# EDGAR Filing Document

**Accession Number:** 0001612930
**File Stem:** 0001193125-26-136726
**Filing Date:** 2026-4
**Character Count:** 185239
**Document Hash:** 3b2a79e4c16519260be3c93e80246bc5
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-136726.hdr.sgml**: 20260401

**ACCESSION NUMBER**: 0001193125-26-136726

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260401

**DATE AS OF CHANGE**: 20260401

**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:** 26826795

**BUSINESS ADDRESS:**
- **STREET 1:** ANGEL OAK CAPITAL ADVISORS, LLC
- **STREET 2:** 980 HAMMOND DRIVE, SUITE 200
- **CITY:** ATLANTA
- **STATE:** GA
- **ZIP:** 30328
- **BUSINESS PHONE:** 404-953-4900

**MAIL ADDRESS:**
- **STREET 1:** ANGEL OAK CAPITAL ADVISORS, LLC
- **STREET 2:** 980 HAMMOND DRIVE, SUITE 200
- **CITY:** ATLANTA
- **STATE:** GA
- **ZIP:** 30328

## Series and Classes Contracts Data

### Angel Oak UltraShort Income ETF (Series ID: S000077754)

| Class ID   | Class Name                      | Ticker Symbol   |
|:---|:---|:---|
| C000238280 | Angel Oak UltraShort Income ETF | UYLD            |

## 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:** 980 Hammond Drive

  - **City:** Atlanta

  - **State:** GA

  - **Foreign country:** US

  - **Zip / Postal Code:** 30328

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

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

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

- **b. EDGAR series identifier (if any):** S000077754

- **c. LEI of Series:** 549300AEKI5OUZTQ9F54

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

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

- **b. Date as of which information is reported:** 2026-01-31

**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:** $1344362377.60

**Total Liabilities:** $34575005.74

**Net Assets:** $1309787371.86

**Delayed Delivery Securities:** $12386073.16

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 7321.625171503199 | **1-Year:** 103996.764157210700 | **5-Year:** 54297.338334453040 | **10-Year:** 2071.999004712291 | **30-Year:** 0.000000000000

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

- **3-Month:** 674.545083639204 | **1-Year:** 7326.237333480158 | **5-Year:** 2055.166262958407 | **10-Year:** 0.000000000000 | **30-Year:** 0.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000238280 | 0.40%                | 0.42%                | 0.41%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $132142.17               | $-7099.86                                  |
| Month 2  | $11011.66                | $357875.88                                 |
| Month 3  | $56632.53                | $284083.90                                 |

**Designated Index Information**

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

- **Index Identifier:** N24PGXXGOK

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BCRED BSL Static CLO Ltd       | BCRED BSL Static CLO 2025-1 Ltd                                     | CUSIP: 05556KAA0<br>LEI: 2549001IQYV4NQDSNA79 | Long             | ABS-CBDO         | CORP              | KY        |   6964089 | PA      | $6987551.22   | 0.53%             | 2035-07-24      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit | Bain Capital Credit CLO 2020-5 Ltd                                  | CUSIP: 05683FBE8<br>LEI: 2549006JVW9O28JU2J23 | Long             | ABS-CBDO         | CORP              | KY        |   6200000 | PA      | $6206987.40   | 0.47%             | 2034-04-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                   | Barclays PLC                                                        | CUSIP: 06738EAP0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   5105000 | PA      | $5122445.72   | 0.39%             | 2026-05-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Barings Middle Market CLO Ltd. | Barings Middle Market CLO 2023-I Ltd                                | CUSIP: 06763KAC3<br>LEI: 254900NXSC4FPWNV4296 | Long             | ABS-CBDO         | CORP              | BM        |   4988539 | PA      | $5001095.45   | 0.38%             | 2036-01-20      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT               | Bellemeade Re 2025-1 Ltd                                            | CUSIP: 07876NAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1802294 | PA      | $1806504.10   | 0.14%             | 2035-10-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT               | Bellemeade Re 2025-1 Ltd                                            | CUSIP: 07876NAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1020467.00   | 0.08%             | 2035-10-25      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT               | Bellemeade Re 2023-1 Ltd                                            | CUSIP: 07876XAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    200000 | PA      | $204039.60    | 0.02%             | 2033-10-25      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT               | Bellemeade Re Ltd                                                   | CUSIP: 078915AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    153860 | PA      | $154134.57    | 0.01%             | 2034-08-25      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| BLACK & DECKER HOLDINGS        | Black & Decker Holdings Inc                                         | CUSIP: 091802AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3950000 | PA      | $4127350.81   | 0.32%             | 2028-07-01      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Black Diamond CLO Ltd          | Black Diamond Clo 2019-2 Ltd                                        | CUSIP: 09204GAF6<br>LEI: 254900MIPS4I29O2I690 | Long             | ABS-CBDO         | CORP              | KY        |   5032330 | PA      | $5039536.44   | 0.38%             | 2032-07-23      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TR         | Blackstone Mortgage Trust Inc                                       | CUSIP: 09257WAD2<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              | CORP              | US        |    800000 | PA      | $790018.06    | 0.06%             | 2027-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BLACKROCK RAINIER CLO LTD      | BlackRock DLF X 2025-C CLO LP                                       | CUSIP: 09264MAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12000000 | PA      | $12003564.00  | 0.92%             | 2033-11-21      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd           | BlueMountain CLO XXII Ltd                                           | CUSIP: 09629PAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $4501962.00   | 0.34%             | 2031-07-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd           | BlueMountain CLO 2018-3 Ltd                                         | CUSIP: 09630AAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2880329 | PA      | $2882063.25   | 0.22%             | 2030-10-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd           | BlueMountain CLO XXXI Ltd                                           | CUSIP: 09631BAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10013980.00  | 0.76%             | 2034-04-19      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| BOEING CO                      | Boeing Co/The                                                       | CUSIP: 097023CH6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    832000 | PA      | $830034.60    | 0.06%             | 2026-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BOEING CO                      | Boeing Co/The                                                       | CUSIP: 097023DA0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2580000 | PA      | $2580000.00   | 0.20%             | 2026-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus | BRAVO Residential Funding Trust 2024-NQM4                           | CUSIP: 10568NAA0<br>LEI: 254900NOKQW417VKV943 | Long             | ABS-MBS          | CORP              | US        |   1711337 | PA      | $1703091.74   | 0.13%             | 2060-01-25      | Variable      | 4.35%                 | 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        |   1711337 | PA      | $1694321.14   | 0.13%             | 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        |    855668 | PA      | $849762.66    | 0.06%             | 2060-01-25      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Secur | Bridgecrest Lending Auto Securitization Trust 2026-1                | CUSIP: 107927AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2000836.00   | 0.15%             | 2028-07-17      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust | Hyundai Auto Receivables Trust 2023-A                               | CUSIP: 448979AE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6308000 | PA      | $6324542.10   | 0.48%             | 2028-07-17      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES       | International Flavors & Fragrances Inc                              | CUSIP: 459506AP6<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |   5650000 | PA      | $5438031.72   | 0.42%             | 2027-10-15      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | J.P. Morgan Mortgage Trust 2023-4                                   | CUSIP: 46656QAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    706930 | PA      | $709416.81    | 0.05%             | 2053-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2023-HE1                                   | CUSIP: 46656UAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    389439 | PA      | $391326.42    | 0.03%             | 2053-11-25      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust Series 2025-CES7                           | CUSIP: 46660GAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3930716 | PA      | $3935126.39   | 0.30%             | 2056-04-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust Series 2025-CES7                           | CUSIP: 46660GAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4913395 | PA      | $4918460.88   | 0.38%             | 2056-04-25      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust Series 2025-12MPR                          | CUSIP: 46660LAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3495039 | PA      | $3507819.88   | 0.27%             | 2056-06-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN LLC / JFIN       | Jefferies Finance LLC / JFIN Co-Issuer Corp                         | CUSIP: 47232MAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    610000 | PA      | $591864.88    | 0.05%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JEFFERSON CAPITAL HOLDIN       | Jefferson Capital Holdings LLC                                      | CUSIP: 472481AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $799209.69    | 0.06%             | 2026-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd          | KKR CLO 18 Ltd                                                      | CUSIP: 48251JAS2<br>LEI: 54930088PYF0FHKY5C94 | Long             | ABS-CBDO         | CORP              | KY        |   6602529 | PA      | $6615226.02   | 0.51%             | 2035-10-18      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| KREF 2021-FL2 Ltd              | KREF 2021-FL2 Ltd                                                   | CUSIP: 48275RAA5<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | KY        |    558789 | PA      | $560012.82    | 0.04%             | 2039-02-15      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC           | Keurig Dr Pepper Inc                                                | CUSIP: 49271VAW0<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   5815000 | PA      | $5879345.94   | 0.45%             | 2027-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| KEYBANK NATIONAL ASSN          | Keybank National Association                                        | CUSIP: 49327V2A1<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |   1915000 | PA      | $1912054.58   | 0.15%             | 2026-05-20      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO           | Kraft Heinz Foods Co                                                | CUSIP: 50077LAD8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   4800000 | PA      | $4784822.98   | 0.37%             | 2026-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LJV I MM CLO LLC               | LJV I MM CLO LLC                                                    | CUSIP: 50203VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4238091 | PA      | $4242502.67   | 0.32%             | 2034-04-28      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC               | LPL Holdings Inc                                                    | CUSIP: 50212YAC8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2788552.82   | 0.21%             | 2027-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC               | LPL Holdings Inc                                                    | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   2410000 | PA      | $2455444.72   | 0.19%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Lake Shore MM CLO LLC          | Lake Shore MM CLO II Ltd                                            | CUSIP: 510760AL5<br>LEI: 5493004NSSTVWDFT9W29 | Long             | ABS-CBDO         | CORP              | KY        |    410494 | PA      | $410749.25    | 0.03%             | 2031-10-17      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Lake Shore MM CLO LLC          | Lake Shore MM CLO II Ltd                                            | CUSIP: 510760AN1<br>LEI: 5493004NSSTVWDFT9W29 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1500141.75   | 0.11%             | 2031-10-17      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust  | Lendbuzz Securitization Trust 2026-1                                | CUSIP: 525952AB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $999905.50    | 0.08%             | 2030-07-15      | Fixed         | 4.68%                 | 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        |    302057 | PA      | $300611.13    | 0.02%             | 2029-02-15      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust  | Lendbuzz Securitization Trust 2023-1                                | CUSIP: 52608LAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    105621 | PA      | $106884.48    | 0.01%             | 2028-08-15      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust  | Lendbuzz Securitization Trust 2025-2                                | CUSIP: 52611JAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    469765 | PA      | $471982.14    | 0.04%             | 2030-05-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC       | Lloyds Banking Group PLC                                            | CUSIP: 53944YAB9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $700832.34    | 0.05%             | 2026-03-24      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Lobel Automobile Receivables T | Lobel Automobile Receivables Trust 2023-1                           | CUSIP: 53946XAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    297088 | PA      | $297643.26    | 0.02%             | 2028-10-16      | Fixed         | 8.31%                 | No            |                  2 | On Loan: No      |
| Lobel Automobile Receivables T | Lobel Automobile Receivables Trust 2023-2                           | CUSIP: 53949FAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1020783.40   | 0.08%             | 2029-06-15      | Fixed         | 10.04%                | No            |                  2 | On Loan: No      |
| Luxury Lease Partners Auto Tru | Luxury Lease Partners Auto Lease Trust 2024-4                       | CUSIP: 55068XAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    124918 | PA      | $125676.41    | 0.01%             | 2030-07-15      | Fixed         | 7.29%                 | No            |                  2 | On Loan: No      |
| MANUF & TRADERS TRUST CO       | Manufacturers & Traders Trust Co                                    | CUSIP: 55279HAQ3<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495343.96    | 0.04%             | 2027-08-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga | MF1 2021-FL7 Ltd                                                    | CUSIP: 55284AAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3503836.00   | 0.27%             | 2036-10-16      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD       | Macquarie Airfinance Holdings Ltd                                   | CUSIP: 55609NAF5<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |   5210000 | PA      | $5293320.93   | 0.40%             | 2028-03-27      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd              | Magnetite XXIII Ltd                                                 | CUSIP: 55954NAL3<br>LEI: 549300WG00K34O9YA435 | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1750000.00   | 0.13%             | 2035-01-25      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Maranon Loan Funding Ltd       | Maranon Loan Funding 2023-2 Ltd                                     | CUSIP: 565926AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  13000000 | PA      | $13030498.00  | 0.99%             | 2036-01-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust         | Marlette Funding Trust 2025-1                                       | CUSIP: 570920AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2010201.20   | 0.15%             | 2035-07-16      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MASTEC INC                     | MasTec Inc                                                          | CUSIP: 576323AP4<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |   5210000 | PA      | $5201218.34   | 0.40%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP            | Meritage Homes Corp                                                 | CUSIP: 59001ABA9<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2115757.52   | 0.16%             | 2027-06-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| METHANEX CORP                  | Methanex Corp                                                       | CUSIP: 59151KAM0<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |    350000 | PA      | $351163.40    | 0.03%             | 2027-10-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                     | MFA 2025-NQM5 Trust                                                 | CUSIP: 59319DAD5<br>LEI: 25490048OKUKCESK4V59 | Long             | ABS-MBS          | CORP              | US        |   1483087 | PA      | $1487525.68   | 0.11%             | 2070-11-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Maste | Mission Lane Credit Card Master Trust                               | CUSIP: 60510MCA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $501923.00    | 0.04%             | 2030-12-16      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Momnt Technologies Trust       | Momnt Technologies Trust 2023-1                                     | CUSIP: 608934AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    175898 | PA      | $176285.92    | 0.01%             | 2045-03-20      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor | Morgan Stanley Residential Mortgage Loan Trust 2025-SPL1            | CUSIP: 617946AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1464707 | PA      | $1414106.85   | 0.11%             | 2065-02-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| BrightSpire Capital, Inc       | BRSP 2021-FL1 Ltd                                                   | CUSIP: 05591XAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1996218.00   | 0.15%             | 2038-08-19      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE            | CDW LLC / CDW Finance Corp                                          | CUSIP: 12513GBD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2650000 | PA      | $2641907.06   | 0.20%             | 2028-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE            | CDW LLC / CDW Finance Corp                                          | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2224223.28   | 0.17%             | 2026-12-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust | CFMT 2024-NR1 LLC                                                   | CUSIP: 12531DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    893312 | PA      | $902247.54    | 0.07%             | 2029-11-25      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| COOPR Residential Mortgage Tru | COOPR Residential Mortgage Trust 2025-CES1                          | CUSIP: 12596SAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1344926 | PA      | $1358658.96   | 0.10%             | 2060-05-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC               | COLT 2022-3 Mortgage Loan Trust                                     | CUSIP: 12659YAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    659253 | PA      | $650152.33    | 0.05%             | 2067-02-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust   | CSMC 2022-ATH1                                                      | CUSIP: 12660BAM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1982780 | PA      | $1955364.51   | 0.15%             | 2067-01-25      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                 | CPS Auto Receivables Trust 2022-B                                   | CUSIP: 12663BAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $505324.40    | 0.04%             | 2029-10-15      | Fixed         | 7.14%                 | 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        |    275000 | PA      | $275217.28    | 0.02%             | 2028-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| COOPR Residential Mortgage Tru | COOPR Residential Mortgage Trust 2025-CES2                          | CUSIP: 12674UAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1700769 | PA      | $1726269.13   | 0.13%             | 2060-06-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| CABOT CORP                     | Cabot Corp                                                          | CUSIP: 127055AK7<br>LEI: K05C0SER542GQ6VLRO68 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2237349.33   | 0.17%             | 2026-09-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Trust 2023-8                                         | CUSIP: 694960AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3897331 | PA      | $3976857.29   | 0.30%             | 2031-06-16      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Grantor Trust 2025-7                                 | CUSIP: 69545RAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $10006870.00  | 0.76%             | 2033-05-15      | Fixed         | 4.53%                 | 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        |   1981425 | PA      | $1969564.03   | 0.15%             | 2029-10-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Trust 2023-7                                         | CUSIP: 69548RAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     71794 | PA      | $71909.71     | 0.01%             | 2031-07-15      | Fixed         | 8.80%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Trust 2023-7                                         | CUSIP: 69548RAH7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     74954 | PA      | $75038.17     | 0.01%             | 2031-07-15      | Variable      | 8.80%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Grantor Trust 2025-5                                 | CUSIP: 69548WAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5997698 | PA      | $6035193.46   | 0.46%             | 2033-03-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Grantor Trust 2025-5                                 | CUSIP: 69548WAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6337255 | PA      | $6368774.74   | 0.49%             | 2033-03-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Grantor Trust 2025-5                                 | CUSIP: 69548WAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3499865 | PA      | $3514644.70   | 0.27%             | 2033-03-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya Ai Debt Grantor Trust 2025-6                                 | CUSIP: 69549BAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2003531.20   | 0.15%             | 2033-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                | Venture 32 CLO Ltd                                                  | CUSIP: 92325QAA5<br>LEI: 549300UP09C89Q3HWD39 | Long             | ABS-CBDO         | CORP              | KY        |    618707 | PA      | $619257.23    | 0.05%             | 2031-07-18      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC         | Venture Global LNG Inc                                              | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    800000 | PA      | $819537.72    | 0.06%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust           | Verizon Master Trust                                                | CUSIP: 92348KBT9<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   1293000 | PA      | $1295500.40   | 0.10%             | 2029-06-20      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| Veros Auto Receivables Trust   | Veros Auto Receivables Trust 2026-1                                 | CUSIP: 92511CAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1840000 | PA      | $1840584.20   | 0.14%             | 2028-08-15      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE         | VICI Properties LP / VICI Note Co Inc                               | CUSIP: 92564RAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    580000 | PA      | $586246.29    | 0.04%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Tru | Vista Point Securitization Trust 2024-CES1                          | CUSIP: 92839HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3089192 | PA      | $3152940.23   | 0.24%             | 2054-05-25      | Variable      | 6.68%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC       | Vistra Operations Co LLC                                            | CUSIP: 92840VAG7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   2530000 | PA      | $2522460.60   | 0.19%             | 2027-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC       | Vistra Operations Co LLC                                            | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1463792.33   | 0.11%             | 2026-12-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC       | Vistra Operations Co LLC                                            | CUSIP: 92840VAX0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   2165000 | PA      | $2166221.06   | 0.17%             | 2028-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Tru | Vista Point Securitization Trust 2024-CES3                          | CUSIP: 92841WAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    770888 | PA      | $780701.81    | 0.06%             | 2055-01-25      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Tru | Vista Point Securitization Trust Series 2024-CES2                   | CUSIP: 92841YAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    680796 | PA      | $684788.18    | 0.05%             | 2054-10-25      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Tru | Vista Point Securitization Trust Series 2024-CES2                   | CUSIP: 92841YAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1999296.00   | 0.15%             | 2054-10-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Tru | Vista Point Securitization Trust 2025-CES1                          | CUSIP: 92842DAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3260619 | PA      | $3313297.66   | 0.25%             | 2055-04-25      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Tru | Vista Point Securitization Trust 2025-CES1                          | CUSIP: 92842DAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3016359.00   | 0.23%             | 2055-04-25      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Tru | Vista Point Securitization Trust 2025-CES3                          | CUSIP: 92842MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8662943 | PA      | $8683630.17   | 0.66%             | 2055-11-25      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Tru | Vista Point Securitization Trust 2025-CES2                          | CUSIP: 92842UAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10269142 | PA      | $10342011.70  | 0.79%             | 2055-08-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Capital Four US CLO            | Capital Four US CLO II Ltd                                          | CUSIP: 14016CAQ9<br>LEI: 2138009KMDCX6G3MTA10 | Long             | ABS-CBDO         | CORP              | JE        |   2000000 | PA      | $2009592.00   | 0.15%             | 2037-01-20      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                  | Carnival Corp                                                       | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   5785000 | PA      | $5728035.11   | 0.44%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS               | Connecticut Avenue Securities Trust 2024-R02                        | CUSIP: 20754GAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    749219 | PA      | $751082.97    | 0.06%             | 2044-02-25      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS               | Connecticut Avenue Securities Trust 2024-R05                        | CUSIP: 20754XAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    331390 | PA      | $332669.42    | 0.03%             | 2044-07-25      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS               | Connecticut Avenue Securities Trust 2023-R08                        | CUSIP: 20755CAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    379713 | PA      | $380798.65    | 0.03%             | 2043-10-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS               | Connecticut Avenue Securities Series 2025-R01                       | CUSIP: 20755JAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1273766 | PA      | $1276630.33   | 0.10%             | 2045-01-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS               | Connecticut Avenue Securities Trust 2024-R03                        | CUSIP: 207941AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    786675 | PA      | $789874.90    | 0.06%             | 2044-03-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust 2025-5                          | CUSIP: 30166VAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4700000 | PA      | $4707776.62   | 0.36%             | 2028-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FMC CORP                       | FMC Corp                                                            | CUSIP: 302491AT2<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3368917.27   | 0.26%             | 2026-10-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                    | FIGRE Trust 2026-HE1                                                | CUSIP: 30249NAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1380000 | PA      | $1383763.26   | 0.11%             | 2056-01-25      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                 | Fannie Mae-Aces                                                     | CUSIP: 3136AN6U6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2150098 | PA      | $2128256.90   | 0.16%             | 2027-04-25      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                 | Fannie Mae-Aces                                                     | CUSIP: 3136ARTE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    444314 | PA      | $443606.44    | 0.03%             | 2026-02-25      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                 | Fannie Mae-Aces                                                     | CUSIP: 3136ATYT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1381644 | PA      | $1375871.41   | 0.11%             | 2026-06-25      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                 | Fannie Mae-Aces                                                     | CUSIP: 3136AY6U2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1217007 | PA      | $1202725.42   | 0.09%             | 2027-11-25      | Variable      | 3.16%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                 | Fannie Mae-Aces                                                     | CUSIP: 3136B7GA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1628988 | PA      | $1610614.87   | 0.12%             | 2027-02-25      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137F62A4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3475184 | PA      | $3469214.13   | 0.26%             | 2030-09-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137F84A8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5342787 | PA      | $5323013.67   | 0.41%             | 2030-11-25      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137F8MQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    137725 | PA      | $136973.00    | 0.01%             | 2030-12-25      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137F8RQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1705744 | PA      | $1691130.55   | 0.13%             | 2030-11-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137F8ZR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3223864 | PA      | $3188904.38   | 0.24%             | 2030-12-25      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137F9CM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5080972 | PA      | $5033174.82   | 0.38%             | 2030-12-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137F9CN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5263421 | PA      | $5176522.32   | 0.40%             | 2030-12-25      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137F9Z46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  21216911 | PA      | $20938715.09  | 1.60%             | 2030-12-25      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137F9ZZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3629839 | PA      | $3615987.43   | 0.28%             | 2027-11-25      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137FBC53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    644525 | PA      | $644928.17    | 0.05%             | 2027-09-25      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137FF3L9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3275450 | PA      | $3267470.95   | 0.25%             | 2028-01-25      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137FFNQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     69953 | PA      | $69266.10     | 0.01%             | 2031-01-25      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137FFXQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  25536310 | PA      | $25200814.24  | 1.92%             | 2031-01-25      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137FHGE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    205164 | PA      | $204725.48    | 0.02%             | 2026-09-25      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137FNXA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    236278 | PA      | $237111.88    | 0.02%             | 2029-08-25      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137FREP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    917147 | PA      | $918941.40    | 0.07%             | 2029-12-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137FUZS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1828788 | PA      | $1828135.00   | 0.14%             | 2027-06-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137FV2G6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5261963 | PA      | $5246145.75   | 0.40%             | 2030-06-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137FWHQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    824675 | PA      | $819326.59    | 0.06%             | 2030-08-25      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137FXR26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2961916 | PA      | $2947141.88   | 0.23%             | 2030-10-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust | Carvana Auto Receivables Trust 2021-N2                              | CUSIP: 14686KAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     63123 | PA      | $61875.54     | 0.00%             | 2028-03-10      | Fixed         | 1.07%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust | Carvana Auto Receivables Trust 2021-N3                              | CUSIP: 14687GAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     20208 | PA      | $19701.74     | 0.00%             | 2028-06-12      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust            | COMM 2025-SBX Mortgage Trust                                        | CUSIP: 20047UAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3027552.00   | 0.23%             | 2041-08-10      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC             | Conagra Brands Inc                                                  | CUSIP: 205887AR3<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |   1560000 | PA      | $1666175.74   | 0.13%             | 2028-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137FXZ84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11033997 | PA      | $10902218.23  | 0.83%             | 2031-01-25      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137FXZA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2368513 | PA      | $2357857.14   | 0.18%             | 2031-01-25      | Floating      | 3.95%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC             | Conagra Brands Inc                                                  | CUSIP: 205887CF7<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |   4090000 | PA      | $3904636.99   | 0.30%             | 2027-11-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FIN        | Consolidated Energy Finance SA                                      | CUSIP: 20914UAE6<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |    761000 | PA      | $753949.34    | 0.06%             | 2026-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137FYTS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10945712 | PA      | $10872035.94  | 0.83%             | 2031-02-25      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137FYU20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4905149 | PA      | $4850756.18   | 0.37%             | 2031-01-25      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137FYUP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5093148 | PA      | $5069653.67   | 0.39%             | 2031-02-25      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137FYUT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    271707 | PA      | $269956.64    | 0.02%             | 2031-03-25      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                     | CUSIP: 3138LFXK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    897388 | PA      | $887467.24    | 0.07%             | 2026-10-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                    | FIGRE Trust 2025-HE6                                                | CUSIP: 31684NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    955076 | PA      | $955455.20    | 0.07%             | 2055-09-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES          | Continental Resources Inc/OK                                        | CUSIP: 212015AS0<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   2720000 | PA      | $2724373.27   | 0.21%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES          | Continental Resources Inc/OK                                        | CUSIP: 212015AU5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3349315.04   | 0.26%             | 2026-11-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| FinBe USA Trust                | FinBe USA Trust 2025-1                                              | CUSIP: 317967AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    291593 | PA      | $291706.09    | 0.02%             | 2028-12-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| First American Government Obli | First American Government Obligations Fund                          | CUSIP: 31846V211<br>LEI: 549300R5MYM6VZF1RM44 | Long             | STIV             | RF                | US        |  45392366 | NS      | $45392366.48  | 3.47%             |  |  |  | No            |                  1 | On Loan: No      |
| FISERV INC                     | Fiserv Inc                                                          | CUSIP: 337738BB3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   5650000 | PA      | $5518964.24   | 0.42%             | 2027-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust     | Flagship Credit Auto Trust 2021-4                                   | CUSIP: 33845AAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    392000 | PA      | $374339.89    | 0.03%             | 2027-12-15      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA       | Cooperatieve Rabobank UA                                            | CUSIP: 21684AAF3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   4880000 | PA      | $4873138.92   | 0.37%             | 2026-07-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COOPR Residential Mortgage Tru | COOPR Residential Mortgage Trust 2025-CES3                          | CUSIP: 216926AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7571098 | PA      | $7561581.07   | 0.58%             | 2060-09-25      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust     | Flagship Credit Auto Trust 2023-3                                   | CUSIP: 33846BAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    585000 | PA      | $586238.33    | 0.04%             | 2029-07-16      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust     | Flagship Credit Auto Trust 2021-3                                   | CUSIP: 33846QAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    263000 | PA      | $258242.38    | 0.02%             | 2027-09-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                       | Flex Ltd                                                            | CUSIP: 33938XAE5<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |   5147000 | PA      | $5319193.40   | 0.41%             | 2028-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC       | Ford Motor Credit Co LLC                                            | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   4800000 | PA      | $4646747.33   | 0.35%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                 | CPS Auto Receivables Trust 2023-C                                   | CUSIP: 223928AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7300000 | PA      | $7534839.54   | 0.58%             | 2029-10-15      | Fixed         | 6.77%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC               | Crown Castle Inc                                                    | CUSIP: 22822VAK7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   3240000 | PA      | $3219968.02   | 0.25%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fortress Credit BSL Limited    | Fortress Credit BSL IX Ltd                                          | CUSIP: 34962XAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5063406 | PA      | $5064722.48   | 0.39%             | 2033-10-20      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Fortress Credit Opportunities  | Fortress Credit Opportunities XXXV CLO Ltd                          | CUSIP: 34966YAA4<br>LEI: 254900MPTCO8UJSR7X39 | Long             | ABS-CBDO         | CORP              | KY        |   5381773 | PA      | $5402831.49   | 0.41%             | 2033-07-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Fortress Credit Opportunities  | Fortress Credit Opportunities XXXI CLO Ltd                          | CUSIP: 34990GAA3<br>LEI: 25490034R237Z9DZDO05 | Long             | ABS-CBDO         | CORP              | KY        |   5584023 | PA      | $5599870.88   | 0.43%             | 2033-07-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR            | Freddie Mac STACR REMIC Trust 2024-DNA2                             | CUSIP: 35564NCW1<br>LEI: 529900GRKKKHILZX4347 | Long             | ABS-MBS          | CORP              | US        |    723344 | PA      | $729370.89    | 0.06%             | 2044-05-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR            | Freddie Mac STACR REMIC Trust 2024-HQA2                             | CUSIP: 35564NDZ3<br>LEI: 5299002OYNAPMJKK2A73 | Long             | ABS-MBS          | CORP              | US        |   1125398 | PA      | $1128566.37   | 0.09%             | 2044-08-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR            | Freddie Mac Stacr Remic Trust 2025-Hqa1                             | CUSIP: 35564NGY3<br>LEI: 529900MBUPRSJMB6GN48 | Long             | ABS-MBS          | CORP              | US        |   1512500 | PA      | $1518309.51   | 0.12%             | 2045-02-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC               | Crown Castle Inc                                                    | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    330000 | PA      | $325980.93    | 0.02%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust            | DT Auto Owner Trust 2022-2                                          | CUSIP: 23345AAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3015701 | PA      | $3030358.04   | 0.23%             | 2028-03-15      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust     | GLS Auto Receivables Issuer Trust 2022-2                            | CUSIP: 36265NAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2514878.50   | 0.19%             | 2029-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC            | Global Payments Inc                                                 | CUSIP: 37940XAP7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   2058000 | PA      | $2082875.31   | 0.16%             | 2027-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Highbridge Loan Management Ltd | HPS Loan Management 11-2017 Ltd                                     | CUSIP: 40436VAG6<br>LEI: 549300Z5U2GIJ32SH058 | Long             | ABS-CBDO         | CORP              | KY        |    411356 | PA      | $411359.76    | 0.03%             | 2030-05-06      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| HEXCEL CORP                    | Hexcel Corp                                                         | CUSIP: 428291AN8<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |    990000 | PA      | $988847.33    | 0.08%             | 2027-02-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust            | DT Auto Owner Trust 2022-1                                          | CUSIP: 23345YAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1999514.00   | 0.15%             | 2029-03-15      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust            | DT Auto Owner Trust 2023-2                                          | CUSIP: 23346CAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1245000 | PA      | $1273070.52   | 0.10%             | 2029-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage | Deephaven Residential Mortgage Trust 2025-CES1                      | CUSIP: 24380WAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3308253 | PA      | $3333753.09   | 0.25%             | 2055-10-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage | Deephaven Residential Mortgage Trust 2025-INV1                      | CUSIP: 24382EAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    982253 | PA      | $985725.75    | 0.08%             | 2060-11-25      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Home Re Ltd                    | Home Re 2026-1 Ltd                                                  | CUSIP: 436956AB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   1669000 | PA      | $1677773.93   | 0.13%             | 2036-01-25      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP       | Host Hotels & Resorts LP                                            | CUSIP: 44107TBE5<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |   5731000 | PA      | $5744685.46   | 0.44%             | 2028-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC            | Delta Air Lines Inc                                                 | CUSIP: 247361A24<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   5210000 | PA      | $5300774.61   | 0.40%             | 2028-07-10      | Fixed         | 4.95%                 | 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        |    328000 | PA      | $329766.61    | 0.03%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Race Point CLO Ltd             | Race Point X CLO Ltd                                                | CUSIP: 74983DAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3007104.00   | 0.23%             | 2031-07-25      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| RADIAN GROUP INC               | Radian Group Inc                                                    | CUSIP: 750236AW1<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |   3350000 | PA      | $3363876.97   | 0.26%             | 2027-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| EQT CORP                       | EQT Corp                                                            | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   1493000 | PA      | $1488066.14   | 0.11%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EQT CORP                       | EQT Corp                                                            | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   1907000 | PA      | $1901071.58   | 0.15%             | 2026-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC            | Reach ABS Trust 2023-1                                              | CUSIP: 75525AAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1230179 | PA      | $1245186.48   | 0.10%             | 2031-02-18      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC            | Reach Abs Trust 2024-1                                              | CUSIP: 75526PAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1681121 | PA      | $1692174.55   | 0.13%             | 2031-02-18      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| SAIF Securitization Trust      | SAIF Securitization Trust 2025-CES1                                 | CUSIP: 78438CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4939997 | PA      | $4949121.64   | 0.38%             | 2065-06-25      | Variable      | 5.41%                 | 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        |   3161534 | PA      | $3163921.17   | 0.24%             | 2030-01-25      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Recei | Santander Mortgage Asset Receivable Trust 2025-Ces1                 | CUSIP: 802650AB7<br>LEI: 254900WEZWXJLYHMU869 | Long             | ABS-MBS          | CORP              | US        |   2901488 | PA      | $2916012.74   | 0.22%             | 2055-09-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl | Santander Drive Auto Receivables Trust 2025-4                       | CUSIP: 802923AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8000000 | PA      | $8017481.60   | 0.61%             | 2029-01-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                | Sealed Air Corp                                                     | CUSIP: 81211KAZ3<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3343611.48   | 0.26%             | 2026-10-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust         | Sequoia Mortgage Trust 2023-4                                       | CUSIP: 81743JAK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     96373 | PA      | $96754.24     | 0.01%             | 2053-11-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| SILGAN HOLDINGS INC            | Silgan Holdings Inc                                                 | CUSIP: 827048AX7<br>LEI: KAF673KJXD92C8KSLU49 | Long             | DBT              | CORP              | US        |   4995000 | PA      | $4967979.00   | 0.38%             | 2026-04-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD            | Sound Point CLO V-R LTD                                             | CUSIP: 83607EAA0<br>LEI: 549300UPX3H8ENJXHI23 | Long             | ABS-CBDO         | CORP              | KY        |   1525415 | PA      | $1527474.66   | 0.12%             | 2031-07-18      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRET       | Smyrna Ready Mix Concrete LLC                                       | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    850000 | PA      | $853198.55    | 0.07%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC            | Global Payments Inc                                                 | CUSIP: 891906AC3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2752878.23   | 0.21%             | 2026-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2025-12                                  | CUSIP: 92490FAF7<br>LEI: 2138009XAW9T934GL239 | Long             | ABS-MBS          | CORP              | US        |   1488634 | PA      | $1494408.50   | 0.11%             | 2070-12-25      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2022-3                                   | CUSIP: 92538UAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    163202 | PA      | $157121.75    | 0.01%             | 2067-02-25      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE         | VICI Properties LP / VICI Note Co Inc                               | CUSIP: 92564RAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5565000 | PA      | $5534387.44   | 0.42%             | 2027-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EQT CORP                       | EQT Corp                                                            | CUSIP: 26884LAT6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   2385000 | PA      | $2436394.22   | 0.19%             | 2027-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T | EFMT 2025-NQM6                                                      | CUSIP: 281916AE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1373404 | PA      | $1375736.14   | 0.11%             | 2070-12-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T | EFMT 2025-NQM6                                                      | CUSIP: 281916AJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2461298 | PA      | $2465570.48   | 0.19%             | 2070-12-25      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                   | Enbridge Inc                                                        | CUSIP: 29250NCH6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   2080000 | PA      | $2109310.67   | 0.16%             | 2028-06-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust 2022-3                          | CUSIP: 30166YAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4519421 | PA      | $4568924.04   | 0.35%             | 2028-09-15      | Fixed         | 6.76%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust 2022-5                          | CUSIP: 30167FAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4650275 | PA      | $4711065.07   | 0.36%             | 2029-02-15      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137H0H27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6407357 | PA      | $6367157.15   | 0.49%             | 2031-03-25      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137H0H92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4965191 | PA      | $4902287.32   | 0.37%             | 2031-04-25      | Floating      | 4.02%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137FKWZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    170369 | PA      | $171145.94    | 0.01%             | 2028-12-25      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137FL6K5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    701319 | PA      | $703348.24    | 0.05%             | 2029-02-25      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137FLYN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    569188 | PA      | $570837.96    | 0.04%             | 2029-03-25      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Whole Loan Securit | Freddie Mac Whole Loan Securities Trust 2016-SC02                   | CUSIP: 3137G1BF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     45226 | PA      | $44026.80     | 0.00%             | 2046-10-25      | Variable      | 3.64%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR            | Freddie Mac STACR REMIC Trust 2023-HQA2                             | CUSIP: 35564K2F5<br>LEI: 5493000KIGZAWUOW4E32 | Long             | ABS-MBS          | CORP              | US        |    293568 | PA      | $295188.33    | 0.02%             | 2043-06-25      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137H1LV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2696503 | PA      | $2665768.02   | 0.20%             | 2031-06-25      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137H1Z82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3408089 | PA      | $3385967.26   | 0.26%             | 2028-07-25      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR            | Freddie Mac STACR REMIC Trust 2023-DNA1                             | CUSIP: 35564KP37<br>LEI: 5493000IRILHAKSCHN59 | Long             | ABS-MBS          | CORP              | US        |   1019535 | PA      | $1035483.46   | 0.08%             | 2043-03-25      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR            | Freddie Mac STACR REMIC Trust 2022-DNA3                             | CUSIP: 35564KUX5<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | CORP              | US        |   4627000 | PA      | $4744511.92   | 0.36%             | 2042-04-25      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR            | Freddie Mac STACR REMIC Trust 2024-DNA1                             | CUSIP: 35564NAX1<br>LEI: 529900N6M839KA246662 | Long             | ABS-MBS          | CORP              | US        |    668860 | PA      | $671287.10    | 0.05%             | 2044-02-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR            | Freddie Mac Stacr Remic Trust 2025-Hqa1                             | CUSIP: 35564NGZ0<br>LEI: 529900MBUPRSJMB6GN48 | Long             | ABS-MBS          | CORP              | US        |    933613 | PA      | $936232.83    | 0.07%             | 2045-02-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Freedom Financial              | FREED ABS Trust 2022-3FP                                            | CUSIP: 35634EAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    405279 | PA      | $406915.77    | 0.03%             | 2029-08-20      | Fixed         | 7.36%                 | No            |                  2 | On Loan: No      |
| Freedom Financial              | FREED ABS Trust 2022-4FP                                            | CUSIP: 35634JAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    591082 | PA      | $593314.24    | 0.05%             | 2029-12-18      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137H1ZA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9306819 | PA      | $9244649.58   | 0.71%             | 2031-07-25      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137H2NB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  24714820 | PA      | $24549774.07  | 1.87%             | 2031-08-25      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORP          | Freedom Mortgage Corp                                               | CUSIP: 35640YAJ6<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |    800000 | PA      | $799771.92    | 0.06%             | 2027-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GATX CORP                      | GATX Corp                                                           | CUSIP: 361448AY9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |   1298000 | PA      | $1291389.62   | 0.10%             | 2026-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GATX CORP                      | GATX Corp                                                           | CUSIP: 361448BA0<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    670000 | PA      | $662024.80    | 0.05%             | 2028-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GCAT                           | GCAT 2021-NQM2 Trust                                                | CUSIP: 36166XAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1274929 | PA      | $1114671.42   | 0.09%             | 2066-05-25      | Variable      | 1.24%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137H2NK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6819741 | PA      | $6770079.18   | 0.52%             | 2028-08-25      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137H3K84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5732678 | PA      | $5705097.79   | 0.44%             | 2031-09-25      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| GCAT                           | GCAT 2023-NQM2 Trust                                                | CUSIP: 36169DAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    303544 | PA      | $308070.99    | 0.02%             | 2067-11-25      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD               | GGAM Finance Ltd                                                    | CUSIP: 36170JAC0<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    250000 | PA      | $254420.00    | 0.02%             | 2027-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GCAT                           | GCAT 2025-INV5 Trust                                                | CUSIP: 36173VBA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2942964 | PA      | $2973373.66   | 0.23%             | 2055-12-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities  | GS Mortgage-Backed Securities Trust 2025-HE1                        | CUSIP: 36272NAA2<br>LEI: 254900RIVK2GCJ08H839 | Long             | ABS-MBS          | CORP              | US        |   5240612 | PA      | $5299715.40   | 0.40%             | 2055-10-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137H3KE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3263941 | PA      | $3240816.45   | 0.25%             | 2028-09-25      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137H4BV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4649862 | PA      | $4618363.55   | 0.35%             | 2031-10-25      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities  | GS Mortgage-Backed Securities Trust 2025-HE2                        | CUSIP: 362934AA9<br>LEI: 254900J0PZAB9KZBPX66 | Long             | ABS-MBS          | CORP              | US        |   3720072 | PA      | $3732184.14   | 0.28%             | 2065-12-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Gallatin Loan Management, LLC  | Gallatin CLO VIII 2017-1 Ltd                                        | CUSIP: 36361UAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1579307 | PA      | $1580447.62   | 0.12%             | 2031-07-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137H4CA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6548531 | PA      | $6505114.39   | 0.50%             | 2028-10-25      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137H4S50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5566278 | PA      | $5538040.36   | 0.42%             | 2031-11-25      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO              | General Motors Co                                                   | CUSIP: 37045VBC3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1097229.29   | 0.08%             | 2028-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                                     | CUSIP: 37045XDH6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3281635.39   | 0.25%             | 2028-04-10      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                                     | CUSIP: 37045XEF9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    600000 | PA      | $601584.74    | 0.05%             | 2026-04-06      | 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        |    850000 | PA      | $880923.85    | 0.07%             | 2027-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137H4SB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5867977 | PA      | $5840344.97   | 0.45%             | 2028-12-25      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137H5DU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8615751 | PA      | $8539450.16   | 0.65%             | 2031-12-25      | Floating      | 4.02%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                     | goeasy Ltd                                                          | CUSIP: 380355AF4<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |    260000 | PA      | $258711.10    | 0.02%             | 2026-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Greywolf CLO Ltd               | Greywolf CLO III Ltd                                                | CUSIP: 39809CAY0<br>LEI: 5493002TWMA4NNPZ2B66 | Long             | ABS-CBDO         | CORP              | KY        |   2694727 | PA      | $2698278.47   | 0.21%             | 2033-04-22      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137H5XZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8234821 | PA      | $8182669.84   | 0.62%             | 2029-01-25      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137H5Y35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1683433 | PA      | $1679954.79   | 0.13%             | 2029-01-25      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| Greywolf CLO Ltd               | GREYWOLF CLO VI Ltd                                                 | CUSIP: 39809GAC9<br>LEI: 5493006V5AX99BBCEZ73 | Long             | ABS-CBDO         | CORP              | KY        |   1771777 | PA      | $1772535.50   | 0.14%             | 2031-04-26      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| HCA INC                        | HCA Inc                                                             | CUSIP: 404119CP2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $2100678.50   | 0.16%             | 2028-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT         | HAT Holdings I LLC / HAT Holdings II LLC                            | CUSIP: 418751AE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2885000 | PA      | $2872221.38   | 0.22%             | 2026-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT         | HAT Holdings I LLC / HAT Holdings II LLC                            | CUSIP: 418751AL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3260000 | PA      | $3380980.33   | 0.26%             | 2027-06-15      | Fixed         | 8.00%                 | 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        |    800000 | PA      | $799443.52    | 0.06%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PRA GROUP INC                  | PRA Group Inc                                                       | CUSIP: 69354NAE6<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |    800000 | PA      | $808776.80    | 0.06%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag | PRPM 2024-NQM4 Trust                                                | CUSIP: 69381UAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1612549 | PA      | $1633899.60   | 0.12%             | 2069-12-26      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Pagaya Point of Sale Holdings  | Pagaya Point of Sale Holdings Grantor Trust 2025-1                  | CUSIP: 694952AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2521743.50   | 0.19%             | 2034-01-20      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Pagaya Point of Sale Holdings  | Pagaya Point of Sale Holdings Grantor Trust 2025-1                  | CUSIP: 694952AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1007721.20   | 0.08%             | 2034-01-20      | Fixed         | 6.30%                 | 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        |   2591303 | PA      | $2647840.08   | 0.20%             | 2031-06-16      | Fixed         | 9.54%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Trust 2024-2                                         | CUSIP: 694961AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1906251 | PA      | $1911028.95   | 0.15%             | 2031-08-15      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Trust 2024-2                                         | CUSIP: 694961AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1610538 | PA      | $1615751.05   | 0.12%             | 2031-08-15      | Fixed         | 7.57%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Trust 2025-4                                         | CUSIP: 69547DAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7999716 | PA      | $8061237.49   | 0.62%             | 2033-01-17      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Trust 2025-4                                         | CUSIP: 69547DAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2999893 | PA      | $3031445.96   | 0.23%             | 2033-01-17      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Trust 2024-3                                         | CUSIP: 69547XAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    688641 | PA      | $690104.30    | 0.05%             | 2031-10-15      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Trust 2024-3                                         | CUSIP: 69547XAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2455223 | PA      | $2460955.45   | 0.19%             | 2031-10-15      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Trust 2024-3                                         | CUSIP: 69547XAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    430470 | PA      | $431779.54    | 0.03%             | 2031-10-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Trust 2024-1                                         | CUSIP: 69548AAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1946551 | PA      | $1948713.35   | 0.15%             | 2031-07-15      | Fixed         | 7.11%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Trust 2024-1                                         | CUSIP: 69548AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2120273 | PA      | $2123646.11   | 0.16%             | 2031-07-15      | Fixed         | 8.34%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partne | PRET 2025-NPL9 LLC                                                  | CUSIP: 740937AA5<br>LEI: 254900IWII23Q41Y2V47 | Long             | ABS-MBS          | CORP              | US        |   3761995 | PA      | $3779176.46   | 0.29%             | 2055-08-25      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Prestige Auto Receivables Trus | Prestige Auto Receivables Trust 2025-1                              | CUSIP: 74113UAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4999076.50   | 0.38%             | 2028-11-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Prestige Auto Receivables Trus | Prestige Auto Receivables Trust 2025-1                              | CUSIP: 74113UAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4976796.50   | 0.38%             | 2030-02-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Purchasing Power Funding       | Purchasing Power Funding 2024-A LLC                                 | CUSIP: 745935AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $602463.36    | 0.05%             | 2028-08-15      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| RUN NQM TRUST                  | RUN 2022-NQM1 Trust                                                 | CUSIP: 74981CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1882604 | PA      | $1894122.03   | 0.14%             | 2067-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC            | Reach Abs Trust 2026-1                                              | CUSIP: 75526XAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2000212.80   | 0.15%             | 2033-02-15      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Research-Driven Pagaya Motor A | Research-Driven Pagaya Motor Asset Trust VII                        | CUSIP: 76088TAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    652402 | PA      | $656016.63    | 0.05%             | 2030-11-25      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| Research-Driven Pagaya Motor A | Research-Driven Pagaya Motor Asset Trust 2023-4                     | CUSIP: 76088UAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    104203 | PA      | $104422.69    | 0.01%             | 2032-03-25      | Fixed         | 7.54%                 | No            |                  2 | On Loan: No      |
| Research-Driven Pagaya Motor A | Research-Driven Pagaya Motor Trust 2025-5                           | CUSIP: 76089KAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3009861.30   | 0.23%             | 2034-06-26      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Research-Driven Pagaya Motor A | Research-Driven Pagaya Motor Asset Trust 2023-3                     | CUSIP: 76089RAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     87376 | PA      | $87535.07     | 0.01%             | 2032-01-26      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Research-Driven Pagaya Motor A | Research-Driven Pagaya Motor Asset Trust 2025-3                     | CUSIP: 76090QAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4500000 | PA      | $4537895.40   | 0.35%             | 2034-02-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Research-Driven Pagaya Motor A | Research-Driven Pagaya Motor Trust 2025-6                           | CUSIP: 76100JAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2006313.40   | 0.15%             | 2034-08-25      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd         | Rockford Tower CLO 2019-2 Ltd                                       | CUSIP: 77341GAS9<br>LEI: 549300IG5M07NI4QKK80 | Long             | ABS-CBDO         | CORP              | KY        |   4042014 | PA      | $4049006.27   | 0.31%             | 2032-08-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Romark CLO Ltd                 | Romark CLO - IV Ltd                                                 | CUSIP: 77588LAN1<br>LEI: 549300HD9K8XL8QM2Z46 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4002220.00   | 0.31%             | 2034-07-10      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES        | Royal Caribbean Cruises Ltd                                         | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   5565000 | PA      | $5680536.13   | 0.43%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES        | Royal Caribbean Cruises Ltd                                         | CUSIP: 780153BH4<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   2126000 | PA      | $2125368.62   | 0.16%             | 2026-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRU | SoFi Consumer Loan Program 2025-3 Trust                             | CUSIP: 83390JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1385284 | PA      | $1389660.03   | 0.11%             | 2034-08-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Sotheby's Artfi Master Trust 2 | Sotheby's Artfi Master Trust                                        | CUSIP: 83589CAA6<br>LEI: 9845002FA850DM72BA31 | Long             | ABS-O            | CORP              | US        |   7321000 | PA      | $7337265.80   | 0.56%             | 2031-12-22      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| Sothebys ArtFi Master Trust    | Sotheby's Artfi Master Trust                                        | CUSIP: 83589DAB2<br>LEI: 9845002FA850DM72BA31 | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2000000.00   | 0.15%             | 2033-06-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldentree Loan Opportunities  | Goldentree Loan Opportunities XII Ltd                               | CUSIP: BCC2H6MU4<br>LEI: 5493004WVEVHIF701522 | Long             | ABS-CBDO         | CORP              | KY        |     77109 | PA      | $77159.90     | 0.01%             | 2030-07-21      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137H6LW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4710802 | PA      | $4710057.93   | 0.36%             | 2032-02-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137H6MJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    926898 | PA      | $923874.95    | 0.07%             | 2029-02-25      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust             | A&D Mortgage Trust 2026-NQM1                                        | CUSIP: 00040DAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1800000 | PA      | $1805616.00   | 0.14%             | 2071-02-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust             | A&D Mortgage Trust 2026-NQM1                                        | CUSIP: 00040DAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2900000 | PA      | $2908610.10   | 0.22%             | 2071-02-25      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Rec | American Credit Acceptance Receivables Trust 2026-1                 | CUSIP: 02531FAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2500373.50   | 0.19%             | 2029-07-12      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receiva | AmeriCredit Automobile Receivables Trust 2025-1                     | CUSIP: 03067FAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5003161.00   | 0.38%             | 2029-03-19      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                     | Apidos CLO XXIII                                                    | CUSIP: 03765YBG8<br>LEI: 635400C39IXGGYE6DH05 | Long             | ABS-CBDO         | CORP              | KY        |   9824601 | PA      | $9823009.34   | 0.75%             | 2033-04-15      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                     | Apidos CLO XXXI                                                     | CUSIP: 03767VAG3<br>LEI: 549300IG6PHVJ3WBR394 | Long             | ABS-CBDO         | CORP              | KY        |   1944190 | PA      | $1945974.91   | 0.15%             | 2031-04-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP              | Ares Capital Corp                                                   | CUSIP: 04010LBE2<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4108004.44   | 0.31%             | 2027-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                   | Ares XLI Clo Ltd                                                    | CUSIP: 04016DAS4<br>LEI: 549300X38KZ67Q2FQG11 | Long             | ABS-CBDO         | CORP              | KY        |   9220000 | PA      | $9231525.00   | 0.70%             | 2034-04-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD            | Sound Point CLO IX Ltd                                              | CUSIP: 83609GBN4<br>LEI: 549300W2FX6HEXN27U70 | Long             | ABS-CBDO         | CORP              | KY        |   3785746 | PA      | $3789785.29   | 0.29%             | 2032-07-20      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO          | Southwest Airlines Co                                               | CUSIP: 844741BC1<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |   3800000 | PA      | $3770940.91   | 0.29%             | 2026-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO          | Southwest Airlines Co                                               | CUSIP: 844741BL1<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1417988.55   | 0.11%             | 2028-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TPG Real Estate Finance        | TRTX 2022-FL5 Issuer Ltd                                            | CUSIP: 87277JAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $499953.50    | 0.04%             | 2039-02-15      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Tricolor Auto Securitization T | Tricolor Auto Securitization Trust 2024-2                           | CUSIP: 89616PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    372559 | PA      | $349262.75    | 0.03%             | 2027-12-15      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                  | United States Treasury Bill                                         | CUSIP: 912797SN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9913600.10   | 0.76%             | 2026-04-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                  | United States Treasury Bill                                         | CUSIP: 912797SY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $7969980.66   | 0.61%             | 2026-03-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137H73L5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1044875 | PA      | $1043406.32   | 0.08%             | 2032-03-25      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137H7M26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    713706 | PA      | $711177.61    | 0.05%             | 2032-04-25      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137H8U66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    870754 | PA      | $873814.47    | 0.07%             | 2032-07-25      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137HA3Y0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    181994 | PA      | $182409.41    | 0.01%             | 2030-02-25      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK INC           | Fifth Third Bank NA                                                 | CUSIP: 31677AAB0<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |   3450000 | PA      | $3449641.75   | 0.26%             | 2026-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                       | Flex Ltd                                                            | CUSIP: 33938XAC9<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |   1050000 | PA      | $1050000.00   | 0.08%             | 2026-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MOSAIC GLOBAL HOLDINGS         | Mosaic Global Holdings Inc                                          | CUSIP: 449669AK6<br>LEI: KUTUVC11L8A25EW5LZ75 | Long             | DBT              | CORP              | US        |    950000 | PA      | $1001279.14   | 0.08%             | 2028-01-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                 | NRG Energy Inc                                                      | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   5860000 | PA      | $5668743.25   | 0.43%             | 2027-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO           | National Fuel Gas Co                                                | CUSIP: 636180BS9<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |   3350000 | PA      | $3381357.07   | 0.26%             | 2026-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan  | New Residential Mortgage Loan Trust 2022-NQM4                       | CUSIP: 64831UAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    863458 | PA      | $843887.68    | 0.06%             | 2062-06-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC              | Newell Brands Inc                                                   | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    800000 | PA      | $839324.00    | 0.06%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC              | Nexstar Media Inc                                                   | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    450000 | PA      | $450340.20    | 0.03%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| OZLM Ltd                       | OZLM VI Ltd                                                         | CUSIP: 67108LBG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $9995860.00   | 0.76%             | 2031-04-17      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| OZLM Ltd                       | OZLM XXIV Ltd                                                       | CUSIP: 67113DAW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1674471 | PA      | $1675243.11   | 0.13%             | 2032-07-20      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2025-NQM2 Trust                                                 | CUSIP: 67120VAC9<br>LEI: 2549006BC0G3YEF5SL09 | Long             | ABS-MBS          | CORP              | US        |    969820 | PA      | $975394.68    | 0.07%             | 2064-11-25      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust        | NYMT Loan Trust 2025-CP1                                            | CUSIP: 67121VAA2<br>LEI: 254900JF85A0S614L988 | Long             | ABS-MBS          | CORP              | US        |   1880018 | PA      | $1828048.61   | 0.14%             | 2069-11-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2025-NQM23 Trust                                                | CUSIP: 67123BAF3<br>LEI: 2549009JKGY7CAYS8Y83 | Long             | ABS-MBS          | CORP              | US        |   2946136 | PA      | $2957193.03   | 0.23%             | 2065-10-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust  | NYC Commercial Mortgage Trust 2025-28L                              | CUSIP: 67123JAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $502732.50    | 0.04%             | 2038-11-05      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| Oaktown Re Ltd                 | Oaktown Re VII Ltd                                                  | CUSIP: 67389JAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    999975 | PA      | $1007340.43   | 0.08%             | 2034-04-25      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                      | ONEOK Inc                                                           | CUSIP: 682680AU7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2018144.58   | 0.15%             | 2028-07-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP           | OneMain Finance Corp                                                | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    400000 | PA      | $395228.52    | 0.03%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC            | Oportun Issuance Trust 2024-2                                       | CUSIP: 68377KAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    468753 | PA      | $469558.62    | 0.04%             | 2032-02-09      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC            | Oportun Funding Trust 2024-3                                        | CUSIP: 68377NAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2003952.80   | 0.15%             | 2029-08-15      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC            | Oportun Issuance Trust 2025-A                                       | CUSIP: 68377TAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6800000 | PA      | $6799928.60   | 0.52%             | 2033-02-08      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                    | Oracle Corp                                                         | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   5785000 | PA      | $5527246.09   | 0.42%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                    | Ovintiv Inc                                                         | CUSIP: 69047QAB8<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    498000 | PA      | $513741.84    | 0.04%             | 2028-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY                 | Owens-Brockway Glass Container Inc                                  | CUSIP: 69073TAT0<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301739.40    | 0.02%             | 2027-05-13      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Grantor Trust 2024-11                                | CUSIP: 69544AAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1223640 | PA      | $1234661.01   | 0.09%             | 2032-07-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Grantor Trust 2024-11                                | CUSIP: 69544AAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    689612 | PA      | $695297.04    | 0.05%             | 2032-07-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Grantor Trust 2024-5                                 | CUSIP: 69544LAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    920862 | PA      | $925853.41    | 0.07%             | 2031-10-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Grantor Trust 2024-10                                | CUSIP: 69544MAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3100334 | PA      | $3120456.56   | 0.24%             | 2032-06-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Grantor Trust 2024-8                                 | CUSIP: 69544QAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    505391 | PA      | $508040.81    | 0.04%             | 2032-01-15      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Grantor Trust 2024-8                                 | CUSIP: 69544QAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    905146 | PA      | $911140.02    | 0.07%             | 2032-01-15      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Grantor Trust 2025-3                                 | CUSIP: 69544TAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1416100 | PA      | $1429696.87   | 0.11%             | 2032-12-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya Ai Debt Grantor Trust 2024-9                                 | CUSIP: 69546QAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2883489 | PA      | $2893054.58   | 0.22%             | 2032-03-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Grantor Trust 2024-6 And Pagaya AI Debt Trust 2024-6 | CUSIP: 69548KAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    985357 | PA      | $990495.08    | 0.08%             | 2031-11-15      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| N/A                            | US 2YR NOTE (CBT) Mar26                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -244 | NC      | $44895.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR       | Occidental Petroleum Corp                                           | CUSIP: 674599CR4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $3083665.79   | 0.24%             | 2026-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XV | Octagon Investment Partners XVII Ltd                                | CUSIP: 67590GBL2<br>LEI: 54930007Y57X4ONHQV20 | Long             | ABS-CBDO         | CORP              | KY        |   3755619 | PA      | $3760651.89   | 0.29%             | 2031-01-25      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 28 | Octagon Investment Partners 28 Ltd                                  | CUSIP: 67591EBE2<br>LEI: 254900BI638DCRT6IN48 | Long             | ABS-CBDO         | CORP              | KY        |   3763158 | PA      | $3773702.25   | 0.29%             | 2037-04-24      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Grantor Trust 2025-1                                 | CUSIP: 69544NAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1951244 | PA      | $1967875.08   | 0.15%             | 2032-07-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Grantor Trust 2025-1                                 | CUSIP: 69544NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1999829 | PA      | $2015418.71   | 0.15%             | 2032-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Grantor Trust 2025-2                                 | CUSIP: 69545GAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1999790 | PA      | $2008341.83   | 0.15%             | 2032-10-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya Ai Debt Grantor Trust 2024-9                                 | CUSIP: 69546QAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    815342 | PA      | $819797.69    | 0.06%             | 2032-03-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC               | COLT 2025-10 Mortgage Loan Trust                                    | CUSIP: 12675XAG1<br>LEI: 213800STFGFKQEQSRE63 | Long             | ABS-MBS          | CORP              | US        |   2926536 | PA      | $2950135.16   | 0.23%             | 2070-10-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Cerberus                       | Cerberus Loan Funding XLV LLC                                       | CUSIP: 15675FAA6<br>LEI: 6354005BRQJC9NIG3407 | Long             | ABS-CBDO         | CORP              | US        |   8250000 | PA      | $8258423.25   | 0.63%             | 2036-04-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Cherry Securitization Trust    | Cherry Securitization Trust 2025-1                                  | CUSIP: 16473RAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2032096.40   | 0.16%             | 2032-11-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC               | COLT 2025-12 Mortgage Loan Trust                                    | CUSIP: 19688UAD4<br>LEI: 213800A53WDNKWGEVL75 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1002055.00   | 0.08%             | 2071-01-26      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137H13L8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5001508 | PA      | $4975995.28   | 0.38%             | 2028-05-25      | Floating      | 4.02%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137H13Y0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7439941 | PA      | $7341875.05   | 0.56%             | 2031-05-25      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137H1LN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5094736 | PA      | $5026043.65   | 0.38%             | 2031-06-25      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137HBBP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    459271 | PA      | $462036.69    | 0.04%             | 2030-10-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137HKXG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5000000 | PA      | $5008815.00   | 0.38%             | 2032-01-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates        | CUSIP: 3137HPU84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10000000 | PA      | $10012460.00  | 0.76%             | 2035-11-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD FINANCL CORP       | Fifth Third Financial Corp                                          | CUSIP: 200340AQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3386178.93   | 0.26%             | 2026-07-22      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                    | FIGRE Trust 2024-SL1                                                | CUSIP: 31684JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2672223 | PA      | $2730002.12   | 0.21%             | 2053-07-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                    | FIGRE Trust 2025-HE5                                                | CUSIP: 31684MAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2248318 | PA      | $2267873.69   | 0.17%             | 2055-08-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                    | FIGRE Trust 2025-FL1                                                | CUSIP: 31684QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2326565 | PA      | $2335059.75   | 0.18%             | 2055-07-25      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management    | RCKT Mortgage Trust 2025-CES7                                       | CUSIP: 74943AAB8<br>LEI: 254900E35NYYFOUTHD06 | Long             | ABS-MBS          | CORP              | US        |   2650839 | PA      | $2684533.61   | 0.20%             | 2055-07-25      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2025-VTT                      | CUSIP: 94990GAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1003921.00   | 0.08%             | 2038-03-15      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT       | Western Midstream Operating LP                                      | CUSIP: 958254AK0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   4050000 | PA      | $4102196.36   | 0.31%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable | Westlake Automobile Receivables Trust 2025-2                        | CUSIP: 96041KAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2001194.80   | 0.15%             | 2028-09-15      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable | Westlake Automobile Receivables Trust 2026-1                        | CUSIP: 96043BAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2000545.20   | 0.15%             | 2028-09-15      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable | Westlake Automobile Receivables Trust 2026-1                        | CUSIP: 96043BAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3001089.60   | 0.23%             | 2028-09-15      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable | Westlake Automobile Receivables Trust 2025-P1                       | CUSIP: 96043LAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1391000 | PA      | $1403544.59   | 0.11%             | 2029-06-15      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| XPO INC                        | XPO Inc                                                             | CUSIP: 98379KAA0<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |   5970000 | PA      | $6084624.00   | 0.46%             | 2028-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST                 | ACHV ABS TRUST 2024-1PL                                             | CUSIP: 00092BAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    260388 | PA      | $263585.09    | 0.02%             | 2031-04-25      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST                 | ACHV ABS TRUST 2024-1PL                                             | CUSIP: 00092BAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    366154 | PA      | $370216.82    | 0.03%             | 2031-04-25      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST                 | ACHV ABS TRUST 2024-1PL                                             | CUSIP: 00092BAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3162758 | PA      | $3209387.81   | 0.25%             | 2031-04-25      | Fixed         | 7.29%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST                 | ACHV ABS TRUST 2024-2PL                                             | CUSIP: 00092HAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    351189 | PA      | $354804.14    | 0.03%             | 2031-10-27      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST                 | ACHV ABS TRUST 2024-2PL                                             | CUSIP: 00092HAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1994901 | PA      | $2015750.58   | 0.15%             | 2031-10-27      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST                 | ACHV ABS Trust 2024-3AL                                             | CUSIP: 00092KAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    856211 | PA      | $866104.21    | 0.07%             | 2031-12-26      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST                 | ACHV ABS Trust 2024-3AL                                             | CUSIP: 00092KAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2769319 | PA      | $2809187.57   | 0.21%             | 2031-12-26      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ACHD Trust                     | ACHD Trust 2025-DS1                                                 | CUSIP: 00092TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    540623 | PA      | $542191.81    | 0.04%             | 2034-01-09      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| ACM Auto Trust                 | ACM Auto Trust 2025-4                                               | CUSIP: 00161LAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1164678 | PA      | $1169338.84   | 0.09%             | 2030-05-20      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| ACREC 2021-FL1 Ltd.            | ACREC 2021-FL1 Ltd                                                  | CUSIP: 00500RAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    700000 | PA      | $700843.50    | 0.05%             | 2036-10-16      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust           | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   5785000 | PA      | $5613373.63   | 0.43%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AgoraCapital Auto Securities T | AgoraCapital Auto Securities Trust 2025-1                           | CUSIP: 008483AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    928932 | PA      | $932100.33    | 0.07%             | 2032-11-25      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                 | Air Lease Corp                                                      | CUSIP: 00914AAM4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   4800000 | PA      | $4744913.47   | 0.36%             | 2026-08-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                  | Aircastle Ltd                                                       | CUSIP: 00928QAU5<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   3400000 | PA      | $3310136.57   | 0.25%             | 2028-01-26      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                  | Aircastle Ltd                                                       | CUSIP: 00928QAX9<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   1480000 | PA      | $1555891.50   | 0.12%             | 2028-07-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC             | Ally Financial Inc                                                  | CUSIP: 02005NBP4<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   5210000 | PA      | $4940949.97   | 0.38%             | 2028-11-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| AMCOR FINANCE USA INC          | Amcor Finance USA Inc                                               | CUSIP: 02343UAG0<br>LEI: 549300ZMT7FVT8R77U18 | Long             | DBT              | CORP              | US        |   3950000 | PA      | $3945408.64   | 0.30%             | 2026-04-28      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Rec | American Credit Acceptance Receivables Trust 2023-3                 | CUSIP: 02530EAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4470000 | PA      | $4574554.19   | 0.35%             | 2029-10-12      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Rec | American Credit Acceptance Receivables Trust 2024-2                 | CUSIP: 02531BAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5500000 | PA      | $5615086.95   | 0.43%             | 2030-04-12      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Lo | Arbor Realty Collateralized Loan Obligation Ltd                     | CUSIP: 03881UAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1004266.00   | 0.08%             | 2041-01-20      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA               | ArcelorMittal SA                                                    | CUSIP: 03938LBE3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |   4800000 | PA      | $4997568.24   | 0.38%             | 2027-11-29      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP              | Ares Capital Corp                                                   | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   1785000 | PA      | $1713595.72   | 0.13%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP              | Ares Capital Corp                                                   | CUSIP: 04010LBD4<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    335000 | PA      | $328958.83    | 0.03%             | 2027-06-15      | Fixed         | 2.88%                 | 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        |   1500000 | PA      | $1415739.00   | 0.11%             | 2061-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2025-CRM1                                 | CUSIP: 891946AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2741068 | PA      | $2780920.62   | 0.21%             | 2065-01-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2025-CRM1                                 | CUSIP: 891946AK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $6013476.00   | 0.46%             | 2065-01-25      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner  | Toyota Auto Receivables 2024-D Owner Trust                          | CUSIP: 89239TAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $6040798.80   | 0.46%             | 2029-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd               | Trinitas CLO XIV Ltd                                                | CUSIP: 89641QAY6<br>LEI: 549300095MXHZZMH2053 | Long             | ABS-CBDO         | CORP              | KY        |   8000000 | PA      | $8001040.00   | 0.61%             | 2034-01-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Twin Brook CLO                 | Twin Brook Clo 2024-2 LLC                                           | CUSIP: 901395AQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9000000 | PA      | $9000000.00   | 0.69%             | 2035-10-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| USASF Receivables LLC          | US Auto Funding Trust 2022-1                                        | CUSIP: 90355FAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     46477 | PA      | $15502.49     | 0.00%             | 2026-12-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC            | United Airlines Inc                                                 | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   5280000 | PA      | $5279112.43   | 0.40%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL       | United Wholesale Mortgage LLC                                       | CUSIP: 913229AC4<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |    400000 | PA      | $400648.40    | 0.03%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL        | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC     | CUSIP: 91327BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $199673.32    | 0.02%             | 2028-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS          | Universal Health Services Inc                                       | CUSIP: 913903AZ3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |   5565000 | PA      | $5483996.58   | 0.42%             | 2026-09-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Upgrade Auto Receivables Trust | Upgrade Auto Receivables Trust 2025-1                               | CUSIP: 91531AAB0<br>LEI: 254900GMCGPEMKJRNA46 | Long             | ABS-O            | CORP              | US        |   3050000 | PA      | $3054809.24   | 0.23%             | 2029-05-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Upland CLO Ltd                 | Upland CLO Ltd                                                      | CUSIP: 915328AW8<br>LEI: 54930052JF7HYEE5CO91 | Long             | ABS-CBDO         | CORP              | KY        |   1990664 | PA      | $1993928.54   | 0.15%             | 2031-04-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust | Upgrade Master Pass-Thru Trust Series 2025-ST4                      | CUSIP: 91533MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    672752 | PA      | $676118.08    | 0.05%             | 2032-08-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Upgrade Receivables Trust      | Upgrade Receivables Trust 2024-1                                    | CUSIP: 91533NAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1656444 | PA      | $1659230.22   | 0.13%             | 2031-02-18      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust | Upgrade Master Pass-Thru Trust Series 2025-ST5                      | CUSIP: 91535BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1506489 | PA      | $1510646.95   | 0.12%             | 2032-09-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust | Upgrade Master Pass-Thru Trust Series 2025-ST8                      | CUSIP: 91535UAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2507290.75   | 0.19%             | 2033-12-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust   | Upstart Securitization Trust 2025-2                                 | CUSIP: 91679EAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4366000 | PA      | $4403889.46   | 0.34%             | 2035-06-20      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust   | Upstart Securitization Trust 2021-3                                 | CUSIP: 91679LAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     17807 | PA      | $17785.41     | 0.00%             | 2031-07-20      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Upstart Structured Pass-Throug | Upstart Structured Pass-Through Trust Series 2022-2A                | CUSIP: 91680YAY7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    451814 | PA      | $450875.00    | 0.03%             | 2030-06-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Upstart Pass Through Trust     | Upstart Pass-Through Trust Series 2022-ST3                          | CUSIP: 91681EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    184027 | PA      | $183681.07    | 0.01%             | 2030-05-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust   | Upstart Securitization Trust 2025-1                                 | CUSIP: 91684PAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2247785 | PA      | $2268861.29   | 0.17%             | 2035-04-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust   | Upstart Securitization Trust 2025-1                                 | CUSIP: 91684PAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1023131.40   | 0.08%             | 2035-04-20      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank   | Huntington Bank Auto Credit-Linked Notes Series 2024-1              | CUSIP: 44644NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    208421 | PA      | $211922.59    | 0.02%             | 2032-05-20      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL  | STAR 2021-SFR2 Trust                                                | CUSIP: 78474LAL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    209662 | PA      | $209200.56    | 0.02%             | 2039-01-17      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| Springcastle SPV               | SpringCastle America Funding LLC                                    | CUSIP: 85022WAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    628639 | PA      | $594866.34    | 0.05%             | 2037-09-25      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST        | Starwood Property Trust Inc                                         | CUSIP: 85571BAY1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298185.03    | 0.02%             | 2027-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential  | Starwood Mortgage Residential Trust 2021-2                          | CUSIP: 85573HAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    405239 | PA      | $390958.30    | 0.03%             | 2065-05-25      | Variable      | 1.43%                 | No            |                  2 | On Loan: No      |
| Steele Creek CLO Ltd           | Steele Creek CLO 2019-2 LTD                                         | CUSIP: 85817EAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2814379 | PA      | $2814612.28   | 0.21%             | 2032-07-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| STRIKE ACCEPTANCE AUTO FUNDING | Strike Acceptance Auto Funding Trust 2025-1                         | CUSIP: 86332RAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1115143 | PA      | $1120712.26   | 0.09%             | 2032-04-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Sunbit Asset Securitization Tr | Sunbit Asset Securitization Trust 2025-1                            | CUSIP: 86709SAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1505635.35   | 0.11%             | 2030-07-15      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY BANK                 | Synchrony Bank                                                      | CUSIP: 87166FAE3<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |   3425000 | PA      | $3488698.94   | 0.27%             | 2027-08-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS       | Targa Resources Partners LP / Targa Resources Partners Finance Corp | CUSIP: 87612BBG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5565000 | PA      | $5572322.32   | 0.43%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Theorem Funding Trust          | Theorem Funding Trust 2022-3                                        | CUSIP: 882925AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1966531 | PA      | $1974338.21   | 0.15%             | 2029-04-15      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| Theorem Funding Trust          | Theorem Funding Trust 2022-2                                        | CUSIP: 88339FAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2885591 | PA      | $2890112.25   | 0.22%             | 2028-12-15      | Fixed         | 9.27%                 | No            |                  2 | On Loan: No      |
| TOLL BROS FINANCE CORP         | Toll Brothers Finance Corp                                          | CUSIP: 88947EAS9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2153000 | PA      | $2167810.79   | 0.17%             | 2027-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2019-HY3                                  | CUSIP: 89177XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    304558 | PA      | $304739.54    | 0.02%             | 2059-10-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2025-CES2                                 | CUSIP: 89183KAB3<br>LEI: 25490031FI1THTB1EH80 | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2513617.50   | 0.19%             | 2065-07-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Arivo Acceptance Auto Loan Rec | Arivo Acceptance Auto Loan Receivables Trust 2024-1                 | CUSIP: 039943AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    130997 | PA      | $131710.35    | 0.01%             | 2028-04-17      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| Arivo Acceptance Auto Loan Rec | Arivo Acceptance Auto Loan Receivables Trust 2025-1                 | CUSIP: 039962AF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1003167.60   | 0.08%             | 2029-05-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Arivo Acceptance Auto Loan Rec | Arivo Acceptance Auto Loan Receivables Trust 2022-2                 | CUSIP: 04047JAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     54598 | PA      | $55030.16     | 0.00%             | 2029-01-16      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC          | Arrow Electronics Inc                                               | CUSIP: 042735AK6<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1128878.65   | 0.09%             | 2027-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC          | Arrow Electronics Inc                                               | CUSIP: 042735BF6<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |   5045000 | PA      | $5019175.65   | 0.38%             | 2028-01-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC            | Ashtead Capital Inc                                                 | CUSIP: 045054AN3<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   2608000 | PA      | $2569316.66   | 0.20%             | 2026-08-12      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING          | Athene Global Funding                                               | CUSIP: 04685A3T6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   2779000 | PA      | $2821110.38   | 0.22%             | 2027-03-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING          | Athene Global Funding                                               | CUSIP: 04685A4N8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   2436000 | PA      | $2463818.29   | 0.19%             | 2028-05-09      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| ATLX Trust                     | ATLX 2024-RPL1 Trust                                                | CUSIP: 049915AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    878538 | PA      | $866761.95    | 0.07%             | 2064-04-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                 | AutoNation Inc                                                      | CUSIP: 05329WAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5381000 | PA      | $5094744.09   | 0.39%             | 2028-08-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding | Avis Budget Rental Car Funding AESOP LLC                            | CUSIP: 05377RER1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   9000000 | PA      | $8825401.80   | 0.67%             | 2028-02-20      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding | Avis Budget Rental Car Funding AESOP LLC                            | CUSIP: 05377RES9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1333000 | PA      | $1304680.15   | 0.10%             | 2028-02-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding | Avis Budget Rental Car Funding AESOP LLC                            | CUSIP: 05377RGW8<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    800000 | PA      | $815380.00    | 0.06%             | 2028-02-22      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| AVNET INC                      | Avnet Inc                                                           | CUSIP: 053807AS2<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |    274000 | PA      | $274037.34    | 0.02%             | 2026-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AVNET INC                      | Avnet Inc                                                           | CUSIP: 053807AW3<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |   5511000 | PA      | $5720253.22   | 0.44%             | 2028-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD       | Avolon Holdings Funding Ltd                                         | CUSIP: 05401AAP6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1585000 | PA      | $1539109.21   | 0.12%             | 2028-02-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD       | Avolon Holdings Funding Ltd                                         | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   2005000 | PA      | $1947664.14   | 0.15%             | 2027-11-18      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD       | Avolon Holdings Funding Ltd                                         | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   2610000 | PA      | $2717095.63   | 0.21%             | 2028-05-04      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Secur | BHG Securitization Trust 2025-2CON                                  | CUSIP: 05494LAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1515948.90   | 0.12%             | 2036-09-17      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus | BRAVO Residential Funding Trust 2021-NQM3                           | CUSIP: 105690AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4164464 | PA      | $3956586.08   | 0.30%             | 2060-04-25      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus | BRAVO Residential Funding Trust 2022-NQM3                           | CUSIP: 10569JAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    341493 | PA      | $344323.09    | 0.03%             | 2062-07-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus | BRAVO Residential Funding Trust 2024-NQM8                           | CUSIP: 10571DAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1762635 | PA      | $1742048.99   | 0.13%             | 2053-08-01      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Lobel Automobile Receivables T | Lobel Automobile Receivables Trust 2023-1                           | CUSIP: 53946XAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4250000 | PA      | $4291458.75   | 0.33%             | 2030-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust         | Marlette Funding Trust 2023-4                                       | CUSIP: 57108UAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1755000 | PA      | $1820158.06   | 0.14%             | 2033-12-15      | Fixed         | 8.15%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust         | Marlette Funding Trust 2023-3                                       | CUSIP: 57109RAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    969654 | PA      | $972889.05    | 0.07%             | 2033-09-15      | Fixed         | 7.06%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust         | Marlette Funding Trust 2023-3                                       | CUSIP: 57109RAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6201800 | PA      | $6387457.70   | 0.49%             | 2033-09-15      | Fixed         | 8.04%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust         | Marlette Funding Trust 2023-1                                       | CUSIP: 57110PAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5083043.00   | 0.39%             | 2033-04-15      | Fixed         | 8.15%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-01

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

**Signature:** /s/ Michael Colombo

**Name of Signer:** Michael Colombo

**Title:** Secretary