# EDGAR Filing Document

**Accession Number:** 0001500604
**File Stem:** 0002071691-26-015531
**Filing Date:** 2026-6
**Character Count:** 243353
**Document Hash:** c0a87c3fd441b859cd34e19e4825ac4f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-015531.hdr.sgml**: 20260626

**ACCESSION NUMBER**: 0002071691-26-015531

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260626

**DATE AS OF CHANGE**: 20260626

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Janus Detroit Street Trust
- **CENTRAL INDEX KEY:** 0001500604

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23112
- **FILM NUMBER:** 261128681

**BUSINESS ADDRESS:**
- **STREET 1:** 151 DETROIT STREET
- **CITY:** DENVER
- **STATE:** CO
- **ZIP:** 80206
- **BUSINESS PHONE:** 303-333-3863

**MAIL ADDRESS:**
- **STREET 1:** 151 DETROIT STREET
- **CITY:** DENVER
- **STATE:** CO
- **ZIP:** 80206

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Janus ETF Trust
- **DATE OF NAME CHANGE:** 20100902

## Series and Classes Contracts Data

### Janus Henderson Securitized Income ETF (Series ID: S000082930)

| Class ID   | Class Name                             | Ticker Symbol   |
|:---|:---|:---|
| C000246278 | Janus Henderson Securitized Income ETF | JSI             |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Janus Detroit Street Trust

- **b. Investment Company Act file number:** 811-23112

- **c. CIK number of Registrant:** 0001500604

- **d. LEI of Registrant:** 5493003MM7OCK5UJW595

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

  - **Street Address 1:** 151 Detroit Street

  - **City:** Denver

  - **State:** CO

  - **Foreign country:** US

  - **Zip / Postal Code:** 80206

  - **Telephone number:** 303-333-3863

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

- **a. Name of Series:** Janus Henderson Securitized Income ETF

- **b. EDGAR series identifier (if any):** S000082930

- **c. LEI of Series:** 213800ILCSKNDETKIU60

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2404237866.17

**Total Liabilities:** $889621012.66

**Net Assets:** $1514616853.51

**Delayed Delivery Securities:** $16816872.33

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -4303.57986876 | **1-Year:** -88665.45298313 | **5-Year:** -197553.63872953 | **10-Year:** -174760.81104423 | **30-Year:** -37722.73226653

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

- **3-Month:** -3097.08120940 | **1-Year:** -53285.79602480 | **5-Year:** -101467.29667941 | **10-Year:** -92973.87498932 | **30-Year:** -13496.14425634

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000246278 | 0.73%                | -1.11%               | 0.62%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $582425.65               | $2350452.50                                |
| Month 2  | $-2036880.15             | $-13186639.43                              |
| Month 3  | $480862.11               | $2906203.65                                |

**Designated Index Information**

- **Index Name:** 50% ICE BofA AA-BBB US ABS/50% ICE BofA AA-BBB US Fixed Rate CMBS

- **Index Identifier:** INTRNL-2732079061

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AB BSL CLO 1 Ltd.                              | AB BSL CLO 1 Ltd., Series 2020-1A, Class A2R2                              | CUSIP: 00038KBL4<br>LEI: 549300UT754V8VGM9T25 | Long             | ABS-CBDO         | CORP              | KY        |   11000000 | PA      | $11008108.10   | 0.73%             | 2038-10-15      | Floating      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| A&D Mortgage Trust                             | A&D Mortgage Trust, Series 2026-NQM1, Class A1                             | CUSIP: 00040DAC7<br>LEI: 984500FEB1BEC4C6Y473 | Long             | ABS-MBS          | CORP              | US        |    2439376 | PA      | $2419675.73    | 0.16%             | 2071-02-25      | Variable      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| A&D Mortgage Trust                             | A&D Mortgage Trust, Series 2026-NQM1, Class A2                             | CUSIP: 00040DAF0<br>LEI: 984500FEB1BEC4C6Y473 | Long             | ABS-MBS          | CORP              | US        |    2845611 | PA      | $2818051.91    | 0.19%             | 2071-02-25      | Variable      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| ACHV ABS TRUST                                 | ACHV ABS TRUST, Series 2023-1PL, Class D                                   | CUSIP: 00091XAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     314635 | PA      | $316786.16     | 0.02%             | 2030-03-18      | Fixed         | 8.47%                 | Yes           |                  2 | On Loan: No      |
| ACHV ABS TRUST                                 | ACHV ABS TRUST, Series 2024-1PL, Class C                                   | CUSIP: 00092BAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      20680 | PA      | $20787.74      | 0.00%             | 2031-04-25      | Fixed         | 6.42%                 | Yes           |                  2 | On Loan: No      |
| ABL                                            | ABL, Series 2024-RTL1, Class A2                                            | CUSIP: 00092EAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5160000 | PA      | $5177217.37    | 0.34%             | 2029-09-25      | Variable      | 7.46%                 | Yes           |                  2 | On Loan: No      |
| A&D Mortgage Trust                             | A&D Mortgage Trust, Series 2025-NQM5, Class A1                             | CUSIP: 00250AAC8<br>LEI: 984500B1KGB67O4A0631 | Long             | ABS-MBS          | CORP              | US        |    3223324 | PA      | $3210369.78    | 0.21%             | 2070-12-25      | Variable      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| A&D Mortgage Trust                             | A&D Mortgage Trust, Series 2025-NQM2, Class A1                             | CUSIP: 00250EAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2399258 | PA      | $2414672.86    | 0.16%             | 2070-06-25      | Variable      | 5.79%                 | Yes           |                  2 | On Loan: No      |
| Acacia LLC                                     | Acacia LLC, Series 2025-1, Class A                                         | CUSIP: 00401PAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1635780 | PA      | $1637633.34    | 0.11%             | 2037-11-15      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Accelerated LLC                                | Accelerated LLC, Series 2024-1A, Class D                                   | CUSIP: 00440MAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3613215 | PA      | $3507772.50    | 0.23%             | 2044-08-22      | Fixed         | 7.85%                 | Yes           |                  2 | On Loan: No      |
| ACHM Mortgage Trust                            | ACHM Mortgage Trust, Series 2024-HE1, Class B                              | CUSIP: 00449TAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1559128 | PA      | $1594335.08    | 0.11%             | 2039-05-25      | Fixed         | 7.26%                 | Yes           |                  2 | On Loan: No      |
| Affirm Master Trust                            | Affirm Master Trust, Series 2025-2A, Class D                               | CUSIP: 00833BAK4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7500000 | PA      | $7534423.98    | 0.50%             | 2033-07-15      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust              | Affirm Asset Securitization Trust, Series 2025-X2, Class C                 | CUSIP: 00835DAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     283000 | PA      | $282991.66     | 0.02%             | 2030-10-15      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust              | Affirm Asset Securitization Trust, Series 2025-X2, Class D                 | CUSIP: 00835DAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4000000 | PA      | $3996782.51    | 0.26%             | 2030-10-15      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| ALA Trust                                      | ALA Trust, Series 2025-OANA, Class A                                       | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12053651 | PA      | $12100067.19   | 0.80%             | 2040-06-15      | Floating      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| ALA Trust                                      | ALA Trust, Series 2025-OANA, Class D                                       | CUSIP: 009920AG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2333000 | PA      | $2336457.15    | 0.15%             | 2040-06-15      | Floating      | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Aligned Data Centers Issuer LLC                | Aligned Data Centers Issuer LLC, Series 2021-1A, Class A2                  | CUSIP: 01627AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1602000 | PA      | $1590037.86    | 0.10%             | 2046-08-15      | Fixed         | 1.94%                 | Yes           |                  2 | On Loan: No      |
| Alloya Auto Receivables Trust                  | Alloya Auto Receivables Trust, Series 2025-1A, Class B                     | CUSIP: 01986QAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     900000 | PA      | $904434.67     | 0.06%             | 2030-03-25      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| FNMA or FHLMC                                  | UMBS, Single Family, 30 Year                                               | CUSIP: 01F022659<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        | -189990000 | PA      | $-159088316.49 | -10.50%           | 2056-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                  | UMBS, Single Family, 30 Year                                               | CUSIP: 01F050650<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  196415000 | PA      | $193518075.17  | 12.78%            | 2056-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                  | UMBS, Single Family, 30 Year                                               | CUSIP: 01F052656<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |      -5042 | PA      | $-5067.46      | -0.00%            | 2056-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                  | UMBS, Single Family, 30 Year                                               | CUSIP: 01F052656<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15372414 | PA      | $15450044.69   | 1.02%             | 2056-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                  | UMBS, Single Family, 30 Year                                               | CUSIP: 01F052664<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15370628 | PA      | $15431034.57   | 1.02%             | 2056-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                  | UMBS, Single Family, 30 Year                                               | CUSIP: 01F060659<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  210506500 | PA      | $214868194.68  | 14.19%            | 2056-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                  | UMBS, Single Family, 30 Year                                               | CUSIP: 01F060659<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -33905499 | PA      | $-34608020.94  | -2.28%            | 2056-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                  | UMBS, Single Family, 30 Year                                               | CUSIP: 01F060667<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   33905499 | PA      | $34572759.22   | 2.28%             | 2056-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                  | UMBS, Single Family, 30 Year                                               | CUSIP: 01F062655<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   60613000 | PA      | $62870834.25   | 4.15%             | 2056-05-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes             | Ally Bank Auto Credit-Linked Notes, Series 2024-A, Class G                 | CUSIP: 02007G2A0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     238600 | PA      | $246536.92     | 0.02%             | 2032-05-17      | Fixed         | 12.75%                | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes             | Ally Bank Auto Credit-Linked Notes, Series 2024-B, Class E                 | CUSIP: 02007G4F7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     971437 | PA      | $972490.58     | 0.06%             | 2032-09-15      | Fixed         | 6.68%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes             | Ally Bank Auto Credit-Linked Notes, Series 2024-B, Class F                 | CUSIP: 02007G4G5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1331053 | PA      | $1344701.95    | 0.09%             | 2032-09-15      | Fixed         | 8.04%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes             | Ally Bank Auto Credit-Linked Notes, Series 2025-A, Class E                 | CUSIP: 02007G5H2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1201166 | PA      | $1192419.46    | 0.08%             | 2033-06-15      | Fixed         | 6.07%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes             | Ally Bank Auto Credit-Linked Notes, Series 2025-A, Class F                 | CUSIP: 02007G5J8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     529926 | PA      | $529734.87     | 0.03%             | 2033-06-15      | Fixed         | 6.94%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes             | Ally Bank Auto Credit-Linked Notes, Series 2025-B, Class E                 | CUSIP: 02007G6S7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3947629 | PA      | $3921975.01    | 0.26%             | 2033-09-15      | Fixed         | 6.16%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes             | Ally Bank Auto Credit-Linked Notes, Series 2024-A, Class E                 | CUSIP: 02007GZ89<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     309133 | PA      | $313005.43     | 0.02%             | 2032-05-17      | Fixed         | 7.92%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes             | Ally Bank Auto Credit-Linked Notes, Series 2024-A, Class F                 | CUSIP: 02007GZ97<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     393800 | PA      | $402991.67     | 0.03%             | 2032-05-17      | Fixed         | 9.89%                 | Yes           |                  2 | On Loan: No      |
| Alterna Funding III LLC                        | Alterna Funding III LLC, Series 2024-1A, Class B                           | CUSIP: 02157JAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1594203 | PA      | $1594168.22    | 0.11%             | 2039-05-16      | Fixed         | 7.14%                 | Yes           |                  2 | On Loan: No      |
| Amur Equipment Finance Receivables XIII LLC    | Amur Equipment Finance Receivables XIII LLC, Series 2024-1A, Class E       | CUSIP: 03237CAF9<br>LEI: 254900O8ABFLU3FOSN14 | Long             | ABS-O            | CORP              | US        |     375000 | PA      | $381431.63     | 0.03%             | 2032-04-20      | Fixed         | 9.66%                 | Yes           |                  2 | On Loan: No      |
| Amur Equipment Finance Receivables XV LLC      | Amur Equipment Finance Receivables XV LLC, Series 2025-1A, Class D         | CUSIP: 03237FAE5<br>LEI: 254900UXD59DZRJ7U848 | Long             | ABS-O            | CORP              | US        |    3129000 | PA      | $3142868.37    | 0.21%             | 2032-08-20      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| Amur Equipment Finance Receivables XIV LLC     | Amur Equipment Finance Receivables XIV LLC, Series 2024-2A, Class E        | CUSIP: 03238BAF0<br>LEI: 254900VBZK8DVZNJFJ70 | Long             | ABS-O            | CORP              | US        |     500000 | PA      | $506870.20     | 0.03%             | 2032-10-20      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                       | Angel Oak Mortgage Trust, Series 2025-6, Class A2                          | CUSIP: 034937AB8<br>LEI: 254900GRN1I3WMM1H095 | Long             | ABS-MBS          | CORP              | US        |    1585928 | PA      | $1592513.51    | 0.11%             | 2070-04-25      | Variable      | 5.77%                 | Yes           |                  2 | On Loan: No      |
| Arivo Acceptance Auto Loan Receivables Trust   | Arivo Acceptance Auto Loan Receivables Trust, Series 2024-1A, Class B      | CUSIP: 039943AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1500000 | PA      | $1516677.81    | 0.10%             | 2030-06-17      | Fixed         | 6.87%                 | Yes           |                  2 | On Loan: No      |
| Ares LXXI CLO Ltd.                             | Ares LXXI CLO Ltd., Series 2024-71A, Class A2                              | CUSIP: 04020MAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5000000 | PA      | $5012216.00    | 0.33%             | 2037-04-20      | Floating      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Auxilior Term Funding LLC                      | Auxilior Term Funding LLC, Series 2023-1A, Class E                         | CUSIP: 05335JAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     200000 | PA      | $213209.10     | 0.01%             | 2032-12-15      | Fixed         | 10.97%                | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC       | Avis Budget Rental Car Funding AESOP LLC, Series 2021-1A, Class D          | CUSIP: 05377REL4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    3333333 | PA      | $3319890.63    | 0.22%             | 2027-08-20      | Fixed         | 3.71%                 | Yes           |                  2 | On Loan: No      |
| Avtech Equipment Receivables Funding LLC       | Avtech Equipment Receivables Funding LLC, Series 2026-1A, Class A          | CUSIP: 05452AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4101460 | PA      | $4091152.69    | 0.27%             | 2033-02-15      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| BAMLL Re-REMIC Trust                           | BAMLL Re-REMIC Trust, Series 2025-FRR5, Class E736                         | CUSIP: 05494BAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2405067 | PA      | $2290424.19    | 0.15%             | 2052-09-27      | Variable      | 0.89%                 | Yes           |                  2 | On Loan: No      |
| BAMLL Re-REMIC Trust                           | BAMLL Re-REMIC Trust, Series 2025-FRR5, Class EK73                         | CUSIP: 05494BAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1784783 | PA      | $1404580.49    | 0.09%             | 2051-02-27      | Variable      | 0.01%                 | Yes           |                  2 | On Loan: No      |
| BAMLL Re-REMIC Trust                           | BAMLL Re-REMIC Trust, Series 2025-FRR5, Class EK86                         | CUSIP: 05494BBJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1892604 | PA      | $1494050.18    | 0.10%             | 2051-11-27      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BLP Commercial Mortgage Trust                  | BLP Commercial Mortgage Trust, Series 2025-IND2, Class D                   | CUSIP: 05556WAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $4004030.65    | 0.26%             | 2042-12-15      | Floating      | 6.30%                 | Yes           |                  2 | On Loan: No      |
| BPR Trust                                      | BPR Trust, Series 2024-PMDW, Class D                                       | CUSIP: 05592VAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2870000 | PA      | $2856998.15    | 0.19%             | 2041-11-05      | Variable      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| BPR Trust                                      | BPR Trust, Series 2024-PMDW, Class E                                       | CUSIP: 05592VAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3407000 | PA      | $3156322.01    | 0.21%             | 2041-11-05      | Variable      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| BMP                                            | BMP, Series 2024-MF23, Class D                                             | CUSIP: 05593JAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3750000 | PA      | $3754004.01    | 0.25%             | 2041-06-15      | Floating      | 6.05%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                       | BX Trust, Series 2024-FNX, Class A                                         | CUSIP: 05593TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7819728 | PA      | $7823090.88    | 0.52%             | 2041-11-15      | Floating      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                       | BX Trust, Series 2025-ROIC, Class E                                        | CUSIP: 05593VAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2715276 | PA      | $2712942.15    | 0.18%             | 2030-03-15      | Floating      | 6.60%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                       | BX Trust, Series 2025-LUNR, Class D                                        | CUSIP: 05594CAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3113040 | PA      | $3116131.06    | 0.21%             | 2040-06-15      | Floating      | 6.15%                 | Yes           |                  2 | On Loan: No      |
| BXP Trust                                      | BXP Trust, Series 2017-GM, Class D                                         | CUSIP: 056083AL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2310000 | PA      | $2257865.64    | 0.15%             | 2039-06-13      | Variable      | 3.54%                 | Yes           |                  2 | On Loan: No      |
| BXP Trust                                      | BXP Trust, Series 2017-GM, Class E                                         | CUSIP: 056083AN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3080000 | PA      | $2978392.44    | 0.20%             | 2039-06-13      | Variable      | 3.54%                 | Yes           |                  2 | On Loan: No      |
| BXHPP Trust                                    | BXHPP Trust, Series 2021-FILM, Class A                                     | CUSIP: 05609JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     437000 | PA      | $416284.59     | 0.03%             | 2036-08-15      | Floating      | 4.42%                 | Yes           |                  2 | On Loan: No      |
| BXHPP Trust                                    | BXHPP Trust, Series 2021-FILM, Class B                                     | CUSIP: 05609JAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     250000 | PA      | $232743.21     | 0.02%             | 2036-08-15      | Floating      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| BXHPP Trust                                    | BXHPP Trust, Series 2021-FILM, Class C                                     | CUSIP: 05609JAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1950000 | PA      | $1705421.08    | 0.11%             | 2036-08-15      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                       | BX Trust, Series 2021-BXMF, Class G                                        | CUSIP: 05609RAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1808470 | PA      | $1804615.81    | 0.12%             | 2026-10-15      | Floating      | 7.12%                 | Yes           |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                   | BX Commercial Mortgage Trust, Series 2024-XL4, Class A                     | CUSIP: 05611VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9140257 | PA      | $9146302.45    | 0.60%             | 2039-02-15      | Floating      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                   | BX Commercial Mortgage Trust, Series 2024-MF, Class C                      | CUSIP: 05612EAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     309909 | PA      | $310565.89     | 0.02%             | 2039-02-15      | Floating      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                   | BX Commercial Mortgage Trust, Series 2024-MF, Class D                      | CUSIP: 05612EAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4825727 | PA      | $4837158.31    | 0.32%             | 2039-02-15      | Floating      | 6.34%                 | Yes           |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                   | BX Commercial Mortgage Trust, Series 2024-XL5, Class D                     | CUSIP: 05612GAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3570000 | PA      | $3571059.69    | 0.24%             | 2041-03-15      | Floating      | 6.34%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                       | BX Trust, Series 2024-CNYN, Class C                                        | CUSIP: 05612HAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1069443 | PA      | $1069498.28    | 0.07%             | 2041-04-15      | Floating      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                       | BX Trust, Series 2024-CNYN, Class D                                        | CUSIP: 05612HAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5703693 | PA      | $5703990.73    | 0.38%             | 2041-04-15      | Floating      | 6.34%                 | Yes           |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                   | BX Commercial Mortgage Trust, Series 2024-WPT, Class D                     | CUSIP: 05612JAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1580000 | PA      | $1578412.01    | 0.10%             | 2034-03-15      | Floating      | 6.34%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                       | BX Trust, Series 2024-VLT4, Class D                                        | CUSIP: 05612TAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1055450 | PA      | $1046158.74    | 0.07%             | 2041-06-15      | Floating      | 6.09%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                       | BX Trust, Series 2024-VLT4, Class E                                        | CUSIP: 05612TAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3979046 | PA      | $3919328.20    | 0.26%             | 2041-06-15      | Floating      | 6.54%                 | Yes           |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                   | BX Commercial Mortgage Trust, Series 2024-BIO2, Class D                    | CUSIP: 05613GAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4702000 | PA      | $4497773.87    | 0.30%             | 2041-08-13      | Variable      | 7.97%                 | Yes           |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                   | BX Commercial Mortgage Trust, Series 2024-BRBK, Class B                    | CUSIP: 05613NAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1850000 | PA      | $1852660.75    | 0.12%             | 2041-10-15      | Floating      | 7.59%                 | Yes           |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                   | BX Commercial Mortgage Trust, Series 2024-AIR2, Class C                    | CUSIP: 05613QAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1918360 | PA      | $1921468.85    | 0.13%             | 2041-10-15      | Floating      | 5.90%                 | Yes           |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                   | BX Commercial Mortgage Trust, Series 2024-AIR2, Class D                    | CUSIP: 05613QAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2489072 | PA      | $2493832.83    | 0.16%             | 2041-10-15      | Floating      | 6.45%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                       | BX Trust, Series 2025-DIME, Class E                                        | CUSIP: 05613UAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $4956280.06    | 0.33%             | 2035-02-15      | Floating      | 6.65%                 | Yes           |                  2 | On Loan: No      |
| BOCA Commercial Mortgage Trust                 | BOCA Commercial Mortgage Trust, Series 2025-BOCA, Class D                  | CUSIP: 05619RAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $2002597.27    | 0.13%             | 2042-12-15      | Floating      | 6.15%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                       | BX Trust, Series 2025-ARIA, Class C                                        | CUSIP: 05619TAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7050000 | PA      | $7066098.39    | 0.47%             | 2042-12-13      | Variable      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| BLP Commercial Mortgage Trust                  | BLP Commercial Mortgage Trust, Series 2024-IND2, Class A                   | CUSIP: 05625AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6236454 | PA      | $6236851.02    | 0.41%             | 2041-03-15      | Floating      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                   | Bain Capital Credit CLO Ltd., Series 2025-5A, Class A2                     | CUSIP: 056917AC1<br>LEI: 254900UZIWHOC1Z47I85 | Long             | ABS-CBDO         | CORP              | KY        |    8000000 | PA      | $8002744.00    | 0.53%             | 2039-01-19      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII Trust      | Bayview Opportunity Master Fund VII Trust, Series 2024-SN1, Class D        | CUSIP: 072926AF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     500000 | PA      | $509692.79     | 0.03%             | 2029-07-16      | Fixed         | 6.36%                 | Yes           |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII LLC        | Bayview Opportunity Master Fund VII LLC, Series 2024-EDU1, Class C         | CUSIP: 07336PAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     741971 | PA      | $745493.64     | 0.05%             | 2047-06-25      | Floating      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII LLC        | Bayview Opportunity Master Fund VII LLC, Series 2024-EDU1, Class D         | CUSIP: 07336PAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     720772 | PA      | $729898.60     | 0.05%             | 2047-06-25      | Floating      | 6.40%                 | Yes           |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII LLC        | Bayview Opportunity Master Fund VII LLC, Series 2024-CAR1, Class D         | CUSIP: 07336QAD4<br>LEI: 254900S53K9VTUR1UX42 | Long             | ABS-O            | CORP              | US        |     652347 | PA      | $655467.75     | 0.04%             | 2031-12-26      | Floating      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII LLC        | Bayview Opportunity Master Fund VII LLC, Series 2024-CAR1, Class E         | CUSIP: 07336QAE2<br>LEI: 254900S53K9VTUR1UX42 | Long             | ABS-O            | CORP              | US        |     461349 | PA      | $465386.01     | 0.03%             | 2031-12-26      | Floating      | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII LLC        | Bayview Opportunity Master Fund VII LLC, Series 2025-EDU1, Class C         | CUSIP: 07337GAC7<br>LEI: 2549001VJ64UFK8PZA41 | Long             | ABS-O            | CORP              | US        |    2953133 | PA      | $2956446.47    | 0.20%             | 2048-07-27      | Floating      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| BHG Securitization Trust                       | BHG Securitization Trust, Series 2024-1CON, Class A                        | CUSIP: 08862HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     134187 | PA      | $136169.82     | 0.01%             | 2035-04-17      | Fixed         | 5.81%                 | Yes           |                  2 | On Loan: No      |
| BHG Securitization Trust                       | BHG Securitization Trust, Series 2024-1CON, Class B                        | CUSIP: 08862HAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     277778 | PA      | $283908.94     | 0.02%             | 2035-04-17      | Fixed         | 6.49%                 | Yes           |                  2 | On Loan: No      |
| BFLD Commercial Mortgage Trust                 | BFLD Commercial Mortgage Trust, Series 2025-5MW, Class C                   | CUSIP: 088921AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2994622.56    | 0.20%             | 2042-10-10      | Variable      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Black Pearl Compute LLC                        | Black Pearl Compute LLC                                                    | CUSIP: 09216NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4079000 | PA      | $4138503.51    | 0.27%             | 2031-02-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Blue Bridge Funding LLC                        | Blue Bridge Funding LLC, Series 2023-1A, Class B                           | CUSIP: 09531MAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     200000 | PA      | $203503.26     | 0.01%             | 2030-11-15      | Fixed         | 9.48%                 | Yes           |                  2 | On Loan: No      |
| Blue Bridge Funding LLC                        | Blue Bridge Funding LLC, Series 2023-1A, Class C                           | CUSIP: 09531MAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     546000 | PA      | $542261.32     | 0.04%             | 2030-11-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Brean Asset-Backed Securities Trust            | Brean Asset-Backed Securities Trust, Series 2024-RM8, Class A2             | CUSIP: 10637YAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2560000 | PA      | $2477184.77    | 0.16%             | 2064-05-25      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Brean Asset-Backed Securities Trust            | Brean Asset-Backed Securities Trust, Series 2024-RM9, Class A1             | CUSIP: 10638DAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1446174 | PA      | $1438720.65    | 0.09%             | 2064-09-25      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust  | Bridgecrest Lending Auto Securitization Trust, Series 2024-1, Class D      | CUSIP: 107933AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     500000 | PA      | $508002.61     | 0.03%             | 2029-11-15      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities LLC                    | Business Jet Securities LLC, Series 2024-1A, Class B                       | CUSIP: 12327CAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1120260 | PA      | $1142503.38    | 0.08%             | 2039-05-15      | Fixed         | 6.92%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                       | BX Trust, Series 2025-TAIL, Class D                                        | CUSIP: 123912AG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6000000 | PA      | $6001945.60    | 0.40%             | 2035-06-15      | Floating      | 6.10%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                       | BX Trust, Series 2025-VLT7, Class E                                        | CUSIP: 123913AJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9966000 | PA      | $9948121.61    | 0.66%             | 2044-07-15      | Floating      | 7.40%                 | Yes           |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                   | BX Commercial Mortgage Trust, Series 2024-AIRC, Class A                    | CUSIP: 12433CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6374296 | PA      | $6387263.26    | 0.42%             | 2041-08-15      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                   | BX Commercial Mortgage Trust, Series 2026-CSMO, Class C                    | CUSIP: 12433LAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     400000 | PA      | $401736.27     | 0.03%             | 2043-02-15      | Floating      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                   | BX Commercial Mortgage Trust, Series 2026-CSMO, Class D                    | CUSIP: 12433LAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2580000 | PA      | $2587527.46    | 0.17%             | 2043-02-15      | Floating      | 6.10%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                       | BX Trust, Series 2026-CART, Class D                                        | CUSIP: 12433MAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2810000 | PA      | $2808221.25    | 0.19%             | 2036-02-15      | Floating      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                   | BX Commercial Mortgage Trust, Series 2026-XL6, Class D                     | CUSIP: 12433NAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3854000 | PA      | $3834740.96    | 0.25%             | 2043-03-15      | Floating      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                        | CF Hippolyta Issuer LLC, Series 2020-1, Class A1                           | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1562354 | PA      | $1301004.55    | 0.09%             | 2060-07-15      | Fixed         | 1.69%                 | Yes           |                  2 | On Loan: No      |
| COOPR Residential Mortgage Trust               | COOPR Residential Mortgage Trust, Series 2025-CES1, Class A1A              | CUSIP: 12596SAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3465037 | PA      | $3485102.88    | 0.23%             | 2060-05-25      | Variable      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| CPC Asset Securitization III LLC               | CPC Asset Securitization III LLC, Series 2024-1A, Class D                  | CUSIP: 126203AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $1012900.00    | 0.07%             | 2030-08-15      | Fixed         | 13.45%                | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                            | COMM Mortgage Trust, Series 2016-667M, Class A                             | CUSIP: 12636GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2120000 | PA      | $2014524.96    | 0.13%             | 2036-10-10      | Fixed         | 3.14%                 | Yes           |                  2 | On Loan: No      |
| CSMC Trust                                     | CSMC Trust, Series 2021-BHAR, Class C                                      | CUSIP: 12659VAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3446000 | PA      | $3410610.30    | 0.23%             | 2038-11-15      | Floating      | 5.77%                 | Yes           |                  2 | On Loan: No      |
| CSMC Trust                                     | CSMC Trust, Series 2021-BHAR, Class E                                      | CUSIP: 12659VAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     300000 | PA      | $296565.86     | 0.02%             | 2038-11-15      | Floating      | 7.27%                 | Yes           |                  2 | On Loan: No      |
| COOPR Residential Mortgage Trust               | COOPR Residential Mortgage Trust, Series 2025-CES2, Class A1A              | CUSIP: 12674UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1190290 | PA      | $1194052.03    | 0.08%             | 2060-06-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CALI Mortgage Trust                            | CALI Mortgage Trust, Series 2019-101C, Class B                             | CUSIP: 129890AG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1700000 | PA      | $1619635.36    | 0.11%             | 2039-03-10      | Fixed         | 4.16%                 | Yes           |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                        | CarMax Auto Owner Trust, Series 2024-1, Class D                            | CUSIP: 14318WAH0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1620000 | PA      | $1642748.91    | 0.11%             | 2030-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust                        | Carmax Auto Owner Trust, Series 2025-4, Class D                            | CUSIP: 14320HAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1750000 | PA      | $1740453.89    | 0.11%             | 2032-05-17      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                 | Carvana Auto Receivables Trust, Series 2021-N3, Class E                    | CUSIP: 14687GAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2899684 | PA      | $2837221.19    | 0.19%             | 2028-06-12      | Fixed         | 3.16%                 | Yes           |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                 | Carvana Auto Receivables Trust, Series 2025-P3, Class C                    | CUSIP: 14688AAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $982378.42     | 0.06%             | 2032-01-12      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust                         | Chase Auto Owner Trust, Series 2025-1A, Class D                            | CUSIP: 16145NAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3600000 | PA      | $3643960.40    | 0.24%             | 2032-11-26      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                            | COMM Mortgage Trust, Series 2024-WCL1, Class C                             | CUSIP: 20047DAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1250000 | PA      | $1254408.98    | 0.08%             | 2041-06-15      | Floating      | 6.54%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                            | COMM Mortgage Trust, Series 2024-WCL1, Class D                             | CUSIP: 20047DAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4250000 | PA      | $4270082.62    | 0.28%             | 2041-06-15      | Floating      | 6.94%                 | Yes           |                  2 | On Loan: No      |
| Commonbond Student Loan Trust                  | Commonbond Student Loan Trust, Series 2016-A, Class B                      | CUSIP: 20267TAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     103500 | PA      | $100445.26     | 0.01%             | 2040-05-25      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Commonbond Student Loan Trust                  | Commonbond Student Loan Trust, Series 2016-B, Class B                      | CUSIP: 20267UAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     106143 | PA      | $100878.23     | 0.01%             | 2040-10-25      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Commonbond Student Loan Trust                  | Commonbond Student Loan Trust, Series 2017-AGS, Class B                    | CUSIP: 20267VAC1<br>LEI: 549300LRCNJYVPZRKK63 | Long             | ABS-O            | CORP              | US        |     172925 | PA      | $158138.59     | 0.01%             | 2041-05-25      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| Commonbond Student Loan Trust                  | Commonbond Student Loan Trust, Series 2018-CGS, Class B                    | CUSIP: 20267XAC7<br>LEI: 549300O1CSZVJJTIR319 | Long             | ABS-O            | CORP              | US        |      98238 | PA      | $92958.12      | 0.01%             | 2046-02-25      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Commonbond Student Loan Trust                  | Commonbond Student Loan Trust, Series 2018-BGS, Class C                    | CUSIP: 20268MAD8<br>LEI: 549300EJIXF1G1X7PN20 | Long             | ABS-O            | CORP              | US        |      84418 | PA      | $71410.39      | 0.00%             | 2045-09-25      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Commonbond Student Loan Trust                  | Commonbond Student Loan Trust, Series 2021-AGS, Class B                    | CUSIP: 20268WAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     176770 | PA      | $135393.68     | 0.01%             | 2052-03-25      | Fixed         | 1.40%                 | Yes           |                  2 | On Loan: No      |
| Compass Datacenters Issuer II LLC              | Compass Datacenters Issuer II LLC, Series 2024-1A, Class A1                | CUSIP: 20469AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     300000 | PA      | $299838.31     | 0.02%             | 2049-02-25      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Compass Datacenters Issuer II LLC              | Compass Datacenters Issuer II LLC, Series 2024-1A, Class A2                | CUSIP: 20469AAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $1004300.13    | 0.07%             | 2049-02-25      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Compass Datacenters Issuer II LLC              | Compass Datacenters Issuer II LLC, Series 2024-2A, Class B1                | CUSIP: 20469AAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4500000 | PA      | $4487214.06    | 0.30%             | 2049-08-25      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Compass Datacenters Issuer II LLC              | Compass Datacenters Issuer II LLC, Series 2024-2A, Class B2                | CUSIP: 20469AAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3250000 | PA      | $3158791.11    | 0.21%             | 2049-08-25      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Compass Datacenters Issuer II LLC              | Compass Datacenters Issuer II LLC, Series 2025-1A, Class B1                | CUSIP: 20469CAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5000000 | PA      | $4930319.30    | 0.33%             | 2050-05-25      | Fixed         | 5.76%                 | Yes           |                  2 | On Loan: No      |
| CONE Trust                                     | CONE Trust, Series 2024-DFW1, Class A                                      | CUSIP: 20682AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2165000 | PA      | $2155621.65    | 0.14%             | 2041-08-15      | Floating      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust            | Connecticut Avenue Securities Trust, Series 2022-R04, Class 1B2            | CUSIP: 20753YAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2724099 | PA      | $2908933.37    | 0.19%             | 2042-03-25      | Floating      | 13.15%                | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust            | Connecticut Avenue Securities Trust, Series 2021-R03, Class 1M2            | CUSIP: 20754AAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5213730 | PA      | $5232840.64    | 0.35%             | 2041-12-25      | Floating      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust            | Connecticut Avenue Securities Trust, Series 2021-R03, Class 1B1            | CUSIP: 20754AAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2250000 | PA      | $2271093.75    | 0.15%             | 2041-12-25      | Floating      | 6.40%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust            | Connecticut Avenue Securities Trust, Series 2022-R02, Class 2M2            | CUSIP: 20754BAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     227032 | PA      | $229868.29     | 0.02%             | 2042-01-25      | Floating      | 6.65%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust            | Connecticut Avenue Securities Trust, Series 2022-R02, Class 2B2            | CUSIP: 20754BAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $3128351.85    | 0.21%             | 2042-01-25      | Floating      | 11.30%                | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust            | Connecticut Avenue Securities Trust, Series 2021-R02, Class 2B2            | CUSIP: 20754KAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     683000 | PA      | $700126.70     | 0.05%             | 2041-11-25      | Floating      | 9.85%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust            | Connecticut Avenue Securities Trust, Series 2022-R01, Class 1B2            | CUSIP: 20754LAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3108409 | PA      | $3194832.22    | 0.21%             | 2041-12-25      | Floating      | 9.65%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust            | Connecticut Avenue Securities Trust, Series 2022-R07, Class 1B2            | CUSIP: 20754MAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     432557 | PA      | $482671.32     | 0.03%             | 2042-06-25      | Floating      | 15.65%                | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust            | Connecticut Avenue Securities Trust, Series 2022-R07, Class 1M2            | CUSIP: 20754MCB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     783000 | PA      | $814533.87     | 0.05%             | 2042-06-25      | Floating      | 8.30%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust            | Connecticut Avenue Securities Trust, Series 2022-R06, Class 1M2            | CUSIP: 20754NAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9350000 | PA      | $9614175.62    | 0.63%             | 2042-05-25      | Floating      | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust            | Connecticut Avenue Securities Trust, Series 2021-R01, Class 1M2            | CUSIP: 20754RAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     405041 | PA      | $405731.84     | 0.03%             | 2041-10-25      | Floating      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust            | Connecticut Avenue Securities Trust, Series 2021-R01, Class 1B1            | CUSIP: 20754RAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $3030283.43    | 0.20%             | 2041-10-25      | Floating      | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust            | Connecticut Avenue Securities Trust, Series 2021-R01, Class 1B2            | CUSIP: 20754RAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3511000 | PA      | $3583148.79    | 0.24%             | 2041-10-25      | Floating      | 9.65%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust            | Connecticut Avenue Securities Trust, Series 2023-R02, Class 1M2            | CUSIP: 20755AAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2335000 | PA      | $2415042.01    | 0.16%             | 2043-01-25      | Floating      | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust            | Connecticut Avenue Securities Trust, Series 2025-R01, Class 1M1            | CUSIP: 20755JAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3965908 | PA      | $3965907.11    | 0.26%             | 2045-01-25      | Floating      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust            | Connecticut Avenue Securities Trust, Series 2025-R01, Class 1M2            | CUSIP: 20755JAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1054000 | PA      | $1054856.20    | 0.07%             | 2045-01-25      | Floating      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust            | Connecticut Avenue Securities Trust, Series 2024-R06, Class 1M2            | CUSIP: 20755RAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1873648 | PA      | $1876141.85    | 0.12%             | 2044-09-25      | Floating      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust            | Connecticut Avenue Securities Trust, Series 2025-R04, Class 1M1            | CUSIP: 20755TAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     534825 | PA      | $535330.62     | 0.04%             | 2045-05-25      | Floating      | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust            | Connecticut Avenue Securities Trust, Series 2025-R04, Class 1M2            | CUSIP: 20755TAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5168240 | PA      | $5174011.43    | 0.34%             | 2045-05-25      | Floating      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust            | Connecticut Avenue Securities Trust, Series 2023-R05, Class 1B1            | CUSIP: 207942AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     310000 | PA      | $329222.85     | 0.02%             | 2043-06-25      | Floating      | 8.40%                 | Yes           |                  2 | On Loan: No      |
| COOPR Residential Mortgage Trust               | COOPR Residential Mortgage Trust, Series 2026-CES1, Class A3               | CUSIP: 21689GAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4948000 | PA      | $4919731.23    | 0.32%             | 2061-02-25      | Variable      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| COOPR Residential Mortgage Trust               | COOPR Residential Mortgage Trust, Series 2026-CES1, Class M1               | CUSIP: 21689GAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1700000 | PA      | $1679443.86    | 0.11%             | 2061-02-25      | Variable      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| COOPR Residential Mortgage Trust               | COOPR Residential Mortgage Trust, Series 2025-CES3, Class A1A              | CUSIP: 216926AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1426602 | PA      | $1415252.31    | 0.09%             | 2060-09-25      | Variable      | 4.84%                 | Yes           |                  2 | On Loan: No      |
| CoreWeave, Inc.                                | CoreWeave, Inc.                                                            | CUSIP: 21873SAG3<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    9084000 | PA      | $9136601.27    | 0.60%             | 2031-10-01      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                           | GNMA II, Single Family, 30 Year                                            | CUSIP: 21H022655<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  136700000 | PA      | $117046367.60  | 7.73%             | 2056-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Corporate One Auto Receivables Trust           | Corporate One Auto Receivables Trust, Series 2026-1A, Class C              | CUSIP: 22004UAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1820000 | PA      | $1805176.12    | 0.12%             | 2031-04-15      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| Corporate One Auto Receivables Trust           | Corporate One Auto Receivables Trust, Series 2026-1A, Class D              | CUSIP: 22004UAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $1995152.69    | 0.13%             | 2034-07-15      | Fixed         | 5.48%                 | Yes           |                  2 | On Loan: No      |
| CP EF Asset Securitization II LLC              | CP EF Asset Securitization II LLC, Series 2023-1A, Class A                 | CUSIP: 224092AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      22233 | PA      | $22313.00      | 0.00%             | 2032-03-15      | Fixed         | 7.48%                 | Yes           |                  2 | On Loan: No      |
| CP EF Asset Securitization II LLC              | CP EF Asset Securitization II LLC, Series 2023-1A, Class B                 | CUSIP: 224092AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     250000 | PA      | $252661.68     | 0.02%             | 2032-03-15      | Fixed         | 7.77%                 | Yes           |                  2 | On Loan: No      |
| CP EF Asset Securitization II LLC              | CP EF Asset Securitization II LLC, Series 2023-1A, Class C                 | CUSIP: 224092AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     250000 | PA      | $251093.83     | 0.02%             | 2032-03-15      | Fixed         | 7.56%                 | Yes           |                  2 | On Loan: No      |
| Credibly Asset Securitization II LLC           | Credibly Asset Securitization II LLC, Series 2026-1A, Class A              | CUSIP: 22530DAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1500000 | PA      | $1489069.20    | 0.10%             | 2032-03-15      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Crockett Partners Equipment Co. IIA LLC        | Crockett Partners Equipment Co. IIA LLC, Series 2024-1C, Class B           | CUSIP: 22689LAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     678164 | PA      | $681463.25     | 0.04%             | 2031-01-20      | Fixed         | 6.78%                 | Yes           |                  2 | On Loan: No      |
| Crockett Partners Equipment Co. IIA LLC        | Crockett Partners Equipment Co. IIA LLC, Series 2024-1C, Class C           | CUSIP: 22689LAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     678164 | PA      | $704371.43     | 0.05%             | 2031-01-20      | Fixed         | 10.16%                | Yes           |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC             | CyrusOne Data Centers Issuer I LLC, Series 2024-1A, Class A2               | CUSIP: 23284BAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     735000 | PA      | $717648.27     | 0.05%             | 2049-03-22      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| DB Master Finance LLC                          | DB Master Finance LLC, Series 2021-1A, Class A2I                           | CUSIP: 233046AN1<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |    1532000 | PA      | $1511209.77    | 0.10%             | 2051-11-20      | Fixed         | 2.04%                 | Yes           |                  2 | On Loan: No      |
| DB Master Finance LLC                          | DB Master Finance LLC, Series 2021-1A, Class A2II                          | CUSIP: 233046AQ4<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |     651100 | PA      | $613341.73     | 0.04%             | 2051-11-20      | Fixed         | 2.49%                 | Yes           |                  2 | On Loan: No      |
| DBGS Mortgage Trust                            | DBGS Mortgage Trust, Series 2021-W52, Class B                              | CUSIP: 23308LAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     366000 | PA      | $362241.93     | 0.02%             | 2039-10-15      | Floating      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| DBGS Mortgage Trust                            | DBGS Mortgage Trust, Series 2021-W52, Class C                              | CUSIP: 23308LAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2151000 | PA      | $2108250.60    | 0.14%             | 2039-10-15      | Floating      | 6.22%                 | Yes           |                  2 | On Loan: No      |
| DC Trust                                       | DC Trust, Series 2024-HLTN, Class C                                        | CUSIP: 24022FAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1615000 | PA      | $1615813.90    | 0.11%             | 2040-04-13      | Variable      | 7.29%                 | Yes           |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                   | Dell Equipment Finance Trust, Series 2026-1A, Class D                      | CUSIP: 246921AL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3500000 | PA      | $3497486.53    | 0.23%             | 2032-11-22      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Dext ABS LLC                                   | Dext ABS LLC, Series 2023-2, Class D                                       | CUSIP: 25216CAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     300000 | PA      | $314434.44     | 0.02%             | 2034-05-15      | Fixed         | 8.30%                 | Yes           |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                   | Drive Auto Receivables Trust, Series 2025-1, Class D                       | CUSIP: 262102AF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4077000 | PA      | $4096827.65    | 0.27%             | 2032-09-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| EFMT                                           | EFMT, Series 2025-RTL1, Class A2                                           | CUSIP: 26846FAB5<br>LEI: 254900NFBGFOBK1G2B84 | Long             | ABS-MBS          | CORP              | US        |    1717000 | PA      | $1716943.85    | 0.11%             | 2040-11-25      | Variable      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust             | Ellington Financial Mortgage Trust, Series 2026-CES1, Class A1B            | CUSIP: 26846MAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     503292 | PA      | $500944.96     | 0.03%             | 2060-12-25      | Variable      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust             | Ellington Financial Mortgage Trust, Series 2026-CES1, Class A2             | CUSIP: 26846MAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     777000 | PA      | $771729.18     | 0.05%             | 2060-12-25      | Variable      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust             | Ellington Financial Mortgage Trust, Series 2026-CES1, Class A3             | CUSIP: 26846MAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     852000 | PA      | $847355.14     | 0.06%             | 2060-12-25      | Variable      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust             | Ellington Financial Mortgage Trust, Series 2026-CES1, Class M1             | CUSIP: 26846MAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     234000 | PA      | $231756.25     | 0.02%             | 2060-12-25      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| EFMT                                           | EFMT, Series 2025-CES1, Class A1B                                          | CUSIP: 26846VAB0<br>LEI: 254900CMJGXNT3R7H775 | Long             | ABS-O            | CORP              | US        |    2007574 | PA      | $2016458.16    | 0.13%             | 2060-01-25      | Variable      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Easy Street Mortgage Loan Trust                | Easy Street Mortgage Loan Trust, Series 2025-RTL2, Class A1                | CUSIP: 27786YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1900000 | PA      | $1896581.33    | 0.13%             | 2040-10-25      | Variable      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust            | Exeter Automobile Receivables Trust, Series 2024-3A, Class E               | CUSIP: 30165AAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2700000 | PA      | $2780850.10    | 0.18%             | 2031-10-15      | Fixed         | 7.84%                 | Yes           |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust            | Exeter Automobile Receivables Trust, Series 2024-1A, Class D               | CUSIP: 30167PAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     500000 | PA      | $507100.66     | 0.03%             | 2030-06-17      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust            | Exeter Automobile Receivables Trust, Series 2024-1A, Class E               | CUSIP: 30167PAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     750000 | PA      | $769706.91     | 0.05%             | 2031-08-15      | Fixed         | 7.89%                 | Yes           |                  2 | On Loan: No      |
| Exeter Select Automobile Receivables Trust     | Exeter Select Automobile Receivables Trust, Series 2025-2, Class D         | CUSIP: 30185EAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2200000 | PA      | $2189523.48    | 0.14%             | 2032-01-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Exeter Select Automobile Receivables Trust     | Exeter Select Automobile Receivables Trust, Series 2025-3, Class D         | CUSIP: 30185FAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1800000 | PA      | $1802564.93    | 0.12%             | 2032-05-17      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                    | Extended Stay America Trust, Series 2025-ESH, Class B                      | CUSIP: 30227TAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7223500 | PA      | $7219316.20    | 0.48%             | 2042-10-15      | Floating      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Extended Stay America Trust                    | Extended Stay America Trust, Series 2025-ESH, Class D                      | CUSIP: 30227TAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3539515 | PA      | $3551998.35    | 0.23%             | 2042-10-15      | Floating      | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Extended Stay America Trust                    | Extended Stay America Trust, Series 2025-ESH, Class E                      | CUSIP: 30227TAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3539515 | PA      | $3554062.77    | 0.23%             | 2042-10-15      | Floating      | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Extended Stay America Trust                    | Extended Stay America Trust, Series 2025-ESH, Class F                      | CUSIP: 30227TAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1685483 | PA      | $1693203.14    | 0.11%             | 2042-10-15      | Floating      | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Extended Stay America Trust                    | Extended Stay America Trust, Series 2026-ESH2, Class D                     | CUSIP: 30227WAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4844319 | PA      | $4860467.98    | 0.32%             | 2043-02-15      | Floating      | 5.90%                 | Yes           |                  2 | On Loan: No      |
| ExteNet Issuer LLC                             | ExteNet Issuer LLC, Series 2024-1A, Class C                                | CUSIP: 30227XAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1500000 | PA      | $1544260.54    | 0.10%             | 2054-07-25      | Fixed         | 9.05%                 | Yes           |                  2 | On Loan: No      |
| ExteNet Issuer LLC                             | ExteNet Issuer LLC, Series 2025-1A, Class C                                | CUSIP: 30227XAS0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2500000 | PA      | $2554002.70    | 0.17%             | 2054-07-25      | Fixed         | 8.27%                 | Yes           |                  2 | On Loan: No      |
| FIGRE Trust                                    | FIGRE Trust, Series 2026-HE1, Class B                                      | CUSIP: 30249NAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     732444 | PA      | $729372.87     | 0.05%             | 2056-01-25      | Variable      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| FIGRE Trust                                    | FIGRE Trust, Series 2026-HE1, Class C                                      | CUSIP: 30249NAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1091174 | PA      | $1088589.32    | 0.07%             | 2056-01-25      | Variable      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| FHF Trust                                      | FHF Trust, Series 2023-1A, Class A2                                        | CUSIP: 30331GAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     170412 | PA      | $170891.89     | 0.01%             | 2028-06-15      | Fixed         | 6.57%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                           | FREMF Mortgage Trust, Series 2023-K511, Class C                            | CUSIP: 30334FAG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4000000 | PA      | $3757607.60    | 0.25%             | 2028-11-25      | Variable      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| FS Commercial Mortgage Trust                   | FS Commercial Mortgage Trust, Series 2023-4SZN, Class D                    | CUSIP: 30334RAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5750000 | PA      | $5843448.55    | 0.39%             | 2039-11-10      | Variable      | 9.38%                 | Yes           |                  2 | On Loan: No      |
| FHF Issuer Trust                               | FHF Issuer Trust, Series 2024-2A, Class A2                                 | CUSIP: 30336NAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     718735 | PA      | $722320.66     | 0.05%             | 2030-06-15      | Fixed         | 5.89%                 | Yes           |                  2 | On Loan: No      |
| FHF Issuer Trust                               | FHF Issuer Trust, Series 2024-2A, Class C                                  | CUSIP: 30336NAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1202000 | PA      | $1202068.29    | 0.08%             | 2030-07-15      | Fixed         | 6.43%                 | Yes           |                  2 | On Loan: No      |
| FHF Issuer Trust                               | FHF Issuer Trust, Series 2024-2A, Class D                                  | CUSIP: 30336NAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2373000 | PA      | $2380128.82    | 0.16%             | 2031-09-15      | Fixed         | 7.15%                 | Yes           |                  2 | On Loan: No      |
| FHF Issuer Trust                               | FHF Issuer Trust, Series 2025-1A, Class C                                  | CUSIP: 30340RAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2854000 | PA      | $2796274.95    | 0.18%             | 2031-08-15      | Fixed         | 5.69%                 | Yes           |                  2 | On Loan: No      |
| FHF Issuer Trust                               | FHF Issuer Trust, Series 2025-2A, Class A2                                 | CUSIP: 30343DAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4891000 | PA      | $4920309.94    | 0.32%             | 2030-05-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| FHF Issuer Trust                               | FHF Issuer Trust, Series 2024-1A, Class C                                  | CUSIP: 31568AAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $1008237.66    | 0.07%             | 2031-05-15      | Fixed         | 7.42%                 | Yes           |                  2 | On Loan: No      |
| FIGRE Trust                                    | FIGRE Trust, Series 2024-HE3, Class C                                      | CUSIP: 31684GAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2324989 | PA      | $2349478.27    | 0.16%             | 2054-07-25      | Variable      | 6.23%                 | Yes           |                  2 | On Loan: No      |
| FIGRE Trust                                    | FIGRE Trust, Series 2025-HE3, Class A                                      | CUSIP: 31684LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9511571 | PA      | $9545085.83    | 0.63%             | 2055-05-25      | Variable      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| FIGRE Trust                                    | FIGRE Trust, Series 2025-HE3, Class B                                      | CUSIP: 31684LAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1582756 | PA      | $1589331.96    | 0.10%             | 2055-05-25      | Variable      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| FIGRE Trust                                    | FIGRE Trust, Series 2025-HE3, Class C                                      | CUSIP: 31684LAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1582756 | PA      | $1591562.82    | 0.11%             | 2055-05-25      | Variable      | 5.91%                 | Yes           |                  2 | On Loan: No      |
| FIGRE Trust                                    | FIGRE Trust, Series 2025-HE5, Class B                                      | CUSIP: 31684MAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4652228 | PA      | $4647409.63    | 0.31%             | 2055-08-25      | Variable      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| FIGRE Trust                                    | FIGRE Trust, Series 2025-HE6, Class B                                      | CUSIP: 31684NAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2270016 | PA      | $2242781.77    | 0.15%             | 2055-09-25      | Variable      | 5.14%                 | Yes           |                  2 | On Loan: No      |
| FIGRE Trust                                    | FIGRE Trust, Series 2025-HE6, Class C                                      | CUSIP: 31684NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2777960 | PA      | $2743758.73    | 0.18%             | 2055-09-25      | Variable      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| FIGRE Trust                                    | FIGRE Trust, Series 2025-HE4, Class A                                      | CUSIP: 31684PAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     996582 | PA      | $997580.55     | 0.07%             | 2055-07-25      | Variable      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| FIGRE Trust                                    | FIGRE Trust, Series 2025-HE4, Class B                                      | CUSIP: 31684PAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1288206 | PA      | $1294060.81    | 0.09%             | 2055-07-25      | Variable      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| FIGRE Trust                                    | FIGRE Trust, Series 2025-HE4, Class C                                      | CUSIP: 31684PAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1664183 | PA      | $1666246.82    | 0.11%             | 2055-07-25      | Variable      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| FIGRE Trust                                    | FIGRE Trust, Series 2025-FL1, Class A2                                     | CUSIP: 31684QAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3668899 | PA      | $3660378.39    | 0.24%             | 2055-07-25      | Variable      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| FIGRE Trust                                    | FIGRE Trust, Series 2024-HE4, Class B                                      | CUSIP: 31684UAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     184608 | PA      | $184401.03     | 0.01%             | 2054-09-25      | Variable      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| FIGRE Trust                                    | FIGRE Trust, Series 2024-HE4, Class C                                      | CUSIP: 31684UAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     661512 | PA      | $660108.97     | 0.04%             | 2054-09-25      | Variable      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| FIGRE Trust                                    | FIGRE Trust, Series 2026-HE4, Class A                                      | CUSIP: 31685MAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6000000 | PA      | $5991072.60    | 0.40%             | 2056-05-25      | Variable      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| FIGRE Trust                                    | FIGRE Trust, Series 2026-HE4, Class D                                      | CUSIP: 31685MAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1700000 | PA      | $1699974.33    | 0.11%             | 2056-05-25      | Variable      | 6.23%                 | Yes           |                  2 | On Loan: No      |
| FIGRE Trust                                    | FIGRE Trust, Series 2025-PF2, Class B                                      | CUSIP: 316918AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2173441 | PA      | $2144209.49    | 0.14%             | 2055-10-25      | Variable      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| FIGRE Trust                                    | FIGRE Trust, Series 2025-PF2, Class C                                      | CUSIP: 316918AC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2086503 | PA      | $2055634.56    | 0.14%             | 2055-10-25      | Variable      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| FIGRE Trust                                    | FIGRE Trust, Series 2025-PF1, Class A                                      | CUSIP: 316922AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     876284 | PA      | $882203.08     | 0.06%             | 2055-06-25      | Variable      | 5.76%                 | Yes           |                  2 | On Loan: No      |
| Finance of America Structured Securities Trust | Finance of America Structured Securities Trust, Series 2024-S2, Class A1   | CUSIP: 31739VAA2<br>LEI: 2549004CLYOCOW3IBQ95 | Long             | ABS-O            | CORP              | US        |    2065801 | PA      | $2034542.67    | 0.13%             | 2074-04-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Finance of America Structured Securities Trust | Finance of America Structured Securities Trust, Series 2024-S3, Class A1   | CUSIP: 31739WAB8<br>LEI: 254900WLTVCTZMOFKI39 | Long             | ABS-MBS          | CORP              | US        |    2624905 | PA      | $2574237.06    | 0.17%             | 2074-04-25      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Finance of America Structured Securities Trust | Finance of America Structured Securities Trust, Series 2024-S1, Class A1   | CUSIP: 31740RAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     833166 | PA      | $822805.95     | 0.05%             | 2074-02-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Finance of America Structured Securities Trust | Finance of America Structured Securities Trust, Series 2025-S1, Class A1   | CUSIP: 31741BAB0<br>LEI: 254900W0S6GNEJ457023 | Long             | ABS-MBS          | CORP              | US        |    2651521 | PA      | $2577986.43    | 0.17%             | 2075-02-25      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| FinBe USA Trust                                | FinBe USA Trust, Series 2025-1A, Class B                                   | CUSIP: 317967AB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2250000 | PA      | $2206116.16    | 0.15%             | 2030-12-16      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                     | Flagship Credit Auto Trust, Series 2021-1, Class D                         | CUSIP: 33843WAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     332869 | PA      | $332332.30     | 0.02%             | 2027-03-15      | Fixed         | 1.27%                 | Yes           |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                     | Flagship Credit Auto Trust, Series 2024-3, Class A                         | CUSIP: 33843YAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     125029 | PA      | $125180.17     | 0.01%             | 2028-11-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                     | Flagship Credit Auto Trust, Series 2022-1, Class C                         | CUSIP: 33845VAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     257579 | PA      | $257097.57     | 0.02%             | 2028-03-15      | Fixed         | 3.06%                 | Yes           |                  2 | On Loan: No      |
| FNA LLC                                        | FNA LLC, Series 2026-1, Class A                                            | CUSIP: 34411JAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     935000 | PA      | $934611.60     | 0.06%             | 2046-04-16      | Variable      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| Fora Financial Asset Securitization LLC        | Fora Financial Asset Securitization LLC, Series 2024-1A, Class A           | CUSIP: 34512PAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4333000 | PA      | $4341229.23    | 0.29%             | 2029-08-15      | Fixed         | 6.33%                 | Yes           |                  2 | On Loan: No      |
| Foundation Finance Trust                       | Foundation Finance Trust, Series 2024-1A, Class D                          | CUSIP: 349941AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1090426 | PA      | $1138841.77    | 0.08%             | 2049-12-15      | Fixed         | 8.13%                 | Yes           |                  2 | On Loan: No      |
| Foundation Finance Trust                       | Foundation Finance Trust, Series 2025-2A, Class C                          | CUSIP: 35042NAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4797821 | PA      | $4786229.54    | 0.32%             | 2052-04-15      | Fixed         | 5.09%                 | Yes           |                  2 | On Loan: No      |
| Foundation Finance Trust                       | Foundation Finance Trust, Series 2023-2A, Class D                          | CUSIP: 35042RAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     876251 | PA      | $923320.63     | 0.06%             | 2049-06-15      | Fixed         | 9.10%                 | Yes           |                  2 | On Loan: No      |
| Foundation Finance Trust                       | Foundation Finance Trust, Series 2025-3A, Class D                          | CUSIP: 35042TAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1275000 | PA      | $1262686.80    | 0.08%             | 2052-08-15      | Fixed         | 5.71%                 | Yes           |                  2 | On Loan: No      |
| FHLMC STACR Trust                              | FHLMC STACR Trust, Series 2018-DNA3, Class B2                              | CUSIP: 35563WBE3<br>LEI: 549300BL200YC56BUV20 | Long             | ABS-MBS          | CORP              | US        |     797000 | PA      | $905574.33     | 0.06%             | 2048-09-25      | Floating      | 11.51%                | Yes           |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                        | FHLMC STACR REMIC Trust, Series 2021-DNA5, Class M2                        | CUSIP: 35564KHE2<br>LEI: 5493000ISU5NYXNHD479 | Long             | ABS-MBS          | CORP              | US        |      35132 | PA      | $35257.59      | 0.00%             | 2034-01-25      | Floating      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                        | FHLMC STACR REMIC Trust, Series 2021-HQA3, Class B1                        | CUSIP: 35564KKK4<br>LEI: 5493000ISHRHX47NOH65 | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $2014277.77    | 0.13%             | 2041-09-25      | Floating      | 7.00%                 | Yes           |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                        | FHLMC STACR REMIC Trust, Series 2021-HQA3, Class B2                        | CUSIP: 35564KKL2<br>LEI: 5493000ISHRHX47NOH65 | Long             | ABS-MBS          | CORP              | US        |    7863963 | PA      | $8004039.84    | 0.53%             | 2041-09-25      | Floating      | 9.90%                 | Yes           |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                        | FHLMC STACR REMIC Trust, Series 2021-DNA6, Class B2                        | CUSIP: 35564KLV9<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-MBS          | CORP              | US        |   14455553 | PA      | $14857053.72   | 0.98%             | 2041-10-25      | Floating      | 11.15%                | Yes           |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                        | FHLMC STACR REMIC Trust, Series 2021-DNA7, Class B1                        | CUSIP: 35564KND7<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1015087.92    | 0.07%             | 2041-11-25      | Floating      | 7.30%                 | Yes           |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                        | FHLMC STACR REMIC Trust, Series 2021-DNA7, Class B2                        | CUSIP: 35564KNE5<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | CORP              | US        |    6000000 | PA      | $6203803.19    | 0.41%             | 2041-11-25      | Floating      | 11.45%                | Yes           |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                        | FHLMC STACR REMIC Trust, Series 2021-HQA4, Class M2                        | CUSIP: 35564KNS4<br>LEI: 5493000ISE4NWBTOSK36 | Long             | ABS-MBS          | CORP              | US        |    1600000 | PA      | $1612203.26    | 0.11%             | 2041-12-25      | Floating      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                        | FHLMC STACR REMIC Trust, Series 2021-HQA4, Class B2                        | CUSIP: 35564KPP8<br>LEI: 5493000ISE4NWBTOSK36 | Long             | ABS-MBS          | CORP              | US        |    7258276 | PA      | $7493203.57    | 0.49%             | 2041-12-25      | Floating      | 10.65%                | Yes           |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                        | FHLMC STACR REMIC Trust, Series 2022-DNA1, Class B2                        | CUSIP: 35564KQZ5<br>LEI: 5493000ISBDRXIMCHZ70 | Long             | ABS-MBS          | CORP              | US        |    3351000 | PA      | $3482034.84    | 0.23%             | 2042-01-25      | Floating      | 10.75%                | Yes           |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                        | FHLMC STACR REMIC Trust, Series 2022-DNA2, Class M2                        | CUSIP: 35564KRN1<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | CORP              | US        |    9345955 | PA      | $9540459.27    | 0.63%             | 2042-02-25      | Floating      | 7.40%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                          | FHLMC STACR Trust, Series 2022-DNA2, Class B1                              | CUSIP: 35564KSJ9<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | CORP              | US        |    1144034 | PA      | $1177411.57    | 0.08%             | 2042-02-25      | Floating      | 8.40%                 | Yes           |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                        | FHLMC STACR REMIC Trust, Series 2022-DNA2, Class B2                        | CUSIP: 35564KSQ3<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | CORP              | US        |   11563969 | PA      | $12203013.10   | 0.81%             | 2042-02-25      | Floating      | 12.15%                | Yes           |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                        | FHLMC STACR REMIC Trust, Series 2022-HQA1, Class M2                        | CUSIP: 35564KTJ8<br>LEI: 5493000IRODEKU3J3Q16 | Long             | ABS-MBS          | CORP              | US        |    4749193 | PA      | $4916375.24    | 0.32%             | 2042-03-25      | Floating      | 8.90%                 | Yes           |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                        | FHLMC STACR REMIC Trust, Series 2022-DNA3, Class M2                        | CUSIP: 35564KVE6<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | CORP              | US        |     888100 | PA      | $915872.29     | 0.06%             | 2042-04-25      | Floating      | 8.00%                 | Yes           |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                        | FHLMC STACR REMIC Trust, Series 2022-DNA5, Class M2                        | CUSIP: 35564KYW3<br>LEI: 5493000IS349P4O9HR58 | Long             | ABS-MBS          | CORP              | US        |    1596344 | PA      | $1697460.90    | 0.11%             | 2042-06-25      | Floating      | 10.40%                | Yes           |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                        | FHLMC STACR REMIC Trust, Series 2024-DNA3, Class M2                        | CUSIP: 35564NFA6<br>LEI: 529900P3PHNE8PW64Z68 | Long             | ABS-MBS          | CORP              | US        |     336926 | PA      | $336977.26     | 0.02%             | 2044-10-25      | Floating      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                        | FHLMC STACR REMIC Trust, Series 2025-HQA1, Class M1                        | CUSIP: 35564NGZ0<br>LEI: 529900MBUPRSJMB6GN48 | Long             | ABS-MBS          | CORP              | US        |    1995206 | PA      | $1995206.03    | 0.13%             | 2045-02-25      | Floating      | 4.80%                 | Yes           |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                        | FHLMC STACR REMIC Trust, Series 2025-HQA1, Class M2                        | CUSIP: 35564NHA4<br>LEI: 529900MBUPRSJMB6GN48 | Long             | ABS-MBS          | CORP              | US        |   16814815 | PA      | $16813126.52   | 1.11%             | 2045-02-25      | Floating      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                        | FHLMC STACR REMIC Trust, Series 2025-DNA2, Class M2                        | CUSIP: 35564NJA2<br>LEI: 529900XX8WXEM4FBIH80 | Long             | ABS-MBS          | CORP              | US        |    5510949 | PA      | $5513500.80    | 0.36%             | 2045-05-25      | Floating      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                        | FHLMC STACR REMIC Trust, Series 2025-DNA3, Class M1                        | CUSIP: 35564UAR8<br>LEI: 5299009HC4IGFM6RXF30 | Long             | ABS-MBS          | CORP              | US        |    3311863 | PA      | $3311298.15    | 0.22%             | 2045-09-25      | Floating      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                          | FHLMC STACR Trust, Series 2020-DNA1, Class B2                              | CUSIP: 35565HBE4<br>LEI: 5493003FQV7GR462GO02 | Long             | ABS-MBS          | CORP              | US        |     566405 | PA      | $628709.55     | 0.04%             | 2050-01-25      | Floating      | 9.01%                 | Yes           |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                        | FHLMC STACR REMIC Trust, Series 2021-DNA2, Class B2                        | CUSIP: 35565KBE7<br>LEI: 5493007ZK0X40BI7UF30 | Long             | ABS-MBS          | CORP              | US        |     161209 | PA      | $176725.37     | 0.01%             | 2050-02-25      | Floating      | 8.56%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                          | FHLMC STACR Trust, Series 2020-HQA5, Class B2                              | CUSIP: 35565TBE8<br>LEI: 5493000IT2BRJ2Q9YQ96 | Long             | ABS-MBS          | CORP              | US        |    1566527 | PA      | $1903960.43    | 0.13%             | 2050-11-25      | Floating      | 11.05%                | Yes           |                  2 | On Loan: No      |
| GWT                                            | GWT, Series 2024-WLF2, Class E                                             | CUSIP: 362414AJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4322000 | PA      | $4328668.20    | 0.29%             | 2041-05-15      | Floating      | 7.29%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust              | GLS Auto Select Receivables Trust, Series 2023-1A, Class D                 | CUSIP: 36267FAL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     400000 | PA      | $421642.44     | 0.03%             | 2030-07-15      | Fixed         | 7.93%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Backed Securities Trust            | GS Mortgage Backed Securities Trust, Series 2025-CES2, Class A1            | CUSIP: 36273BAA7<br>LEI: 254900U0V0TUGIF39T29 | Long             | ABS-O            | CORP              | US        |    1776796 | PA      | $1772820.20    | 0.12%             | 2055-09-25      | Variable      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust            | GS Mortgage-Backed Securities Trust, Series 2026-CES1, Class A3            | CUSIP: 36277LAC7<br>LEI: 2549005U12N6A8G3H936 | Long             | ABS-O            | CORP              | US        |    3000000 | PA      | $2982460.66    | 0.20%             | 2056-05-25      | Variable      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust            | GS Mortgage-Backed Securities Trust, Series 2026-CES1, Class M1            | CUSIP: 36277LAD5<br>LEI: 2549005U12N6A8G3H936 | Long             | ABS-O            | CORP              | US        |    3200000 | PA      | $3179881.31    | 0.21%             | 2056-05-25      | Variable      | 5.77%                 | Yes           |                  2 | On Loan: No      |
| Galaxy Senior Participation Interest Trust 1   | Galaxy Senior Participation Interest Trust 1                               | CUSIP: 362922AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3032098 | PA      | $3048307.82    | 0.20%             | 2026-07-31      | Floating      | 2.38%                 | No            |                  3 | On Loan: No      |
| GS Mortgage-Backed Securities Trust            | GS Mortgage-Backed Securities Trust, Series 2025-RPL3, Class A1            | CUSIP: 362963AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2130665 | PA      | $2087337.45    | 0.14%             | 2065-07-25      | Variable      | 4.10%                 | Yes           |                  2 | On Loan: No      |
| GGP Trust                                      | GGP Trust, Series 2026-2PAK, Class A                                       | CUSIP: 37441HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4217000 | PA      | $4197501.86    | 0.28%             | 2043-04-10      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| GNMA                                           | GNMA, Series 2005-65, Class FA                                             | CUSIP: 38374LL25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      92320 | PA      | $91259.27      | 0.01%             | 2035-08-20      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| Gracie Point International Funding LLC         | Gracie Point International Funding LLC, Series 2025-1A, Class C            | CUSIP: 38411WAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1500000 | PA      | $1506026.25    | 0.10%             | 2028-08-15      | Floating      | 6.40%                 | Yes           |                  2 | On Loan: No      |
| Great Wolf Trust                               | Great Wolf Trust, Series 2024-WOLF, Class C                                | CUSIP: 39152MAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1260000 | PA      | $1264774.29    | 0.08%             | 2039-03-15      | Floating      | 6.05%                 | Yes           |                  2 | On Loan: No      |
| Great Wolf Trust                               | Great Wolf Trust, Series 2024-WOLF, Class D                                | CUSIP: 39152MAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5103000 | PA      | $5123840.97    | 0.34%             | 2039-03-15      | Floating      | 6.54%                 | Yes           |                  2 | On Loan: No      |
| Great Wolf Trust                               | Great Wolf Trust, Series 2024-WOLF, Class G                                | CUSIP: 39152MAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2750000 | PA      | $2770443.14    | 0.18%             | 2039-03-15      | Floating      | 9.09%                 | Yes           |                  2 | On Loan: No      |
| Hilton USA Trust                               | Hilton USA Trust, Series 2025-NVIL, Class A                                | CUSIP: 432826AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7400000 | PA      | $7409785.98    | 0.49%             | 2042-07-15      | Floating      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                   | Hilton Grand Vacations Trust, Series 2025-1A, Class C                      | CUSIP: 43283CAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2647115 | PA      | $2654479.48    | 0.18%             | 2042-05-27      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                   | Hilton Grand Vacations Trust, Series 2026-1A, Class D                      | CUSIP: 43284KAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1200000 | PA      | $1198779.36    | 0.08%             | 2043-02-25      | Fixed         | 7.21%                 | Yes           |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                   | Hilton Grand Vacations Trust, Series 2025-2A, Class C                      | CUSIP: 43285JAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2149120 | PA      | $2133522.00    | 0.14%             | 2044-05-25      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| HOMES Trust                                    | HOMES Trust, Series 2026-INV1, Class A1D                                   | CUSIP: 43761FAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1320856 | PA      | $1315962.23    | 0.09%             | 2060-08-25      | Variable      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Homeward Opportunities Fund Trust              | Homeward Opportunities Fund Trust, Series 2025-RRTL1, Class A1             | CUSIP: 437919AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6411000 | PA      | $6415368.46    | 0.42%             | 2040-03-25      | Variable      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| Homeward Opportunities Fund Trust              | Homeward Opportunities Fund Trust, Series 2025-RRTL2, Class A1             | CUSIP: 437923AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     839000 | PA      | $840429.99     | 0.06%             | 2040-09-25      | Variable      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Hotwire Funding LLC                            | Hotwire Funding LLC, Series 2021-1, Class C                                | CUSIP: 44148JAC3<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |    4500000 | PA      | $4463445.94    | 0.29%             | 2051-11-20      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| HPEFS Equipment Trust                          | HPEFS Equipment Trust, Series 2025-2A, Class D                             | CUSIP: 442927AF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6000000 | PA      | $5935196.01    | 0.39%             | 2033-05-20      | Fixed         | 4.77%                 | Yes           |                  2 | On Loan: No      |
| Hudsons Bay Simon JV Trust                     | Hudsons Bay Simon JV Trust, Series 2015-HB10, Class A10                    | CUSIP: 44422PBN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2210000 | PA      | $2121291.25    | 0.14%             | 2034-08-05      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| Hudsons Bay Simon JV Trust                     | Hudsons Bay Simon JV Trust, Series 2015-HB10, Class B10                    | CUSIP: 44422PBW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2408842.41    | 0.16%             | 2034-08-05      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Hudsons Bay Simon JV Trust                     | Hudsons Bay Simon JV Trust, Series 2015-HB10, Class C10                    | CUSIP: 44422PBY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     859000 | PA      | $801462.44     | 0.05%             | 2034-08-05      | Variable      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes       | Huntington Bank Auto Credit-Linked Notes, Series 2025-1, Class C           | CUSIP: 446438SZ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2092185 | PA      | $2099684.78    | 0.14%             | 2033-03-21      | Floating      | 5.89%                 | Yes           |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes       | Huntington Bank Auto Credit-Linked Notes, Series 2025-1, Class D           | CUSIP: 446438TA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1216024 | PA      | $1221743.36    | 0.08%             | 2033-03-21      | Floating      | 7.14%                 | Yes           |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes       | Huntington Bank Auto Credit-Linked Notes, Series 2024-1, Class C           | CUSIP: 44644NAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1157345 | PA      | $1169020.66    | 0.08%             | 2032-05-20      | Floating      | 6.79%                 | Yes           |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes       | Huntington Bank Auto Credit-Linked Notes, Series 2024-1, Class D           | CUSIP: 44644NAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     400619 | PA      | $404910.05     | 0.03%             | 2032-05-20      | Floating      | 8.89%                 | Yes           |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes       | Huntington Bank Auto Credit-Linked Notes, Series 2024-2, Class C           | CUSIP: 44644NAJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1296945 | PA      | $1306271.75    | 0.09%             | 2032-10-20      | Floating      | 6.24%                 | Yes           |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes       | Huntington Bank Auto Credit-Linked Notes, Series 2024-2, Class D           | CUSIP: 44644NAK5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     824912 | PA      | $820951.20     | 0.05%             | 2032-10-20      | Floating      | 7.64%                 | Yes           |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes       | Huntington Bank Auto Credit-Linked Notes, Series 2025-2, Class D           | CUSIP: 44644NAR0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     465761 | PA      | $466129.18     | 0.03%             | 2033-09-20      | Floating      | 6.89%                 | Yes           |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes       | Huntington Bank Auto Credit-Linked Notes, Series 2026-1, Class D           | CUSIP: 44644NAY5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2386723 | PA      | $2386698.00    | 0.16%             | 2034-02-20      | Floating      | 8.14%                 | Yes           |                  2 | On Loan: No      |
| IRV Trust                                      | IRV Trust, Series 2025-200P, Class C                                       | CUSIP: 45006HAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5238786 | PA      | $5229270.74    | 0.35%             | 2047-03-14      | Variable      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| N/A                                            | ETRS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    1169022 | PA      | $42784.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                            | ETRS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    1389289 | PA      | $81128.73      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                         | JPMorgan Chase Bank NA, Series 2020-CL1, Class M1                          | CUSIP: 46591HAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5780344 | PA      | $5948961.34    | 0.39%             | 2057-10-25      | Floating      | 6.02%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                         | JPMorgan Chase Bank NA, Series 2020-CL1, Class M2                          | CUSIP: 46591HAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4175616 | PA      | $4309343.76    | 0.28%             | 2057-10-25      | Floating      | 6.27%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                         | JPMorgan Chase Bank NA, Series 2020-CL1, Class M3                          | CUSIP: 46591HAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     348507 | PA      | $366695.24     | 0.02%             | 2057-10-25      | Floating      | 7.12%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                         | JPMorgan Chase Bank NA, Series 2020-CL1, Class M4                          | CUSIP: 46591HAK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     681344 | PA      | $724023.40     | 0.05%             | 2057-10-25      | Floating      | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Chase Mortgage Finance Corp.                   | Chase Mortgage Finance Corp., Series 2021-CL1, Class M3                    | CUSIP: 46591HBZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     281296 | PA      | $274447.27     | 0.02%             | 2050-02-25      | Floating      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Chase Auto Credit Linked Notes                 | Chase Auto Credit Linked Notes, Series 2025-1, Class E                     | CUSIP: 46591HCV0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4115580 | PA      | $4078791.73    | 0.27%             | 2033-02-25      | Fixed         | 6.02%                 | Yes           |                  2 | On Loan: No      |
| Chase Auto Credit Linked Notes                 | Chase Auto Credit Linked Notes, Series 2025-1, Class F                     | CUSIP: 46591HCW8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1817836 | PA      | $1831463.60    | 0.12%             | 2033-02-25      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                     | J.P. Morgan Mortgage Trust, Series 2025-5MPR, Class A1D                    | CUSIP: 46593VAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     301047 | PA      | $300153.78     | 0.02%             | 2055-11-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| JW Commercial Mortgage Trust                   | JW Commercial Mortgage Trust, Series 2024-MRCO, Class C                    | CUSIP: 46657XAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1499999.82    | 0.10%             | 2039-06-15      | Floating      | 6.04%                 | Yes           |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                     | J.P. Morgan Mortgage Trust, Series 2024-CES1, Class A1B                    | CUSIP: 46658CAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3074507 | PA      | $3086084.54    | 0.20%             | 2054-06-25      | Variable      | 6.02%                 | Yes           |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                     | J.P. Morgan Mortgage Trust, Series 2026-CES1, Class A2                     | CUSIP: 46660BAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3000000 | PA      | $2960902.47    | 0.20%             | 2056-06-25      | Variable      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                     | J.P. Morgan Mortgage Trust, Series 2026-CES1, Class A3                     | CUSIP: 46660BAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4882000 | PA      | $4827985.88    | 0.32%             | 2056-06-25      | Variable      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust ACES                | J.P. Morgan Mortgage Trust ACES, Series 2026-ACES1, Class B1               | CUSIP: 46664MBS9<br>LEI: 529900YPO46YLJDFF157 | Long             | ABS-MBS          | CORP              | US        |    1378456 | PA      | $1372781.98    | 0.09%             | 2066-04-25      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Janus Detroit Street Trust                     | Janus Detroit Street Trust                                                 | CUSIP: 47103U753<br>LEI: 5493003MM7OCK5UJW595 | Long             |  | RF                | US        |     710000 | NS      | $33632700.00   | 2.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson AAA CLO ETF                    | Janus Henderson AAA CLO ETF                                                | CUSIP: 47103U845<br>LEI: 549300N7UZ9PO4OVKA94 | Long             |  | RF                | US        |    1383590 | NS      | $69898966.80   | 4.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Jersey Mike's Funding                          | Jersey Mike's Funding, Series 2025-1A, Class A2                            | CUSIP: 476681AE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4577000 | PA      | $4568224.39    | 0.30%             | 2055-08-16      | Fixed         | 5.61%                 | Yes           |                  2 | On Loan: No      |
| KRE Commercial Mortgage Trust                  | KRE Commercial Mortgage Trust, Series 2025-AIP4, Class A                   | CUSIP: 50077KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6449056 | PA      | $6437699.61    | 0.43%             | 2042-03-15      | Floating      | 4.95%                 | Yes           |                  2 | On Loan: No      |
| LHOME Mortgage Trust                           | LHOME Mortgage Trust, Series 2024-RTL3, Class A1                           | CUSIP: 50205GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3040000 | PA      | $3051051.01    | 0.20%             | 2029-05-25      | Variable      | 6.90%                 | Yes           |                  2 | On Loan: No      |
| LHOME Mortgage Trust                           | LHOME Mortgage Trust, Series 2024-RTL3, Class A2                           | CUSIP: 50205GAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1400000 | PA      | $1407541.80    | 0.09%             | 2029-05-25      | Variable      | 8.37%                 | Yes           |                  2 | On Loan: No      |
| LHOME Mortgage Trust                           | LHOME Mortgage Trust, Series 2024-RTL2, Class A1                           | CUSIP: 50205JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     321901 | PA      | $322290.82     | 0.02%             | 2029-03-25      | Variable      | 7.13%                 | Yes           |                  2 | On Loan: No      |
| LHOME Mortgage Trust                           | LHOME Mortgage Trust, Series 2024-RTL2, Class A2                           | CUSIP: 50205JAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1175000 | PA      | $1177244.60    | 0.08%             | 2029-03-25      | Variable      | 8.90%                 | Yes           |                  2 | On Loan: No      |
| LHOME Mortgage Trust                           | LHOME Mortgage Trust, Series 2024-RTL4, Class A2                           | CUSIP: 50205PAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3130000 | PA      | $3135874.07    | 0.21%             | 2039-07-25      | Variable      | 6.09%                 | Yes           |                  2 | On Loan: No      |
| LHOME Mortgage Trust                           | LHOME Mortgage Trust, Series 2024-RTL5, Class A2                           | CUSIP: 50205WAB3<br>LEI: 529900ZQNJ23BIJVY871 | Long             | ABS-MBS          | CORP              | US        |    3766000 | PA      | $3769000.75    | 0.25%             | 2039-09-25      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                  | Lendbuzz Securitization Trust, Series 2024-2A, Class B                     | CUSIP: 525920AC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2650000 | PA      | $2682510.97    | 0.18%             | 2029-07-16      | Fixed         | 6.52%                 | Yes           |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                  | Lendbuzz Securitization Trust, Series 2024-1A, Class B                     | CUSIP: 525935AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     500000 | PA      | $505788.12     | 0.03%             | 2029-09-15      | Fixed         | 6.58%                 | Yes           |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                  | Lendbuzz Securitization Trust, Series 2024-1A, Class C                     | CUSIP: 525935AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2500000 | PA      | $2544160.09    | 0.17%             | 2030-09-15      | Fixed         | 7.58%                 | Yes           |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                  | Lendbuzz Securitization Trust, Series 2026-1A, Class A2                    | CUSIP: 525952AB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1626000 | PA      | $1626997.32    | 0.11%             | 2030-07-15      | Fixed         | 4.68%                 | Yes           |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                  | Lendbuzz Securitization Trust, Series 2026-1A, Class B                     | CUSIP: 525952AC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     271000 | PA      | $269370.76     | 0.02%             | 2030-12-16      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                  | Lendbuzz Securitization Trust, Series 2026-1A, Class C                     | CUSIP: 525952AD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     348299 | PA      | $347341.76     | 0.02%             | 2031-09-15      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                  | Lendbuzz Securitization Trust, Series 2025-2A, Class C                     | CUSIP: 52611JAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2921000 | PA      | $2824996.89    | 0.19%             | 2031-04-15      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| Libra Solutions LLC                            | Libra Solutions LLC, Series 2025-1A, Class A                               | CUSIP: 53161AAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10200000 | PA      | $10191416.70   | 0.67%             | 2039-08-15      | Fixed         | 6.36%                 | Yes           |                  2 | On Loan: No      |
| Libra Solutions LLC                            | Libra Solutions LLC, Series 2025-1A, Class B                               | CUSIP: 53161AAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3100000 | PA      | $3091277.84    | 0.20%             | 2039-08-15      | Fixed         | 8.05%                 | Yes           |                  2 | On Loan: No      |
| Libra Solutions LLC                            | Libra Solutions LLC, Series 2024-1A, Class A                               | CUSIP: 53161XAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $1993934.00    | 0.13%             | 2038-09-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Life Mortgage Trust                            | Life Mortgage Trust, Series 2021-BMR, Class E                              | CUSIP: 53218CAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1050000 | PA      | $1018664.70    | 0.07%             | 2038-03-15      | Floating      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Lightpath Fiber Issuer LLC                     | Lightpath Fiber Issuer LLC, Series 2026-1A, Class A2                       | CUSIP: 53229YAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2500000 | PA      | $2502697.86    | 0.17%             | 2056-03-25      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Lmdv Issuer Co. LLC                            | Lmdv Issuer Co. LLC, Series 2025-1A, Class B                               | CUSIP: 538908AC8<br>LEI: 254900A6HRP8XHJJGM20 | Long             | ABS-O            | CORP              | US        |    2652000 | PA      | $2626089.75    | 0.17%             | 2055-12-15      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Lmdv Issuer Co. LLC                            | Lmdv Issuer Co. LLC, Series 2025-1A, Class C                               | CUSIP: 538908AE4<br>LEI: 254900A6HRP8XHJJGM20 | Long             | ABS-O            | CORP              | US        |    1889000 | PA      | $1905396.52    | 0.13%             | 2055-12-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Luxury Lease Partners Auto Lease Trust         | Luxury Lease Partners Auto Lease Trust, Series 2024-4, Class A             | CUSIP: 55068XAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      99755 | PA      | $100397.69     | 0.01%             | 2030-07-15      | Fixed         | 7.29%                 | Yes           |                  2 | On Loan: No      |
| Luxury Lease Partners Auto Lease Trust         | Luxury Lease Partners Auto Lease Trust, Series 2024-4, Class B             | CUSIP: 55068XAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     300000 | PA      | $300979.38     | 0.02%             | 2030-07-15      | Fixed         | 10.49%                | Yes           |                  2 | On Loan: No      |
| Luxury Lease Partners Auto Lease Trust         | Luxury Lease Partners Auto Lease Trust, Series 2025-A, Class A             | CUSIP: 55069BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4325437 | PA      | $4310203.11    | 0.28%             | 2032-03-15      | Fixed         | 5.51%                 | Yes           |                  2 | On Loan: No      |
| MKT Mortgage Trust                             | MKT Mortgage Trust, Series 2020-525M, Class D                              | CUSIP: 55316PAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2045761.23    | 0.14%             | 2040-02-12      | Variable      | 3.04%                 | Yes           |                  2 | On Loan: No      |
| MKT Mortgage Trust                             | MKT Mortgage Trust, Series 2020-525M, Class F                              | CUSIP: 55316PAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1541000 | PA      | $1210695.34    | 0.08%             | 2040-02-12      | Variable      | 3.04%                 | Yes           |                  2 | On Loan: No      |
| Mtp ABS Funding LLC                            | Mtp ABS Funding LLC, Series 2026-1A, Class B                               | CUSIP: 55378HAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2500000 | PA      | $2511035.25    | 0.17%             | 2056-04-25      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Marlette Funding Trust                         | Marlette Funding Trust, Series 2025-1A, Class D                            | CUSIP: 570920AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5368000 | PA      | $5382464.21    | 0.36%             | 2035-07-16      | Fixed         | 6.02%                 | Yes           |                  2 | On Loan: No      |
| Marlette Funding Trust                         | Marlette Funding Trust, Series 2023-4A, Class B                            | CUSIP: 57108UAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     500000 | PA      | $512511.79     | 0.03%             | 2033-12-15      | Fixed         | 8.15%                 | Yes           |                  2 | On Loan: No      |
| Marlette Funding Trust                         | Marlette Funding Trust, Series 2023-2A, Class D                            | CUSIP: 57109LAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     900000 | PA      | $913481.69     | 0.06%             | 2033-06-15      | Fixed         | 7.92%                 | Yes           |                  2 | On Loan: No      |
| Marlette Funding Trust                         | Marlette Funding Trust, Series 2023-1A, Class D                            | CUSIP: 57110PAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     619041 | PA      | $627829.70     | 0.04%             | 2033-04-15      | Fixed         | 8.15%                 | Yes           |                  2 | On Loan: No      |
| Meridian Arc Holdco LLC                        | Meridian Arc Holdco LLC                                                    | CUSIP: 58990CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4828000 | PA      | $4826901.10    | 0.32%             | 2031-04-30      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| MetroNet Infrastructure Issuer LLC             | MetroNet Infrastructure Issuer LLC, Series 2025-2A, Class A2               | CUSIP: 59170JAX6<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |    6700000 | PA      | $6739962.75    | 0.44%             | 2055-08-20      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| MetroNet Infrastructure Issuer LLC             | MetroNet Infrastructure Issuer LLC, Series 2026-1A, Class C                | CUSIP: 59170JBL1<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |    2239000 | PA      | $2246637.06    | 0.15%             | 2056-04-20      | Fixed         | 7.10%                 | Yes           |                  2 | On Loan: No      |
| Mineral Resources Ltd.                         | Mineral Resources Ltd.                                                     | CUSIP: 603051AH6<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    1584000 | PA      | $1564084.59    | 0.10%             | 2034-05-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust | Morgan Stanley Residential Mortgage Loan Trust, Series 2026-NQM1, Class A2 | CUSIP: 61780XAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1428157 | PA      | $1415077.80    | 0.09%             | 2070-12-25      | Variable      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust | Morgan Stanley Residential Mortgage Loan Trust, Series 2025-SPL1, Class A1 | CUSIP: 617946AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1061057 | PA      | $1034037.09    | 0.07%             | 2065-02-25      | Variable      | 4.25%                 | Yes           |                  2 | On Loan: No      |
| MTN Commercial Mortgage Trust                  | MTN Commercial Mortgage Trust, Series 2022-LPFL, Class A                   | CUSIP: 62475WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4240000 | PA      | $4238763.32    | 0.28%             | 2039-03-15      | Floating      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| MTN Commercial Mortgage Trust                  | MTN Commercial Mortgage Trust, Series 2022-LPFL, Class B                   | CUSIP: 62475WAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2498676.44    | 0.16%             | 2039-03-15      | Floating      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| MTN Commercial Mortgage Trust                  | MTN Commercial Mortgage Trust, Series 2022-LPFL, Class D                   | CUSIP: 62475WAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1175000 | PA      | $1173367.96    | 0.08%             | 2039-03-15      | Floating      | 6.60%                 | Yes           |                  2 | On Loan: No      |
| MTN Commercial Mortgage Trust                  | MTN Commercial Mortgage Trust, Series 2022-LPFL, Class F                   | CUSIP: 62475WAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $998822.71     | 0.07%             | 2039-03-15      | Floating      | 8.95%                 | Yes           |                  2 | On Loan: No      |
| MTN Commercial Mortgage Trust                  | MTN Commercial Mortgage Trust, Series 2026-LPFX, Class D                   | CUSIP: 624944AG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2400000 | PA      | $2393301.43    | 0.16%             | 2043-05-15      | Variable      | 5.96%                 | Yes           |                  2 | On Loan: No      |
| MVW LLC                                        | MVW LLC, Series 2025-1A, Class C                                           | CUSIP: 627924AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1135201 | PA      | $1144778.61    | 0.08%             | 2042-09-22      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| NMEF Funding LLC                               | NMEF Funding LLC, Series 2026-A, Class D                                   | CUSIP: 62919FAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1250000 | PA      | $1228802.77    | 0.08%             | 2034-02-15      | Fixed         | 5.22%                 | Yes           |                  2 | On Loan: No      |
| NMEF Funding LLC                               | NMEF Funding LLC, Series 2026-A, Class E                                   | CUSIP: 62919FAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2100000 | PA      | $2078259.33    | 0.14%             | 2034-02-15      | Fixed         | 6.73%                 | Yes           |                  2 | On Loan: No      |
| NRM FNT1 Excess LLC                            | NRM FNT1 Excess LLC, Series 2024-FNT1, Class A                             | CUSIP: 62956YAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4000046 | PA      | $4043502.12    | 0.27%             | 2031-11-25      | Variable      | 7.40%                 | Yes           |                  2 | On Loan: No      |
| New Economy Assets-Phase 1 Sponsor LLC         | New Economy Assets-Phase 1 Sponsor LLC, Series 2021-1, Class A1            | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     615000 | PA      | $516118.95     | 0.03%             | 2061-10-20      | Fixed         | 1.91%                 | Yes           |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust            | New Residential Mortgage Loan Trust, Series 2024-RTL1, Class A2            | CUSIP: 64831PAB1<br>LEI: 213800CVLC5IFCJL6C96 | Long             | ABS-MBS          | CORP              | US        |    2677000 | PA      | $2701001.98    | 0.18%             | 2039-03-25      | Variable      | 7.10%                 | Yes           |                  2 | On Loan: No      |
| NRM FHT1 Excess Owner LLC                      | NRM FHT1 Excess Owner LLC, Series 2025-FHT1, Class A                       | CUSIP: 64832EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5001584 | PA      | $5051866.33    | 0.33%             | 2032-03-25      | Variable      | 6.55%                 | Yes           |                  2 | On Loan: No      |
| NRTH Commercial Mortgage Trust                 | NRTH Commercial Mortgage Trust, Series 2025-PARK, Class B                  | CUSIP: 669985AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4500000 | PA      | $4487936.19    | 0.30%             | 2040-10-15      | Floating      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| OnDeck Asset Securitization Trust IV LLC       | OnDeck Asset Securitization Trust IV LLC, Series 2024-1A, Class B          | CUSIP: 67118NAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1500000 | PA      | $1507063.35    | 0.10%             | 2031-06-17      | Fixed         | 7.15%                 | Yes           |                  2 | On Loan: No      |
| OnDeck Asset Securitization Trust IV LLC       | OnDeck Asset Securitization Trust IV LLC, Series 2024-1A, Class C          | CUSIP: 67118NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $1010061.70    | 0.07%             | 2031-06-17      | Fixed         | 8.99%                 | Yes           |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                  | NYC Commercial Mortgage Trust, Series 2025-1155, Class A                   | CUSIP: 67122BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7007000 | PA      | $7086842.55    | 0.47%             | 2042-06-10      | Fixed         | 5.83%                 | Yes           |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                  | NYC Commercial Mortgage Trust, Series 2025-1155, Class D                   | CUSIP: 67122BAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5067789.65    | 0.33%             | 2042-06-10      | Variable      | 7.60%                 | Yes           |                  2 | On Loan: No      |
| OHA Credit Funding 24 Ltd.                     | OHA Credit Funding 24 Ltd., Series 2025-24A, Class A2                      | CUSIP: 67123CAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   12000000 | PA      | $11998964.40   | 0.79%             | 2039-01-20      | Floating      | 5.09%                 | Yes           |                  2 | On Loan: No      |
| OBX Trust                                      | OBX Trust, Series 2026-HE1, Class M1                                       | CUSIP: 67124BAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     604000 | PA      | $603617.59     | 0.04%             | 2056-02-25      | Floating      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| OBX Trust                                      | OBX Trust, Series 2026-HE1, Class M2                                       | CUSIP: 67124BAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1100000 | PA      | $1098008.88    | 0.07%             | 2056-02-25      | Floating      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| OBX Trust                                      | OBX Trust, Series 2026-CES1, Class A3                                      | CUSIP: 67124LAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $2003356.84    | 0.13%             | 2056-04-25      | Variable      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Oak Street Investment Grade Net Lease Fund     | Oak Street Investment Grade Net Lease Fund, Series 2020-1A, Class A2       | CUSIP: 67181DAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     382789 | PA      | $329597.50     | 0.02%             | 2050-11-20      | Fixed         | 2.21%                 | Yes           |                  2 | On Loan: No      |
| Oaktree ABF Equipment ST LLC                   | Oaktree ABF Equipment ST LLC, Series 2026-1A, Class C                      | CUSIP: 67403GAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2050000 | PA      | $2036905.23    | 0.13%             | 2033-10-17      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: No      |
| Oceanview Mortgage Trust                       | Oceanview Mortgage Trust, Series 2025-4, Class AF1                         | CUSIP: 67647DAU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     986119 | PA      | $986116.73     | 0.07%             | 2055-12-25      | Floating      | 4.55%                 | Yes           |                  2 | On Loan: No      |
| Olympic Tower Mortgage Trust                   | Olympic Tower Mortgage Trust, Series 2017-OT, Class A                      | CUSIP: 68162MAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10505000 | PA      | $10087666.28   | 0.67%             | 2039-05-10      | Fixed         | 3.57%                 | Yes           |                  2 | On Loan: No      |
| OnDeck Asset Securitization IV LLC             | OnDeck Asset Securitization IV LLC, Series 2025-1A, Class B                | CUSIP: 68237DAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4500000 | PA      | $4515436.80    | 0.30%             | 2032-04-19      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| OnDeck Asset Securitization IV LLC             | OnDeck Asset Securitization IV LLC, Series 2025-1A, Class C                | CUSIP: 68237DAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2500000 | PA      | $2517561.00    | 0.17%             | 2032-04-19      | Fixed         | 6.64%                 | Yes           |                  2 | On Loan: No      |
| 1301 Trust                                     | 1301 Trust, Series 2025-1301, Class D                                      | CUSIP: 682461AJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2834000 | PA      | $2839568.77    | 0.19%             | 2042-08-11      | Variable      | 6.43%                 | Yes           |                  2 | On Loan: No      |
| PRPM LLC                                       | PRPM LLC, Series 2025-2, Class A1                                          | CUSIP: 69382HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2907194 | PA      | $2902687.73    | 0.19%             | 2030-05-25      | Variable      | 6.47%                 | Yes           |                  2 | On Loan: No      |
| PRET Trust                                     | PRET Trust, Series 2025-RPL3, Class A1                                     | CUSIP: 69382RAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5675885 | PA      | $5534906.46    | 0.37%             | 2065-04-25      | Variable      | 4.15%                 | Yes           |                  2 | On Loan: No      |
| PRPM LLC                                       | PRPM LLC, Series 2025-RCF4, Class A2                                       | CUSIP: 69382WAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4800000 | PA      | $4687365.12    | 0.31%             | 2055-08-25      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| PRPM Trust                                     | PRPM Trust, Series 2026-RCF1, Class A2                                     | CUSIP: 69383VAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1993720.60    | 0.13%             | 2056-01-25      | Variable      | 5.21%                 | Yes           |                  2 | On Loan: No      |
| PRPM Trust                                     | PRPM Trust, Series 2026-RCF1, Class A3                                     | CUSIP: 69383VAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1993666.80    | 0.13%             | 2056-01-25      | Variable      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| PRPM LLC                                       | PRPM LLC, Series 2025-RCF5, Class A2                                       | CUSIP: 69384AAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5500000 | PA      | $5501860.10    | 0.36%             | 2055-10-25      | Variable      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| PRPM LLC                                       | PRPM LLC, Series 2025-RCF5, Class A3                                       | CUSIP: 69384AAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $2000559.20    | 0.13%             | 2055-10-25      | Variable      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| PRET Trust                                     | PRET Trust, Series 2025-RPL1, Class A1                                     | CUSIP: 69392FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5929464 | PA      | $5729141.17    | 0.38%             | 2069-07-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| PRET Trust                                     | PRET Trust, Series 2025-RPL2, Class A1                                     | CUSIP: 69392LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     934986 | PA      | $919652.45     | 0.06%             | 2064-08-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| PRPM LLC                                       | PRPM LLC, Series 2025-RPL3, Class A1                                       | CUSIP: 69392NAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2075057 | PA      | $2005733.26    | 0.13%             | 2055-04-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| PRPM LLC                                       | PRPM LLC, Series 2025-RCF3, Class A1                                       | CUSIP: 69392PAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2030117 | PA      | $2025125.36    | 0.13%             | 2055-07-25      | Variable      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| PRPM LLC                                       | PRPM LLC, Series 2025-RCF3, Class A2                                       | CUSIP: 69392PAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     369875 | PA      | $369704.56     | 0.02%             | 2055-07-25      | Variable      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| PRPM LLC                                       | PRPM LLC, Series 2025-RCF3, Class A3                                       | CUSIP: 69392PAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     300000 | PA      | $298427.79     | 0.02%             | 2055-07-25      | Variable      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| PRPM LLC                                       | PRPM LLC, Series 2025-5, Class A1                                          | CUSIP: 69392RAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5985166 | PA      | $5968610.87    | 0.39%             | 2030-07-25      | Variable      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| PRET Trust                                     | PRET Trust, Series 2025-RPL5, Class A1                                     | CUSIP: 69393AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2389390 | PA      | $2304796.64    | 0.15%             | 2070-01-25      | Variable      | 4.15%                 | Yes           |                  2 | On Loan: No      |
| PRPM LLC                                       | PRPM LLC, Series 2025-RCF6, Class A3                                       | CUSIP: 69393BAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6852000 | PA      | $6821854.63    | 0.45%             | 2055-12-25      | Variable      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| PRPM LLC                                       | PRPM LLC, Series 2025-6, Class A1                                          | CUSIP: 69395KAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4236323 | PA      | $4226506.58    | 0.28%             | 2028-08-25      | Variable      | 5.77%                 | Yes           |                  2 | On Loan: No      |
| Pear LLC                                       | Pear LLC, Series 2024-1, Class A                                           | CUSIP: 704933AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     247077 | PA      | $247911.88     | 0.02%             | 2036-02-15      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| PNW Trust                                      | PNW Trust, Series 2026-ARTE, Class A                                       | CUSIP: 73020TAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6500000 | PA      | $6488092.06    | 0.43%             | 2041-04-15      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| Post Road Equipment Finance LLC                | Post Road Equipment Finance LLC, Series 2024-1A, Class D                   | CUSIP: 737473AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     400000 | PA      | $405491.88     | 0.03%             | 2030-10-15      | Fixed         | 6.77%                 | Yes           |                  2 | On Loan: No      |
| Post Road Equipment Finance LLC                | Post Road Equipment Finance LLC, Series 2024-1A, Class E                   | CUSIP: 737473AF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     450000 | PA      | $460938.96     | 0.03%             | 2031-12-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Post Road Equipment Finance LLC                | Post Road Equipment Finance LLC, Series 2025-1A, Class E                   | CUSIP: 73747LAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $2010986.60    | 0.13%             | 2032-05-17      | Fixed         | 7.08%                 | Yes           |                  2 | On Loan: No      |
| Post Road Equipment Finance LLC                | Post Road Equipment Finance LLC, Series 2026-1A, Class E                   | CUSIP: 73747RAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     821000 | PA      | $832370.03     | 0.05%             | 2034-01-17      | Fixed         | 7.70%                 | Yes           |                  2 | On Loan: No      |
| PRET LLC                                       | PRET LLC, Series 2025-NPL4, Class A1                                       | CUSIP: 74136UAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4519817 | PA      | $4522922.01    | 0.30%             | 2055-04-25      | Variable      | 6.37%                 | Yes           |                  2 | On Loan: No      |
| PRM7 Trust                                     | PRM7 Trust, Series 2025-PRM7, Class E                                      | CUSIP: 74290HAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2385000 | PA      | $2395340.51    | 0.16%             | 2042-11-10      | Variable      | 6.84%                 | Yes           |                  2 | On Loan: No      |
| Prosper Marketplace Issuance Trust             | Prosper Marketplace Issuance Trust, Series 2024-1A, Class C                | CUSIP: 74363CAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     498093 | PA      | $498825.12     | 0.03%             | 2029-08-15      | Fixed         | 6.96%                 | Yes           |                  2 | On Loan: No      |
| PRPM LLC                                       | PRPM LLC, Series 2025-RPL4, Class A1                                       | CUSIP: 74448NAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1199346 | PA      | $1150153.49    | 0.08%             | 2055-05-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| QTS Issuer ABS I LLC                           | QTS Issuer ABS I LLC, Series 2025-1A, Class A2                             | CUSIP: 74690DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $1990968.75    | 0.13%             | 2055-05-25      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| QTS Issuer ABS I LLC                           | QTS Issuer ABS I LLC, Series 2025-1A, Class B                              | CUSIP: 74690DAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1442000 | PA      | $1401255.62    | 0.09%             | 2055-05-25      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| QTS Issuer ABS II LLC                          | QTS Issuer ABS II LLC, Series 2026-1A, Class B                             | CUSIP: 74690FAS5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5091000 | PA      | $5009019.43    | 0.33%             | 2056-01-05      | Fixed         | 6.73%                 | Yes           |                  2 | On Loan: No      |
| RCKT Mortgage Trust                            | RCKT Mortgage Trust, Series 2023-CES1, Class A1A                           | CUSIP: 74935WAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     201247 | PA      | $200868.79     | 0.01%             | 2043-06-25      | Variable      | 6.51%                 | Yes           |                  2 | On Loan: No      |
| RCKT Mortgage Trust                            | RCKT Mortgage Trust, Series 2025-CES4, Class A1A                           | CUSIP: 74937YAA6<br>LEI: 254900VY2F6O6C6XTD40 | Long             | ABS-O            | CORP              | US        |    4158730 | PA      | $4188565.13    | 0.28%             | 2055-04-25      | Variable      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| RCKT Mortgage Trust                            | RCKT Mortgage Trust, Series 2026-CES1, Class A2                            | CUSIP: 74939BAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4229000 | PA      | $4180263.89    | 0.28%             | 2056-01-25      | Variable      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| RCKT Mortgage Trust                            | RCKT Mortgage Trust, Series 2026-CES1, Class A3                            | CUSIP: 74939BAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3400000 | PA      | $3362970.68    | 0.22%             | 2056-01-25      | Variable      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| RCKTL                                          | RCKTL, Series 2025-2A, Class C                                             | CUSIP: 74939HAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2500000 | PA      | $2491682.54    | 0.16%             | 2034-11-27      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| RCKT Mortgage Trust                            | RCKT Mortgage Trust, Series 2025-CES10, Class A1A                          | CUSIP: 74939LAA2<br>LEI: 2549008ADDIO9CIJ8W08 | Long             | ABS-O            | CORP              | US        |     943280 | PA      | $936761.11     | 0.06%             | 2055-11-25      | Variable      | 4.89%                 | Yes           |                  2 | On Loan: No      |
| RCKT Trust                                     | RCKT Trust, Series 2025-1A, Class D                                        | CUSIP: 74939RAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1750000 | PA      | $1734612.78    | 0.11%             | 2034-07-25      | Fixed         | 5.42%                 | Yes           |                  2 | On Loan: No      |
| RCKT Trust                                     | RCKT Trust, Series 2025-1A, Class E                                        | CUSIP: 74939RAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7900000 | PA      | $7859757.74    | 0.52%             | 2034-07-25      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| RCKT Mortgage Trust                            | RCKT Mortgage Trust, Series 2025-CES8, Class A1A                           | CUSIP: 74939WAA8<br>LEI: 254900FCN7EI8DTYGA19 | Long             | ABS-O            | CORP              | US        |    1298420 | PA      | $1296992.26    | 0.09%             | 2055-08-25      | Variable      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| RCKT Mortgage Trust                            | RCKT Mortgage Trust, Series 2025-CES8, Class A1B                           | CUSIP: 74939WAB6<br>LEI: 254900FCN7EI8DTYGA19 | Long             | ABS-O            | CORP              | US        |    1109754 | PA      | $1104219.78    | 0.07%             | 2055-08-25      | Variable      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| RCKT Mortgage Trust                            | RCKT Mortgage Trust, Series 2025-CES8, Class B2A                           | CUSIP: 74939WAS9<br>LEI: 254900FCN7EI8DTYGA19 | Long             | ABS-O            | CORP              | US        |    2253000 | PA      | $2201846.67    | 0.15%             | 2055-08-25      | Variable      | 7.28%                 | Yes           |                  2 | On Loan: No      |
| RCKT Mortgage Trust                            | RCKT Mortgage Trust, Series 2026-CES4, Class A2                            | CUSIP: 74940CAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1484000 | PA      | $1477626.86    | 0.10%             | 2056-04-25      | Variable      | 5.39%                 | Yes           |                  2 | On Loan: No      |
| RCKT Mortgage Trust                            | RCKT Mortgage Trust, Series 2026-CES4, Class A3                            | CUSIP: 74940CAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1669000 | PA      | $1663599.92    | 0.11%             | 2056-04-25      | Variable      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| RCKT Mortgage Trust                            | RCKT Mortgage Trust, Series 2026-CES4, Class M1A                           | CUSIP: 74940CAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2383000 | PA      | $2374070.10    | 0.16%             | 2056-04-25      | Variable      | 5.94%                 | Yes           |                  2 | On Loan: No      |
| RCKT Mortgage Trust                            | RCKT Mortgage Trust, Series 2026-CES2, Class A2                            | CUSIP: 74940EAC1<br>LEI: 254900JZ559190WVJ551 | Long             | ABS-O            | CORP              | US        |    3140000 | PA      | $3096260.17    | 0.20%             | 2056-02-25      | Variable      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| RCKT Mortgage Trust                            | RCKT Mortgage Trust, Series 2026-CES2, Class A3                            | CUSIP: 74940EAD9<br>LEI: 254900JZ559190WVJ551 | Long             | ABS-O            | CORP              | US        |    4519000 | PA      | $4459003.16    | 0.29%             | 2056-02-25      | Variable      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| RCKT Mortgage Trust                            | RCKT Mortgage Trust, Series 2026-CES2, Class M1A                           | CUSIP: 74940EAE7<br>LEI: 254900JZ559190WVJ551 | Long             | ABS-O            | CORP              | US        |     921000 | PA      | $911174.11     | 0.06%             | 2056-02-25      | Variable      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| RCKT Mortgage Trust                            | RCKT Mortgage Trust, Series 2024-CES7, Class A1A                           | CUSIP: 749414AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2039547 | PA      | $2037691.81    | 0.13%             | 2044-10-25      | Variable      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| RCKT Mortgage Trust                            | RCKT Mortgage Trust, Series 2025-CES3, Class B1                            | CUSIP: 749420AF2<br>LEI: 254900HS4CN69R7ARQ97 | Long             | ABS-O            | CORP              | US        |    5660000 | PA      | $5663664.60    | 0.37%             | 2055-03-25      | Variable      | 6.73%                 | Yes           |                  2 | On Loan: No      |
| RCKT Mortgage Trust                            | RCKT Mortgage Trust, Series 2024-CES8, Class A1A                           | CUSIP: 749421AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2369078 | PA      | $2374994.55    | 0.16%             | 2044-11-25      | Variable      | 5.49%                 | Yes           |                  2 | On Loan: No      |
| RCKT Mortgage Trust                            | RCKT Mortgage Trust, Series 2024-CES8, Class A1B                           | CUSIP: 749421AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1318352 | PA      | $1320579.00    | 0.09%             | 2044-11-25      | Variable      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| RCKT Mortgage Trust                            | RCKT Mortgage Trust, Series 2025-CES11, Class A1A                          | CUSIP: 749423AA7<br>LEI: 254900BTBXWWIQBK4D47 | Long             | ABS-O            | CORP              | US        |    3374692 | PA      | $3358045.46    | 0.22%             | 2055-11-25      | Variable      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| RCKT Mortgage Trust                            | RCKT Mortgage Trust, Series 2024-CES1, Class A1B                           | CUSIP: 749424AB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     486679 | PA      | $488650.80     | 0.03%             | 2044-02-25      | Variable      | 6.32%                 | Yes           |                  2 | On Loan: No      |
| RCKT Mortgage Trust                            | RCKT Mortgage Trust, Series 2024-CES9, Class A1B                           | CUSIP: 749426AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2758105 | PA      | $2764314.96    | 0.18%             | 2044-12-25      | Variable      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| RCKT Mortgage Trust                            | RCKT Mortgage Trust, Series 2025-CES1, Class B1                            | CUSIP: 749427AF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5688000 | PA      | $5884767.45    | 0.39%             | 2045-01-25      | Variable      | 7.65%                 | Yes           |                  2 | On Loan: No      |
| RCKT Mortgage Trust                            | RCKT Mortgage Trust, Series 2025-CES2, Class A1B                           | CUSIP: 74942BAB7<br>LEI: 2549001985H26N17CK52 | Long             | ABS-O            | CORP              | US        |    2331559 | PA      | $2332932.22    | 0.15%             | 2055-02-25      | Variable      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| RCKT Mortgage Trust                            | RCKT Mortgage Trust, Series 2025-CES5, Class A1A                           | CUSIP: 74942CAA7<br>LEI: 2549008EA2IHW9G2TZ48 | Long             | ABS-O            | CORP              | US        |    3415884 | PA      | $3436243.99    | 0.23%             | 2055-05-25      | Variable      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| RCKT Mortgage Trust                            | RCKT Mortgage Trust, Series 2025-CES9, Class A1A                           | CUSIP: 74942JAA2<br>LEI: 254900FCN7EI8DTYGA19 | Long             | ABS-O            | CORP              | US        |     977375 | PA      | $970288.25     | 0.06%             | 2055-09-25      | Variable      | 4.79%                 | Yes           |                  2 | On Loan: No      |
| RCKT Mortgage Trust                            | RCKT Mortgage Trust, Series 2025-CES9, Class A1B                           | CUSIP: 74942JAB0<br>LEI: 254900FCN7EI8DTYGA19 | Long             | ABS-O            | CORP              | US        |    3373013 | PA      | $3341210.79    | 0.22%             | 2055-09-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| RCKT Mortgage Trust                            | RCKT Mortgage Trust, Series 2025-CES7, Class A1B                           | CUSIP: 74943AAB8<br>LEI: 254900E35NYYFOUTHD06 | Long             | ABS-O            | CORP              | US        |    1152206 | PA      | $1150895.44    | 0.08%             | 2055-07-25      | Variable      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| RCKT Mortgage Trust                            | RCKT Mortgage Trust, Series 2025-CES7, Class B1                            | CUSIP: 74943AAJ1<br>LEI: 254900E35NYYFOUTHD06 | Long             | ABS-O            | CORP              | US        |    5058000 | PA      | $5058357.22    | 0.33%             | 2055-07-25      | Variable      | 6.97%                 | Yes           |                  2 | On Loan: No      |
| RKTL                                           | RKTL, Series 2026-1A, Class D                                              | CUSIP: 74990JAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2232000 | PA      | $2197374.32    | 0.15%             | 2035-02-26      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| Rain City Mortgage Trust                       | Rain City Mortgage Trust, Series 2024-RTL1, Class A2                       | CUSIP: 75079KAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     560000 | PA      | $562002.56     | 0.04%             | 2029-09-25      | Variable      | 8.02%                 | Yes           |                  2 | On Loan: No      |
| RAM LLC                                        | RAM LLC, Series 2024-1, Class A                                            | CUSIP: 751313AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     555211 | PA      | $555464.46     | 0.04%             | 2039-02-15      | Fixed         | 6.67%                 | Yes           |                  2 | On Loan: No      |
| RAM LLC                                        | RAM LLC, Series 2024-1, Class B                                            | CUSIP: 751313AB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     364478 | PA      | $364670.08     | 0.02%             | 2039-02-15      | Fixed         | 7.79%                 | Yes           |                  2 | On Loan: No      |
| Reach ABS Trust                                | Reach ABS Trust, Series 2024-2A, Class A                                   | CUSIP: 75525HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      38955 | PA      | $39052.53      | 0.00%             | 2031-07-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Reach ABS Trust                                | Reach ABS Trust, Series 2024-2A, Class D                                   | CUSIP: 75525HAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $1042587.49    | 0.07%             | 2031-07-15      | Fixed         | 8.83%                 | Yes           |                  2 | On Loan: No      |
| Reach ABS Trust                                | Reach ABS Trust, Series 2025-1A, Class C                                   | CUSIP: 75525PAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $2012325.25    | 0.13%             | 2032-08-16      | Fixed         | 5.99%                 | Yes           |                  2 | On Loan: No      |
| Reach ABS Trust                                | Reach ABS Trust, Series 2025-2A, Class C                                   | CUSIP: 75525QAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2593000 | PA      | $2576098.34    | 0.17%             | 2032-08-18      | Fixed         | 5.69%                 | Yes           |                  2 | On Loan: No      |
| Reach ABS Trust                                | Reach ABS Trust, Series 2024-1A, Class C                                   | CUSIP: 75526PAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2295000 | PA      | $2342101.21    | 0.15%             | 2031-02-18      | Fixed         | 6.90%                 | Yes           |                  2 | On Loan: No      |
| Reach Abs Trust                                | Reach Abs Trust, Series 2026-1A, Class D                                   | CUSIP: 75526XAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2389000 | PA      | $2327085.04    | 0.15%             | 2033-02-15      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| ReadyCap Lending Small Business Loan Trust     | ReadyCap Lending Small Business Loan Trust, Series 2023-3, Class A         | CUSIP: 75576AAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     177370 | PA      | $180326.51     | 0.01%             | 2048-04-25      | Floating      | 6.82%                 | Yes           |                  2 | On Loan: No      |
| Regents Capital Equipment Receivables LLC      | Regents Capital Equipment Receivables LLC, Series 2026-1A, Class A         | CUSIP: 758976AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3000000 | PA      | $2997966.74    | 0.20%             | 2034-01-31      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| Research-Driven Pagaya Motor Asset Trust       | Research-Driven Pagaya Motor Asset Trust, Series 2026-R1A, Class A         | CUSIP: 76089TAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2944491 | PA      | $2949076.58    | 0.19%             | 2034-07-25      | Fixed         | 5.66%                 | Yes           |                  2 | On Loan: No      |
| Research-Driven Pagaya Motor Asset Trust       | Research-Driven Pagaya Motor Asset Trust, Series 2026-R1A, Class B         | CUSIP: 76089TAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1700000 | PA      | $1699278.37    | 0.11%             | 2034-07-25      | Fixed         | 6.21%                 | Yes           |                  2 | On Loan: No      |
| Research-Driven Pagaya Motor Asset Trust       | Research-Driven Pagaya Motor Asset Trust, Series 2026-2A, Class A4         | CUSIP: 76091HAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2538000 | PA      | $2526526.36    | 0.17%             | 2035-02-26      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| SCG Commercial Mortgage Trust                  | SCG Commercial Mortgage Trust, Series 2025-DLFN, Class E                   | CUSIP: 78398EAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4904000 | PA      | $4868834.22    | 0.32%             | 2035-03-15      | Floating      | 6.60%                 | Yes           |                  2 | On Loan: No      |
| SCG Trust                                      | SCG Trust, Series 2025-SNIP, Class D                                       | CUSIP: 78398JAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3500000 | PA      | $3513800.75    | 0.23%             | 2042-09-15      | Floating      | 6.25%                 | Yes           |                  2 | On Loan: No      |
| SCG Trust                                      | SCG Trust, Series 2025-SNIP, Class E                                       | CUSIP: 78398JAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5008439.31    | 0.33%             | 2042-09-15      | Floating      | 7.05%                 | Yes           |                  2 | On Loan: No      |
| SF Abs Issuer LLC                              | SF Abs Issuer LLC, Series 2025-1A, Class A2                                | CUSIP: 784193AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3250000 | PA      | $3138615.58    | 0.21%             | 2055-11-25      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| SEB Funding LLC                                | SEB Funding LLC, Series 2026-1A, Class A2                                  | CUSIP: 78433DAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2100000 | PA      | $2074565.12    | 0.14%             | 2056-01-30      | Fixed         | 6.67%                 | Yes           |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust                    | SBNA Auto Receivables Trust, Series 2024-A, Class E                        | CUSIP: 78437PAH6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $1020565.89    | 0.07%             | 2032-04-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust                    | SBNA Auto Receivables Trust, Series 2025-SF1, Class D                      | CUSIP: 78437XAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1750000 | PA      | $1754388.24    | 0.12%             | 2031-09-15      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| SCG Commercial Mortgage Trust                  | SCG Commercial Mortgage Trust, Series 2025-FLWR, Class E                   | CUSIP: 78438AAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2867000 | PA      | $2836634.21    | 0.19%             | 2042-08-15      | Floating      | 6.40%                 | Yes           |                  2 | On Loan: No      |
| SMRT                                           | SMRT, Series 2022-MINI, Class D                                            | CUSIP: 78457JAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6250000 | PA      | $6236465.40    | 0.41%             | 2039-01-15      | Floating      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| SMRT                                           | SMRT, Series 2022-MINI, Class F                                            | CUSIP: 78457JAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2025000 | PA      | $1984647.85    | 0.13%             | 2039-01-15      | Floating      | 7.00%                 | Yes           |                  2 | On Loan: No      |
| SWCH Commercial Mortgage Trust                 | SWCH Commercial Mortgage Trust, Series 2025-DATA, Class E                  | CUSIP: 78489CAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5340000 | PA      | $5264329.10    | 0.35%             | 2042-02-15      | Floating      | 6.99%                 | Yes           |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortgage Trust        | Saluda Grade Alternative Mortgage Trust, Series 2023-FIG4, Class A         | CUSIP: 79581UAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3521204 | PA      | $3626762.78    | 0.24%             | 2053-11-25      | Variable      | 6.72%                 | Yes           |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortgage Trust        | Saluda Grade Alternative Mortgage Trust, Series 2025-LOC5, Class A1B       | CUSIP: 79581XAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5000000 | PA      | $5029316.42    | 0.33%             | 2055-10-25      | Floating      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortgage Trust        | Saluda Grade Alternative Mortgage Trust, Series 2023-FIG3, Class A         | CUSIP: 79582AAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2889971 | PA      | $2971194.62    | 0.20%             | 2053-08-25      | Variable      | 7.07%                 | Yes           |                  2 | On Loan: No      |
| Saluds Grade Alternative Mortgage Trust        | Saluds Grade Alternative Mortgage Trust, Series 2025-RRTL1, Class A1       | CUSIP: 79582NAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1495567.65    | 0.10%             | 2040-10-25      | Variable      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortgage Trust        | Saluda Grade Alternative Mortgage Trust, Series 2024-RTL4, Class A1        | CUSIP: 79584CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      20499 | PA      | $20457.87      | 0.00%             | 2030-02-25      | Variable      | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortgage Trust        | Saluda Grade Alternative Mortgage Trust, Series 2024-RTL4, Class A2        | CUSIP: 79584CAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7185500 | PA      | $7168987.72    | 0.47%             | 2030-02-25      | Variable      | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortgage Trust        | Saluda Grade Alternative Mortgage Trust, Series 2026-RTL7, Class A1        | CUSIP: 79584UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3772000 | PA      | $3736699.74    | 0.25%             | 2031-03-25      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortgage Trust        | Saluda Grade Alternative Mortgage Trust, Series 2026-RTL7, Class A2        | CUSIP: 79584UAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2101000 | PA      | $2080678.08    | 0.14%             | 2031-03-25      | Variable      | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortgage Trust        | Saluda Grade Alternative Mortgage Trust, Series 2024-RTL6, Class A1        | CUSIP: 79585UAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2941750 | PA      | $2956308.13    | 0.20%             | 2030-07-25      | Variable      | 7.44%                 | Yes           |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortgage Trust        | Saluda Grade Alternative Mortgage Trust, Series 2024-RTL6, Class A2        | CUSIP: 79585UAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2516000 | PA      | $2537511.55    | 0.17%             | 2030-07-25      | Variable      | 8.68%                 | Yes           |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortgage Trust        | Saluda Grade Alternative Mortgage Trust, Series 2024-RTL5, Class A1        | CUSIP: 795935AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1410509 | PA      | $1411701.00    | 0.09%             | 2030-04-25      | Variable      | 7.76%                 | Yes           |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortgage Trust        | Saluda Grade Alternative Mortgage Trust, Series 2026-HB1, Class A1B        | CUSIP: 795939AC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3325918 | PA      | $3322803.25    | 0.22%             | 2056-04-25      | Floating      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes        | Santander Bank Auto Credit-Linked Notes, Series 2024-B, Class E            | CUSIP: 80280BAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     186693 | PA      | $187207.56     | 0.01%             | 2033-01-18      | Fixed         | 6.80%                 | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes        | Santander Bank Auto Credit-Linked Notes, Series 2024-B, Class F            | CUSIP: 80280BAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     672095 | PA      | $689579.94     | 0.05%             | 2033-01-18      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes        | Santander Bank Auto Credit-Linked Notes, Series 2024-B, Class G            | CUSIP: 80280BAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     672095 | PA      | $697394.52     | 0.05%             | 2033-01-18      | Fixed         | 12.23%                | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes        | Santander Bank Auto Credit-Linked Notes, Series 2023-B, Class D            | CUSIP: 80290CCD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     198743 | PA      | $201459.92     | 0.01%             | 2033-12-15      | Fixed         | 6.66%                 | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes        | Santander Bank Auto Credit-Linked Notes, Series 2023-B, Class E            | CUSIP: 80290CCE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     993716 | PA      | $1008633.58    | 0.07%             | 2033-12-15      | Fixed         | 8.41%                 | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes        | Santander Bank Auto Credit-Linked Notes, Series 2023-B, Class F            | CUSIP: 80290CCF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     298115 | PA      | $309458.47     | 0.02%             | 2033-12-15      | Fixed         | 12.24%                | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes        | Santander Bank Auto Credit-Linked Notes, Series 2024-A, Class E            | CUSIP: 80290CCM4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2439437 | PA      | $2466234.40    | 0.16%             | 2032-06-15      | Fixed         | 7.76%                 | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes        | Santander Bank Auto Credit-Linked Notes, Series 2024-A, Class F            | CUSIP: 80290CCN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2140326 | PA      | $2221561.66    | 0.15%             | 2032-06-15      | Fixed         | 10.17%                | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes        | Santander Bank Auto Credit-Linked Notes, Series 2025-A, Class E            | CUSIP: 80290CCU6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3100000 | PA      | $3088421.06    | 0.20%             | 2034-01-16      | Fixed         | 6.27%                 | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes        | Santander Bank Auto Credit-Linked Notes, Series 2025-A, Class F            | CUSIP: 80290CCV4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1172000 | PA      | $1185739.24    | 0.08%             | 2034-01-16      | Fixed         | 7.34%                 | Yes           |                  2 | On Loan: No      |
| Sierra Timeshare Receivables Funding LLC       | Sierra Timeshare Receivables Funding LLC, Series 2024-2A, Class D          | CUSIP: 82650DAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     363857 | PA      | $365926.42     | 0.02%             | 2041-06-20      | Fixed         | 7.48%                 | Yes           |                  2 | On Loan: No      |
| Sierra Timeshare Receivables Funding LLC       | Sierra Timeshare Receivables Funding LLC, Series 2025-3A, Class C          | CUSIP: 82650FAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2151217 | PA      | $2111699.06    | 0.14%             | 2044-08-22      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| Sierra Timeshare Receivables Funding LLC       | Sierra Timeshare Receivables Funding LLC, Series 2026-1A, Class D          | CUSIP: 82652VAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1475998 | PA      | $1458545.74    | 0.10%             | 2042-12-22      | Fixed         | 7.10%                 | Yes           |                  2 | On Loan: No      |
| Sierra Timeshare Receivables Funding LLC       | Sierra Timeshare Receivables Funding LLC, Series 2024-3A, Class D          | CUSIP: 82653BAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     411350 | PA      | $407391.67     | 0.03%             | 2041-08-20      | Fixed         | 6.93%                 | Yes           |                  2 | On Loan: No      |
| Sierra Timeshare Receivables Funding LLC       | Sierra Timeshare Receivables Funding LLC, Series 2025-2A, Class D          | CUSIP: 82653HAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2881045 | PA      | $2865543.52    | 0.19%             | 2044-04-20      | Fixed         | 6.79%                 | Yes           |                  2 | On Loan: No      |
| SoFi Consumer Loan Program Trust               | SoFi Consumer Loan Program Trust, Series 2025-3, Class D                   | CUSIP: 83390JAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1800000 | PA      | $1804821.63    | 0.12%             | 2034-08-15      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| SoFi Consumer Loan Program Trust               | SoFi Consumer Loan Program Trust, Series 2025-1, Class D                   | CUSIP: 83406YAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3000000 | PA      | $3029881.85    | 0.20%             | 2034-02-27      | Fixed         | 5.72%                 | Yes           |                  2 | On Loan: No      |
| Sotheby's Artfi Master Trust                   | Sotheby's Artfi Master Trust, Series 2026-1A, Class D                      | CUSIP: 83589DAE6<br>LEI: 9845002FA850DM72BA31 | Long             | ABS-O            | CORP              | US        |    5339000 | PA      | $5318574.05    | 0.35%             | 2033-06-20      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LLC                | Stack Infrastructure Issuer LLC, Series 2026-1A, Class A2                  | CUSIP: 85236KAR3<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-O            | CORP              | US        |    3625000 | PA      | $3498443.59    | 0.23%             | 2056-03-27      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| SREIT Trust                                    | SREIT Trust, Series 2021-MFP2, Class F                                     | CUSIP: 85236WCQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2334000 | PA      | $2333279.31    | 0.15%             | 2036-11-15      | Floating      | 6.39%                 | Yes           |                  2 | On Loan: No      |
| Switch ABS Issuer LLC                          | Switch ABS Issuer LLC, Series 2025-2A, Class A22                           | CUSIP: 871044AU7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3000000 | PA      | $2967783.74    | 0.20%             | 2055-10-25      | Fixed         | 5.37%                 | Yes           |                  2 | On Loan: No      |
| Switch ABS Issuer LLC                          | Switch ABS Issuer LLC, Series 2026-1A, Class A21                           | CUSIP: 871044BA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6014000 | PA      | $6033461.85    | 0.40%             | 2056-03-27      | Fixed         | 5.61%                 | Yes           |                  2 | On Loan: No      |
| TVC Mortgage Trust                             | TVC Mortgage Trust, Series 2026-RRTL1, Class A2                            | CUSIP: 87306XAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $994508.80     | 0.07%             | 2041-02-25      | Variable      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| TVC Mortgage Trust                             | TVC Mortgage Trust, Series 2026-RRTL1, Class M1                            | CUSIP: 87306XAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $994463.10     | 0.07%             | 2041-02-25      | Variable      | 6.34%                 | Yes           |                  2 | On Loan: No      |
| TYSN Mortgage Trust                            | TYSN Mortgage Trust, Series 2023-CRNR, Class A                             | CUSIP: 87332PAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $519227.21     | 0.03%             | 2033-12-10      | Variable      | 6.80%                 | Yes           |                  2 | On Loan: No      |
| Taco Bell Funding LLC                          | Taco Bell Funding LLC, Series 2021-1A, Class A2I                           | CUSIP: 87342RAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6434392 | PA      | $6292792.00    | 0.42%             | 2051-08-25      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| Taco Bell Funding LLC                          | Taco Bell Funding LLC, Series 2021-1A, Class A2II                          | CUSIP: 87342RAH7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1072890 | PA      | $994372.19     | 0.07%             | 2051-08-25      | Fixed         | 2.29%                 | Yes           |                  2 | On Loan: No      |
| Taco Bell Funding LLC                          | Taco Bell Funding LLC, Series 2021-1A, Class A23                           | CUSIP: 87342RAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     245625 | PA      | $212205.10     | 0.01%             | 2051-08-25      | Fixed         | 2.54%                 | Yes           |                  2 | On Loan: No      |
| Talen Energy Supply LLC                        | Talen Energy Supply LLC                                                    | CUSIP: 87422VAP3<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    5141000 | PA      | $5147690.75    | 0.34%             | 2033-05-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Theorem Funding Trust                          | Theorem Funding Trust, Series 2022-3A, Class B                             | CUSIP: 882925AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     508738 | PA      | $515283.37     | 0.03%             | 2029-04-15      | Fixed         | 8.95%                 | Yes           |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                      | Towd Point Mortgage Trust, Series 2025-HE1, Class A2                       | CUSIP: 89183LAD7<br>LEI: 2549002NBNESH9L3VV66 | Long             | ABS-O            | CORP              | US        |    4300000 | PA      | $4321828.25    | 0.29%             | 2065-07-25      | Floating      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                      | Towd Point Mortgage Trust, Series 2025-FIX1, Class A1                      | CUSIP: 89183MAA1<br>LEI: 2549009GWN99QN2XSG71 | Long             | ABS-O            | CORP              | US        |    4390343 | PA      | $4362611.48    | 0.29%             | 2065-09-25      | Variable      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                      | Towd Point Mortgage Trust, Series 2025-FIX2, Class A1                      | CUSIP: 89183RAA0<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-O            | CORP              | US        |    2100491 | PA      | $2095743.41    | 0.14%             | 2065-10-25      | Variable      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Truist Bank Auto Credit-Linked Notes           | Truist Bank Auto Credit-Linked Notes, Series 2025-1, Class C               | CUSIP: 897926CC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3523517 | PA      | $3515153.28    | 0.23%             | 2033-09-26      | Fixed         | 6.81%                 | Yes           |                  2 | On Loan: No      |
| TSC SPV Funding LLC                            | TSC SPV Funding LLC, Series 2024-1A, Class A2                              | CUSIP: 898912AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1481250 | PA      | $1492132.45    | 0.10%             | 2054-08-20      | Fixed         | 6.29%                 | Yes           |                  2 | On Loan: No      |
| TVC Mortgage Trust                             | TVC Mortgage Trust, Series 2025-RRTL1, Class A2                            | CUSIP: 900927AB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1200000 | PA      | $1217038.08    | 0.08%             | 2040-04-25      | Variable      | 6.68%                 | Yes           |                  2 | On Loan: No      |
| 280 Park Avenue Mortgage Trust                 | 280 Park Avenue Mortgage Trust, Series 2017-280P, Class B                  | CUSIP: 90205FAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2485045.25    | 0.16%             | 2034-09-15      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| UPG HI Issuer Trust                            | UPG HI Issuer Trust, Series 2025-2, Class B                                | CUSIP: 90321EAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2665000 | PA      | $2667895.93    | 0.18%             | 2047-09-25      | Fixed         | 5.98%                 | Yes           |                  2 | On Loan: No      |
| US Bank NA                                     | US Bank NA, Series 2023-1, Class B                                         | CUSIP: 90357PAV6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1052852 | PA      | $1060301.89    | 0.07%             | 2032-08-25      | Fixed         | 6.79%                 | Yes           |                  2 | On Loan: No      |
| US Bank NA                                     | US Bank NA, Series 2023-1, Class C                                         | CUSIP: 90357PAW4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      34633 | PA      | $35050.30      | 0.00%             | 2032-08-25      | Fixed         | 9.79%                 | Yes           |                  2 | On Loan: No      |
| USB Auto Owner Trust                           | USB Auto Owner Trust, Series 2025-1A, Class C                              | CUSIP: 90367VAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1500000 | PA      | $1508707.83    | 0.10%             | 2031-03-17      | Fixed         | 4.96%                 | Yes           |                  2 | On Loan: No      |
| USB Auto Owner Trust                           | USB Auto Owner Trust, Series 2025-1A, Class D                              | CUSIP: 90367VAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2500000 | PA      | $2507006.70    | 0.17%             | 2032-12-15      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| United Auto Credit Securitization Trust        | United Auto Credit Securitization Trust, Series 2024-1, Class C            | CUSIP: 90945DAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      54939 | PA      | $54938.95      | 0.00%             | 2029-10-10      | Fixed         | 7.06%                 | Yes           |                  2 | On Loan: No      |
| United Auto Credit Securitization Trust        | United Auto Credit Securitization Trust, Series 2024-1, Class D            | CUSIP: 90945DAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $1007250.56    | 0.07%             | 2029-11-12      | Fixed         | 8.30%                 | Yes           |                  2 | On Loan: No      |
| United Auto Credit Securitization Trust        | United Auto Credit Securitization Trust, Series 2026-1, Class C            | CUSIP: 90945FAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2305000 | PA      | $2277220.34    | 0.15%             | 2031-06-10      | Fixed         | 5.06%                 | Yes           |                  2 | On Loan: No      |
| United Auto Credit Securitization Trust        | United Auto Credit Securitization Trust, Series 2026-1, Class D            | CUSIP: 90945FAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4067000 | PA      | $4036627.91    | 0.27%             | 2031-07-10      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                 | Upgrade Master Pass-Thru Trust, Series 2026-ST1, Class D                   | CUSIP: 91533VAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1500000 | PA      | $1485285.56    | 0.10%             | 2034-03-15      | Fixed         | 5.69%                 | Yes           |                  2 | On Loan: No      |
| Upstart Securitization Trust                   | Upstart Securitization Trust, Series 2025-3, Class C                       | CUSIP: 91684FAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2473000 | PA      | $2439127.48    | 0.16%             | 2035-09-20      | Fixed         | 5.43%                 | Yes           |                  2 | On Loan: No      |
| Upstart Securitization Trust                   | Upstart Securitization Trust, Series 2023-3, Class B                       | CUSIP: 91684MAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     474496 | PA      | $483593.05     | 0.03%             | 2033-10-20      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| VB-S1 Issuer LLC-VBTEL                         | VB-S1 Issuer LLC-VBTEL, Series 2022-1A, Class D                            | CUSIP: 91823AAY7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     500000 | PA      | $494580.35     | 0.03%             | 2052-02-15      | Fixed         | 4.29%                 | Yes           |                  2 | On Loan: No      |
| VB-S1 Issuer LLC-VBTEL                         | VB-S1 Issuer LLC-VBTEL, Series 2024-1A, Class D                            | CUSIP: 91823ABE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1500000 | PA      | $1523119.20    | 0.10%             | 2054-05-15      | Fixed         | 6.64%                 | Yes           |                  2 | On Loan: No      |
| VB-S1 Issuer LLC-VBTEL                         | VB-S1 Issuer LLC-VBTEL, Series 2024-1A, Class F                            | CUSIP: 91823ABG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1150000 | PA      | $1180172.09    | 0.08%             | 2054-05-15      | Fixed         | 8.87%                 | Yes           |                  2 | On Loan: No      |
| VB-S1 Issuer LLC                               | VB-S1 Issuer LLC, Series 2026-1A, Class D                                  | CUSIP: 91825HAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1375000 | PA      | $1361276.81    | 0.09%             | 2056-03-15      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| VB-S1 Issuer LLC                               | VB-S1 Issuer LLC, Series 2026-1A, Class F                                  | CUSIP: 91825HAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1203000 | PA      | $1206532.61    | 0.08%             | 2056-03-15      | Fixed         | 6.84%                 | Yes           |                  2 | On Loan: No      |
| VERTICAL BRIDGE CC LLC                         | VERTICAL BRIDGE CC LLC, Series 2025-1A, Class C                            | CUSIP: 92535VAU6<br>LEI: 549300DKEDU9WZPGTC09 | Long             | ABS-O            | CORP              | US        |    3144000 | PA      | $3188153.39    | 0.21%             | 2055-08-16      | Fixed         | 7.45%                 | Yes           |                  2 | On Loan: No      |
| VERTICAL BRIDGE CC LLC                         | VERTICAL BRIDGE CC LLC, Series 2025-1A, Class D                            | CUSIP: 92535VAW2<br>LEI: 549300DKEDU9WZPGTC09 | Long             | ABS-O            | CORP              | US        |    3100000 | PA      | $3172108.48    | 0.21%             | 2055-08-16      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Vista Point Securitization Trust               | Vista Point Securitization Trust, Series 2026-CES1, Class A2               | CUSIP: 92790EAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1400000 | PA      | $1387902.19    | 0.09%             | 2056-02-25      | Variable      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Vista Point Securitization Trust               | Vista Point Securitization Trust, Series 2026-CES1, Class A3               | CUSIP: 92790EAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $1978450.05    | 0.13%             | 2056-02-25      | Variable      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Vista Point Securitization Trust               | Vista Point Securitization Trust, Series 2025-CES2, Class A1               | CUSIP: 92842UAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6975163 | PA      | $6994633.27    | 0.46%             | 2055-08-25      | Variable      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Vontive Mortgage Trust                         | Vontive Mortgage Trust, Series 2025-RTL1, Class A1                         | CUSIP: 928884AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3672000 | PA      | $3708371.89    | 0.24%             | 2030-03-25      | Variable      | 6.51%                 | Yes           |                  2 | On Loan: No      |
| WB Commercial Mortgage Trust                   | WB Commercial Mortgage Trust, Series 2024-HQ, Class A                      | CUSIP: 92943PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10000000 | PA      | $10005806.77   | 0.66%             | 2040-03-15      | Variable      | 6.13%                 | Yes           |                  2 | On Loan: No      |
| WB Commercial Mortgage Trust                   | WB Commercial Mortgage Trust, Series 2024-HQ, Class C                      | CUSIP: 92943PAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2493241.06    | 0.16%             | 2040-03-15      | Variable      | 7.13%                 | Yes           |                  2 | On Loan: No      |
| WB Commercial Mortgage Trust                   | WB Commercial Mortgage Trust, Series 2024-HQ, Class D                      | CUSIP: 92943PAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $503098.93     | 0.03%             | 2040-03-15      | Variable      | 8.28%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust          | Wells Fargo Commercial Mortgage Trust, Series 2025-VTT, Class D            | CUSIP: 94990GAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2776000 | PA      | $2774547.27    | 0.18%             | 2038-03-15      | Variable      | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust          | Wells Fargo Commercial Mortgage Trust, Series 2025-VTT, Class E            | CUSIP: 94990GAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4309000 | PA      | $4321207.62    | 0.29%             | 2038-03-15      | Variable      | 7.14%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust          | Wells Fargo Commercial Mortgage Trust, Series 2024-1CHI, Class C           | CUSIP: 95003PAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2512435.12    | 0.17%             | 2035-07-15      | Variable      | 6.43%                 | Yes           |                  2 | On Loan: No      |
| Western Funding Auto Loan Trust                | Western Funding Auto Loan Trust, Series 2025-1, Class C                    | CUSIP: 958250AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1389000 | PA      | $1372787.41    | 0.09%             | 2035-11-15      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Western Funding Auto Loan Trust                | Western Funding Auto Loan Trust, Series 2025-1, Class D                    | CUSIP: 958250AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2500000 | PA      | $2437899.79    | 0.16%             | 2036-01-15      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| Westgate Resorts LLC                           | Westgate Resorts LLC, Series 2026-1A, Class C                              | CUSIP: 959921AC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2919169 | PA      | $2916636.80    | 0.19%             | 2039-10-20      | Fixed         | 6.08%                 | Yes           |                  2 | On Loan: No      |
| Westgate Resorts LLC                           | Westgate Resorts LLC, Series 2026-1A, Class D                              | CUSIP: 959921AD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1038186 | PA      | $1041613.64    | 0.07%             | 2039-10-20      | Fixed         | 7.99%                 | Yes           |                  2 | On Loan: No      |
| Westgate Resorts LLC                           | Westgate Resorts LLC, Series 2023-1A, Class D                              | CUSIP: 96033EAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     108115 | PA      | $110058.04     | 0.01%             | 2037-12-20      | Fixed         | 10.14%                | Yes           |                  2 | On Loan: No      |
| Westgate Resorts LLC                           | Westgate Resorts LLC, Series 2024-1A, Class C                              | CUSIP: 96034KAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     549639 | PA      | $554499.45     | 0.04%             | 2038-01-20      | Fixed         | 7.06%                 | Yes           |                  2 | On Loan: No      |
| Westgate Resorts LLC                           | Westgate Resorts LLC, Series 2024-1A, Class D                              | CUSIP: 96034KAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     549639 | PA      | $560353.32     | 0.04%             | 2038-01-20      | Fixed         | 9.26%                 | Yes           |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust          | Westlake Automobile Receivables Trust, Series 2025-2A, Class D             | CUSIP: 96041KAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5200000 | PA      | $5206396.08    | 0.34%             | 2031-05-15      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust          | Westlake Automobile Receivables Trust, Series 2026-1A, Class D             | CUSIP: 96043BAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1708000 | PA      | $1689878.54    | 0.11%             | 2031-07-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust          | Westlake Automobile Receivables Trust, Series 2025-P1, Class D             | CUSIP: 96043LAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2379000 | PA      | $2396867.75    | 0.16%             | 2032-07-15      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| Wingspire Equipment Finance LLC                | Wingspire Equipment Finance LLC, Series 2024-1A, Class D                   | CUSIP: 97415AAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2500000 | PA      | $2529962.68    | 0.17%             | 2032-09-20      | Fixed         | 6.31%                 | Yes           |                  2 | On Loan: No      |
| Wingspire Equipment Finance LLC                | Wingspire Equipment Finance LLC, Series 2025-1A, Class D                   | CUSIP: 97415CAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3194000 | PA      | $3182641.73    | 0.21%             | 2033-09-20      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Wireless PropCo Funding LLC                    | Wireless PropCo Funding LLC, Series 2025-1A, Class B                       | CUSIP: 97655EAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     766400 | PA      | $725237.58     | 0.05%             | 2055-06-25      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Zais CLO 11 Ltd.                               | Zais CLO 11 Ltd., Series 2018-11A, Class BR                                | CUSIP: 98887YAQ0<br>LEI: 549300FPW2E2MXLOFH93 | Long             | ABS-CBDO         | CORP              | KY        |    2500000 | PA      | $2502340.00    | 0.17%             | 2032-01-20      | Floating      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| Zayo Issuer LLC                                | Zayo Issuer LLC, Series 2026-1A, Class C                                   | CUSIP: 98919WAY9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3269000 | PA      | $3291003.09    | 0.22%             | 2056-04-20      | Fixed         | 7.78%                 | Yes           |                  2 | On Loan: No      |
| Janus Henderson Cash Liquidity Fund LLC        | Janus Henderson Cash Liquidity Fund LLC                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |   35507838 | NS      | $35507837.89   | 2.34%             |  |  |  | No            |                  2 | On Loan: No      |
| LEX Trust                                      | LEX Trust, Series 2026-450, Class D                                        | CUSIP: 501970AG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3704000 | PA      | $3704003.54    | 0.24%             | 2043-03-15      | Floating      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                            | S&P 500 E-Mini Index                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         64 | NC      | $795444.83     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                            | U.S. Treasury 5 Year Notes                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       1501 | NC      | $-2569476.34   | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| Tricolor Auto Securitization Trust             | Tricolor Auto Securitization Trust, Series 2025-1A, Class C                | CUSIP: 89617CAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11502000 | PA      | $2835660.75    | 0.19%             | 2029-10-15      | Fixed         | 5.72%                 | Yes           |                  3 | On Loan: No      |
| Tricolor Auto Securitization Trust             | Tricolor Auto Securitization Trust, Series 2025-1A, Class D                | CUSIP: 89617CAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3240000 | PA      | $668167.25     | 0.04%             | 2031-04-15      | Fixed         | 6.84%                 | Yes           |                  3 | On Loan: No      |
| N/A                                            | S&P 500 Emini Index                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -105 | NC      | $-40425.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                            | 3 Month SOFR                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        125 | NC      | $89612.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                            | 3 Month SOFR                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        125 | NC      | $88831.25      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                            | 3 Month SOFR                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        125 | NC      | $90393.75      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                            | U.S. Treasury 2 Year Notes                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       6137 | NC      | $-7165518.80   | -0.47%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                            | U.S. Treasury 10 Year Notes                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -219 | NC      | $536993.48     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                            | U.S. Treasury 10 Year Ultra Bonds                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -286 | NC      | $768517.18     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tricolor Auto Securitization Trust             | Tricolor Auto Securitization Trust, Series 2024-1A, Class C                | CUSIP: 89616LAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     500000 | PA      | $374471.39     | 0.02%             | 2028-01-18      | Fixed         | 6.99%                 | Yes           |                  3 | On Loan: No      |
| Tricolor Auto Securitization Trust             | Tricolor Auto Securitization Trust, Series 2024-1A, Class D                | CUSIP: 89616LAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1500000 | PA      | $890525.79     | 0.06%             | 2028-04-17      | Fixed         | 8.61%                 | Yes           |                  3 | On Loan: No      |
| N/A                                            | U.S. Treasury Ultra Bonds                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -109 | NC      | $611067.73     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                            | S&P 500 Emini Index                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -105 | NC      | $-2138062.50   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-06-01

**Name of Applicant:** Janus Detroit Street Trust

**Signature:** Jesper Nergaard

**Name of Signer:** Jesper Nergaard

**Title:** VP, CFO, Treasurer, and Principal Accounting Officer