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52958.60     | 0.01%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC       | Vistra Operations Co LLC                                                       | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207934.40    | 0.04%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC       | Vistra Operations Co LLC                                                       | CUSIP: 92840VAS1<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103878.10    | 0.02%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Tru | Vista Point Securitization Trust 2024-CES3                                     | CUSIP: 92841WAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $1266367.50   | 0.23%             | 2055-01-25      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                     | VMware LLC                                                                     | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    150000 | PA      | $129901.31    | 0.02%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                   | Voya CLO 2018-1 Ltd                                                            | CUSIP: 92917AAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250544.00    | 0.05%             | 2031-04-19      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| WFLD MORTGAGE TRUST            | WFLD 2014-MONT Mortgage Trust                                                  | CUSIP: 92939GAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    275641 | PA      | $264681.99    | 0.05%             | 2031-08-10      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| WALKER & DUNLOP INC            | Walker & Dunlop Inc                                                            | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $102046.50    | 0.02%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WARRIOR MET COAL INC           | Warrior Met Coal Inc                                                           | CUSIP: 93627CAB7<br>LEI: 549300152B1S9YKBYV79 | Long             | DBT              | CORP              | US        |    108000 | PA      | $109471.18    | 0.02%             | 2028-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC           | Waste Management Inc                                                           | CUSIP: 94106LBW8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101049.49    | 0.02%             | 2034-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2025-VTT                                 | CUSIP: 94990GAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1480849.50   | 0.27%             | 2038-03-15      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                               | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    300000 | PA      | $309693.78    | 0.06%             | 2034-07-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2024-1CHI                                | CUSIP: 95003PAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $300628.20    | 0.05%             | 2035-07-15      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2024-1CHI                                | CUSIP: 95003PAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $200359.00    | 0.04%             | 2035-07-15      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT       | Western Midstream Operating LP                                                 | CUSIP: 958667AE7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104353.10    | 0.02%             | 2033-04-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| WILDFIRE INTERMEDIATE HO       | Wildfire Intermediate Holdings LLC                                             | CUSIP: 96812HAA6<br>LEI: 5493003RHEMQJZEXIR02 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99754.08     | 0.02%             | 2029-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC         | Williams Cos Inc/The                                                           | CUSIP: 969457CJ7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103595.83    | 0.02%             | 2033-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC          | Williams Scotsman Inc                                                          | CUSIP: 96949VAN3<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206365.10    | 0.04%             | 2030-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| XPO INC                        | XPO Inc                                                                        | CUSIP: 98379KAB8<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103549.12    | 0.02%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                            | US 10YR NOTE (CBT)Sep25                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -84 | NC      | $-10090.87    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TRIVIUM PACKAGING FIN          | Trivium Packaging Finance BV                                                   | CUSIP: 89686QAC0<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |    150000 | PA      | $157629.15    | 0.03%             | 2031-01-15      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| TX Trust 24-HOU                | TX Trust 2024-HOU                                                              | CUSIP: 90216DAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $200085.40    | 0.04%             | 2039-06-15      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                | Tyson Foods Inc                                                                | CUSIP: 902494AZ6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97521.16     | 0.02%             | 2034-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                   | UBS Group AG                                                                   | CUSIP: 902613BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    275000 | PA      | $285081.99    | 0.05%             | 2035-02-08      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS         | Verizon Communications Inc                                                     | CUSIP: 92343VCV4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    200000 | PA      | $184098.38    | 0.03%             | 2036-01-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Veros Auto Receivables Trust   | Veros Auto Receivables Trust 2025-1                                            | CUSIP: 92511BAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    530000 | PA      | $537612.60    | 0.10%             | 2029-12-17      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Veros Auto Receivables Trust   | Veros Auto Receivables Trust 2024-1                                            | CUSIP: 92512WAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    680000 | PA      | $699060.26    | 0.13%             | 2028-12-15      | Fixed         | 7.57%                 | No            |                  2 | On Loan: No      |
| Veros Auto Receivables Trust   | Veros Auto Receivables Trust 2024-1                                            | CUSIP: 92512WAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $528606.60    | 0.10%             | 2031-05-15      | Fixed         | 9.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac      | Fannie Mae or Freddie Mac                                                      | CUSIP: 01F050684<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5000000 | PA      | $4867160.30   | 0.88%             | 2040-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS               | Connecticut Avenue Securities Trust 2024-R02                                   | CUSIP: 20754GAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1035514.00   | 0.19%             | 2044-02-25      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                               | CUSIP: 3132DUJ65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3651006 | PA      | $3636930.12   | 0.66%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                               | CUSIP: 3132DUKC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2324584 | PA      | $2263368.11   | 0.41%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                               | CUSIP: 3132DUY27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2913906 | PA      | $2866310.08   | 0.52%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                               | CUSIP: 3132DWHG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    821455 | PA      | $820038.05    | 0.15%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                | CUSIP: 3140XRN35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5564122 | PA      | $5558001.91   | 1.01%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC           | Fiesta Purchaser Inc                                                           | CUSIP: 31659AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $211853.80    | 0.04%             | 2032-09-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-22

**Name of Applicant:** Angel Oak Funds Trust

**Signature:** /s/ Michael Colombo

**Name of Signer:** Michael Colombo

**Title:** Secretary